| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CI INVESTMENTS INC. | 36,625,000 | 38,731,000 | 11.00% | ||
| 2 | CITIGROUP INC | 32,500,000 | 34,369,000 | 9.76% | PRN | |
| 3 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 30,375,000 | 31,970,000 | 9.08% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 29,715,000 | 31,463,000 | 8.93% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 27,424,000 | 29,000,000 | 8.23% | PRN | |
| 6 | AQR ARBITRAGE LLC | 22,825,000 | 24,252,000 | 6.89% | PRN | |
| 7 | ARISTEIA CAPITAL, L.L.C. | 21,625,000 | 22,929,000 | 6.51% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 21,273,000 | 22,643,000 | 6.43% | PRN | |
| 9 | BNP Paribas Asset Management Holding S.A. | 20,000,000 | 21,511,000 | 6.11% | PRN | |
| 10 | CAPSTONE INVESTMENT ADVISORS, LLC | 14,000,000 | 14,741,000 | 4.19% | ||
| 11 | JPMORGAN CHASE & CO | 13,315,000 | 14,081,000 | 4.00% | PRN | |
| 12 | ANGELO GORDON & CO., L.P. | 12,500,000 | 13,219,000 | 3.75% | PRN | |
| 13 | PUTNAM INVESTMENTS LLC | 9,551,000 | 10,100,000 | 2.87% | ||
| 14 | Lombard Odier Asset Management (Europe) Ltd | 9,150,000 | 9,865,000 | 2.80% | PRN | |
| 15 | THRIVENT FINANCIAL FOR LUTHERANS | 7,375,000 | 7,836,000 | 2.22% | ||
| 16 | GLG Partners LP | 6,540,000 | 6,933,000 | 1.97% | PRN | |
| 17 | CREDIT SUISSE AG/ | 4,340,000 | 4,591,000 | 1.30% | PRN | |
| 18 | Clearbridge Investments, LLC | 3,900,000 | 4,133,000 | 1.17% | PRN | |
| 19 | SSI INVESTMENT MANAGEMENT LLC | 2,331,000 | 2,466,000 | 0.70% | PRN | |
| 20 | BANK OF AMERICA CORP /DE/ | 2,150,000 | 2,274,000 | 0.65% | PRN | |
| 21 | ROYAL BANK OF CANADA | 2,020,000 | 2,163,000 | 0.61% | PRN | |
| 22 | BASSO CAPITAL MANAGEMENT, L.P. | 1,950,000 | 2,054,000 | 0.58% | PRN | |
| 23 | IRON Financial LLC | 340,000 | 366,000 | 0.10% | ||
| 24 | MANAGED ACCOUNT ADVISORS LLC | 338,000 | 357,000 | 0.10% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 150,000 | 159,000 | 0.05% | 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.
