| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 249,869,000 | 322,799,000 | 33.47% | PRN | |
| 2 | Sculptor Capital LP | 42,367,000 | 54,712,000 | 5.67% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 40,000,000 | 51,674,000 | 5.36% | ||
| 4 | NORTHERN TRUST CORP | 396,000 | 51,059,000 | 5.29% | PRN | |
| 5 | Calamos Advisors LLC | 32,606,000 | 42,198,000 | 4.38% | PRN | |
| 6 | QVT Financial LP | 25,000,000 | 32,437,000 | 3.36% | PRN | |
| 7 | CITADEL ADVISORS LLC | 25,000,000 | 32,295,000 | 3.35% | PRN | |
| 8 | Waterstone Capital Management, L.P. | 22,430,000 | 27,098,000 | 2.81% | PRN | |
| 9 | FRANKLIN RESOURCES INC | 20,569,000 | 26,624,000 | 2.76% | PRN | |
| 10 | GLG Partners LP | 20,150,000 | 26,070,000 | 2.70% | PRN | |
| 11 | NINE MASTS CAPITAL Ltd | 20,000,000 | 25,838,000 | 2.68% | PRN | |
| 12 | Polar Asset Management Partners Inc. | 20,000,000 | 25,833,000 | 2.68% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 19,499,000 | 25,140,000 | 2.61% | PRN | |
| 14 | Myriad Asset Management Ltd. | 15,000,000 | 19,442,000 | 2.02% | PRN | |
| 15 | BASSO CAPITAL MANAGEMENT, L.P. | 14,685,000 | 18,936,000 | 1.96% | PRN | |
| 16 | JPMORGAN CHASE & CO | 13,804,000 | 17,891,000 | 1.85% | PRN | |
| 17 | Allianz Asset Management GmbH | 11,725,000 | 15,243,000 | 1.58% | PRN | |
| 18 | Castle Creek Arbitrage, LLC | 11,000,000 | 14,209,000 | 1.47% | PRN | |
| 19 | CITIGROUP INC | 10,250,000 | 13,216,000 | 1.37% | PRN | |
| 20 | TAIREN CAPITAL LTD | 10,000,000 | 12,960,000 | 1.34% | ||
| 21 | MINT TOWER CAPITAL MANAGEMENT B.V. | 10,000,000 | 12,913,000 | 1.34% | PRN | |
| 22 | ADVENT CAPITAL MANAGEMENT /DE/ | 9,033,000 | 11,669,000 | 1.21% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 8,661,000 | 11,259,000 | 1.17% | PRN | |
| 24 | GOLDMAN SACHS GROUP INC | 5,960,000 | 7,685,000 | 0.80% | PRN | |
| 25 | AGF INVESTMENTS INC. | 5,775,000 | 7,447,000 | 0.77% | PRN | |
| 26 | UBS Group AG | 4,535,000 | 5,847,000 | 0.61% | PRN | |
| 27 | CSS LLC/IL | 4,500,000 | 5,813,000 | 0.60% | PRN | |
| 28 | MORGAN STANLEY | 4,313,000 | 5,556,000 | 0.58% | PRN | |
| 29 | Man Investments (CH) AG | 4,000,000 | 5,180,000 | 0.54% | PRN | |
| 30 | BNP PARIBAS FINANCIAL MARKETS | 4,000,000 | 5,157,520 | 0.53% | PRN | |
| 31 | BARCLAYS PLC | 3,690,000 | 4,758,000 | 0.49% | PRN | |
| 32 | WELLS FARGO & COMPANY/MN | 2,822,000 | 3,711,000 | 0.38% | PRN | |
| 33 | Verition Fund Management LLC | 2,700,000 | 3,488,000 | 0.36% | PRN | |
| 34 | MIZUHO SECURITIES USA LLC | 2,511,000 | 3,248,000 | 0.34% | ||
| 35 | Jefferies Group LLC | 2,280,000 | 2,949,000 | 0.31% | PRN | |
| 36 | BlueCrest Capital Management Ltd | 2,202,000 | 2,846,000 | 0.30% | PRN | |
| 37 | Central Asset Investments & Management Holdings (HK) Ltd | 2,000,000 | 2,583,000 | 0.27% | PRN | |
| 38 | BNP Paribas Asset Management Holding S.A. | 1,500,000 | 1,939,000 | 0.20% | PRN | |
| 39 | DEUTSCHE BANK AG\ | 1,445,000 | 1,863,000 | 0.19% | Call | PRN |
| 40 | Bank of New York Mellon Corp | 641,000 | 831,000 | 0.09% | ||
| 41 | CQS Cayman LP | 400,000 | 519,000 | 0.05% | PRN | |
| 42 | CREDIT SUISSE AG/ | 400,000 | 516,000 | 0.05% | PRN | |
| 43 | SG Americas Securities, LLC | 3,600 | 465,000 | 0.05% | PRN | |
| 44 | ROYAL BANK OF CANADA | 338,000 | 436,000 | 0.05% | PRN | |
| 45 | Calamos Wealth Management LLC | 113,000 | 146,000 | 0.02% | PRN | |
| 46 | STIFEL FINANCIAL CORP | 20,000 | 26,000 | 0.00% | PRN | |
| 47 | I.G. INVESTMENT MANAGEMENT, LTD. | 222 | 1,000 | 0.00% |
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.
