| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 4,000,000 | 664,760,000 | 76.15% | ||
| 2 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 22,003,000 | 36,493,000 | 4.18% | PRN | |
| 3 | Magnetar Financial LLC | 13,000,000 | 21,630,000 | 2.48% | PRN | |
| 4 | LAZARD ASSET MANAGEMENT LLC | 11,500,000 | 19,111,000 | 2.19% | PRN | |
| 5 | Graham Capital Management, L.P. | 11,500,000 | 19,085,000 | 2.19% | ||
| 6 | ANGELO GORDON & CO., L.P. | 11,450,000 | 19,028,000 | 2.18% | PRN | |
| 7 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 16,625,000 | 1.90% | PRN | |
| 8 | PUTNAM INVESTMENTS LLC | 7,009,000 | 11,648,000 | 1.33% | ||
| 9 | NOMURA HOLDINGS INC | 6,570,000 | 10,909,000 | 1.25% | PRN | |
| 10 | Invesco Ltd. | 5,915,000 | 9,830,000 | 1.13% | ||
| 11 | BARINGS LLC | 5,625,000 | 9,348,000 | 1.07% | PRN | |
| 12 | SYMPHONY ASSET MANAGEMENT LLC | 5,500,000 | 9,140,000 | 1.05% | PRN | |
| 13 | WOLVERINE ASSET MANAGEMENT LLC | 3,265,000 | 5,425,000 | 0.62% | PRN | |
| 14 | Paloma Partners Management Co | 3,066,000 | 5,092,000 | 0.58% | PRN | |
| 15 | BARCLAYS PLC | 2,467,000 | 4,095,000 | 0.47% | PRN | |
| 16 | BlueCrest Capital Management LLP | 1,500,000 | 2,504,000 | 0.29% | PRN | |
| 17 | PRELUDE CAPITAL MANAGEMENT, LLC | 1,500,000 | 2,503,000 | 0.29% | PRN | |
| 18 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,663,000 | 0.19% | PRN | |
| 19 | Man Investments (CH) AG | 750,000 | 1,247,000 | 0.14% | PRN | |
| 20 | DEUTSCHE BANK AG\ | 640,000 | 1,063,000 | 0.12% | PRN | |
| 21 | WELLS FARGO & COMPANY/MN | 500,000 | 831,000 | 0.10% | PRN | |
| 22 | MANAGED ACCOUNT ADVISORS LLC | 452,000 | 751,000 | 0.09% | PRN | |
| 23 | CITIGROUP INC | 76,000 | 126,000 | 0.01% | PRN | |
| 24 | MORGAN STANLEY | 17,000 | 28,000 | 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.
