| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 4,500,000 | 494,159,000 | 48.30% | ||
| 2 | Assured Investment Management LLC | 51,500,000 | 56,792,000 | 5.55% | PRN | |
| 3 | ADVENT CAPITAL MANAGEMENT /DE/ | 42,950,000 | 47,219,000 | 4.61% | PRN | |
| 4 | AQR ARBITRAGE LLC | 37,800,000 | 41,698,000 | 4.08% | PRN | |
| 5 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 30,400,000 | 33,228,000 | 3.25% | PRN | |
| 6 | Calamos Advisors LLC | 27,298,000 | 30,178,000 | 2.95% | PRN | |
| 7 | Lombard Odier Asset Management (Europe) Ltd | 26,400,000 | 29,260,000 | 2.86% | PRN | |
| 8 | CI INVESTMENTS INC. | 25,000,000 | 27,453,000 | 2.68% | ||
| 9 | SHENKMAN CAPITAL MANAGEMENT INC | 23,467,000 | 25,867,000 | 2.53% | PRN | |
| 10 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 20,048,000 | 22,015,000 | 2.15% | PRN | |
| 11 | MORGAN STANLEY | 19,033,000 | 20,913,000 | 2.04% | PRN | |
| 12 | ROYAL BANK OF CANADA | 18,283,000 | 20,128,000 | 1.97% | PRN | |
| 13 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 17,864,000 | 19,561,000 | 1.91% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 12,570,000 | 13,802,000 | 1.35% | PRN | |
| 15 | Graham Capital Management, L.P. | 12,500,000 | 13,755,000 | 1.34% | ||
| 16 | RWC Asset Management LLP | 12,500,000 | 13,743,000 | 1.34% | PRN | |
| 17 | BNP Paribas Asset Management Holding S.A. | 12,000,000 | 13,221,000 | 1.29% | PRN | |
| 18 | CANADA PENSION PLAN INVESTMENT BOARD | 10,000,000 | 10,950,000 | 1.07% | PRN | |
| 19 | Invesco Ltd. | 9,650,000 | 10,597,000 | 1.04% | ||
| 20 | CITIGROUP INC | 9,584,000 | 10,524,000 | 1.03% | PRN | |
| 21 | THRIVENT FINANCIAL FOR LUTHERANS | 8,875,000 | 9,790,000 | 0.96% | ||
| 22 | BESSEMER GROUP INC | 7,900,000 | 8,656,000 | 0.85% | PRN | |
| 23 | CREDIT SUISSE AG/ | 6,984,000 | 7,668,000 | 0.75% | PRN | |
| 24 | GLG Partners LP | 5,350,000 | 5,848,000 | 0.57% | PRN | |
| 25 | LAZARD ASSET MANAGEMENT LLC | 5,000,000 | 5,490,000 | 0.54% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 3,711,000 | 4,073,000 | 0.40% | PRN | |
| 27 | Ferox Capital Management LP | 3,600,000 | 3,991,000 | 0.39% | PRN | |
| 28 | Kohlberg Kravis Roberts & Co. L.P. | 3,265,000 | 3,514,000 | 0.34% | PRN | |
| 29 | CREDIT AGRICOLE S A | 2,710,000 | 2,976,000 | 0.29% | PRN | |
| 30 | BARCLAYS PLC | 24,000 | 2,616,000 | 0.26% | ||
| 31 | Bank of New York Mellon Corp | 2,008,000 | 2,208,000 | 0.22% | ||
| 32 | CSS LLC/IL | 1,550,000 | 1,707,000 | 0.17% | PRN | |
| 33 | BANK OF AMERICA CORP /DE/ | 1,568,000 | 1,687,000 | 0.16% | PRN | |
| 34 | SCOTIA CAPITAL INC. | 1,176,000 | 1,300,000 | 0.13% | ||
| 35 | Jefferies Group LLC | 1,143,000 | 1,255,000 | 0.12% | PRN | |
| 36 | LAFFER TENGLER INVESTMENTS, INC. | 1,067 | 1,182,037 | 0.12% | ||
| 37 | RUSSELL FRANK CO/ | 1,000,000 | 1,103,000 | 0.11% | ||
| 38 | Compagnie Lombard Odier SCmA | 860,000 | 949,000 | 0.09% | PRN | |
| 39 | KING INVESTMENT ADVISORS INC/TX | 770 | 830,000 | 0.08% | ||
| 40 | UNITED CAPITAL FINANCIAL ADVISORS, LLC | 4,000 | 435,000 | 0.04% | ||
| 41 | BARCLAYS PLC | 275,000 | 300,000 | 0.03% | PRN | |
| 42 | SUNTRUST BANKS INC | 239,000 | 262,000 | 0.03% | ||
| 43 | Calamos Wealth Management LLC | 89,000 | 98,000 | 0.01% | PRN | |
| 44 | BNP PARIBAS FINANCIAL MARKETS | 58,000 | 63,692 | 0.01% | PRN | |
| 45 | M&T BANK CORP | 53,000 | 58,000 | 0.01% | PRN | |
| 46 | MSI Financial Services Inc | 39,000 | 43,000 | 0.00% | ||
| 47 | Waverly Advisors, LLC | 17,000 | 19,000 | 0.00% | PRN | |
| 48 | STIFEL FINANCIAL CORP | 12,196 | 13,000 | 0.00% | PRN | |
| 49 | THOMPSON DAVIS & CO., INC. | 2,000 | 2,000 | 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.
