| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 121,000,000 | 140,738,000 | 14.25% | PRN | |
| 2 | JPMORGAN CHASE & CO | 83,730,000 | 97,179,000 | 9.84% | PRN | |
| 3 | Calamos Advisors LLC | 70,900,000 | 82,379,000 | 8.34% | PRN | |
| 4 | CQS Cayman LP | 69,220,000 | 81,131,000 | 8.22% | PRN | |
| 5 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 64,500,000 | 74,861,000 | 7.58% | PRN | |
| 6 | Assured Investment Management LLC | 57,500,000 | 67,199,000 | 6.80% | ||
| 7 | D. E. Shaw & Co., Inc. | 50,000,000 | 58,130,000 | 5.89% | PRN | |
| 8 | CAPSTONE INVESTMENT ADVISORS, LLC | 46,000,000 | 53,447,000 | 5.41% | ||
| 9 | LAZARD ASSET MANAGEMENT LLC | 41,280,000 | 47,910,000 | 4.85% | PRN | |
| 10 | CITIGROUP INC | 38,329,000 | 44,486,000 | 4.50% | PRN | |
| 11 | BNP PARIBAS FINANCIAL MARKETS | 26,208,000 | 30,417,791 | 3.08% | PRN | |
| 12 | AQR CAPITAL MANAGEMENT LLC | 25,175,000 | 29,282,000 | 2.97% | PRN | |
| 13 | SILVERBACK ASSET MANAGEMENT LLC | 24,250,000 | 28,191,000 | 2.85% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 16,430,000 | 19,068,000 | 1.93% | PRN | |
| 15 | WELLS FARGO & COMPANY/MN | 14,966,000 | 17,341,000 | 1.76% | PRN | |
| 16 | Castle Creek Arbitrage, LLC | 12,500,000 | 14,525,000 | 1.47% | PRN | |
| 17 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 11,775,000 | 13,666,000 | 1.38% | PRN | |
| 18 | ANGELO GORDON & CO., L.P. | 9,000,000 | 10,446,000 | 1.06% | PRN | |
| 19 | CSS LLC/IL | 8,830,000 | 10,263,000 | 1.04% | PRN | |
| 20 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 8,000,000 | 9,285,000 | 0.94% | PRN | |
| 21 | GOLDMAN SACHS GROUP INC | 7,309,000 | 8,483,000 | 0.86% | PRN | |
| 22 | Achievement Holdings L.P. | 829,393 | 8,452,000 | 0.86% | ||
| 23 | AVIVA PLC | 6,000,000 | 7,063,000 | 0.72% | PRN | |
| 24 | Clearbridge Investments, LLC | 5,325,000 | 6,193,000 | 0.63% | PRN | |
| 25 | BlueCrest Capital Management Ltd | 10,000,000 | 5,857,000 | 0.59% | PRN | |
| 26 | Sculptor Capital LP | 5,000,000 | 5,816,000 | 0.59% | PRN | |
| 27 | BANK OF AMERICA CORP /DE/ | 5,000,000 | 5,803,000 | 0.59% | PRN | |
| 28 | BARCLAYS PLC | 4,090,000 | 4,744,000 | 0.48% | PRN | |
| 29 | CREDIT SUISSE AG/ | 1,600,000 | 1,857,000 | 0.19% | PRN | |
| 30 | Paloma Partners Management Co | 1,500,000 | 1,742,000 | 0.18% | PRN | |
| 31 | Jefferies Group LLC | 1,400,000 | 1,625,000 | 0.16% | 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.
