| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SSI INVESTMENT MANAGEMENT LLC | 353,000 | 437,000 | 0.19% | PRN | |
| 2 | SG Americas Securities, LLC | 3,830 | 480,000 | 0.21% | PRN | |
| 3 | BANK OF AMERICA CORP /DE/ | 418,000 | 507,000 | 0.22% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 415,000 | 517,000 | 0.22% | PRN | |
| 5 | PUTNAM INVESTMENTS LLC | 900,000 | 1,125,000 | 0.48% | ||
| 6 | ROYAL BANK OF CANADA | 2,000,000 | 2,495,000 | 1.07% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 5,000,000 | 6,268,000 | 2.69% | ||
| 8 | AQR ARBITRAGE LLC | 8,010,000 | 10,038,000 | 4.31% | PRN | |
| 9 | AMERIPRISE FINANCIAL INC | 9,180,000 | 11,469,000 | 4.92% | PRN | |
| 10 | Castle Creek Arbitrage, LLC | 15,714,000 | 19,662,000 | 8.44% | PRN | |
| 11 | Invesco Ltd. | 20,546,000 | 25,670,000 | 11.01% | PRN | |
| 12 | ADVENT CAPITAL MANAGEMENT /DE/ | 20,807,000 | 26,027,000 | 11.17% | PRN | |
| 13 | CAMDEN ASSET MANAGEMENT L P /CA | 102,745,000 | 128,367,000 | 55.08% | 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.
