| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 26,000 | 25,000 | 0.04% | PRN | |
| 2 | MORGAN STANLEY | 129,000 | 127,000 | 0.21% | PRN | |
| 3 | SUNTRUST BANKS INC | 144,000 | 141,000 | 0.23% | ||
| 4 | BARCLAYS PLC | 599,000 | 587,000 | 0.96% | PRN | |
| 5 | TENOR CAPITAL MANAGEMENT Co., L.P. | 1,000,000 | 1,003,000 | 1.65% | PRN | |
| 6 | DEUTSCHE BANK AG\ | 1,061,000 | 1,042,000 | 1.71% | PRN | |
| 7 | CSS LLC/IL | 2,000,000 | 1,976,000 | 3.24% | PRN | |
| 8 | Jefferies Group LLC | 2,059,000 | 2,067,000 | 3.39% | PRN | |
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 4,043,000 | 4,019,000 | 6.59% | PRN | |
| 10 | Pine River Capital Management L.P. | 12,275,000 | 12,216,000 | 20.04% | PRN | |
| 11 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 15,000,000 | 14,968,000 | 24.56% | PRN | |
| 12 | WOLVERINE ASSET MANAGEMENT LLC | 22,925,000 | 22,786,000 | 37.38% | 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.
