| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 45,000,000 | 58,087,000 | 22.88% | PRN | |
| 2 | Graham Capital Management, L.P. | 27,000,000 | 34,802,000 | 13.71% | ||
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 15,300,000 | 19,738,000 | 7.77% | PRN | |
| 4 | GOLDMAN SACHS GROUP INC | 14,944,000 | 19,259,000 | 7.59% | PRN | |
| 5 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 12,500,000 | 16,167,000 | 6.37% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 12,887,000 | 5.08% | PRN | |
| 7 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 8,500,000 | 10,970,000 | 4.32% | PRN | |
| 8 | SSI INVESTMENT MANAGEMENT LLC | 8,498,000 | 10,950,000 | 4.31% | PRN | |
| 9 | LINDEN ADVISORS LP | 8,165,000 | 10,506,000 | 4.14% | PRN | |
| 10 | Verition Fund Management LLC | 7,750,000 | 10,027,000 | 3.95% | PRN | |
| 11 | Myriad Asset Management Ltd. | 7,000,000 | 9,048,000 | 3.56% | PRN | |
| 12 | Paloma Partners Management Co | 4,200,000 | 5,404,000 | 2.13% | PRN | |
| 13 | Invesco Ltd. | 4,000,000 | 5,155,000 | 2.03% | ||
| 14 | Clearbridge Investments, LLC | 4,000,000 | 5,154,000 | 2.03% | PRN | |
| 15 | Nicholas Investment Partners, LP | 3,720,000 | 4,794,000 | 1.89% | PRN | |
| 16 | WELLS FARGO & COMPANY/MN | 3,236,000 | 4,158,000 | 1.64% | PRN | |
| 17 | Man Investments (CH) AG | 2,100,000 | 2,704,000 | 1.06% | PRN | |
| 18 | GRACE BROTHERS MANAGEMENT LLC | 2,000,000 | 2,585,000 | 1.02% | PRN | |
| 19 | Polar Capital LLP | 1,900,000 | 2,449,000 | 0.96% | PRN | |
| 20 | BANK OF AMERICA CORP /DE/ | 1,325,000 | 1,708,000 | 0.67% | PRN | |
| 21 | Bank of New York Mellon Corp | 1,250,000 | 1,611,000 | 0.63% | ||
| 22 | JPMORGAN CHASE & CO | 1,140,000 | 1,469,000 | 0.58% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 1,000,000 | 1,288,000 | 0.51% | PRN | |
| 24 | CREDIT AGRICOLE S A | 802,000 | 1,034,000 | 0.41% | PRN | |
| 25 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 750,000 | 970,000 | 0.38% | PRN | |
| 26 | MILLENNIUM MANAGEMENT LLC | 750 | 966,000 | 0.38% | ||
| 27 | CITIGROUP INC | 14,000 | 18,000 | 0.01% | 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.
