| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CAMDEN ASSET MANAGEMENT L P /CA | 99,701,000 | 139,208,000 | 54.60% | PRN | |
| 2 | Invesco Ltd. | 19,206,000 | 26,816,000 | 10.52% | PRN | |
| 3 | Castle Creek Arbitrage, LLC | 15,714,000 | 22,056,000 | 8.65% | PRN | |
| 4 | ARROWGRASS CAPITAL PARTNERS (US) LP | 13,417 | 16,066,000 | 6.30% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 9,365,000 | 13,134,000 | 5.15% | PRN | |
| 6 | BARCLAYS PLC | 5,532,000 | 7,724,000 | 3.03% | PRN | |
| 7 | CITADEL ADVISORS LLC | 4,635,000 | 6,515,000 | 2.56% | PRN | |
| 8 | BASSO CAPITAL MANAGEMENT, L.P. | 4,305,000 | 6,038,000 | 2.37% | PRN | |
| 9 | AMERIPRISE FINANCIAL INC | 3,000,000 | 4,189,000 | 1.64% | PRN | |
| 10 | ROYAL BANK OF CANADA | 2,000,000 | 2,808,000 | 1.10% | PRN | |
| 11 | CREDIT SUISSE AG/ | 2,000,000 | 2,793,000 | 1.10% | PRN | |
| 12 | Jefferies Group LLC | 1,199,000 | 1,679,000 | 0.66% | PRN | |
| 13 | PUTNAM INVESTMENTS LLC | 1,033,000 | 1,442,000 | 0.57% | ||
| 14 | WOLVERINE ASSET MANAGEMENT LLC | 1,000,000 | 1,404,000 | 0.55% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 945,000 | 1,319,000 | 0.52% | PRN | |
| 16 | BNP PARIBAS FINANCIAL MARKETS | 750,000 | 1,047,188 | 0.41% | PRN | |
| 17 | SSI INVESTMENT MANAGEMENT LLC | 333,000 | 467,000 | 0.18% | PRN | |
| 18 | WELLINGTON MANAGEMENT GROUP LLP | 197,000 | 275,000 | 0.11% | 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.
