| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 37,402,000 | 42,685,000 | 11.37% | PRN | |
| 2 | CITIGROUP INC | 35,202,000 | 40,130,000 | 10.69% | PRN | |
| 3 | AQR ARBITRAGE LLC | 34,825,000 | 39,875,000 | 10.62% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 28,912,000 | 32,959,000 | 8.78% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 26,857,000 | 30,811,000 | 8.21% | PRN | |
| 6 | ARISTEIA CAPITAL, L.L.C. | 25,775,000 | 29,584,000 | 7.88% | PRN | |
| 7 | Lombard Odier Asset Management (Europe) Ltd | 23,290,000 | 26,632,000 | 7.10% | PRN | |
| 8 | Kohlberg Kravis Roberts & Co. L.P. | 22,500,000 | 25,661,000 | 6.84% | PRN | |
| 9 | ANGELO GORDON & CO., L.P. | 19,700,000 | 22,458,000 | 5.98% | PRN | |
| 10 | WELLS FARGO & COMPANY/MN | 19,334,000 | 22,238,000 | 5.93% | PRN | |
| 11 | GEODE CAPITAL MANAGEMENT, LLC | 11,000,000 | 12,540,000 | 3.34% | PRN | |
| 12 | CI INVESTMENTS INC. | 9,765,000 | 11,132,000 | 2.97% | ||
| 13 | PUTNAM INVESTMENTS LLC | 9,030,000 | 10,294,000 | 2.74% | ||
| 14 | JPMORGAN CHASE & CO | 6,642,000 | 7,504,000 | 2.00% | PRN | |
| 15 | GLG Partners LP | 6,540,000 | 7,466,000 | 1.99% | PRN | |
| 16 | THRIVENT FINANCIAL FOR LUTHERANS | 4,275,000 | 4,874,000 | 1.30% | ||
| 17 | Clearbridge Investments, LLC | 1,855,000 | 2,096,000 | 0.56% | PRN | |
| 18 | Compagnie Lombard Odier SCmA | 1,640,000 | 1,868,000 | 0.50% | PRN | |
| 19 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 1,250,000 | 1,425,000 | 0.38% | PRN | |
| 20 | SG Americas Securities, LLC | 8,990 | 1,029,000 | 0.27% | PRN | |
| 21 | BlackRock Finance, Inc. | 450,000 | 513,000 | 0.14% | PRN | |
| 22 | CREDIT SUISSE AG/ | 360,000 | 410,000 | 0.11% | PRN | |
| 23 | Lombard Odier Asset Management (Switzerland) SA | 340,000 | 387,000 | 0.10% | PRN | |
| 24 | NOMURA HOLDINGS INC | 291,000 | 332,000 | 0.09% | PRN | |
| 25 | SYMPHONY ASSET MANAGEMENT LLC | 250,000 | 286,000 | 0.08% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 72,000 | 82,000 | 0.02% | PRN | |
| 27 | MORGAN STANLEY | 35,000 | 40,000 | 0.01% | PRN | |
| 28 | VIVALDI CAPITAL MANAGEMENT, LLC | 20,000 | 23 | 0.00% |
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.
