| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 88,100,000 | 106,330,000 | 18.41% | PRN | |
| 2 | FRANKLIN RESOURCES INC | 60,110,000 | 73,233,000 | 12.68% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 51,960,000 | 63,335,000 | 10.97% | PRN | |
| 4 | CAPSTONE INVESTMENT ADVISORS, LLC | 47,016,000 | 57,259,000 | 9.91% | ||
| 5 | BlueCrest Capital Management Ltd | 33,451,000 | 46,639,000 | 8.08% | PRN | |
| 6 | AMUNDI ASSET MANAGEMENT US, INC. | 21,250,000 | 25,620,000 | 4.44% | PRN | |
| 7 | ALPINE ASSOCIATES MANAGEMENT INC. | 21,000,000 | 25,318,000 | 4.38% | PRN | |
| 8 | Calamos Advisors LLC | 15,000,000 | 18,268,000 | 3.16% | PRN | |
| 9 | ROYAL BANK OF CANADA | 15,061,000 | 18,158,000 | 3.14% | PRN | |
| 10 | LAZARD ASSET MANAGEMENT LLC | 12,600,000 | 15,190,000 | 2.63% | PRN | |
| 11 | Carlson Capital, L.P. | 12,500,000 | 15,098,000 | 2.61% | PRN | |
| 12 | CREDIT SUISSE AG/ | 11,810,000 | 14,238,000 | 2.47% | PRN | |
| 13 | BNP PARIBAS FINANCIAL MARKETS | 11,500,000 | 13,864,745 | 2.40% | PRN | |
| 14 | WELLS FARGO & COMPANY/MN | 9,557,000 | 11,522,000 | 2.00% | PRN | |
| 15 | AQR CAPITAL MANAGEMENT LLC | 8,900,000 | 10,753,000 | 1.86% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 8,394,200 | 10,119,000 | 1.75% | PRN | |
| 17 | CITIGROUP INC | 8,219,800 | 9,910,000 | 1.72% | PRN | |
| 18 | Man Investments (CH) AG | 5,700,000 | 6,932,000 | 1.20% | PRN | |
| 19 | PUTNAM INVESTMENTS LLC | 5,653,000 | 6,816,000 | 1.18% | ||
| 20 | AMERIPRISE FINANCIAL INC | 4,340,000 | 5,232,000 | 0.91% | PRN | |
| 21 | JPMORGAN CHASE & CO | 3,558,000 | 4,290,000 | 0.74% | PRN | |
| 22 | SG Americas Securities, LLC | 30,000 | 3,624,000 | 0.63% | PRN | |
| 23 | BNP Paribas Asset Management Holding S.A. | 2,000,000 | 2,433,000 | 0.42% | PRN | |
| 24 | Sage Capital Management, LLC | 2,000,000 | 2,413,000 | 0.42% | PRN | |
| 25 | BANK OF AMERICA CORP /DE/ | 2,000,000 | 2,411,000 | 0.42% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 1,986,000 | 2,394,000 | 0.41% | ||
| 27 | EQUITEC SPECIALISTS, LLC | 1,500,000 | 1,808,000 | 0.31% | PRN | |
| 28 | WELLINGTON MANAGEMENT GROUP LLP | 1,170,000 | 1,410,000 | 0.24% | PRN | |
| 29 | CSS LLC/IL | 1,000,000 | 1,222,000 | 0.21% | PRN | |
| 30 | RUSSELL FRANK CO/ | 700,000 | 852,000 | 0.15% | ||
| 31 | Jefferies Group LLC | 450,000 | 543,000 | 0.09% | PRN | |
| 32 | MANAGED ACCOUNT ADVISORS LLC | 234,000 | 282,000 | 0.05% | 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.
