| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 131,104,000 | 260,733,000 | 37.82% | PRN | |
| 2 | BNP PARIBAS FINANCIAL MARKETS | 800,000 | 158,952,000 | 23.06% | ||
| 3 | BANK OF AMERICA CORP /DE/ | 19,981,000 | 39,700,000 | 5.76% | PRN | |
| 4 | BlackRock Finance, Inc. | 18,000,000 | 35,764,000 | 5.19% | PRN | |
| 5 | AQR CAPITAL MANAGEMENT LLC | 14,375,000 | 28,588,000 | 4.15% | PRN | |
| 6 | WOLVERINE ASSET MANAGEMENT LLC | 12,500,000 | 24,851,000 | 3.60% | PRN | |
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 11,200,000 | 22,213,000 | 3.22% | PRN | |
| 8 | LORD, ABBETT & CO. LLC | 11,050,000 | 21,976,000 | 3.19% | PRN | |
| 9 | CSS LLC/IL | 8,300,000 | 16,499,000 | 2.39% | PRN | |
| 10 | LAZARD ASSET MANAGEMENT LLC | 6,000,000 | 11,921,000 | 1.73% | PRN | |
| 11 | Jabre Capital Partners S.A. | 5,000,000 | 9,913,000 | 1.44% | PRN | |
| 12 | JPMORGAN CHASE & CO | 4,226,000 | 8,397,000 | 1.22% | PRN | |
| 13 | Calamos Advisors LLC | 4,228,000 | 8,360,000 | 1.21% | PRN | |
| 14 | CANADA PENSION PLAN INVESTMENT BOARD | 4,000,000 | 7,920,000 | 1.15% | PRN | |
| 15 | RWC Asset Management LLP | 3,000,000 | 5,981,000 | 0.87% | PRN | |
| 16 | LOOMIS SAYLES & CO L P | 29,563 | 4,846,000 | 0.70% | ||
| 17 | DEUTSCHE BANK AG\ | 2,270,000 | 4,509,000 | 0.65% | PRN | |
| 18 | GOLDMAN SACHS GROUP INC | 2,092,000 | 4,157,000 | 0.60% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 1,327,000 | 2,641,000 | 0.38% | PRN | |
| 20 | Nicholas Investment Partners, LP | 1,140,000 | 2,265,000 | 0.33% | PRN | |
| 21 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 2,005,000 | 0.29% | PRN | |
| 22 | Bank of New York Mellon Corp | 1,000,000 | 1,994,000 | 0.29% | ||
| 23 | Allianz Asset Management GmbH | 1,000,000 | 1,989,000 | 0.29% | PRN | |
| 24 | WELLS FARGO & COMPANY/MN | 915,000 | 1,818,000 | 0.26% | PRN | |
| 25 | CREDIT SUISSE AG/ | 200,000 | 397,000 | 0.06% | PRN | |
| 26 | REGIONS FINANCIAL CORP | 120,000 | 238,000 | 0.03% | PRN | |
| 27 | CITIGROUP INC | 113,000 | 225,000 | 0.03% | PRN | |
| 28 | SUNTRUST BANKS INC | 105,000 | 208,000 | 0.03% | ||
| 29 | PRICE T ROWE ASSOCIATES INC /MD/ | 101,000 | 201,000 | 0.03% | PRN | |
| 30 | SEI TRUST CO | 27,000 | 54,000 | 0.01% | ||
| 31 | Jefferies Group LLC | 27,000 | 54,000 | 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.
