| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 28,704,000 | 88,100,000 | 10.94% | PRN | |
| 2 | CAPSTONE INVESTMENT ADVISORS, LLC | 28,000,000 | 86,012,000 | 10.68% | PRN | |
| 3 | BlackRock Institutional Trust Company, N.A. | 24,912,000 | 76,386,000 | 9.49% | PRN | |
| 4 | ANGELO GORDON & CO., L.P. | 23,237,000 | 71,250,000 | 8.85% | PRN | |
| 5 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,500,000 | 62,928,000 | 7.82% | ||
| 6 | QVT Financial LP | 19,000,000 | 58,636,000 | 7.28% | PRN | |
| 7 | Assured Investment Management LLC | 16,912,000 | 51,869,000 | 6.44% | PRN | |
| 8 | ROYAL BANK OF CANADA | 16,814,000 | 51,556,000 | 6.40% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 16,500,000 | 50,593,000 | 6.28% | PRN | |
| 10 | ALPINE ASSOCIATES ADVISORS | 15,000,000 | 45,994,000 | 5.71% | PRN | |
| 11 | HBK INVESTMENTS L P | 10,790,000 | 33,071,000 | 4.11% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 8,209,000 | 25,193,000 | 3.13% | ||
| 13 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 5,496,000 | 16,852,000 | 2.09% | PRN | |
| 14 | AQR CAPITAL MANAGEMENT LLC | 5,000,000 | 15,356,000 | 1.91% | PRN | |
| 15 | MACKAY SHIELDS LLC | 4,148,000 | 12,728,000 | 1.58% | PRN | |
| 16 | SSI INVESTMENT MANAGEMENT LLC | 3,744,000 | 11,476,000 | 1.43% | PRN | |
| 17 | LORD, ABBETT & CO. LLC | 3,270,000 | 10,043,000 | 1.25% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 3,004,000 | 9,211,000 | 1.14% | PRN | |
| 19 | PIPER SANDLER & CO. | 2,859,000 | 8,766,000 | 1.09% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 1,344,000 | 4,121,000 | 0.51% | PRN | |
| 21 | MANAGED ACCOUNT ADVISORS LLC | 1,148,000 | 3,520,000 | 0.44% | PRN | |
| 22 | BANK OF MONTREAL /CAN/ | 1,000,000 | 3,075,000 | 0.38% | PRN | |
| 23 | KORNITZER CAPITAL MANAGEMENT INC /KS | 765,000 | 2,346,000 | 0.29% | PRN | |
| 24 | Invesco Ltd. | 750,000 | 2,300,000 | 0.29% | ||
| 25 | FAIRVIEW CAPITAL INVESTMENT MANAGEMENT, LLC | 747,000 | 2,296,000 | 0.29% | PRN | |
| 26 | BARCLAYS PLC | 314,000 | 961,000 | 0.12% | PRN | |
| 27 | WELLINGTON MANAGEMENT GROUP LLP | 105,000 | 322,000 | 0.04% | PRN | |
| 28 | Clearbridge Investments, LLC | 1,400,000 | 44,000 | 0.01% | PRN | |
| 29 | BANK OF AMERICA CORP /DE/ | 8,000 | 24,000 | 0.00% | PRN | |
| 30 | BlackRock Investment Management, LLC | 2,000 | 6,000 | 0.00% | PRN | |
| 31 | AMERIPRISE FINANCIAL INC | 1,000 | 3,000 | 0.00% | PRN | |
| 32 | MORGAN STANLEY | 1,000 | 3,000 | 0.00% | PRN | |
| 33 | UBS AG | 1,000 | 3,000 | 0.00% | PRN |
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
