| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 34,000,000 | 81,776,000 | 33.56% | PRN | |
| 2 | TENOR CAPITAL MANAGEMENT Co., L.P. | 26,715,000 | 64,665,000 | 26.53% | PRN | |
| 3 | SILVERBACK ASSET MANAGEMENT LLC | 12,500,000 | 30,144,000 | 12.37% | PRN | |
| 4 | WOLVERINE ASSET MANAGEMENT LLC | 10,550,000 | 25,376,000 | 10.41% | PRN | |
| 5 | CSS LLC/IL | 5,150,000 | 12,380,000 | 5.08% | PRN | |
| 6 | CAPSTONE INVESTMENT ADVISORS, LLC | 3,250,000 | 7,817,000 | 3.21% | ||
| 7 | Context Capital Management, LLC | 2,400,000 | 5,774,000 | 2.37% | PRN | |
| 8 | CITIGROUP INC | 2,175,000 | 5,230,000 | 2.15% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 1,500,000 | 3,608,000 | 1.48% | PRN | |
| 10 | WELLS FARGO & COMPANY/MN | 1,205,000 | 2,901,000 | 1.19% | PRN | |
| 11 | GEODE CAPITAL MANAGEMENT, LLC | 1,000,000 | 2,404,000 | 0.99% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 375,000 | 901,000 | 0.37% | PRN | |
| 13 | PRELUDE CAPITAL MANAGEMENT, LLC | 300,000 | 724,000 | 0.30% | 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.
