| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 60,829,000 | 130,858,000 | 27.15% | PRN | |
| 2 | BANK OF AMERICA CORP /DE/ | 36,629,000 | 78,730,000 | 16.34% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 20,585,000 | 44,355,000 | 9.20% | PRN | |
| 4 | JPMORGAN CHASE & CO | 13,257,000 | 28,494,000 | 5.91% | PRN | |
| 5 | LORD, ABBETT & CO. LLC | 11,050,000 | 23,771,000 | 4.93% | PRN | |
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 10,570,000 | 22,752,000 | 4.72% | PRN | |
| 7 | CSS LLC/IL | 9,800,000 | 21,071,000 | 4.37% | PRN | |
| 8 | LAZARD ASSET MANAGEMENT LLC | 8,600,000 | 18,484,000 | 3.84% | PRN | |
| 9 | Calamos Advisors LLC | 8,478,000 | 18,273,000 | 3.79% | PRN | |
| 10 | AQR CAPITAL MANAGEMENT LLC | 7,775,000 | 16,726,000 | 3.47% | PRN | |
| 11 | Jabre Capital Partners S.A. | 5,000,000 | 10,773,000 | 2.24% | PRN | |
| 12 | BlackRock Finance, Inc. | 5,000,000 | 10,747,000 | 2.23% | PRN | |
| 13 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 5,000,000 | 10,747,000 | 2.23% | PRN | |
| 14 | CANADA PENSION PLAN INVESTMENT BOARD | 4,000,000 | 8,610,000 | 1.79% | PRN | |
| 15 | CITIGROUP INC | 3,203,000 | 6,884,000 | 1.43% | PRN | |
| 16 | Visium Asset Management, LP | 2,500,000 | 5,388,000 | 1.12% | PRN | |
| 17 | LOOMIS SAYLES & CO L P | 29,563 | 5,278,000 | 1.10% | ||
| 18 | Bank of New York Mellon Corp | 2,000,000 | 4,298,000 | 0.89% | ||
| 19 | DEUTSCHE BANK AG\ | 1,705,000 | 3,664,000 | 0.76% | PRN | |
| 20 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,500,000 | 3,227,000 | 0.67% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 1,237,000 | 2,660,000 | 0.55% | PRN | |
| 22 | Nicholas Investment Partners, LP | 1,140,000 | 2,450,000 | 0.51% | PRN | |
| 23 | CREDIT SUISSE AG/ | 600,000 | 1,290,000 | 0.27% | PRN | |
| 24 | WELLS FARGO & COMPANY/MN | 498,000 | 1,065,000 | 0.22% | PRN | |
| 25 | REGIONS FINANCIAL CORP | 245,000 | 527,000 | 0.11% | PRN | |
| 26 | SUNTRUST BANKS INC | 225,000 | 483,000 | 0.10% | ||
| 27 | PRICE T ROWE ASSOCIATES INC /MD/ | 101,000 | 218,000 | 0.05% | PRN | |
| 28 | SEI TRUST CO | 27,000 | 58,000 | 0.01% | ||
| 29 | Jefferies Group LLC | 19,000 | 41,000 | 0.01% | 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.
