| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 175,032,000 | 225,134,000 | 24.03% | PRN | |
| 2 | NORTHERN TRUST CORP | 396,000 | 50,837,000 | 5.43% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 38,700,000 | 49,766,000 | 5.31% | PRN | |
| 4 | Calamos Advisors LLC | 37,293,000 | 47,882,000 | 5.11% | PRN | |
| 5 | Sculptor Capital LP | 37,127,000 | 47,703,000 | 5.09% | PRN | |
| 6 | CAPSTONE INVESTMENT ADVISORS, LLC | 34,000,000 | 43,654,000 | 4.66% | ||
| 7 | Myriad Asset Management Ltd. | 32,500,000 | 41,802,000 | 4.46% | PRN | |
| 8 | QVT Financial LP | 25,000,000 | 32,278,000 | 3.45% | PRN | |
| 9 | JPMORGAN CHASE & CO | 24,284,000 | 31,499,000 | 3.36% | PRN | |
| 10 | Waterstone Capital Management, L.P. | 22,430,000 | 28,842,000 | 3.08% | PRN | |
| 11 | FRANKLIN RESOURCES INC | 20,569,000 | 26,457,000 | 2.82% | PRN | |
| 12 | GLG Partners LP | 20,300,000 | 26,088,000 | 2.79% | PRN | |
| 13 | NINE MASTS CAPITAL Ltd | 20,000,000 | 25,725,000 | 2.75% | PRN | |
| 14 | SYMPHONY ASSET MANAGEMENT LLC | 18,500,000 | 23,796,000 | 2.54% | PRN | |
| 15 | VERDE SERVICOS INTERNACIONAIS S.A. | 17,965 | 23,111,000 | 2.47% | ||
| 16 | ADVENT CAPITAL MANAGEMENT /DE/ | 16,394,000 | 21,090,000 | 2.25% | PRN | |
| 17 | Allianz Asset Management GmbH | 14,405,000 | 18,531,000 | 1.98% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 12,358,000 | 15,863,000 | 1.69% | PRN | |
| 19 | MINT TOWER CAPITAL MANAGEMENT B.V. | 12,000,000 | 15,423,000 | 1.65% | PRN | |
| 20 | MORGAN STANLEY | 10,363,000 | 13,300,000 | 1.42% | PRN | |
| 21 | TAIREN CAPITAL LTD | 10,000,000 | 12,971,000 | 1.38% | PRN | |
| 22 | LINDEN ADVISORS LP | 8,453,000 | 10,883,000 | 1.16% | PRN | |
| 23 | AVIVA PLC | 8,000,000 | 10,291,000 | 1.10% | PRN | |
| 24 | RWC Asset Management LLP | 7,500,000 | 9,728,000 | 1.04% | PRN | |
| 25 | CITIGROUP INC | 6,055,000 | 7,773,000 | 0.83% | PRN | |
| 26 | BASSO CAPITAL MANAGEMENT, L.P. | 5,555,000 | 7,132,000 | 0.76% | PRN | |
| 27 | GOLDMAN SACHS GROUP INC | 5,437,000 | 6,980,000 | 0.75% | PRN | |
| 28 | ROYAL BANK OF CANADA | 5,248,000 | 6,727,000 | 0.72% | PRN | |
| 29 | CSS LLC/IL | 5,207,000 | 6,686,000 | 0.71% | PRN | |
| 30 | BNP PARIBAS FINANCIAL MARKETS | 5,000,000 | 6,418,750 | 0.69% | PRN | |
| 31 | LORD, ABBETT & CO. LLC | 4,065,000 | 5,229,000 | 0.56% | PRN | |
| 32 | BANK OF AMERICA CORP /DE/ | 4,025,000 | 5,167,000 | 0.55% | PRN | |
| 33 | Man Investments (CH) AG | 4,000,000 | 5,140,000 | 0.55% | PRN | |
| 34 | SG Americas Securities, LLC | 36,090 | 4,642,000 | 0.50% | PRN | |
| 35 | DEUTSCHE BANK AG\ | 3,300,000 | 4,236,000 | 0.45% | Call | PRN |
| 36 | Paloma Partners Management Co | 2,000,000 | 2,575,000 | 0.27% | PRN | |
| 37 | Central Asset Investments & Management Holdings (HK) Ltd | 2,000,000 | 2,570,000 | 0.27% | PRN | |
| 38 | Castle Creek Arbitrage, LLC | 1,500,000 | 1,928,000 | 0.21% | PRN | |
| 39 | BNP Paribas Asset Management Holding S.A. | 1,500,000 | 1,895,000 | 0.20% | PRN | |
| 40 | AGF INVESTMENTS INC. | 1,419,000 | 1,820,000 | 0.19% | PRN | |
| 41 | BARCLAYS PLC | 1,389,000 | 1,778,000 | 0.19% | PRN | |
| 42 | Verition Fund Management LLC | 1,000,000 | 1,286,000 | 0.14% | PRN | |
| 43 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 975,000 | 1,253,000 | 0.13% | PRN | |
| 44 | Bank of New York Mellon Corp | 641,000 | 831,000 | 0.09% | ||
| 45 | RUSSELL FRANK CO/ | 400,000 | 515,000 | 0.05% | ||
| 46 | CREDIT SUISSE AG/ | 400,000 | 514,000 | 0.05% | PRN | |
| 47 | CREDIT AGRICOLE S A | 320,000 | 410,000 | 0.04% | PRN | |
| 48 | Counsel Portfolio Services Inc. | 310,000 | 399,000 | 0.04% | PRN | |
| 49 | Calamos Wealth Management LLC | 115,000 | 148,000 | 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.
