| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 8,359,000 | 848,439,000 | 68.94% | ||
| 2 | LINDEN ADVISORS LP | 36,863,000 | 37,507,000 | 3.05% | PRN | |
| 3 | Hudson Bay Capital Management LP | 32,500,000 | 33,019,000 | 2.68% | PRN | |
| 4 | Assured Investment Management LLC | 29,000,000 | 29,457,000 | 2.39% | ||
| 5 | EJF Capital LP | 20,000,000 | 20,294,000 | 1.65% | PRN | |
| 6 | DEUTSCHE BANK AG\ | 18,143,000 | 18,415,000 | 1.50% | PRN | |
| 7 | AQR CAPITAL MANAGEMENT LLC | 15,000,000 | 15,300,000 | 1.24% | PRN | |
| 8 | ARISTEIA CAPITAL, L.L.C. | 14,000,000 | 14,251,000 | 1.16% | PRN | |
| 9 | OAKTREE CAPITAL MANAGEMENT LP | 13,000,000 | 13,202,000 | 1.07% | PRN | |
| 10 | Taconic Capital Advisors LP | 12,500,000 | 12,709,000 | 1.03% | PRN | |
| 11 | CSS LLC/IL | 12,000,000 | 12,200,000 | 0.99% | PRN | |
| 12 | BlueCrest Capital Management Ltd | 7,960,000 | 11,217,000 | 0.91% | PRN | |
| 13 | Daiwa Securities Group Inc. | 10,000,000 | 10,175,000 | 0.83% | PRN | |
| 14 | GEODE CAPITAL MANAGEMENT, LLC | 10,000,000 | 10,150,000 | 0.82% | PRN | |
| 15 | ROYAL BANK OF CANADA | 10,000,000 | 10,150,000 | 0.82% | PRN | |
| 16 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 10,150,000 | 0.82% | PRN | |
| 17 | AMERIPRISE FINANCIAL INC | 9,900,000 | 10,049,000 | 0.82% | PRN | |
| 18 | BASSO CAPITAL MANAGEMENT, L.P. | 9,000,000 | 9,140,000 | 0.74% | PRN | |
| 19 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,640,000 | 0.70% | PRN | |
| 20 | Ferox Capital Management LP | 8,000,000 | 8,155,000 | 0.66% | PRN | |
| 21 | Graham Capital Management, L.P. | 7,500,000 | 7,622,000 | 0.62% | ||
| 22 | Invesco Ltd. | 7,500,000 | 7,613,000 | 0.62% | ||
| 23 | CITIGROUP INC | 5,097,000 | 5,173,000 | 0.42% | PRN | |
| 24 | BESSEMER GROUP INC | 5,000,000 | 5,096,000 | 0.41% | PRN | |
| 25 | Pine River Capital Management L.P. | 5,000,000 | 5,078,000 | 0.41% | PRN | |
| 26 | ANGELO GORDON & CO., L.P. | 5,000,000 | 5,075,000 | 0.41% | PRN | |
| 27 | CAPSTONE INVESTMENT ADVISORS, LLC | 5,000,000 | 5,074,000 | 0.41% | ||
| 28 | Calamos Advisors LLC | 5,000,000 | 5,074,000 | 0.41% | PRN | |
| 29 | TENOR CAPITAL MANAGEMENT Co., L.P. | 4,500,000 | 4,614,000 | 0.37% | PRN | |
| 30 | FMR LLC | 4,000,000 | 4,060,000 | 0.33% | PRN | |
| 31 | GOLDMAN SACHS GROUP INC | 4,000,000 | 4,060,000 | 0.33% | PRN | |
| 32 | TD Securities (USA) LLC | 4,050,000 | 4,041,000 | 0.33% | PRN | |
| 33 | GLG Partners LP | 3,500,000 | 3,559,000 | 0.29% | PRN | |
| 34 | CREDIT AGRICOLE S A | 2,840,000 | 2,906,000 | 0.24% | PRN | |
| 35 | Lombard Odier Asset Management (Switzerland) SA | 2,800,000 | 2,862,000 | 0.23% | PRN | |
| 36 | Lombard Odier Asset Management (Europe) Ltd | 2,800,000 | 2,862,000 | 0.23% | PRN | |
| 37 | BARCLAYS PLC | 2,525,000 | 2,550,000 | 0.21% | PRN | |
| 38 | NOMURA HOLDINGS INC | 2,060,000 | 2,091,000 | 0.17% | PRN | |
| 39 | CREDIT SUISSE AG/ | 2,045,000 | 2,076,000 | 0.17% | PRN | |
| 40 | Tetragon Partners GP Ltd | 2,000,000 | 2,045,000 | 0.17% | PRN | |
| 41 | THRIVENT FINANCIAL FOR LUTHERANS | 2,000,000 | 2,040,000 | 0.17% | ||
| 42 | STIFEL FINANCIAL CORP | 1,294,125 | 1,294,000 | 0.11% | PRN | |
| 43 | MORGAN STANLEY | 401,000 | 407,000 | 0.03% | PRN | |
| 44 | Neuberger Berman Group LLC | 315,000 | 319,000 | 0.03% | PRN | |
| 45 | FIRST MANHATTAN CO. LLC. | 250,000 | 253,000 | 0.02% | PRN | |
| 46 | SHENKMAN CAPITAL MANAGEMENT INC | 215,000 | 219,000 | 0.02% | 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.
