| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 63,850,000 | 66,376,000 | 12.01% | PRN | |
| 2 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 56,460,000 | 58,679,000 | 10.62% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 48,000,000 | 49,904,000 | 9.03% | ||
| 4 | JPMORGAN CHASE & CO | 47,508,000 | 49,066,000 | 8.88% | PRN | |
| 5 | ROYAL BANK OF CANADA | 35,631,000 | 36,700,000 | 6.64% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 31,550,000 | 32,584,000 | 5.90% | PRN | |
| 7 | DRIEHAUS CAPITAL MANAGEMENT LLC | 26,000,000 | 26,780,000 | 4.85% | PRN | |
| 8 | FRANKLIN RESOURCES INC | 25,510,000 | 26,356,000 | 4.77% | PRN | |
| 9 | AVIVA PLC | 19,500,000 | 20,091,000 | 3.64% | PRN | |
| 10 | ZAZOVE ASSOCIATES LLC | 17,500,000 | 18,189,000 | 3.29% | PRN | |
| 11 | Calamos Advisors LLC | 15,000,000 | 15,595,000 | 2.82% | PRN | |
| 12 | BNP Paribas Asset Management Holding S.A. | 14,500,000 | 14,957,000 | 2.71% | PRN | |
| 13 | Lombard Odier Asset Management (Europe) Ltd | 13,080,000 | 13,577,000 | 2.46% | ||
| 14 | WELLS FARGO & COMPANY/MN | 12,279,000 | 12,647,000 | 2.29% | PRN | |
| 15 | RWC Asset Management LLP | 12,100,000 | 12,497,000 | 2.26% | PRN | |
| 16 | MORGAN STANLEY | 10,653,000 | 11,041,000 | 2.00% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 10,295,000 | 10,681,000 | 1.93% | PRN | |
| 18 | CREDIT SUISSE AG/ | 9,892,000 | 10,189,000 | 1.84% | PRN | |
| 19 | DEUTSCHE BANK AG\ | 8,979,200 | 9,247,000 | 1.67% | PRN | |
| 20 | AQR ARBITRAGE LLC | 8,700,000 | 9,005,000 | 1.63% | PRN | |
| 21 | BANK OF AMERICA CORP /DE/ | 7,609,000 | 7,837,000 | 1.42% | PRN | |
| 22 | GLG Partners LP | 7,500,000 | 7,791,000 | 1.41% | PRN | |
| 23 | PUTNAM INVESTMENTS LLC | 6,086,000 | 6,268,000 | 1.13% | ||
| 24 | SSI INVESTMENT MANAGEMENT LLC | 5,125,000 | 5,280,000 | 0.96% | PRN | |
| 25 | BNP PARIBAS FINANCIAL MARKETS | 5,000,000 | 5,150,000 | 0.93% | PRN | |
| 26 | CSS LLC/IL | 3,100,000 | 3,226,000 | 0.58% | PRN | |
| 27 | Polar Capital LLP | 2,725,000 | 2,834,000 | 0.51% | ||
| 28 | RUSSELL FRANK CO/ | 2,736,000 | 2,832,000 | 0.51% | ||
| 29 | Hutchin Hill Capital, LP | 2,500,000 | 2,581,000 | 0.47% | PRN | |
| 30 | WELLINGTON MANAGEMENT GROUP LLP | 2,070,000 | 2,132,000 | 0.39% | PRN | |
| 31 | CITIGROUP INC | 1,751,800 | 1,804,000 | 0.33% | PRN | |
| 32 | Jefferies Group LLC | 200,000 | 206,000 | 0.04% | PRN | |
| 33 | BARCLAYS PLC | 185,000 | 191,000 | 0.03% | PRN | |
| 34 | BlackRock Fund Advisors | 150,000 | 155,000 | 0.03% | PRN | |
| 35 | GOLDMAN SACHS GROUP INC | 120,000 | 124,000 | 0.02% | 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.
