| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 25,225,000 | 28,040,000 | 18.37% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 15,200,000 | 16,843,000 | 11.03% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 15,000,000 | 16,664,000 | 10.92% | PRN | |
| 4 | CSS LLC/IL | 9,700,000 | 10,779,000 | 7.06% | PRN | |
| 5 | OPERA TRADING CAPITAL | 7,000,000 | 7,786,000 | 5.10% | PRN | |
| 6 | GEODE CAPITAL MANAGEMENT, LLC | 6,000,000 | 6,618,000 | 4.34% | PRN | |
| 7 | WELLS FARGO & COMPANY/MN | 5,860,000 | 6,516,000 | 4.27% | PRN | |
| 8 | Context Capital Management, LLC | 5,625,000 | 6,240,000 | 4.09% | PRN | |
| 9 | Assured Investment Management LLC | 5,000,000 | 5,613,000 | 3.68% | PRN | |
| 10 | BASSO CAPITAL MANAGEMENT, L.P. | 4,800,000 | 5,328,000 | 3.49% | PRN | |
| 11 | Verition Fund Management LLC | 4,500,000 | 4,987,000 | 3.27% | PRN | |
| 12 | Mohican Financial Management, LLC | 3,700,000 | 4,082,000 | 2.67% | ||
| 13 | NOMURA HOLDINGS INC | 3,576,000 | 3,949,000 | 2.59% | PRN | |
| 14 | SSI INVESTMENT MANAGEMENT LLC | 3,500,000 | 3,861,000 | 2.53% | PRN | |
| 15 | JPMORGAN CHASE & CO | 3,502,000 | 3,844,000 | 2.52% | PRN | |
| 16 | BARCLAYS PLC | 3,275,000 | 3,603,000 | 2.36% | PRN | |
| 17 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 3,000,000 | 3,337,000 | 2.19% | PRN | |
| 18 | DEUTSCHE BANK AG\ | 2,866,000 | 3,161,000 | 2.07% | PRN | |
| 19 | Daiwa Securities Group Inc. | 2,500,000 | 2,773,000 | 1.82% | PRN | |
| 20 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,500,000 | 2,756,000 | 1.81% | PRN | |
| 21 | ALTEGRIS ADVISORS, L.L.C. | 1,750,000 | 1,930,000 | 1.26% | ||
| 22 | AQR ARBITRAGE LLC | 1,600,000 | 1,773,000 | 1.16% | PRN | |
| 23 | MORGAN STANLEY | 1,000,000 | 1,106,000 | 0.72% | PRN | |
| 24 | PRELUDE CAPITAL MANAGEMENT, LLC | 950,000 | 1,053,000 | 0.69% | 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.
