| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Castle Creek Arbitrage, LLC | 20,500,000 | 20,538,000 | 13.37% | PRN | |
| 2 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 18,196,000 | 18,162,000 | 11.83% | PRN | |
| 3 | TENOR CAPITAL MANAGEMENT Co., L.P. | 17,500,000 | 17,555,000 | 11.43% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 16,580,000 | 16,548,000 | 10.78% | PRN | |
| 5 | WOLVERINE ASSET MANAGEMENT LLC | 15,700,000 | 15,745,000 | 10.25% | PRN | |
| 6 | Ionic Capital Management LLC | 11,800,000 | 11,819,000 | 7.70% | PRN | |
| 7 | Calamos Advisors LLC | 10,500,000 | 10,508,000 | 6.84% | PRN | |
| 8 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,810,000 | 8,834,000 | 5.75% | PRN | |
| 9 | SG Americas Securities, LLC | 75,000 | 7,486,000 | 4.87% | PRN | |
| 10 | ROYAL BANK OF CANADA | 6,000,000 | 6,028,000 | 3.93% | PRN | |
| 11 | Paloma Partners Management Co | 6,000,000 | 6,013,000 | 3.92% | PRN | |
| 12 | CITIGROUP INC | 4,313,000 | 4,305,000 | 2.80% | PRN | |
| 13 | Invesco Ltd. | 3,000,000 | 2,994,000 | 1.95% | ||
| 14 | BASSO CAPITAL MANAGEMENT, L.P. | 2,000,000 | 2,000,000 | 1.30% | PRN | |
| 15 | NOMURA HOLDINGS INC | 1,450,000 | 1,448,000 | 0.94% | PRN | |
| 16 | CSS LLC/IL | 1,195,000 | 1,194,000 | 0.78% | PRN | |
| 17 | BlueCrest Capital Management Ltd | 1,000,000 | 1,002,000 | 0.65% | PRN | |
| 18 | BlueCrest Capital Management LLP | 1,000,000 | 1,002,000 | 0.65% | PRN | |
| 19 | SUNTRUST BANKS INC | 356,000 | 354,000 | 0.23% | ||
| 20 | BARCLAYS PLC | 21,000 | 21,000 | 0.01% | PRN | |
| 21 | MORGAN STANLEY | 12,000 | 12,000 | 0.01% | 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.
