| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 27,396,000 | 28,007,000 | 27.57% | PRN | |
| 2 | Watershed Asset Management, L.L.C. | 12,300,000 | 12,818,000 | 12.62% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 10,000,000 | 10,284,000 | 10.12% | PRN | |
| 4 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 10,181,000 | 10.02% | PRN | |
| 5 | CSS LLC/IL | 7,330,000 | 7,518,000 | 7.40% | PRN | |
| 6 | Mohican Financial Management, LLC | 6,000,000 | 6,109,000 | 6.01% | ||
| 7 | FMR LLC | 5,000,000 | 5,034,000 | 4.96% | PRN | |
| 8 | SSI INVESTMENT MANAGEMENT LLC | 4,397,000 | 4,475,000 | 4.41% | PRN | |
| 9 | CITIGROUP INC | 4,049,000 | 4,122,000 | 4.06% | PRN | |
| 10 | Calamos Advisors LLC | 2,950,000 | 3,014,000 | 2.97% | PRN | |
| 11 | ROYAL BANK OF CANADA | 2,469,000 | 2,567,000 | 2.53% | PRN | |
| 12 | BASSO CAPITAL MANAGEMENT, L.P. | 2,500,000 | 2,545,000 | 2.51% | PRN | |
| 13 | Context Capital Management, LLC | 2,400,000 | 2,453,000 | 2.41% | PRN | |
| 14 | Sage Capital Management, LLC | 1,700,000 | 1,736,000 | 1.71% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 710,000 | 722,000 | 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.
