| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 39,902,000 | 44,790,000 | 12.66% | PRN | |
| 2 | AQR ARBITRAGE LLC | 34,825,000 | 39,243,000 | 11.09% | PRN | |
| 3 | ADVENT CAPITAL MANAGEMENT /DE/ | 32,049,000 | 35,951,000 | 10.16% | PRN | |
| 4 | CITIGROUP INC | 31,864,000 | 35,748,000 | 10.10% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 31,361,000 | 35,183,000 | 9.94% | PRN | |
| 6 | GEODE CAPITAL MANAGEMENT, LLC | 21,977,000 | 24,655,000 | 6.97% | PRN | |
| 7 | ARISTEIA CAPITAL, L.L.C. | 19,811,000 | 22,253,000 | 6.29% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 18,844,000 | 21,004,000 | 5.94% | PRN | |
| 9 | ANGELO GORDON & CO., L.P. | 17,200,000 | 19,296,000 | 5.45% | PRN | |
| 10 | CI INVESTMENTS INC. | 15,265,000 | 17,125,000 | 4.84% | ||
| 11 | CITADEL ADVISORS LLC | 10,000,000 | 11,233,000 | 3.17% | PRN | |
| 12 | PUTNAM INVESTMENTS LLC | 9,983,000 | 11,200,000 | 3.17% | ||
| 13 | GLG Partners LP | 6,540,000 | 7,344,000 | 2.08% | PRN | |
| 14 | JPMORGAN CHASE & CO | 6,319,000 | 7,061,000 | 2.00% | PRN | |
| 15 | THRIVENT FINANCIAL FOR LUTHERANS | 6,275,000 | 7,040,000 | 1.99% | ||
| 16 | Kohlberg Kravis Roberts & Co. L.P. | 4,000,000 | 4,446,000 | 1.26% | PRN | |
| 17 | Clearbridge Investments, LLC | 2,355,000 | 2,632,000 | 0.74% | PRN | |
| 18 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 1,250,000 | 1,400,000 | 0.40% | PRN | |
| 19 | BNP Paribas Asset Management Holding S.A. | 1,000,000 | 1,127,000 | 0.32% | PRN | |
| 20 | SG Americas Securities, LLC | 8,990 | 1,013,000 | 0.29% | PRN | |
| 21 | IRON Financial LLC | 890,000 | 1,008,000 | 0.28% | ||
| 22 | Compagnie Lombard Odier SCmA | 820,000 | 938,000 | 0.27% | PRN | |
| 23 | NOMURA HOLDINGS INC | 441,000 | 495,000 | 0.14% | PRN | |
| 24 | Lombard Odier Asset Management (Europe) Ltd | 410,000 | 462,000 | 0.13% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 297,000 | 333,000 | 0.09% | PRN | |
| 26 | CREDIT SUISSE AG/ | 290,000 | 325,000 | 0.09% | PRN | |
| 27 | BANK OF AMERICA CORP /DE/ | 190,000 | 213,000 | 0.06% | PRN | |
| 28 | Lombard Odier Asset Management (Switzerland) SA | 170,000 | 191,000 | 0.05% | PRN | |
| 29 | SSI INVESTMENT MANAGEMENT LLC | 72,000 | 81,000 | 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.
