| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | DEUTSCHE BANK AG\ | 38,620,000 | 43,591,000 | 12.20% | PRN | |
| 2 | AQR ARBITRAGE LLC | 34,825,000 | 39,483,000 | 11.05% | PRN | |
| 3 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 34,819,000 | 39,312,000 | 11.01% | PRN | |
| 4 | CITIGROUP INC | 34,405,000 | 38,835,000 | 10.87% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 27,216,000 | 30,781,000 | 8.62% | PRN | |
| 6 | ARISTEIA CAPITAL, L.L.C. | 20,000,000 | 22,659,000 | 6.34% | PRN | |
| 7 | GEODE CAPITAL MANAGEMENT, LLC | 19,977,000 | 22,549,000 | 6.31% | PRN | |
| 8 | CI INVESTMENTS INC. | 16,430,000 | 18,543,000 | 5.19% | ||
| 9 | ANGELO GORDON & CO., L.P. | 15,200,000 | 17,157,000 | 4.80% | PRN | |
| 10 | WELLS FARGO & COMPANY/MN | 14,994,000 | 16,913,000 | 4.73% | PRN | |
| 11 | CITADEL ADVISORS LLC | 10,000,000 | 11,303,000 | 3.16% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 8,960,000 | 10,114,000 | 2.83% | ||
| 13 | BNP Paribas Asset Management Holding S.A. | 7,000,000 | 7,951,000 | 2.23% | PRN | |
| 14 | THRIVENT FINANCIAL FOR LUTHERANS | 6,875,000 | 7,795,000 | 2.18% | ||
| 15 | GLG Partners LP | 6,540,000 | 7,341,000 | 2.06% | PRN | |
| 16 | JPMORGAN CHASE & CO | 4,830,000 | 5,451,000 | 1.53% | PRN | |
| 17 | CREDIT AGRICOLE S A | 4,587,000 | 5,178,000 | 1.45% | PRN | |
| 18 | CREDIT SUISSE AG/ | 2,590,000 | 2,924,000 | 0.82% | PRN | |
| 19 | Clearbridge Investments, LLC | 2,355,000 | 2,657,000 | 0.74% | PRN | |
| 20 | Ferox Capital Management LP | 1,500,000 | 1,699,000 | 0.48% | PRN | |
| 21 | Compagnie Lombard Odier SCmA | 1,060,000 | 1,206,000 | 0.34% | PRN | |
| 22 | SG Americas Securities, LLC | 8,990 | 1,019,000 | 0.29% | PRN | |
| 23 | BANK OF AMERICA CORP /DE/ | 600,000 | 677,000 | 0.19% | PRN | |
| 24 | Lombard Odier Asset Management (Europe) Ltd | 530,000 | 599,000 | 0.17% | PRN | |
| 25 | NOMURA HOLDINGS INC | 500,000 | 564,000 | 0.16% | PRN | |
| 26 | IRON Financial LLC | 410,000 | 466,000 | 0.13% | ||
| 27 | Lombard Odier Asset Management (Switzerland) SA | 210,000 | 237,000 | 0.07% | PRN | |
| 28 | MIZUHO SECURITIES USA LLC | 83,000 | 90,000 | 0.03% | ||
| 29 | SSI INVESTMENT MANAGEMENT LLC | 72,000 | 82,000 | 0.02% | PRN | |
| 30 | MORGAN STANLEY | 35,000 | 39,000 | 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.
