| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 259,562,000 | 291,845,000 | 31.71% | PRN | |
| 2 | JPMORGAN CHASE & CO | 80,910,000 | 90,772,000 | 9.86% | PRN | |
| 3 | Calamos Advisors LLC | 73,342,000 | 82,465,000 | 8.96% | PRN | |
| 4 | D. E. Shaw & Co., Inc. | 50,000,000 | 56,169,000 | 6.10% | PRN | |
| 5 | CITIGROUP INC | 44,261,000 | 49,656,000 | 5.40% | PRN | |
| 6 | Assured Investment Management LLC | 40,000,000 | 44,989,000 | 4.89% | PRN | |
| 7 | AVIVA PLC | 31,000,000 | 34,971,000 | 3.80% | PRN | |
| 8 | CAPSTONE INVESTMENT ADVISORS, LLC | 30,000,000 | 33,732,000 | 3.67% | ||
| 9 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 29,000,000 | 32,535,000 | 3.54% | PRN | |
| 10 | LAZARD ASSET MANAGEMENT LLC | 25,280,000 | 28,361,000 | 3.08% | PRN | |
| 11 | AQR ARBITRAGE LLC | 25,175,000 | 28,306,000 | 3.08% | PRN | |
| 12 | CQS Cayman LP | 23,220,000 | 26,113,000 | 2.84% | PRN | |
| 13 | Achievement Holdings L.P. | 2,591,852 | 24,545,000 | 2.67% | ||
| 14 | GLG Partners LP | 11,920,000 | 13,354,000 | 1.45% | PRN | |
| 15 | SILVERBACK ASSET MANAGEMENT LLC | 11,750,000 | 13,205,000 | 1.43% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 11,155,000 | 12,513,000 | 1.36% | PRN | |
| 17 | Sculptor Capital LP | 10,000,000 | 11,231,000 | 1.22% | PRN | |
| 18 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 8,000,000 | 8,975,000 | 0.98% | PRN | |
| 19 | BNP PARIBAS FINANCIAL MARKETS | 7,500,000 | 8,414,099 | 0.91% | PRN | |
| 20 | CREDIT SUISSE AG/ | 7,000,000 | 7,854,000 | 0.85% | PRN | |
| 21 | Clearbridge Investments, LLC | 5,325,000 | 5,986,000 | 0.65% | PRN | |
| 22 | CSS LLC/IL | 3,380,000 | 3,797,000 | 0.41% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 3,350,000 | 3,758,000 | 0.41% | PRN | |
| 24 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,800,000 | 3,159,000 | 0.34% | PRN | |
| 25 | WELLS FARGO & COMPANY/MN | 2,534,000 | 2,844,000 | 0.31% | PRN | |
| 26 | BANK OF AMERICA CORP /DE/ | 560,000 | 628,000 | 0.07% | PRN | |
| 27 | SEI INVESTMENTS CO | 82,000 | 92,000 | 0.01% |
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.
