| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 73,100,000 | 86,390,000 | 15.10% | PRN | |
| 2 | FRANKLIN RESOURCES INC | 60,110,000 | 71,590,000 | 12.51% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 53,960,000 | 63,689,000 | 11.13% | PRN | |
| 4 | JPMORGAN CHASE & CO | 43,201,000 | 51,140,000 | 8.94% | PRN | |
| 5 | ROYAL BANK OF CANADA | 33,251,000 | 39,361,000 | 6.88% | PRN | |
| 6 | DRIEHAUS CAPITAL MANAGEMENT LLC | 26,000,000 | 30,778,000 | 5.38% | PRN | |
| 7 | AMUNDI ASSET MANAGEMENT US, INC. | 21,250,000 | 25,155,000 | 4.40% | PRN | |
| 8 | CAPSTONE INVESTMENT ADVISORS, LLC | 20,000,000 | 23,633,000 | 4.13% | ||
| 9 | LAZARD ASSET MANAGEMENT LLC | 17,000,000 | 20,123,000 | 3.52% | PRN | |
| 10 | WELLS FARGO & COMPANY/MN | 15,009,000 | 17,768,000 | 3.11% | PRN | |
| 11 | Calamos Advisors LLC | 15,000,000 | 17,725,000 | 3.10% | PRN | |
| 12 | BNP Paribas Asset Management Holding S.A. | 14,500,000 | 17,176,000 | 3.00% | PRN | |
| 13 | ALPINE ASSOCIATES MANAGEMENT INC. | 10,000,000 | 11,838,000 | 2.07% | PRN | |
| 14 | AQR ARBITRAGE LLC | 8,900,000 | 10,558,000 | 1.85% | PRN | |
| 15 | BANK OF AMERICA CORP /DE/ | 8,400,000 | 9,944,000 | 1.74% | PRN | |
| 16 | GLG Partners LP | 7,500,000 | 8,858,000 | 1.55% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 7,025,000 | 8,299,000 | 1.45% | PRN | |
| 18 | BNP PARIBAS FINANCIAL MARKETS | 6,500,000 | 7,694,375 | 1.34% | PRN | |
| 19 | AVIVA PLC | 6,000,000 | 7,079,000 | 1.24% | PRN | |
| 20 | PUTNAM INVESTMENTS LLC | 5,653,000 | 6,691,000 | 1.17% | ||
| 21 | Man Investments (CH) AG | 5,400,000 | 6,389,000 | 1.12% | PRN | |
| 22 | CITIGROUP INC | 5,390,800 | 6,381,000 | 1.12% | PRN | |
| 23 | SSI INVESTMENT MANAGEMENT LLC | 4,000,000 | 4,735,000 | 0.83% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 2,795,000 | 3,308,000 | 0.58% | PRN | |
| 25 | Sage Capital Management, LLC | 2,750,000 | 3,248,000 | 0.57% | PRN | |
| 26 | CSS LLC/IL | 2,500,000 | 2,959,000 | 0.52% | PRN | |
| 27 | RUSSELL FRANK CO/ | 2,436,000 | 2,890,000 | 0.51% | ||
| 28 | CREDIT SUISSE AG/ | 1,920,000 | 2,273,000 | 0.40% | PRN | |
| 29 | WELLINGTON MANAGEMENT GROUP LLP | 1,170,000 | 1,385,000 | 0.24% | PRN | |
| 30 | EQUITEC SPECIALISTS, LLC | 1,000,000 | 1,184,000 | 0.21% | PRN | |
| 31 | BARCLAYS PLC | 930,000 | 1,097,000 | 0.19% | PRN | |
| 32 | GOLDMAN SACHS GROUP INC | 400,000 | 474,000 | 0.08% | PRN | |
| 33 | MANAGED ACCOUNT ADVISORS LLC | 233,000 | 276,000 | 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.
