| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NOMURA HOLDINGS INC | 1,398,800 | 351,537,000 | 20.70% | Put | |
| 2 | NOMURA HOLDINGS INC | 953,000 | 239,501,000 | 14.10% | Call | |
| 3 | ARISTEIA CAPITAL, L.L.C. | 68,496,000 | 172,674,000 | 10.17% | PRN | |
| 4 | SILVERBACK ASSET MANAGEMENT LLC | 51,070,000 | 128,665,000 | 7.58% | PRN | |
| 5 | LOOMIS SAYLES & CO L P | 4,389,901 | 103,865,000 | 6.12% | ||
| 6 | AQR CAPITAL MANAGEMENT LLC | 39,925,000 | 100,536,000 | 5.92% | PRN | |
| 7 | Ionic Capital Management LLC | 28,500,000 | 71,840,000 | 4.23% | PRN | |
| 8 | WOLVERINE ASSET MANAGEMENT LLC | 23,550,000 | 59,257,000 | 3.49% | PRN | |
| 9 | Polar Asset Management Partners Inc. | 22,500,000 | 56,728,000 | 3.34% | PRN | |
| 10 | LAZARD ASSET MANAGEMENT LLC | 17,000,000 | 42,723,000 | 2.52% | PRN | |
| 11 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 16,000,000 | 40,289,000 | 2.37% | PRN | |
| 12 | JPMORGAN CHASE & CO | 15,135,000 | 38,036,000 | 2.24% | PRN | |
| 13 | LORD, ABBETT & CO. LLC | 14,751,000 | 37,145,000 | 2.19% | PRN | |
| 14 | ARROWGRASS CAPITAL PARTNERS (US) LP | 15,000 | 36,871,000 | 2.17% | PRN | |
| 15 | GEODE CAPITAL MANAGEMENT, LLC | 13,500,000 | 34,003,000 | 2.00% | PRN | |
| 16 | CITIGROUP INC | 10,583,000 | 26,596,000 | 1.57% | PRN | |
| 17 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 25,105,000 | 1.48% | PRN | |
| 18 | Castle Creek Arbitrage, LLC | 8,564,000 | 21,573,000 | 1.27% | PRN | |
| 19 | Fore Research & Management, LP | 7,800,000 | 19,641,000 | 1.16% | PRN | |
| 20 | ROYAL BANK OF CANADA | 7,400,000 | 18,588,000 | 1.09% | PRN | |
| 21 | Myriad Asset Management Ltd. | 5,000,000 | 12,619,000 | 0.74% | PRN | |
| 22 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 10,073,000 | 0.59% | PRN | |
| 23 | CSS LLC/IL | 3,679,000 | 9,249,000 | 0.54% | PRN | |
| 24 | Hudson Bay Capital Management LP | 3,500,000 | 8,820,000 | 0.52% | PRN | |
| 25 | GRACE BROTHERS MANAGEMENT LLC | 2,650,000 | 6,678,000 | 0.39% | PRN | |
| 26 | TD Securities (USA) LLC | 2,500,000 | 6,267,000 | 0.37% | PRN | |
| 27 | DEUTSCHE BANK AG\ | 2,288,000 | 5,748,000 | 0.34% | PRN | |
| 28 | CQS Cayman LP | 2,250,000 | 5,689,000 | 0.34% | PRN | |
| 29 | STATE OF WISCONSIN INVESTMENT BOARD | 1,565,000 | 3,933,000 | 0.23% | ||
| 30 | Bank of New York Mellon Corp | 1,200,000 | 3,014,000 | 0.18% | ||
| 31 | CREDIT SUISSE AG/ | 200,000 | 503,000 | 0.03% | PRN | |
| 32 | AMERIPRISE FINANCIAL INC | 1,000 | 251,000 | 0.01% | PRN | |
| 33 | BANK OF AMERICA CORP /DE/ | 4,000 | 10,000 | 0.00% | PRN | |
| 34 | WELLS FARGO & COMPANY/MN | 2,000 | 5,000 | 0.00% | 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.
