| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 139,035,000 | 422,415,000 | 31.12% | PRN | |
| 2 | NOMURA HOLDINGS INC | 1,086,500 | 329,590,000 | 24.28% | Call | |
| 3 | Hudson Bay Capital Management LP | 37,630,000 | 114,379,000 | 8.43% | PRN | |
| 4 | NOMURA HOLDINGS INC | 359,900 | 109,176,000 | 8.04% | Put | |
| 5 | WOLVERINE ASSET MANAGEMENT LLC | 25,000,000 | 75,896,000 | 5.59% | PRN | |
| 6 | FRANKLIN RESOURCES INC | 19,800,000 | 60,204,000 | 4.44% | PRN | |
| 7 | WELLS FARGO & COMPANY/MN | 12,729,000 | 38,741,000 | 2.85% | PRN | |
| 8 | AMERIPRISE FINANCIAL INC | 11,400,000 | 34,606,000 | 2.55% | PRN | |
| 9 | LOOMIS SAYLES & CO L P | 819,668 | 27,008,000 | 1.99% | ||
| 10 | AQR CAPITAL MANAGEMENT LLC | 7,775,000 | 23,641,000 | 1.74% | PRN | |
| 11 | BARINGS LLC | 7,000,000 | 21,249,000 | 1.57% | PRN | |
| 12 | JPMORGAN CHASE & CO | 5,766,000 | 17,503,000 | 1.29% | PRN | |
| 13 | LORD, ABBETT & CO. LLC | 5,420,000 | 16,480,000 | 1.21% | PRN | |
| 14 | CSS LLC/IL | 5,000,000 | 15,192,000 | 1.12% | PRN | |
| 15 | CITIGROUP INC | 4,355,000 | 13,220,000 | 0.97% | PRN | |
| 16 | LAZARD ASSET MANAGEMENT LLC | 3,950,000 | 11,990,000 | 0.88% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 2,675,000 | 8,120,000 | 0.60% | PRN | |
| 18 | TD Securities (USA) LLC | 1,910,000 | 5,779,000 | 0.43% | PRN | |
| 19 | NATIXIS | 19,073 | 5,519,000 | 0.41% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 1,050,000 | 3,193,000 | 0.24% | ||
| 21 | NOMURA HOLDINGS INC | 725,000 | 2,199,000 | 0.16% | PRN | |
| 22 | ROYAL BANK OF CANADA | 445,000 | 1,351,000 | 0.10% | 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.
