| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | GEODE CAPITAL MANAGEMENT, LLC | 9,000,000 | 9,832,000 | 19.70% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 8,050,000 | 8,875,000 | 17.78% | PRN | |
| 3 | JPMORGAN CHASE & CO | 5,504,000 | 7,712,000 | 15.45% | PRN | |
| 4 | Tetragon Partners GP Ltd | 6,350,000 | 7,028,000 | 14.08% | PRN | |
| 5 | BlueCrest Capital Management Ltd | 1,088,589 | 5,399,000 | 10.82% | PRN | |
| 6 | CSS LLC/IL | 3,000,000 | 3,297,000 | 6.61% | PRN | |
| 7 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 2,850,000 | 2,850,000 | 5.71% | PRN | |
| 8 | KORNITZER CAPITAL MANAGEMENT INC /KS | 1,500,000 | 1,639,000 | 3.28% | PRN | |
| 9 | CITIGROUP INC | 1,100,000 | 1,202,000 | 2.41% | PRN | |
| 10 | Sage Capital Management, LLC | 1,000,000 | 1,098,000 | 2.20% | PRN | |
| 11 | Context Capital Management, LLC | 500,000 | 551,000 | 1.10% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 390,000 | 426,000 | 0.85% | 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.
