| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ALPINE ASSOCIATES ADVISORS | 41,738 | 15,000,000,000 | 96.11% | PRN | |
| 2 | Castle Creek Arbitrage, LLC | 28,704,000 | 79,913,000 | 0.51% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 28,000,000 | 78,064,000 | 0.50% | ||
| 4 | ANGELO GORDON & CO., L.P. | 23,237,000 | 64,657,000 | 0.41% | PRN | |
| 5 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,500,000 | 57,048,000 | 0.37% | ||
| 6 | QVT Financial LP | 19,000,000 | 52,934,000 | 0.34% | PRN | |
| 7 | Assured Investment Management LLC | 16,912,000 | 47,094,000 | 0.30% | ||
| 8 | ROYAL BANK OF CANADA | 15,729,000 | 44,126,000 | 0.28% | PRN | |
| 9 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 15,000,000 | 41,738,000 | 0.27% | PRN | |
| 10 | HBK INVESTMENTS L P | 10,790,000 | 30,038,000 | 0.19% | PRN | |
| 11 | PUTNAM INVESTMENTS LLC | 8,344,000 | 23,283,000 | 0.15% | ||
| 12 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 5,496,000 | 15,293,000 | 0.10% | PRN | |
| 13 | AQR CAPITAL MANAGEMENT LLC | 5,000,000 | 13,938,000 | 0.09% | PRN | |
| 14 | MACKAY SHIELDS LLC | 4,112,000 | 11,451,000 | 0.07% | PRN | |
| 15 | SSI INVESTMENT MANAGEMENT LLC | 3,469,000 | 9,656,000 | 0.06% | ||
| 16 | PIPER SANDLER & CO. | 3,009,000 | 8,373,000 | 0.05% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 3,004,000 | 8,358,000 | 0.05% | PRN | |
| 18 | Clearbridge Investments, LLC | 1,625,000 | 4,559,000 | 0.03% | PRN | |
| 19 | MANAGED ACCOUNT ADVISORS LLC | 1,219,000 | 3,392,000 | 0.02% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 1,207,000 | 3,358,000 | 0.02% | PRN | |
| 21 | LORD, ABBETT & CO. LLC | 940,000 | 2,620,000 | 0.02% | PRN | |
| 22 | KORNITZER CAPITAL MANAGEMENT INC /KS | 765,000 | 2,129,000 | 0.01% | PRN | |
| 23 | FAIRVIEW CAPITAL INVESTMENT MANAGEMENT, LLC | 747,000 | 2,087,000 | 0.01% | PRN | |
| 24 | Invesco Ltd. | 750,000 | 2,087,000 | 0.01% | ||
| 25 | BARCLAYS PLC | 293,000 | 815,000 | 0.01% | PRN | |
| 26 | WELLINGTON MANAGEMENT GROUP LLP | 175,000 | 487,000 | 0.00% | PRN | |
| 27 | ZAZOVE ASSOCIATES LLC | 60,000 | 167,000 | 0.00% | PRN | |
| 28 | MORGAN STANLEY | 5,000 | 14,000 | 0.00% | PRN | |
| 29 | BANK OF AMERICA CORP /DE/ | 4,000 | 11,000 | 0.00% | PRN | |
| 30 | AMERIPRISE FINANCIAL INC | 2,000 | 6,000 | 0.00% | PRN | |
| 31 | AMERICAN NATIONAL BANK & TRUST | 1,000 | 3,000 | 0.00% | ||
| 32 | 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.
