| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Assured Investment Management LLC | 45,812,000 | 111,643,000 | 17.72% | ||
| 2 | Castle Creek Arbitrage, LLC | 34,614,000 | 83,810,000 | 13.30% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 25,614,000 | 61,981,000 | 9.84% | ||
| 4 | ANGELO GORDON & CO., L.P. | 23,237,000 | 56,263,000 | 8.93% | PRN | |
| 5 | QVT Financial LP | 19,000,000 | 46,356,000 | 7.36% | PRN | |
| 6 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 15,000,000 | 36,360,000 | 5.77% | ||
| 7 | Allianz Asset Management GmbH | 13,625,000 | 33,163,000 | 5.26% | PRN | |
| 8 | ROYAL BANK OF CANADA | 10,944,000 | 26,272,000 | 4.17% | PRN | |
| 9 | HBK INVESTMENTS L P | 10,790,000 | 26,159,000 | 4.15% | PRN | |
| 10 | MACKAY SHIELDS LLC | 10,759,000 | 26,094,000 | 4.14% | PRN | |
| 11 | ALPINE ASSOCIATES MANAGEMENT INC. | 10,070,000 | 24,382,000 | 3.87% | PRN | |
| 12 | BNP PARIBAS FINANCIAL MARKETS | 9,700,000 | 23,486,125 | 3.73% | PRN | |
| 13 | PUTNAM INVESTMENTS LLC | 8,256,000 | 20,111,000 | 3.19% | ||
| 14 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 5,496,000 | 13,307,000 | 2.11% | PRN | |
| 15 | PIPER SANDLER & CO. | 4,860,000 | 11,767,000 | 1.87% | PRN | |
| 16 | AMERIPRISE FINANCIAL INC | 2,694,000 | 6,523,000 | 1.04% | PRN | |
| 17 | Clearbridge Investments, LLC | 2,625,000 | 6,356,000 | 1.01% | PRN | |
| 18 | Invesco Ltd. | 1,500,000 | 3,632,000 | 0.58% | ||
| 19 | WELLS FARGO & COMPANY/MN | 1,355,000 | 3,280,000 | 0.52% | PRN | |
| 20 | MANAGED ACCOUNT ADVISORS LLC | 950,000 | 2,300,000 | 0.37% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 842,000 | 2,037,000 | 0.32% | PRN | |
| 22 | KORNITZER CAPITAL MANAGEMENT INC /KS | 765,000 | 1,852,000 | 0.29% | PRN | |
| 23 | FAIRVIEW CAPITAL INVESTMENT MANAGEMENT, LLC | 747,000 | 1,809,000 | 0.29% | PRN | |
| 24 | WELLINGTON MANAGEMENT GROUP LLP | 165,000 | 400,000 | 0.06% | PRN | |
| 25 | BARCLAYS PLC | 65,000 | 157,000 | 0.02% | PRN | |
| 26 | BlackRock Fund Advisors | 50,000 | 121,000 | 0.02% | PRN | |
| 27 | SYMPHONY ASSET MANAGEMENT LLC | 45,000 | 109,000 | 0.02% | PRN | |
| 28 | DEUTSCHE BANK AG\ | 43,000 | 104,000 | 0.02% | PRN | |
| 29 | EQUITEC SPECIALISTS, LLC | 35,000 | 85,000 | 0.01% | PRN | |
| 30 | Brown Advisory Securities, LLC | 10,000 | 22,000 | 0.00% | PRN | |
| 31 | CITIGROUP INC | 3,000 | 7,000 | 0.00% | PRN | |
| 32 | BANK OF AMERICA CORP /DE/ | 3,000 | 7,000 | 0.00% | PRN | |
| 33 | AMERICAN NATIONAL BANK & TRUST | 1,000 | 2,000 | 0.00% | ||
| 34 | UBS Group AG | 1,000 | 2,000 | 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.
