| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITIGROUP INC | 72,322,000 | 73,316,000 | 22.80% | PRN | |
| 2 | JPMORGAN CHASE & CO | 56,310,000 | 57,182,000 | 17.78% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 33,660,000 | 34,166,000 | 10.63% | ||
| 4 | LAZARD ASSET MANAGEMENT LLC | 29,130,000 | 29,580,000 | 9.20% | PRN | |
| 5 | AQR ARBITRAGE LLC | 22,475,000 | 22,840,000 | 7.10% | PRN | |
| 6 | GLG Partners LP | 11,920,000 | 12,157,000 | 3.78% | PRN | |
| 7 | Achievement Holdings L.P. | 1,439,411 | 10,061,000 | 3.13% | ||
| 8 | ADVENT CAPITAL MANAGEMENT /DE/ | 9,500,000 | 9,668,000 | 3.01% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 9,190,000 | 9,315,000 | 2.90% | PRN | |
| 10 | BNP PARIBAS FINANCIAL MARKETS | 8,669,000 | 8,788,199 | 2.73% | PRN | |
| 11 | WELLS FARGO & COMPANY/MN | 8,284,000 | 8,436,000 | 2.62% | PRN | |
| 12 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 8,000,000 | 8,110,000 | 2.52% | PRN | |
| 13 | Clearbridge Investments, LLC | 7,275,000 | 7,388,000 | 2.30% | PRN | |
| 14 | CREDIT SUISSE AG/ | 7,000,000 | 7,096,000 | 2.21% | PRN | |
| 15 | TENOR CAPITAL MANAGEMENT Co., L.P. | 5,000,000 | 5,098,000 | 1.59% | PRN | |
| 16 | Ferox Capital Management LP | 5,000,000 | 5,083,000 | 1.58% | PRN | |
| 17 | Jefferies Group LLC | 5,000,000 | 5,069,000 | 1.58% | PRN | |
| 18 | CREDIT AGRICOLE S A | 3,017,000 | 3,058,000 | 0.95% | PRN | |
| 19 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,800,000 | 2,849,000 | 0.89% | PRN | |
| 20 | MORGAN STANLEY | 1,300,000 | 1,316,000 | 0.41% | PRN | |
| 21 | SONORA INVESTMENT MANAGEMENT, LLC | 520,000 | 536,000 | 0.17% | ||
| 22 | RWC Asset Management LLP | 400,000 | 406,000 | 0.13% | 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.
