| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Fore Research & Management, LP | 166,791,000 | 199,315,000 | 28.92% | PRN | |
| 2 | Graham Capital Management, L.P. | 35,000,000 | 42,012,000 | 6.10% | ||
| 3 | LORD, ABBETT & CO. LLC | 29,080,000 | 34,751,000 | 5.04% | PRN | |
| 4 | Pine River Capital Management L.P. | 28,500,000 | 34,022,000 | 4.94% | PRN | |
| 5 | JPMORGAN CHASE & CO | 27,263,000 | 32,444,000 | 4.71% | PRN | |
| 6 | NINE MASTS CAPITAL Ltd | 22,000,000 | 26,290,000 | 3.81% | PRN | |
| 7 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 17,500,000 | 20,826,000 | 3.02% | PRN | |
| 8 | WOLVERINE ASSET MANAGEMENT LLC | 16,622,000 | 19,888,000 | 2.89% | PRN | |
| 9 | GLG Partners LP | 15,380,000 | 18,375,000 | 2.67% | PRN | |
| 10 | AVIVA PLC | 15,000,000 | 17,937,000 | 2.60% | PRN | |
| 11 | Calamos Advisors LLC | 15,000,000 | 17,893,000 | 2.60% | PRN | |
| 12 | BNP Paribas Asset Management Holding S.A. | 14,000,000 | 16,721,000 | 2.43% | PRN | |
| 13 | STEELHEAD PARTNERS LLC | 13,800,000 | 16,491,000 | 2.39% | PRN | |
| 14 | Myriad Asset Management Ltd. | 12,500,000 | 14,944,000 | 2.17% | PRN | |
| 15 | SILVERBACK ASSET MANAGEMENT LLC | 12,000,000 | 14,340,000 | 2.08% | PRN | |
| 16 | LINDEN ADVISORS LP | 11,683,000 | 13,952,000 | 2.02% | PRN | |
| 17 | RWC Asset Management LLP | 11,100,000 | 13,273,000 | 1.93% | PRN | |
| 18 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,998,000 | 13,110,000 | 1.90% | PRN | |
| 19 | BNP PARIBAS FINANCIAL MARKETS | 9,950,000 | 11,840,500 | 1.72% | PRN | |
| 20 | DEUTSCHE BANK AG\ | 8,218,000 | 9,779,000 | 1.42% | PRN | |
| 21 | WELLS FARGO & COMPANY/MN | 7,732,000 | 9,174,000 | 1.33% | PRN | |
| 22 | QVT Financial LP | 7,000,000 | 8,396,000 | 1.22% | PRN | |
| 23 | Verition Fund Management LLC | 7,000,000 | 8,365,000 | 1.21% | PRN | |
| 24 | Central Asset Investments & Management Holdings (HK) Ltd | 6,750,000 | 8,063,000 | 1.17% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 6,637,000 | 7,898,000 | 1.15% | PRN | |
| 26 | CREDIT SUISSE AG/ | 5,658,000 | 6,733,000 | 0.98% | PRN | |
| 27 | MORGAN STANLEY | 5,622,000 | 6,690,000 | 0.97% | PRN | |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 5,606,000 | 6,671,000 | 0.97% | ||
| 29 | LAZARD ASSET MANAGEMENT LLC | 4,643,000 | 5,525,000 | 0.80% | PRN | |
| 30 | Mohican Financial Management, LLC | 4,000,000 | 4,760,000 | 0.69% | ||
| 31 | Passport Capital, LLC | 3,500,000 | 4,183,000 | 0.61% | PRN | |
| 32 | CREDIT AGRICOLE S A | 2,972,000 | 3,820,000 | 0.55% | PRN | |
| 33 | FRANKLIN RESOURCES INC | 3,000,000 | 3,585,000 | 0.52% | PRN | |
| 34 | BANK OF AMERICA CORP /DE/ | 2,817,000 | 3,352,000 | 0.49% | PRN | |
| 35 | Clearbridge Investments, LLC | 2,315,000 | 2,768,000 | 0.40% | PRN | |
| 36 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,000,000 | 2,390,000 | 0.35% | PRN | |
| 37 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 2,000,000 | 2,380,000 | 0.35% | PRN | |
| 38 | GRACE BROTHERS MANAGEMENT LLC | 1,600,000 | 1,911,000 | 0.28% | PRN | |
| 39 | Castle Creek Arbitrage, LLC | 1,500,000 | 1,792,000 | 0.26% | PRN | |
| 40 | Man Investments (CH) AG | 1,000,000 | 1,198,000 | 0.17% | PRN | |
| 41 | CSS LLC/IL | 1,000,000 | 1,193,000 | 0.17% | PRN | |
| 42 | CITIGROUP INC | 76,000 | 90,000 | 0.01% | PRN | |
| 43 | Prospera Financial Services Inc | 12,000 | 14,000 | 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.
