| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 22,225,000 | 29,908,000 | 16.29% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 17,200,000 | 23,220,000 | 12.65% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 15,000,000 | 20,237,000 | 11.02% | PRN | |
| 4 | CSS LLC/IL | 11,700,000 | 15,759,000 | 8.58% | PRN | |
| 5 | OPERA TRADING CAPITAL | 9,000,000 | 12,086,000 | 6.58% | PRN | |
| 6 | WELLS FARGO & COMPANY/MN | 7,860,000 | 10,585,000 | 5.77% | PRN | |
| 7 | NOMURA HOLDINGS INC | 5,076,000 | 6,815,000 | 3.71% | PRN | |
| 8 | Assured Investment Management LLC | 5,000,000 | 6,748,000 | 3.68% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 4,550,000 | 6,125,000 | 3.34% | PRN | |
| 10 | GEODE CAPITAL MANAGEMENT, LLC | 4,500,000 | 6,052,000 | 3.30% | PRN | |
| 11 | BARCLAYS PLC | 4,375,000 | 5,863,000 | 3.19% | PRN | |
| 12 | Daiwa Securities Group Inc. | 4,000,000 | 5,373,000 | 2.93% | PRN | |
| 13 | Mohican Financial Management, LLC | 4,700,000 | 4,977,000 | 2.71% | ||
| 14 | SSI INVESTMENT MANAGEMENT LLC | 3,500,000 | 4,708,000 | 2.56% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 3,375,000 | 4,539,000 | 2.47% | PRN | |
| 16 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 3,000,000 | 4,020,000 | 2.19% | PRN | |
| 17 | Context Capital Management, LLC | 2,625,000 | 3,527,000 | 1.92% | PRN | |
| 18 | JPMORGAN CHASE & CO | 2,502,000 | 3,384,000 | 1.84% | PRN | |
| 19 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,500,000 | 3,379,000 | 1.84% | PRN | |
| 20 | AQR ARBITRAGE LLC | 2,125,000 | 2,869,000 | 1.56% | PRN | |
| 21 | ALTEGRIS ADVISORS, L.L.C. | 2,000,000 | 2,757,000 | 1.50% | ||
| 22 | PRELUDE CAPITAL MANAGEMENT, LLC | 500,000 | 675,000 | 0.37% | 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.
