| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC | 32,000,000 | 50,117,000 | 32.21% | PRN | |
| 2 | TENOR CAPITAL MANAGEMENT Co., L.P. | 13,980,000 | 22,045,000 | 14.17% | PRN | |
| 3 | SILVERBACK ASSET MANAGEMENT LLC | 12,500,000 | 19,583,000 | 12.58% | PRN | |
| 4 | LAZARD ASSET MANAGEMENT LLC | 12,390,000 | 19,250,000 | 12.37% | PRN | |
| 5 | WOLVERINE ASSET MANAGEMENT LLC | 10,550,000 | 16,523,000 | 10.62% | PRN | |
| 6 | BASSO CAPITAL MANAGEMENT, L.P. | 5,000,000 | 7,813,000 | 5.02% | PRN | |
| 7 | Context Capital Management, LLC | 3,870,000 | 6,052,000 | 3.89% | PRN | |
| 8 | DEUTSCHE BANK AG\ | 1,795,000 | 2,779,000 | 1.79% | PRN | |
| 9 | AQR ARBITRAGE LLC | 1,750,000 | 2,719,000 | 1.75% | PRN | |
| 10 | CITIGROUP INC | 1,500,000 | 2,323,000 | 1.49% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 1,250,000 | 1,956,000 | 1.26% | PRN | |
| 12 | PRELUDE CAPITAL MANAGEMENT, LLC | 1,000,000 | 1,564,000 | 1.01% | PRN | |
| 13 | MIZUHO SECURITIES USA LLC | 1,000,000 | 1,563,000 | 1.00% | ||
| 14 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 1,000,000 | 1,000,000 | 0.64% | PRN | |
| 15 | ZAZOVE ASSOCIATES LLC | 205,000 | 321,000 | 0.21% | 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.
