| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 26,296,000 | 28,129,000 | 26.56% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 10,000,000 | 10,692,000 | 10.10% | PRN | |
| 3 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 10,625,000 | 10.03% | PRN | |
| 4 | Watershed Asset Management, L.L.C. | 9,000,000 | 9,674,000 | 9.13% | PRN | |
| 5 | CSS LLC/IL | 7,330,000 | 7,862,000 | 7.42% | PRN | |
| 6 | Mohican Financial Management, LLC | 6,750,000 | 7,172,000 | 6.77% | ||
| 7 | BASSO CAPITAL MANAGEMENT, L.P. | 6,544,000 | 6,994,000 | 6.60% | PRN | |
| 8 | FMR LLC | 5,000,000 | 5,284,000 | 4.99% | PRN | |
| 9 | CITIGROUP INC | 4,049,000 | 4,302,000 | 4.06% | PRN | |
| 10 | SSI INVESTMENT MANAGEMENT LLC | 3,653,000 | 3,882,000 | 3.67% | PRN | |
| 11 | Calamos Advisors LLC | 2,950,000 | 3,157,000 | 2.98% | PRN | |
| 12 | ROYAL BANK OF CANADA | 2,469,000 | 2,630,000 | 2.48% | PRN | |
| 13 | Context Capital Management, LLC | 2,400,000 | 2,565,000 | 2.42% | PRN | |
| 14 | Sage Capital Management, LLC | 2,050,000 | 2,186,000 | 2.06% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 710,000 | 754,000 | 0.71% | 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.
