| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | DEUTSCHE BANK AG\ | 390,000 | 523,000 | 0.87% | PRN | |
| 2 | Context Capital Management, LLC | 500,000 | 683,000 | 1.13% | PRN | |
| 3 | Sage Capital Management, LLC | 1,000,000 | 1,344,000 | 2.23% | PRN | |
| 4 | CITIGROUP INC | 1,100,000 | 1,477,000 | 2.45% | PRN | |
| 5 | KORNITZER CAPITAL MANAGEMENT INC /KS | 1,500,000 | 2,014,000 | 3.34% | PRN | |
| 6 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,850,000 | 3,865,000 | 6.41% | PRN | |
| 7 | CSS LLC/IL | 3,000,000 | 4,070,000 | 6.75% | PRN | |
| 8 | BlueCrest Capital Management Ltd | 5,600 | 7,084,000 | 11.74% | PRN | |
| 9 | JPMORGAN CHASE & CO | 5,504,000 | 7,389,000 | 12.25% | PRN | |
| 10 | Tetragon Partners GP Ltd | 6,350,000 | 8,727,000 | 14.46% | PRN | |
| 11 | LAZARD ASSET MANAGEMENT LLC | 8,250,000 | 11,075,000 | 18.36% | PRN | |
| 12 | GEODE CAPITAL MANAGEMENT, LLC | 9,000,000 | 12,082,000 | 20.03% | 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.
