| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SCHRODER INVESTMENT MANAGEMENT GROUP | 11,000,000 | 1,111,605,000 | 68.85% | ||
| 2 | Fore Research & Management, LP | 36,000,000 | 36,720,000 | 2.27% | PRN | |
| 3 | Graham Capital Management, L.P. | 30,000,000 | 30,544,000 | 1.89% | ||
| 4 | HARVARD MANAGEMENT CO INC | 30,000,000 | 30,206,000 | 1.87% | PRN | |
| 5 | GOLDMAN SACHS GROUP INC | 24,690,000 | 25,060,000 | 1.55% | PRN | |
| 6 | Sculptor Capital LP | 22,000,000 | 22,409,000 | 1.39% | PRN | |
| 7 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 20,500,000 | 20,799,000 | 1.29% | PRN | |
| 8 | Empyrean Capital Partners, LP | 20,400,000 | 20,767,000 | 1.29% | PRN | |
| 9 | Ionic Capital Management LLC | 20,000,000 | 20,358,000 | 1.26% | PRN | |
| 10 | Myriad Asset Management Ltd. | 20,000,000 | 20,350,000 | 1.26% | PRN | |
| 11 | CAPSTONE INVESTMENT ADVISORS, LLC | 17,500,000 | 17,847,000 | 1.11% | PRN | |
| 12 | JPMORGAN CHASE & CO | 17,500,000 | 17,762,000 | 1.10% | PRN | |
| 13 | ADVENT CAPITAL MANAGEMENT /DE/ | 14,998,000 | 15,274,000 | 0.95% | PRN | |
| 14 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 15,000,000 | 15,217,000 | 0.94% | PRN | |
| 15 | AVIVA PLC | 14,000,000 | 14,148,000 | 0.88% | PRN | |
| 16 | Calamos Advisors LLC | 13,625,000 | 13,896,000 | 0.86% | PRN | |
| 17 | Passport Capital, LLC | 10,000,000 | 10,181,000 | 0.63% | PRN | |
| 18 | Jabre Capital Partners S.A. | 10,000,000 | 10,174,000 | 0.63% | PRN | |
| 19 | ROYAL BANK OF CANADA | 10,000,000 | 10,150,000 | 0.63% | PRN | |
| 20 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 10,150,000 | 0.63% | PRN | |
| 21 | CSS LLC/IL | 9,500,000 | 9,664,000 | 0.60% | PRN | |
| 22 | BlueCrest Capital Management LLP | 9,000,000 | 9,182,000 | 0.57% | PRN | |
| 23 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,647,000 | 0.54% | PRN | |
| 24 | Ferox Capital Management LP | 8,500,000 | 8,539,000 | 0.53% | PRN | |
| 25 | Verition Fund Management LLC | 8,300,000 | 8,466,000 | 0.52% | PRN | |
| 26 | WOLVERINE ASSET MANAGEMENT LLC | 7,500,000 | 7,627,000 | 0.47% | PRN | |
| 27 | SSI INVESTMENT MANAGEMENT LLC | 7,012,000 | 7,117,000 | 0.44% | PRN | |
| 28 | SYMPHONY ASSET MANAGEMENT LLC | 6,000,000 | 6,090,000 | 0.38% | PRN | |
| 29 | ARROWGRASS CAPITAL PARTNERS (US) LP | 7,500 | 5,564,000 | 0.34% | PRN | |
| 30 | GLG Partners LP | 5,000,000 | 5,091,000 | 0.32% | PRN | |
| 31 | MORGAN STANLEY | 5,000,000 | 5,088,000 | 0.32% | PRN | |
| 32 | HBK INVESTMENTS L P | 5,000,000 | 5,087,000 | 0.32% | PRN | |
| 33 | Assured Investment Management LLC | 5,000,000 | 5,076,000 | 0.31% | PRN | |
| 34 | STEELHEAD PARTNERS LLC | 5,000,000 | 5,069,000 | 0.31% | PRN | |
| 35 | AMERIPRISE FINANCIAL INC | 4,000,000 | 4,060,000 | 0.25% | PRN | |
| 36 | DEUTSCHE BANK AG\ | 4,000,000 | 4,060,000 | 0.25% | PRN | |
| 37 | Clearbridge Investments, LLC | 4,000,000 | 4,042,000 | 0.25% | PRN | |
| 38 | RWC Asset Management LLP | 3,750,000 | 3,790,000 | 0.23% | PRN | |
| 39 | Polar Capital LLP | 3,650,000 | 3,709,000 | 0.23% | PRN | |
| 40 | BASSO CAPITAL MANAGEMENT, L.P. | 3,500,000 | 3,555,000 | 0.22% | PRN | |
| 41 | TENOR CAPITAL MANAGEMENT Co., L.P. | 3,000,000 | 3,055,000 | 0.19% | PRN | |
| 42 | Kohlberg Kravis Roberts & Co. L.P. | 2,500,000 | 2,543,000 | 0.16% | PRN | |
| 43 | CREDIT SUISSE AG/ | 2,400,000 | 2,437,000 | 0.15% | PRN | |
| 44 | CREDIT AGRICOLE S A | 2,319,000 | 2,354,000 | 0.15% | PRN | |
| 45 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,000,000 | 2,040,000 | 0.13% | PRN | |
| 46 | MUFG Securities EMEA plc | 1,858,000 | 1,890,143 | 0.12% | PRN | |
| 47 | GRACE BROTHERS MANAGEMENT LLC | 1,600,000 | 1,628,000 | 0.10% | PRN | |
| 48 | Jefferies Group LLC | 1,500,000 | 1,523,000 | 0.09% | PRN | |
| 49 | Paloma Partners Management Co | 1,000,000 | 1,018,000 | 0.06% | PRN | |
| 50 | MILLENNIUM MANAGEMENT LLC | 1,000 | 1,017,000 | 0.06% |
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.
