| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | DEUTSCHE BANK AG\ | 32,295,000 | 36,130,000 | 15.34% | PRN | |
| 2 | LINDEN ADVISORS LP | 21,795,000 | 24,356,000 | 10.34% | PRN | |
| 3 | CITADEL ADVISORS LLC | 20,000,000 | 22,346,000 | 9.49% | PRN | |
| 4 | Invesco Ltd. | 18,570,000 | 20,775,000 | 8.82% | ||
| 5 | LAZARD ASSET MANAGEMENT LLC | 14,650,000 | 16,389,000 | 6.96% | PRN | |
| 6 | Pine River Capital Management L.P. | 12,000,000 | 13,395,000 | 5.69% | PRN | |
| 7 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,000,000 | 12,306,000 | 5.22% | PRN | |
| 8 | OAKTREE CAPITAL MANAGEMENT LP | 10,000,000 | 11,191,000 | 4.75% | PRN | |
| 9 | MILLENNIUM MANAGEMENT LLC | 10,000 | 11,186,000 | 4.75% | ||
| 10 | AMERIPRISE FINANCIAL INC | 10,025,000 | 11,180,000 | 4.75% | PRN | |
| 11 | SILVERBACK ASSET MANAGEMENT LLC | 9,200,000 | 10,304,000 | 4.37% | PRN | |
| 12 | Andalusian Capital Partners, LP | 6,500,000 | 7,304,000 | 3.10% | ||
| 13 | BASSO CAPITAL MANAGEMENT, L.P. | 6,500,000 | 7,235,000 | 3.07% | PRN | |
| 14 | GOLDMAN SACHS GROUP INC | 5,000,000 | 5,594,000 | 2.37% | PRN | |
| 15 | NOMURA HOLDINGS INC | 5,020,000 | 5,587,000 | 2.37% | PRN | |
| 16 | BESSEMER GROUP INC | 5,000,000 | 5,546,000 | 2.35% | ||
| 17 | BTG Pactual Global Asset Management Ltd | 2,500 | 2,797,000 | 1.19% | PRN | |
| 18 | CREDIT AGRICOLE S A | 2,294,000 | 2,566,000 | 1.09% | PRN | |
| 19 | Daiwa Securities Group Inc. | 2,000,000 | 2,234,000 | 0.95% | PRN | |
| 20 | STEELHEAD PARTNERS LLC | 1,500,000 | 1,678,000 | 0.71% | PRN | |
| 21 | Jefferies Group LLC | 1,472,000 | 1,647,000 | 0.70% | PRN | |
| 22 | JPMORGAN CHASE & CO | 1,000,000 | 1,119,000 | 0.47% | PRN | |
| 23 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,116,000 | 0.47% | PRN | |
| 24 | CREDIT SUISSE AG/ | 725,000 | 811,000 | 0.34% | PRN | |
| 25 | ADVENT CAPITAL MANAGEMENT /DE/ | 424,000 | 474,000 | 0.20% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 206,000 | 230,000 | 0.10% | PRN | |
| 27 | SEI TRUST CO | 77,000 | 86,000 | 0.04% |
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.
