| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 88,100,000 | 133,722,000 | 15.88% | PRN | |
| 2 | FRANKLIN RESOURCES INC | 78,230,000 | 118,989,000 | 14.13% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 62,150,000 | 94,402,000 | 11.21% | PRN | |
| 4 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 45,480,000 | 68,845,000 | 8.17% | PRN | |
| 5 | BANK OF AMERICA CORP /DE/ | 26,760,000 | 40,592,000 | 4.82% | PRN | |
| 6 | ROYAL BANK OF CANADA | 23,561,000 | 35,739,000 | 4.24% | PRN | |
| 7 | AMUNDI ASSET MANAGEMENT US, INC. | 22,250,000 | 33,751,000 | 4.01% | PRN | |
| 8 | BlueCrest Capital Management LLP | 21,201,000 | 32,437,000 | 3.85% | PRN | |
| 9 | ANGELO GORDON & CO., L.P. | 16,900,000 | 25,635,000 | 3.04% | PRN | |
| 10 | CQS Cayman LP | 15,609,000 | 23,878,000 | 2.83% | PRN | |
| 11 | LAZARD ASSET MANAGEMENT LLC | 12,600,000 | 19,112,000 | 2.27% | PRN | |
| 12 | AMERIPRISE FINANCIAL INC | 11,580,000 | 17,566,000 | 2.09% | PRN | |
| 13 | CREDIT SUISSE AG/ | 11,551,000 | 17,521,000 | 2.08% | PRN | |
| 14 | WELLINGTON MANAGEMENT GROUP LLP | 10,570,000 | 16,034,000 | 1.90% | PRN | |
| 15 | Carlson Capital, L.P. | 10,000,000 | 15,183,000 | 1.80% | PRN | |
| 16 | CSS LLC/IL | 9,350,000 | 14,189,000 | 1.68% | PRN | |
| 17 | PUTNAM INVESTMENTS LLC | 9,085,000 | 13,781,000 | 1.64% | ||
| 18 | AQR CAPITAL MANAGEMENT LLC | 8,900,000 | 13,522,000 | 1.61% | PRN | |
| 19 | DEUTSCHE BANK AG\ | 8,706,200 | 13,205,000 | 1.57% | PRN | |
| 20 | BNP Paribas Asset Management Holding S.A. | 8,000,000 | 12,223,000 | 1.45% | PRN | |
| 21 | BlackRock Institutional Trust Company, N.A. | 8,000,000 | 12,135,000 | 1.44% | PRN | |
| 22 | SSI INVESTMENT MANAGEMENT LLC | 7,500,000 | 11,377,000 | 1.35% | PRN | |
| 23 | DRIEHAUS CAPITAL MANAGEMENT LLC | 6,700,000 | 10,163,000 | 1.21% | PRN | |
| 24 | WELLS FARGO & COMPANY/MN | 6,407,000 | 9,719,000 | 1.15% | PRN | |
| 25 | Man Investments (CH) AG | 5,600,000 | 8,488,000 | 1.01% | PRN | |
| 26 | JPMORGAN CHASE & CO | 5,058,000 | 7,672,000 | 0.91% | PRN | |
| 27 | Calamos Advisors LLC | 5,000,000 | 7,595,000 | 0.90% | PRN | |
| 28 | GOLDMAN SACHS GROUP INC | 4,475,000 | 6,788,000 | 0.81% | PRN | |
| 29 | Sage Capital Management, LLC | 2,500,000 | 3,802,000 | 0.45% | PRN | |
| 30 | BARCLAYS PLC | 2,325,000 | 3,511,000 | 0.42% | PRN | |
| 31 | MANAGED ACCOUNT ADVISORS LLC | 442,000 | 670,000 | 0.08% | PRN | |
| 32 | CITIGROUP INC | 14,000 | 21,000 | 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.
