| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ALPINE ASSOCIATES ADVISORS | 30,909 | 21,000,000,000 | 96.36% | PRN | |
| 2 | Castle Creek Arbitrage, LLC | 88,100,000 | 129,790,000 | 0.60% | PRN | |
| 3 | FRANKLIN RESOURCES INC | 78,230,000 | 115,253,000 | 0.53% | PRN | |
| 4 | CAPSTONE INVESTMENT ADVISORS, LLC | 62,150,000 | 91,592,000 | 0.42% | ||
| 5 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 44,860,000 | 66,010,000 | 0.30% | PRN | |
| 6 | BlueCrest Capital Management LLP | 31,201,000 | 47,413,000 | 0.22% | PRN | |
| 7 | BlueCrest Capital Management Ltd | 31,201,000 | 47,413,000 | 0.22% | PRN | |
| 8 | AMUNDI ASSET MANAGEMENT US, INC. | 21,250,000 | 31,277,000 | 0.14% | PRN | |
| 9 | ROYAL BANK OF CANADA | 19,091,000 | 28,100,000 | 0.13% | PRN | |
| 10 | ANGELO GORDON & CO., L.P. | 16,900,000 | 24,875,000 | 0.11% | PRN | |
| 11 | Calamos Advisors LLC | 15,000,000 | 22,106,000 | 0.10% | PRN | |
| 12 | CSS LLC/IL | 14,900,000 | 21,957,000 | 0.10% | PRN | |
| 13 | LAZARD ASSET MANAGEMENT LLC | 12,600,000 | 18,545,000 | 0.09% | PRN | |
| 14 | Carlson Capital, L.P. | 11,000,000 | 16,203,000 | 0.07% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 10,481,200 | 15,426,000 | 0.07% | PRN | |
| 16 | AQR CAPITAL MANAGEMENT LLC | 8,900,000 | 13,122,000 | 0.06% | PRN | |
| 17 | PUTNAM INVESTMENTS LLC | 8,877,000 | 13,066,000 | 0.06% | ||
| 18 | CREDIT SUISSE AG/ | 8,240,000 | 12,128,000 | 0.06% | PRN | |
| 19 | DRIEHAUS CAPITAL MANAGEMENT LLC | 6,700,000 | 9,862,000 | 0.05% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 6,177,000 | 9,092,000 | 0.04% | PRN | |
| 21 | GOLDMAN SACHS GROUP INC | 5,975,000 | 8,794,000 | 0.04% | PRN | |
| 22 | JPMORGAN CHASE & CO | 5,058,000 | 7,444,000 | 0.03% | PRN | |
| 23 | BNP Paribas Asset Management Holding S.A. | 5,000,000 | 7,367,000 | 0.03% | PRN | |
| 24 | SSI INVESTMENT MANAGEMENT LLC | 4,250,000 | 6,254,000 | 0.03% | PRN | |
| 25 | AMERIPRISE FINANCIAL INC | 4,080,000 | 6,006,000 | 0.03% | PRN | |
| 26 | Man Investments (CH) AG | 4,000,000 | 5,918,000 | 0.03% | PRN | |
| 27 | BANK OF AMERICA CORP /DE/ | 3,336,000 | 4,910,000 | 0.02% | PRN | |
| 28 | Sage Capital Management, LLC | 3,000,000 | 4,420,000 | 0.02% | PRN | |
| 29 | Jefferies Group LLC | 2,650,000 | 3,900,000 | 0.02% | PRN | |
| 30 | CITIGROUP INC | 1,610,800 | 2,371,000 | 0.01% | PRN | |
| 31 | WELLINGTON MANAGEMENT GROUP LLP | 1,270,000 | 1,870,000 | 0.01% | PRN | |
| 32 | MANAGED ACCOUNT ADVISORS LLC | 442,000 | 651,000 | 0.00% | PRN | |
| 33 | BARCLAYS PLC | 220,000 | 323,000 | 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.
