| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 21,003,000 | 35,532,000 | 14.78% | PRN | |
| 2 | Magnetar Financial LLC | 13,851,000 | 23,406,000 | 9.73% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 12,500,000 | 21,136,000 | 8.79% | ||
| 4 | SILVERBACK ASSET MANAGEMENT LLC | 12,325,000 | 20,879,000 | 8.68% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 9,725,000 | 16,465,000 | 6.85% | PRN | |
| 6 | Graham Capital Management, L.P. | 7,500,000 | 12,721,000 | 5.29% | ||
| 7 | CITIGROUP INC | 6,551,000 | 11,092,000 | 4.61% | PRN | |
| 8 | PUTNAM INVESTMENTS LLC | 6,229,000 | 10,547,000 | 4.39% | ||
| 9 | Hudson Bay Capital Management LP | 6,000,000 | 10,160,000 | 4.22% | PRN | |
| 10 | Invesco Ltd. | 5,915,000 | 10,015,000 | 4.16% | ||
| 11 | BARINGS LLC | 5,625,000 | 9,524,000 | 3.96% | PRN | |
| 12 | JPMORGAN CHASE & CO | 4,370,000 | 7,399,000 | 3.08% | PRN | |
| 13 | SYMPHONY ASSET MANAGEMENT LLC | 4,300,000 | 7,280,000 | 3.03% | PRN | |
| 14 | Jefferies Group LLC | 3,500,000 | 5,926,000 | 2.46% | PRN | |
| 15 | BARCLAYS PLC | 3,337,000 | 5,640,000 | 2.35% | PRN | |
| 16 | WOLVERINE ASSET MANAGEMENT LLC | 3,265,000 | 5,544,000 | 2.31% | PRN | |
| 17 | Assured Investment Management LLC | 3,000,000 | 5,161,000 | 2.15% | ||
| 18 | ANGELO GORDON & CO., L.P. | 2,950,000 | 4,995,000 | 2.08% | PRN | |
| 19 | BlueCrest Capital Management Ltd | 1,500,000 | 3,277,000 | 1.36% | PRN | |
| 20 | BlueCrest Capital Management LLP | 1,500,000 | 3,277,000 | 1.36% | PRN | |
| 21 | PRELUDE CAPITAL MANAGEMENT, LLC | 1,500,000 | 2,536,000 | 1.05% | PRN | |
| 22 | WELLS FARGO & COMPANY/MN | 1,282,000 | 2,176,000 | 0.90% | PRN | |
| 23 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,690,000 | 0.70% | PRN | |
| 24 | NOMURA HOLDINGS INC | 1,000,000 | 1,687,000 | 0.70% | PRN | |
| 25 | DEUTSCHE BANK AG\ | 550,000 | 931,000 | 0.39% | PRN | |
| 26 | MANAGED ACCOUNT ADVISORS LLC | 474,000 | 803,000 | 0.33% | PRN | |
| 27 | Man Investments (CH) AG | 400,000 | 681,000 | 0.28% | 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.
