| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 167,440,000 | 370,252,000 | 62.49% | PRN | |
| 2 | BlackRock Finance, Inc. | 18,000,000 | 39,769,000 | 6.71% | PRN | |
| 3 | Myriad Asset Management Ltd. | 15,000,000 | 33,150,000 | 5.59% | PRN | |
| 4 | WOLVERINE ASSET MANAGEMENT LLC | 8,500,000 | 18,803,000 | 3.17% | PRN | |
| 5 | BANK OF AMERICA CORP /DE/ | 7,105,000 | 15,698,000 | 2.65% | PRN | |
| 6 | ROYAL BANK OF CANADA | 6,845,000 | 15,128,000 | 2.55% | PRN | |
| 7 | JPMORGAN CHASE & CO | 5,622,000 | 12,422,000 | 2.10% | PRN | |
| 8 | Jabre Capital Partners S.A. | 5,000,000 | 11,073,000 | 1.87% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 5,000,000 | 11,047,000 | 1.86% | PRN | |
| 10 | CREDIT SUISSE AG/ | 4,800,000 | 10,605,000 | 1.79% | PRN | |
| 11 | Calamos Advisors LLC | 4,058,000 | 8,993,000 | 1.52% | PRN | |
| 12 | CANADA PENSION PLAN INVESTMENT BOARD | 4,000,000 | 8,850,000 | 1.49% | PRN | |
| 13 | GOLDMAN SACHS GROUP INC | 3,347,000 | 7,395,000 | 1.25% | PRN | |
| 14 | LOOMIS SAYLES & CO L P | 29,563 | 5,457,000 | 0.92% | ||
| 15 | LORD, ABBETT & CO. LLC | 1,655,000 | 3,660,000 | 0.62% | PRN | |
| 16 | Nicholas Investment Partners, LP | 1,390,000 | 3,071,000 | 0.52% | PRN | |
| 17 | WELLS FARGO & COMPANY/MN | 1,348,000 | 2,985,000 | 0.50% | PRN | |
| 18 | SSI INVESTMENT MANAGEMENT LLC | 1,279,000 | 2,823,000 | 0.48% | ||
| 19 | Allianz Asset Management GmbH | 1,000,000 | 2,211,000 | 0.37% | PRN | |
| 20 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 2,211,000 | 0.37% | PRN | |
| 21 | Lombard Odier Asset Management (Switzerland) SA | 1,000,000 | 2,210,000 | 0.37% | PRN | |
| 22 | Bank of New York Mellon Corp | 1,000,000 | 2,210,000 | 0.37% | ||
| 23 | BNP Paribas Asset Management Holding S.A. | 600,000 | 1,352,000 | 0.23% | PRN | |
| 24 | RUSSELL FRANK CO/ | 400,000 | 893,000 | 0.15% | ||
| 25 | CITIGROUP INC | 72,000 | 159,000 | 0.03% | PRN | |
| 26 | SEI INVESTMENTS CO | 27,000 | 60,000 | 0.01% | ||
| 27 | DEUTSCHE BANK AG\ | 5,000 | 11,000 | 0.00% | 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.
