| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | DEUTSCHE BANK AG\ | 26,000 | 26,000 | 0.04% | PRN | |
| 2 | CITIGROUP INC | 118,000 | 119,000 | 0.20% | PRN | |
| 3 | WELLS FARGO & COMPANY/MN | 215,000 | 213,000 | 0.37% | PRN | |
| 4 | CSS LLC/IL | 1,250,000 | 1,267,000 | 2.18% | PRN | |
| 5 | JPMORGAN CHASE & CO | 1,415,000 | 1,422,000 | 2.44% | PRN | |
| 6 | WELLINGTON MANAGEMENT GROUP LLP | 1,417,000 | 1,423,000 | 2.44% | PRN | |
| 7 | Mohican Financial Management, LLC | 3,000,000 | 3,013,000 | 5.17% | ||
| 8 | BASSO CAPITAL MANAGEMENT, L.P. | 3,750,000 | 3,788,000 | 6.50% | PRN | |
| 9 | Covalent Partners LLC | 5,430,000 | 5,454,000 | 9.36% | PRN | |
| 10 | LAZARD ASSET MANAGEMENT LLC | 5,555,000 | 5,607,000 | 9.63% | PRN | |
| 11 | Polar Asset Management Partners Inc. | 7,000,000 | 7,105,000 | 12.20% | PRN | |
| 12 | WOLVERINE ASSET MANAGEMENT LLC | 10,850,000 | 11,054,000 | 18.98% | PRN | |
| 13 | CITADEL ADVISORS LLC | 17,500,000 | 17,751,000 | 30.48% | 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.
