| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 36,225,000 | 47,107,000 | 26.29% | PRN | |
| 2 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 20,000,000 | 25,913,000 | 14.46% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 14,903,000 | 19,324,000 | 10.78% | PRN | |
| 4 | LAZARD ASSET MANAGEMENT LLC | 11,500,000 | 14,978,000 | 8.36% | PRN | |
| 5 | GEODE CAPITAL MANAGEMENT, LLC | 11,360,000 | 14,739,000 | 8.22% | PRN | |
| 6 | BIRCH GROVE CAPITAL LP | 8,500,000 | 11,071,000 | 6.18% | PRN | |
| 7 | Context Capital Management, LLC | 5,325,000 | 6,909,000 | 3.86% | PRN | |
| 8 | CSS LLC/IL | 5,200,000 | 6,740,000 | 3.76% | PRN | |
| 9 | AMUNDI ASSET MANAGEMENT US, INC. | 5,000,000 | 6,487,000 | 3.62% | PRN | |
| 10 | TENOR CAPITAL MANAGEMENT Co., L.P. | 4,826,000 | 6,284,000 | 3.51% | PRN | |
| 11 | Mohican Financial Management, LLC | 3,500,000 | 4,541,000 | 2.53% | ||
| 12 | SSI INVESTMENT MANAGEMENT LLC | 3,364,000 | 4,365,000 | 2.44% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 2,200,000 | 2,828,000 | 1.58% | PRN | |
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 2,150,000 | 2,786,000 | 1.55% | PRN | |
| 15 | AQR ARBITRAGE LLC | 1,600,000 | 2,084,000 | 1.16% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 1,100,000 | 1,427,000 | 0.80% | PRN | |
| 17 | BARCLAYS PLC | 1,025,000 | 1,330,000 | 0.74% | PRN | |
| 18 | WELLINGTON MANAGEMENT GROUP LLP | 222,000 | 288,000 | 0.16% | 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.
