| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITIGROUP INC | 40,138,000 | 41,668,000 | 12.20% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 37,368,000 | 38,792,000 | 11.36% | PRN | |
| 3 | CI INVESTMENTS INC. | 36,625,000 | 38,022,000 | 11.13% | ||
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 29,064,000 | 29,412,000 | 8.61% | PRN | |
| 5 | ARISTEIA CAPITAL, L.L.C. | 23,625,000 | 24,487,000 | 7.17% | PRN | |
| 6 | AQR ARBITRAGE LLC | 22,825,000 | 23,809,000 | 6.97% | PRN | |
| 7 | JPMORGAN CHASE & CO | 23,402,000 | 23,296,000 | 6.82% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 21,970,000 | 22,853,000 | 6.69% | PRN | |
| 9 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 14,545,000 | 14,964,000 | 4.38% | PRN | |
| 10 | CAPSTONE INVESTMENT ADVISORS, LLC | 14,000,000 | 14,603,000 | 4.28% | ||
| 11 | OAKTREE CAPITAL MANAGEMENT LP | 10,911,000 | 11,374,000 | 3.33% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 9,864,000 | 10,240,000 | 3.00% | ||
| 13 | Lombard Odier Asset Management (Europe) Ltd | 8,350,000 | 8,573,000 | 2.51% | PRN | |
| 14 | THRIVENT FINANCIAL FOR LUTHERANS | 7,375,000 | 7,693,000 | 2.25% | ||
| 15 | BNP Paribas Asset Management Holding S.A. | 7,000,000 | 7,254,000 | 2.12% | PRN | |
| 16 | GLG Partners LP | 6,540,000 | 6,774,000 | 1.98% | PRN | |
| 17 | Kohlberg Kravis Roberts & Co. L.P. | 5,000,000 | 4,978,000 | 1.46% | PRN | |
| 18 | Clearbridge Investments, LLC | 3,900,000 | 3,882,000 | 1.14% | PRN | |
| 19 | CREDIT SUISSE AG/ | 3,146,000 | 3,266,000 | 0.96% | PRN | |
| 20 | ROYAL BANK OF CANADA | 2,320,000 | 2,310,000 | 0.68% | PRN | |
| 21 | IRON Financial LLC | 1,340,000 | 1,421,000 | 0.42% | ||
| 22 | GOLDMAN SACHS GROUP INC | 1,093,000 | 1,135,000 | 0.33% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 489,000 | 487,000 | 0.14% | PRN | |
| 24 | SG Americas Securities, LLC | 1,410 | 147,000 | 0.04% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 92,000 | 95,000 | 0.03% | PRN | |
| 26 | BlackRock Fund Advisors | 25,000 | 26,000 | 0.01% | 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.
