| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 2,000 | 2,000 | 0.00% | PRN | |
| 2 | SCOTIA CAPITAL INC. | 720,000 | 697,000 | 0.25% | ||
| 3 | BARCLAYS PLC | 1,115,000 | 1,059,000 | 0.38% | PRN | |
| 4 | RUSSELL FRANK CO/ | 1,442,000 | 1,386,000 | 0.49% | ||
| 5 | BlueCrest Capital Management Ltd | 3,500,000 | 3,407,000 | 1.21% | PRN | |
| 6 | CSS LLC/IL | 5,800,000 | 5,653,000 | 2.01% | PRN | |
| 7 | Graham Capital Management, L.P. | 7,100,000 | 6,920,000 | 2.46% | ||
| 8 | Cutler Capital Management, LLC | 9,127,000 | 8,727,000 | 3.11% | PRN | |
| 9 | CITIGROUP INC | 9,370,000 | 8,990,000 | 3.20% | PRN | |
| 10 | ARISTEIA CAPITAL, L.L.C. | 9,751,000 | 9,524,000 | 3.39% | PRN | |
| 11 | BASSO CAPITAL MANAGEMENT, L.P. | 10,250,000 | 9,904,000 | 3.53% | PRN | |
| 12 | BIRCH GROVE CAPITAL LP | 12,306,000 | 12,048,000 | 4.29% | PRN | |
| 13 | FMR LLC | 13,510,000 | 12,963,000 | 4.62% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 26,830,000 | 25,655,000 | 9.14% | PRN | |
| 15 | ROYAL BANK OF CANADA | 30,113,000 | 28,796,000 | 10.26% | PRN | |
| 16 | CITADEL ADVISORS LLC | 31,000,000 | 30,206,000 | 10.76% | PRN | |
| 17 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 37,813,000 | 36,159,000 | 12.88% | PRN | |
| 18 | QVT Financial LP | 38,000,000 | 37,258,000 | 13.27% | PRN | |
| 19 | AQR ARBITRAGE LLC | 43,075,000 | 41,406,000 | 14.75% | 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.
