| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CSS LLC/IL | 27,320,000 | 80,549,000 | 15.02% | PRN | |
| 2 | ANGELO GORDON & CO., L.P. | 24,000,000 | 70,485,000 | 13.14% | PRN | |
| 3 | CITADEL ADVISORS LLC | 22,500,000 | 66,319,000 | 12.36% | PRN | |
| 4 | WOLVERINE ASSET MANAGEMENT LLC | 20,759,000 | 61,209,000 | 11.41% | PRN | |
| 5 | Castle Creek Arbitrage, LLC | 18,027,000 | 53,132,000 | 9.91% | PRN | |
| 6 | WELLS FARGO & COMPANY/MN | 14,042,000 | 41,285,000 | 7.70% | PRN | |
| 7 | SYMPHONY ASSET MANAGEMENT LLC | 8,104,000 | 23,841,000 | 4.44% | PRN | |
| 8 | Verition Fund Management LLC | 7,500,000 | 22,064,000 | 4.11% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 6,000,000 | 17,651,000 | 3.29% | PRN | |
| 10 | GEODE CAPITAL MANAGEMENT, LLC | 6,000,000 | 17,621,000 | 3.29% | PRN | |
| 11 | Luxor Capital Group, LP | 6,000,000 | 17,621,000 | 3.29% | PRN | |
| 12 | JPMORGAN CHASE & CO | 5,888,000 | 17,554,000 | 3.27% | PRN | |
| 13 | ROYAL BANK OF CANADA | 3,517,000 | 10,329,000 | 1.93% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 3,128,000 | 9,186,000 | 1.71% | PRN | |
| 15 | LORD, ABBETT & CO. LLC | 2,396,000 | 7,049,000 | 1.31% | PRN | |
| 16 | BlueCrest Capital Management Ltd | 2,260,000 | 6,663,000 | 1.24% | PRN | |
| 17 | AMERIPRISE FINANCIAL INC | 2,200,000 | 6,461,000 | 1.20% | PRN | |
| 18 | OPERA TRADING CAPITAL | 2,000,000 | 5,885,000 | 1.10% | PRN | |
| 19 | EMERALD ACQUISITION LTD. | 268,000 | 788,000 | 0.15% | ||
| 20 | WELLINGTON MANAGEMENT GROUP LLP | 109,000 | 320,000 | 0.06% | PRN | |
| 21 | GOLDMAN SACHS GROUP INC | 95,000 | 279,000 | 0.05% | PRN | |
| 22 | CITIGROUP INC | 22,000 | 65,000 | 0.01% | PRN | |
| 23 | NOMURA HOLDINGS INC | 7,000 | 21,000 | 0.00% | PRN | |
| 24 | ADVISOR GROUP, INC. | 3 | 9,000 | 0.00% | PRN | |
| 25 | MORGAN STANLEY | 1,000 | 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.
