| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 31,500,000 | 47,800,000 | 13.18% | PRN | |
| 2 | CITIGROUP INC | 27,229,000 | 41,269,000 | 11.38% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 24,980,000 | 37,910,000 | 10.46% | PRN | |
| 4 | Empyrean Capital Partners, LP | 16,989,000 | 25,684,000 | 7.08% | PRN | |
| 5 | LINDEN ADVISORS LP | 16,723,000 | 25,369,000 | 7.00% | PRN | |
| 6 | AQR CAPITAL MANAGEMENT LLC | 14,875,000 | 22,619,000 | 6.24% | PRN | |
| 7 | Graham Capital Management, L.P. | 14,000,000 | 21,245,000 | 5.86% | ||
| 8 | LORD, ABBETT & CO. LLC | 13,887,000 | 21,117,000 | 5.82% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 13,500,000 | 20,460,000 | 5.64% | PRN | |
| 10 | Castle Creek Arbitrage, LLC | 12,300,000 | 18,650,000 | 5.14% | PRN | |
| 11 | DRIEHAUS CAPITAL MANAGEMENT LLC | 11,336,000 | 17,181,000 | 4.74% | PRN | |
| 12 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,000,000 | 15,156,000 | 4.18% | PRN | |
| 13 | Fore Research & Management, LP | 5,000,000 | 7,603,000 | 2.10% | PRN | |
| 14 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 7,576,000 | 2.09% | PRN | |
| 15 | CSS LLC/IL | 4,051,000 | 6,119,000 | 1.69% | PRN | |
| 16 | PEAK6 Group LLC | 40,000 | 6,064,000 | 1.67% | PRN | |
| 17 | WHITEBOX ADVISORS LLC | 4,000,000 | 6,063,000 | 1.67% | PRN | |
| 18 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 3,041,000 | 0.84% | PRN | |
| 19 | CREDIT AGRICOLE S A | 1,637,000 | 2,481,000 | 0.68% | PRN | |
| 20 | Invesco Ltd. | 1,358,000 | 2,058,000 | 0.57% | ||
| 21 | DEUTSCHE BANK AG\ | 1,359,000 | 2,058,000 | 0.57% | PRN | |
| 22 | Sculptor Capital LP | 1,000,000 | 1,518,000 | 0.42% | PRN | |
| 23 | GABELLI & Co INVESTMENT ADVISERS, INC. | 1,000,000 | 1,513,000 | 0.42% | PRN | |
| 24 | JPMORGAN CHASE & CO | 625,000 | 947,000 | 0.26% | PRN | |
| 25 | AMUNDI ASSET MANAGEMENT US, INC. | 305,000 | 462,000 | 0.13% | PRN | |
| 26 | Allianz Asset Management GmbH | 200,000 | 304,000 | 0.08% | PRN | |
| 27 | MORGAN STANLEY | 150,000 | 227,000 | 0.06% | PRN | |
| 28 | SSI INVESTMENT MANAGEMENT LLC | 19,000 | 29,000 | 0.01% | PRN | |
| 29 | GOLDMAN SACHS GROUP INC | 11,000 | 17,000 | 0.00% | PRN | |
| 30 | BANK OF AMERICA CORP /DE/ | 8,000 | 12,000 | 0.00% | PRN | |
| 31 | ROYAL BANK OF CANADA | 6,000 | 9,000 | 0.00% | PRN | |
| 32 | NEW ENGLAND SECURITIES CORP /MA/ | 4,000 | 6,000 | 0.00% | ||
| 33 | WELLS FARGO & COMPANY/MN | 3,000 | 4,000 | 0.00% | 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.
