| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | DEUTSCHE BANK AG\ | 545,000 | 316,000 | 0.64% | PRN | |
| 2 | TENOR CAPITAL MANAGEMENT Co., L.P. | 1,000,000 | 601,000 | 1.22% | PRN | |
| 3 | BARCLAYS PLC | 4,585,000 | 2,659,000 | 5.41% | PRN | |
| 4 | Context Capital Management, LLC | 5,000,000 | 2,869,000 | 5.84% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 7,900,000 | 4,621,000 | 9.40% | PRN | |
| 6 | ZAZOVE ASSOCIATES LLC | 7,870,000 | 4,643,000 | 9.45% | PRN | |
| 7 | Telemetry Investments, L.L.C. | 8,980,000 | 5,208,000 | 10.60% | PRN | |
| 8 | AQR ARBITRAGE LLC | 9,450,000 | 5,528,000 | 11.25% | PRN | |
| 9 | WOLVERINE ASSET MANAGEMENT LLC | 10,665,000 | 6,191,000 | 12.60% | PRN | |
| 10 | CITADEL ADVISORS LLC | 11,285,000 | 6,467,000 | 13.16% | PRN | |
| 11 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 17,000,000 | 10,037,000 | 20.43% | 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.
