| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 34,614,000 | 66,557,000 | 13.79% | PRN | |
| 2 | Assured Investment Management LLC | 29,000,000 | 55,789,000 | 11.56% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 28,549,000 | 54,889,000 | 11.37% | ||
| 4 | ANGELO GORDON & CO., L.P. | 23,237,000 | 44,513,000 | 9.22% | PRN | |
| 5 | QVT Financial LP | 18,750,000 | 36,151,000 | 7.49% | PRN | |
| 6 | SILVERBACK ASSET MANAGEMENT LLC | 16,860,000 | 32,392,000 | 6.71% | PRN | |
| 7 | WOLVERINE ASSET MANAGEMENT LLC | 16,035,000 | 30,835,000 | 6.39% | PRN | |
| 8 | Allianz Asset Management GmbH | 13,625,000 | 26,228,000 | 5.44% | PRN | |
| 9 | HBK INVESTMENTS L P | 12,961,000 | 24,912,000 | 5.16% | PRN | |
| 10 | ALPINE ASSOCIATES MANAGEMENT INC. | 10,070,000 | 19,291,000 | 4.00% | PRN | |
| 11 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,000,000 | 19,256,000 | 3.99% | PRN | |
| 12 | LORD, ABBETT & CO. LLC | 9,972,000 | 19,152,000 | 3.97% | PRN | |
| 13 | PUTNAM INVESTMENTS LLC | 8,196,000 | 15,834,000 | 3.28% | ||
| 14 | Weiss Asset Management LP | 6,000,000 | 11,550,000 | 2.39% | PRN | |
| 15 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 5,496,000 | 10,528,000 | 2.18% | PRN | |
| 16 | THRIVENT FINANCIAL FOR LUTHERANS | 4,175,000 | 8,019,000 | 1.66% | ||
| 17 | Invesco Ltd. | 1,500,000 | 2,873,000 | 0.60% | PRN | |
| 18 | KORNITZER CAPITAL MANAGEMENT INC /KS | 765,000 | 1,465,000 | 0.30% | PRN | |
| 19 | FAIRVIEW CAPITAL INVESTMENT MANAGEMENT, LLC | 747,000 | 1,437,000 | 0.30% | PRN | |
| 20 | WELLINGTON MANAGEMENT GROUP LLP | 125,000 | 239,000 | 0.05% | PRN | |
| 21 | MACKENZIE FINANCIAL CORP | 123,000 | 237,000 | 0.05% | PRN | |
| 22 | BANK OF AMERICA CORP /DE/ | 113,000 | 217,000 | 0.04% | PRN | |
| 23 | BlackRock Fund Advisors | 50,000 | 96,000 | 0.02% | PRN | |
| 24 | CITIGROUP INC | 20,000 | 38,000 | 0.01% | PRN | |
| 25 | BARCLAYS PLC | 11,000 | 21,000 | 0.00% | PRN | |
| 26 | JPMORGAN CHASE & CO | 4,000 | 8,000 | 0.00% | PRN | |
| 27 | MORGAN STANLEY | 4,000 | 8,000 | 0.00% | PRN | |
| 28 | MSI Financial Services Inc | 2,000 | 4,000 | 0.00% | ||
| 29 | AMERICAN NATIONAL BANK & TRUST | 1,000 | 2,000 | 0.00% | ||
| 30 | WELLS FARGO & COMPANY/MN | 1,000 | 2,000 | 0.00% | PRN | |
| 31 | 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.
