| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 139,369,000 | 161,668,000 | 18.58% | PRN | |
| 2 | Sculptor Capital LP | 59,783,000 | 69,269,000 | 7.96% | PRN | |
| 3 | NORTHERN TRUST CORP | 396,000 | 45,837,000 | 5.27% | PRN | |
| 4 | Calamos Advisors LLC | 35,870,000 | 41,487,000 | 4.77% | PRN | |
| 5 | LINDEN ADVISORS LP | 34,008,000 | 39,374,000 | 4.53% | PRN | |
| 6 | CITADEL ADVISORS LLC | 28,000,000 | 32,405,000 | 3.72% | PRN | |
| 7 | DEUTSCHE BANK AG\ | 27,078,000 | 31,342,000 | 3.60% | PRN | |
| 8 | QVT Financial LP | 24,500,000 | 28,412,000 | 3.27% | PRN | |
| 9 | Waterstone Capital Management, L.P. | 22,430,000 | 25,941,000 | 2.98% | PRN | |
| 10 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 22,400,000 | 25,900,000 | 2.98% | PRN | |
| 11 | FRANKLIN RESOURCES INC | 20,569,000 | 23,833,000 | 2.74% | PRN | |
| 12 | STATE STREET CORP | 20,450,000 | 23,623,000 | 2.72% | ||
| 13 | GLG Partners LP | 20,150,000 | 23,329,000 | 2.68% | PRN | |
| 14 | Polar Asset Management Partners Inc. | 20,000,000 | 23,135,000 | 2.66% | PRN | |
| 15 | Myriad Asset Management Ltd. | 20,000,000 | 23,101,000 | 2.66% | PRN | |
| 16 | NINE MASTS CAPITAL Ltd | 20,000,000 | 23,100,000 | 2.66% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 19,185,000 | 22,195,000 | 2.55% | PRN | |
| 18 | Graham Capital Management, L.P. | 15,000,000 | 17,364,000 | 2.00% | ||
| 19 | JPMORGAN CHASE & CO | 13,376,000 | 15,462,000 | 1.78% | PRN | |
| 20 | Allianz Asset Management GmbH | 11,725,000 | 13,774,000 | 1.58% | PRN | |
| 21 | Castle Creek Arbitrage, LLC | 11,000,000 | 12,727,000 | 1.46% | PRN | |
| 22 | TAIREN CAPITAL LTD | 10,000,000 | 11,559,000 | 1.33% | PRN | |
| 23 | ADVENT CAPITAL MANAGEMENT /DE/ | 9,958,000 | 11,516,000 | 1.32% | PRN | |
| 24 | CSS LLC/IL | 9,000,000 | 10,436,000 | 1.20% | PRN | |
| 25 | VERDE SERVICOS INTERNACIONAIS S.A. | 75,000 | 8,810,000 | 1.01% | ||
| 26 | BANK OF AMERICA CORP /DE/ | 7,511,000 | 8,694,000 | 1.00% | PRN | |
| 27 | EVERETT CAPITAL ADVISORS UK LLP | 7,000,000 | 8,092,000 | 0.93% | PRN | |
| 28 | CITIGROUP INC | 6,484,000 | 7,505,000 | 0.86% | PRN | |
| 29 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 6,250,000 | 7,227,000 | 0.83% | PRN | |
| 30 | AGF INVESTMENTS INC. | 5,686,000 | 6,574,000 | 0.76% | PRN | |
| 31 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,000,000 | 5,803,000 | 0.67% | PRN | |
| 32 | MINT TOWER CAPITAL MANAGEMENT B.V. | 5,000,000 | 5,790,000 | 0.67% | PRN | |
| 33 | GOLDMAN SACHS GROUP INC | 4,511,000 | 5,221,000 | 0.60% | PRN | |
| 34 | Verition Fund Management LLC | 4,200,000 | 4,872,000 | 0.56% | PRN | |
| 35 | BNP PARIBAS FINANCIAL MARKETS | 3,600,000 | 4,167,000 | 0.48% | PRN | |
| 36 | WOLVERINE ASSET MANAGEMENT LLC | 3,500,000 | 4,057,000 | 0.47% | PRN | |
| 37 | UBS Group AG | 3,485,000 | 4,034,000 | 0.46% | PRN | |
| 38 | EDMOND DE ROTHSCHILD HOLDING S.A. | 3,350,000 | 3,872,000 | 0.45% | PRN | |
| 39 | Man Investments (CH) AG | 3,000,000 | 3,476,000 | 0.40% | PRN | |
| 40 | MORGAN STANLEY | 2,930,000 | 3,378,000 | 0.39% | PRN | |
| 41 | WELLS FARGO & COMPANY/MN | 2,822,000 | 3,269,000 | 0.38% | PRN | |
| 42 | MIZUHO SECURITIES USA LLC | 2,511,000 | 2,900,000 | 0.33% | ||
| 43 | Jefferies Group LLC | 2,471,000 | 2,863,000 | 0.33% | PRN | |
| 44 | CAPSTONE INVESTMENT ADVISORS, LLC | 2,000,000 | 2,320,000 | 0.27% | ||
| 45 | Central Asset Investments & Management Holdings (HK) Ltd | 2,000,000 | 2,315,000 | 0.27% | PRN | |
| 46 | BARCLAYS PLC | 1,585,000 | 1,835,000 | 0.21% | PRN | |
| 47 | BNP Paribas Asset Management Holding S.A. | 1,500,000 | 1,729,000 | 0.20% | PRN | |
| 48 | SG Americas Securities, LLC | 12,970 | 1,505,000 | 0.17% | PRN | |
| 49 | BlueCrest Capital Management Ltd | 1,000,000 | 1,158,000 | 0.13% | PRN | |
| 50 | Bank of New York Mellon Corp | 641,000 | 741,000 | 0.09% |
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.
