| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 34,614,000 | 93,183,000 | 13.94% | PRN | |
| 2 | CAPSTONE INVESTMENT ADVISORS, LLC | 30,734,000 | 82,630,000 | 12.36% | ||
| 3 | ANGELO GORDON & CO., L.P. | 23,237,000 | 62,508,000 | 9.35% | PRN | |
| 4 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,500,000 | 55,153,000 | 8.25% | ||
| 5 | QVT Financial LP | 19,000,000 | 51,520,000 | 7.71% | PRN | |
| 6 | ROYAL BANK OF CANADA | 15,932,000 | 42,857,000 | 6.41% | PRN | |
| 7 | ALPINE ASSOCIATES MANAGEMENT INC. | 15,000,000 | 40,350,000 | 6.03% | PRN | |
| 8 | Assured Investment Management LLC | 14,852,000 | 40,156,000 | 6.01% | ||
| 9 | HBK INVESTMENTS L P | 10,790,000 | 29,006,000 | 4.34% | PRN | |
| 10 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 9,957,000 | 26,784,000 | 4.01% | PRN | |
| 11 | BNP PARIBAS FINANCIAL MARKETS | 9,700,000 | 26,093,000 | 3.90% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 8,344,000 | 22,531,000 | 3.37% | ||
| 13 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 5,496,000 | 14,784,000 | 2.21% | PRN | |
| 14 | MACKAY SHIELDS LLC | 5,177,000 | 13,942,000 | 2.09% | PRN | |
| 15 | PIPER SANDLER & CO. | 5,125,000 | 13,786,000 | 2.06% | PRN | |
| 16 | AQR CAPITAL MANAGEMENT LLC | 5,000,000 | 13,475,000 | 2.02% | PRN | |
| 17 | SSI INVESTMENT MANAGEMENT LLC | 3,400,000 | 9,146,000 | 1.37% | ||
| 18 | AMERIPRISE FINANCIAL INC | 2,542,000 | 6,838,000 | 1.02% | PRN | |
| 19 | WELLS FARGO & COMPANY/MN | 2,192,000 | 5,896,000 | 0.88% | PRN | |
| 20 | Clearbridge Investments, LLC | 1,625,000 | 4,389,000 | 0.66% | PRN | |
| 21 | Invesco Ltd. | 1,500,000 | 4,035,000 | 0.60% | ||
| 22 | MANAGED ACCOUNT ADVISORS LLC | 1,137,000 | 3,059,000 | 0.46% | PRN | |
| 23 | KORNITZER CAPITAL MANAGEMENT INC /KS | 760,000 | 2,044,000 | 0.31% | PRN | |
| 24 | FAIRVIEW CAPITAL INVESTMENT MANAGEMENT, LLC | 747,000 | 2,010,000 | 0.30% | PRN | |
| 25 | BARCLAYS PLC | 587,000 | 1,579,000 | 0.24% | PRN | |
| 26 | WELLINGTON MANAGEMENT GROUP LLP | 175,000 | 471,000 | 0.07% | PRN | |
| 27 | ZAZOVE ASSOCIATES LLC | 60,000 | 161,000 | 0.02% | PRN | |
| 28 | DEUTSCHE BANK AG\ | 43,000 | 115,000 | 0.02% | PRN | |
| 29 | M&T BANK CORP | 42,000 | 113,000 | 0.02% | PRN | |
| 30 | Brown Advisory Securities, LLC | 10,000 | 29,000 | 0.00% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 2,000 | 5,000 | 0.00% | PRN | |
| 32 | AMERICAN NATIONAL BANK & TRUST | 1,000 | 3,000 | 0.00% | ||
| 33 | UBS Group 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.
