| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 26,703,000 | 40,683,000 | 20.45% | PRN | |
| 2 | Graham Capital Management, L.P. | 11,500,000 | 17,612,000 | 8.85% | ||
| 3 | ANGELO GORDON & CO., L.P. | 11,450,000 | 17,404,000 | 8.75% | PRN | |
| 4 | LAZARD ASSET MANAGEMENT LLC | 11,025,000 | 16,613,000 | 8.35% | PRN | |
| 5 | TENOR CAPITAL MANAGEMENT Co., L.P. | 9,500,000 | 14,666,000 | 7.37% | PRN | |
| 6 | SILVERBACK ASSET MANAGEMENT LLC | 8,700,000 | 13,272,000 | 6.67% | PRN | |
| 7 | PUTNAM INVESTMENTS LLC | 6,500,000 | 9,794,000 | 4.92% | ||
| 8 | Invesco Ltd. | 5,915,000 | 8,913,000 | 4.48% | ||
| 9 | BARINGS LLC | 5,625,000 | 8,476,000 | 4.26% | PRN | |
| 10 | SYMPHONY ASSET MANAGEMENT LLC | 5,500,000 | 8,369,000 | 4.21% | PRN | |
| 11 | Paloma Partners Management Co | 5,066,000 | 7,699,000 | 3.87% | PRN | |
| 12 | BARCLAYS PLC | 3,467,000 | 5,201,000 | 2.61% | PRN | |
| 13 | WOLVERINE ASSET MANAGEMENT LLC | 3,265,000 | 4,968,000 | 2.50% | PRN | |
| 14 | WELLS FARGO & COMPANY/MN | 3,000,000 | 4,562,000 | 2.29% | PRN | |
| 15 | Magnetar Financial LLC | 2,500,000 | 3,815,000 | 1.92% | PRN | |
| 16 | NOMURA HOLDINGS INC | 2,000,000 | 3,043,000 | 1.53% | PRN | |
| 17 | CSS LLC/IL | 1,670,000 | 2,542,000 | 1.28% | PRN | |
| 18 | BlueCrest Capital Management LLP | 1,500,000 | 2,316,000 | 1.16% | PRN | |
| 19 | GRACE BROTHERS MANAGEMENT LLC | 1,500,000 | 2,293,000 | 1.15% | PRN | |
| 20 | PRELUDE CAPITAL MANAGEMENT, LLC | 1,500,000 | 2,291,000 | 1.15% | PRN | |
| 21 | Jefferies Group LLC | 1,500,000 | 2,260,000 | 1.14% | PRN | |
| 22 | Man Investments (CH) AG | 750,000 | 1,140,000 | 0.57% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 575,000 | 865,000 | 0.43% | PRN | |
| 24 | CITIGROUP INC | 121,000 | 182,000 | 0.09% | PRN | |
| 25 | MORGAN STANLEY | 2,000 | 3,000 | 0.00% | 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.
