| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 29,225,000 | 30,186,000 | 21.37% | PRN | |
| 2 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,000,000 | 20,688,000 | 14.65% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 15,000,000 | 15,510,000 | 10.98% | PRN | |
| 4 | LAZARD ASSET MANAGEMENT LLC | 11,000,000 | 11,323,000 | 8.02% | PRN | |
| 5 | GEODE CAPITAL MANAGEMENT, LLC | 9,360,000 | 9,588,000 | 6.79% | PRN | |
| 6 | BIRCH GROVE CAPITAL LP | 8,500,000 | 8,750,000 | 6.20% | PRN | |
| 7 | Context Capital Management, LLC | 5,625,000 | 5,815,000 | 4.12% | PRN | |
| 8 | AMUNDI ASSET MANAGEMENT US, INC. | 5,000,000 | 5,122,000 | 3.63% | PRN | |
| 9 | Verition Fund Management LLC | 4,500,000 | 4,632,000 | 3.28% | PRN | |
| 10 | JPMORGAN CHASE & CO | 4,202,000 | 4,286,000 | 3.03% | PRN | |
| 11 | Mohican Financial Management, LLC | 3,700,000 | 3,790,000 | 2.68% | ||
| 12 | SSI INVESTMENT MANAGEMENT LLC | 3,364,000 | 3,446,000 | 2.44% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 3,000,000 | 3,090,000 | 2.19% | PRN | |
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 2,810,000 | 2,893,000 | 2.05% | PRN | |
| 15 | CSS LLC/IL | 2,700,000 | 2,789,000 | 1.97% | PRN | |
| 16 | ONTARIO TEACHERS PENSION PLAN BOARD | 2,500,000 | 2,567,000 | 1.82% | PRN | |
| 17 | BARCLAYS PLC | 1,775,000 | 1,818,000 | 1.29% | PRN | |
| 18 | AQR ARBITRAGE LLC | 1,600,000 | 1,647,000 | 1.17% | PRN | |
| 19 | DEUTSCHE BANK AG\ | 1,577,000 | 1,615,000 | 1.14% | PRN | |
| 20 | NOMURA HOLDINGS INC | 576,000 | 591,000 | 0.42% | PRN | |
| 21 | PRELUDE CAPITAL MANAGEMENT, LLC | 550,000 | 566,000 | 0.40% | PRN | |
| 22 | ALTEGRIS ADVISORS, L.L.C. | 500,000 | 512,000 | 0.36% |
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.
