| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CSS LLC/IL | 33,134,000 | 49,214,000 | 11.92% | PRN | |
| 2 | Graham Capital Management, L.P. | 27,615,000 | 41,067,000 | 9.95% | ||
| 3 | Tetragon Partners GP Ltd | 24,878,222 | 37,317,000 | 9.04% | PRN | |
| 4 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 23,500,000 | 34,905,000 | 8.46% | PRN | |
| 5 | BVF INC/IL | 22,822,778 | 33,935,000 | 8.22% | PRN | |
| 6 | BAKER BROS. ADVISORS LP | 20,000,000 | 29,654,000 | 7.18% | PRN | |
| 7 | Weiss Asset Management LP | 18,700,000 | 27,775,000 | 6.73% | PRN | |
| 8 | Allianz Asset Management GmbH | 11,330,000 | 16,828,000 | 4.08% | PRN | |
| 9 | WELLS FARGO & COMPANY/MN | 10,694,000 | 15,733,000 | 3.81% | PRN | |
| 10 | GEODE CAPITAL MANAGEMENT, LLC | 10,000,000 | 14,818,000 | 3.59% | PRN | |
| 11 | AQR ARBITRAGE LLC | 9,350,000 | 13,902,000 | 3.37% | PRN | |
| 12 | LAZARD ASSET MANAGEMENT LLC | 8,000,000 | 11,895,000 | 2.88% | PRN | |
| 13 | CAPSTONE INVESTMENT ADVISORS, LLC | 8,043,000 | 11,889,000 | 2.88% | ||
| 14 | Invesco Ltd. | 6,000,000 | 8,891,000 | 2.15% | PRN | |
| 15 | GOLDMAN SACHS GROUP INC | 5,500,000 | 8,150,000 | 1.97% | PRN | |
| 16 | CITADEL ADVISORS LLC | 5,000,000 | 7,430,000 | 1.80% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 4,920,000 | 7,290,000 | 1.77% | PRN | |
| 18 | CITIGROUP INC | 4,900,000 | 7,261,000 | 1.76% | PRN | |
| 19 | Castle Creek Arbitrage, LLC | 4,670,000 | 6,943,000 | 1.68% | PRN | |
| 20 | WOLVERINE ASSET MANAGEMENT LLC | 4,000,000 | 5,953,000 | 1.44% | PRN | |
| 21 | Cutler Capital Management, LLC | 3,424,000 | 5,074,000 | 1.23% | PRN | |
| 22 | SILVERBACK ASSET MANAGEMENT LLC | 2,500,000 | 3,719,000 | 0.90% | PRN | |
| 23 | AMERIPRISE FINANCIAL INC | 2,391,000 | 3,543,000 | 0.86% | PRN | |
| 24 | NOMURA HOLDINGS INC | 1,700,000 | 2,519,000 | 0.61% | PRN | |
| 25 | GABELLI FUNDS LLC | 1,500,000 | 2,223,000 | 0.54% | PRN | |
| 26 | BARCLAYS PLC | 1,078,000 | 1,597,000 | 0.39% | PRN | |
| 27 | Bruce & Co., Inc. | 1,000,000 | 1,486,000 | 0.36% | PRN | |
| 28 | PARNASSUS INVESTMENTS, LLC | 550,000 | 815,000 | 0.20% | PRN | |
| 29 | EQUITEC SPECIALISTS, LLC | 500,000 | 741,000 | 0.18% | PRN | |
| 30 | Jefferies Group LLC | 50,000 | 74,000 | 0.02% | PRN | |
| 31 | BlackRock Fund Advisors | 50,000 | 74,000 | 0.02% | PRN | |
| 32 | FIRST MANHATTAN CO. LLC. | 25,000 | 37,000 | 0.01% | PRN | |
| 33 | ROYAL BANK OF CANADA | 2,000 | 3,000 | 0.00% | PRN | |
| 34 | 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.
