| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CSS LLC/IL | 1,000,000 | 1,063,000 | 2.17% | PRN | |
| 2 | CITIGROUP INC | 1,100,000 | 1,189,000 | 2.43% | PRN | |
| 3 | KORNITZER CAPITAL MANAGEMENT INC /KS | 1,500,000 | 1,622,000 | 3.32% | PRN | |
| 4 | JPMORGAN CHASE & CO | 5,000,000 | 6,244,000 | 12.77% | PRN | |
| 5 | CITADEL ADVISORS LLC | 5,854,000 | 6,261,000 | 12.81% | PRN | |
| 6 | GEODE CAPITAL MANAGEMENT, LLC | 7,500,000 | 8,109,000 | 16.59% | PRN | |
| 7 | TENOR CAPITAL MANAGEMENT Co., L.P. | 8,950,000 | 9,764,000 | 19.98% | PRN | |
| 8 | Tetragon Partners GP Ltd | 13,750,000 | 14,625,000 | 29.92% | 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.
