| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CI INVESTMENTS INC. | 36,659,000 | 38,607,000 | 10.76% | ||
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 35,335,000 | 37,222,000 | 10.37% | PRN | |
| 3 | CITIGROUP INC | 34,508,000 | 36,341,000 | 10.13% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 33,069,000 | 34,825,000 | 9.71% | PRN | |
| 5 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 30,000,000 | 31,576,000 | 8.80% | PRN | |
| 6 | JPMORGAN CHASE & CO | 24,432,000 | 25,669,000 | 7.15% | PRN | |
| 7 | GEODE CAPITAL MANAGEMENT, LLC | 20,610,000 | 21,704,000 | 6.05% | PRN | |
| 8 | Lombard Odier Asset Management (Europe) Ltd | 18,870,000 | 19,958,000 | 5.56% | PRN | |
| 9 | WELLS FARGO & COMPANY/MN | 17,494,000 | 18,400,000 | 5.13% | PRN | |
| 10 | AQR ARBITRAGE LLC | 14,600,000 | 15,449,000 | 4.31% | PRN | |
| 11 | CITADEL ADVISORS LLC | 10,000,000 | 10,535,000 | 2.94% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 8,286,000 | 8,726,000 | 2.43% | ||
| 13 | ARISTEIA CAPITAL, L.L.C. | 7,500,000 | 7,931,000 | 2.21% | PRN | |
| 14 | CREDIT SUISSE AG/ | 340,365 | 7,361,000 | 2.05% | PRN | |
| 15 | BNP Paribas Asset Management Holding S.A. | 7,000,000 | 7,341,000 | 2.05% | PRN | |
| 16 | THRIVENT FINANCIAL FOR LUTHERANS | 6,875,000 | 7,275,000 | 2.03% | ||
| 17 | GLG Partners LP | 6,540,000 | 6,899,000 | 1.92% | PRN | |
| 18 | Ferox Capital Management LP | 5,500,000 | 5,775,000 | 1.61% | PRN | |
| 19 | GOLDMAN SACHS GROUP INC | 5,197,000 | 5,473,000 | 1.53% | PRN | |
| 20 | Clearbridge Investments, LLC | 2,355,000 | 2,474,000 | 0.69% | PRN | |
| 21 | ROYAL BANK OF CANADA | 1,320,000 | 1,387,000 | 0.39% | PRN | |
| 22 | MIZUHO SECURITIES USA LLC | 1,283,000 | 1,337,000 | 0.37% | ||
| 23 | CREDIT AGRICOLE S A | 1,191,000 | 1,254,000 | 0.35% | PRN | |
| 24 | Compagnie Lombard Odier SCmA | 1,060,000 | 1,124,000 | 0.31% | PRN | |
| 25 | SG Americas Securities, LLC | 8,990 | 951,000 | 0.27% | PRN | |
| 26 | SOCIETE GENERALE | 8,990 | 951,000 | 0.27% | PRN | |
| 27 | NOMURA HOLDINGS INC | 800,000 | 843,000 | 0.23% | PRN | |
| 28 | Lombard Odier Asset Management (Switzerland) SA | 420,000 | 441,000 | 0.12% | PRN | |
| 29 | BANK OF AMERICA CORP /DE/ | 405,000 | 427,000 | 0.12% | PRN | |
| 30 | IRON Financial LLC | 390,000 | 418,000 | 0.12% | ||
| 31 | SSI INVESTMENT MANAGEMENT LLC | 72,000 | 76,000 | 0.02% | PRN | |
| 32 | MORGAN STANLEY | 35,000 | 36,000 | 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.
