| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 2,000 | 2,000 | 0.00% | PRN | |
| 2 | SCOTIA CAPITAL INC. | 720,000 | 771,000 | 0.28% | ||
| 3 | Rotella Capital Management, Inc. | 71,900 | 1,173,000 | 0.42% | ||
| 4 | BARCLAYS PLC | 1,115,000 | 1,182,000 | 0.43% | PRN | |
| 5 | RUSSELL FRANK CO/ | 1,600,000 | 1,707,000 | 0.62% | ||
| 6 | CITIGROUP INC | 3,080,000 | 3,278,000 | 1.18% | PRN | |
| 7 | CREDIT AGRICOLE S A | 3,869,000 | 4,108,000 | 1.48% | PRN | |
| 8 | DEUTSCHE BANK AG\ | 6,700,000 | 7,114,000 | 2.57% | PRN | |
| 9 | Graham Capital Management, L.P. | 7,100,000 | 7,579,000 | 2.74% | ||
| 10 | BASSO CAPITAL MANAGEMENT, L.P. | 8,250,000 | 8,687,000 | 3.14% | PRN | |
| 11 | Cutler Capital Management, LLC | 9,148,000 | 9,714,000 | 3.51% | PRN | |
| 12 | Castle Creek Arbitrage, LLC | 14,652,000 | 15,635,000 | 5.65% | PRN | |
| 13 | ARISTEIA CAPITAL, L.L.C. | 18,647,000 | 19,927,000 | 7.20% | PRN | |
| 14 | CITADEL ADVISORS LLC | 20,000,000 | 21,331,000 | 7.70% | PRN | |
| 15 | FMR LLC | 31,615,000 | 33,651,000 | 12.15% | PRN | |
| 16 | ROYAL BANK OF CANADA | 40,492,000 | 42,631,000 | 15.39% | PRN | |
| 17 | Southpaw Asset Management LP | 41,300,000 | 43,830,000 | 15.83% | PRN | |
| 18 | AQR ARBITRAGE LLC | 51,200,000 | 54,624,000 | 19.72% | 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.
