| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CREDIT AGRICOLE S A | 1,000 | 1,000 | 0.00% | PRN | |
| 2 | LINDEN ADVISORS LP | 31,000 | 33,000 | 0.02% | PRN | |
| 3 | JPMORGAN CHASE & CO | 60,000 | 65,000 | 0.04% | PRN | |
| 4 | CITIGROUP INC | 1,485,000 | 1,589,000 | 0.90% | PRN | |
| 5 | AQR ARBITRAGE LLC | 1,850,000 | 1,989,000 | 1.13% | PRN | |
| 6 | Daiwa Securities Group Inc. | 2,500,000 | 2,677,000 | 1.52% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 2,500,000 | 2,687,000 | 1.53% | ||
| 8 | GEODE CAPITAL MANAGEMENT, LLC | 4,000,000 | 4,280,000 | 2.44% | PRN | |
| 9 | Calamos Advisors LLC | 5,000,000 | 5,404,000 | 3.08% | PRN | |
| 10 | NOMURA HOLDINGS INC | 7,000,000 | 7,490,000 | 4.26% | PRN | |
| 11 | OPERA TRADING CAPITAL | 7,000,000 | 7,506,000 | 4.27% | PRN | |
| 12 | Castle Creek Arbitrage, LLC | 9,000,000 | 9,683,000 | 5.51% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 15,803,000 | 16,909,000 | 9.63% | PRN | |
| 14 | STEELHEAD PARTNERS LLC | 18,970,000 | 20,350,000 | 11.59% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 21,000,000 | 22,575,000 | 12.85% | PRN | |
| 16 | CITADEL ADVISORS LLC | 33,500,000 | 35,914,000 | 20.45% | PRN | |
| 17 | Graham Capital Management, L.P. | 34,005,000 | 36,493,000 | 20.78% |
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.
