| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CREDIT SUISSE AG/ | 215,000 | 239,000 | 0.34% | PRN | |
| 2 | CITIGROUP INC | 250,000 | 274,000 | 0.38% | PRN | |
| 3 | DEUTSCHE BANK AG\ | 467,000 | 518,000 | 0.73% | PRN | |
| 4 | Jefferies Group LLC | 2,102,000 | 2,329,000 | 3.27% | PRN | |
| 5 | SSI INVESTMENT MANAGEMENT LLC | 3,300,000 | 3,645,000 | 5.11% | PRN | |
| 6 | OAKTREE CAPITAL MANAGEMENT LP | 3,500,000 | 3,856,000 | 5.41% | PRN | |
| 7 | Graham Capital Management, L.P. | 7,500,000 | 8,331,000 | 11.69% | ||
| 8 | GEODE CAPITAL MANAGEMENT, LLC | 8,062,000 | 8,953,000 | 12.56% | PRN | |
| 9 | LAZARD ASSET MANAGEMENT LLC | 10,569,000 | 11,791,000 | 16.55% | PRN | |
| 10 | Empyrean Capital Partners, LP | 12,888,000 | 14,200,000 | 19.93% | PRN | |
| 11 | STEELHEAD PARTNERS LLC | 15,500,000 | 17,128,000 | 24.03% | 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.
