| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | DEUTSCHE BANK AG\ | 37,104,000 | 49,589,000 | 19.30% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 14,920,000 | 19,940,000 | 7.76% | PRN | |
| 3 | Tetragon Partners GP Ltd | 14,800,000 | 19,897,000 | 7.74% | PRN | |
| 4 | AQR CAPITAL MANAGEMENT LLC | 13,025,000 | 17,473,000 | 6.80% | PRN | |
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 13,000,000 | 17,388,000 | 6.77% | PRN | |
| 6 | GEODE CAPITAL MANAGEMENT, LLC | 12,000,000 | 16,077,000 | 6.26% | PRN | |
| 7 | AMERIPRISE FINANCIAL INC | 10,699,000 | 14,385,000 | 5.60% | PRN | |
| 8 | Assured Investment Management LLC | 10,000,000 | 13,390,000 | 5.21% | PRN | |
| 9 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 10,000,000 | 13,365,000 | 5.20% | ||
| 10 | PUTNAM INVESTMENTS LLC | 9,585,000 | 12,811,000 | 4.99% | ||
| 11 | WELLS FARGO & COMPANY/MN | 8,030,000 | 10,724,000 | 4.17% | PRN | |
| 12 | FMR LLC | 7,000,000 | 9,379,000 | 3.65% | PRN | |
| 13 | Hudson Bay Capital Management LP | 7,000,000 | 9,333,000 | 3.63% | ||
| 14 | Paloma Partners Management Co | 5,810,000 | 7,796,000 | 3.03% | PRN | |
| 15 | CSS LLC/IL | 5,000,000 | 6,696,000 | 2.61% | PRN | |
| 16 | SG Americas Securities, LLC | 30,000 | 4,010,000 | 1.56% | PRN | |
| 17 | Scepter Holdings, Inc. | 2,700,000 | 3,601,000 | 1.40% | PRN | |
| 18 | Daiwa Securities Group Inc. | 2,500,000 | 3,351,000 | 1.30% | PRN | |
| 19 | GRATIA CAPITAL, LLC | 2,300,000 | 3,098,000 | 1.21% | ||
| 20 | SSI INVESTMENT MANAGEMENT LLC | 2,000,000 | 2,680,000 | 1.04% | PRN | |
| 21 | JPMORGAN CHASE & CO | 1,000,000 | 1,337,000 | 0.52% | PRN | |
| 22 | Jefferies Group LLC | 218,000 | 291,000 | 0.11% | PRN | |
| 23 | MANAGED ACCOUNT ADVISORS LLC | 176,000 | 235,000 | 0.09% | PRN | |
| 24 | NOMURA HOLDINGS INC | 50,000 | 67,000 | 0.03% | PRN | |
| 25 | SEI TRUST CO | 35,000 | 47,000 | 0.02% | ||
| 26 | CITIGROUP INC | 13,000 | 17,000 | 0.01% | PRN | |
| 27 | Cheyne Capital Management (UK) LLP | 3,000,000 | 10,000 | 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.
