| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 21,220,000 | 26,940,000 | 14.77% | PRN | |
| 2 | Assured Investment Management LLC | 15,000,000 | 19,158,000 | 10.50% | PRN | |
| 3 | SILVERBACK ASSET MANAGEMENT LLC | 14,500,000 | 18,388,000 | 10.08% | PRN | |
| 4 | WOLVERINE ASSET MANAGEMENT LLC | 14,375,000 | 18,306,000 | 10.04% | PRN | |
| 5 | TENOR CAPITAL MANAGEMENT Co., L.P. | 10,000,000 | 12,781,000 | 7.01% | PRN | |
| 6 | FMR LLC | 10,000,000 | 12,700,000 | 6.96% | PRN | |
| 7 | LAZARD ASSET MANAGEMENT LLC | 8,350,000 | 10,646,000 | 5.84% | PRN | |
| 8 | GEODE CAPITAL MANAGEMENT, LLC | 7,500,000 | 9,525,000 | 5.22% | PRN | |
| 9 | Ionic Capital Management LLC | 7,350,000 | 9,333,000 | 5.12% | PRN | |
| 10 | Hudson Bay Capital Management LP | 5,000,000 | 6,356,000 | 3.48% | PRN | |
| 11 | PUTNAM INVESTMENTS LLC | 4,778,000 | 6,068,000 | 3.33% | ||
| 12 | SSI INVESTMENT MANAGEMENT LLC | 4,479,000 | 5,688,000 | 3.12% | PRN | |
| 13 | AQR ARBITRAGE LLC | 3,825,000 | 4,877,000 | 2.67% | PRN | |
| 14 | Jefferies Group LLC | 3,671,000 | 4,667,000 | 2.56% | PRN | |
| 15 | Daiwa Securities Group Inc. | 3,000,000 | 3,812,000 | 2.09% | PRN | |
| 16 | DEUTSCHE BANK AG\ | 2,859,000 | 3,629,000 | 1.99% | PRN | |
| 17 | Mohican Financial Management, LLC | 3,750,000 | 3,493,000 | 1.92% | ||
| 18 | NOMURA HOLDINGS INC | 1,770,000 | 2,353,000 | 1.29% | PRN | |
| 19 | MORGAN STANLEY | 1,000,000 | 1,261,000 | 0.69% | PRN | |
| 20 | Pine River Capital Management L.P. | 900,000 | 1,143,000 | 0.63% | PRN | |
| 21 | Context Capital Management, LLC | 845,000 | 1,073,000 | 0.59% | PRN | |
| 22 | BLACKROCK ADVISORS LLC | 150,000 | 191,000 | 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.
