| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 14,483,000 | 1,509,853,000 | 79.21% | ||
| 2 | Hudson Bay Capital Management LP | 39,500,000 | 41,282,000 | 2.17% | PRN | |
| 3 | AQR ARBITRAGE LLC | 24,150,000 | 25,297,000 | 1.33% | PRN | |
| 4 | Assured Investment Management LLC | 22,000,000 | 23,370,000 | 1.23% | PRN | |
| 5 | RWC Asset Management LLP | 22,300,000 | 23,270,000 | 1.22% | PRN | |
| 6 | CITADEL ADVISORS LLC | 21,700,000 | 22,642,000 | 1.19% | PRN | |
| 7 | Ferox Capital Management LP | 21,500,000 | 22,509,000 | 1.18% | PRN | |
| 8 | ANGELO GORDON & CO., L.P. | 19,500,000 | 20,329,000 | 1.07% | PRN | |
| 9 | Lombard Odier Asset Management (Europe) Ltd | 16,400,000 | 17,297,000 | 0.91% | PRN | |
| 10 | CAPSTONE INVESTMENT ADVISORS, LLC | 16,500,000 | 17,246,000 | 0.90% | ||
| 11 | EJF Capital LP | 15,000,000 | 15,644,000 | 0.82% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 14,101,000 | 14,700,000 | 0.77% | PRN | |
| 13 | OAKTREE CAPITAL MANAGEMENT LP | 14,000,000 | 14,619,000 | 0.77% | PRN | |
| 14 | Taconic Capital Advisors LP | 12,500,000 | 13,049,000 | 0.68% | PRN | |
| 15 | BESSEMER GROUP INC | 10,000,000 | 10,555,000 | 0.55% | PRN | |
| 16 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,000,000 | 10,425,000 | 0.55% | PRN | |
| 17 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 10,425,000 | 0.55% | PRN | |
| 18 | AMERIPRISE FINANCIAL INC | 9,900,000 | 10,321,000 | 0.54% | PRN | |
| 19 | BASSO CAPITAL MANAGEMENT, L.P. | 9,400,000 | 9,811,000 | 0.51% | PRN | |
| 20 | Castle Creek Arbitrage, LLC | 8,500,000 | 8,872,000 | 0.47% | PRN | |
| 21 | ARISTEIA CAPITAL, L.L.C. | 6,500,000 | 6,793,000 | 0.36% | PRN | |
| 22 | Invesco Ltd. | 6,000,000 | 6,255,000 | 0.33% | ||
| 23 | CSS LLC/IL | 5,500,000 | 5,740,000 | 0.30% | PRN | |
| 24 | CITIGROUP INC | 5,076,000 | 5,292,000 | 0.28% | PRN | |
| 25 | Calamos Advisors LLC | 5,000,000 | 5,226,000 | 0.27% | PRN | |
| 26 | Pine River Capital Management L.P. | 5,000,000 | 5,219,000 | 0.27% | PRN | |
| 27 | GOLDMAN SACHS GROUP INC | 4,000,000 | 4,170,000 | 0.22% | PRN | |
| 28 | FMR LLC | 4,000,000 | 4,170,000 | 0.22% | PRN | |
| 29 | GLG Partners LP | 3,500,000 | 3,662,000 | 0.19% | PRN | |
| 30 | BANK OF AMERICA CORP /DE/ | 3,400,000 | 3,545,000 | 0.19% | PRN | |
| 31 | Daiwa Securities Group Inc. | 2,426,000 | 2,528,000 | 0.13% | PRN | |
| 32 | NOMURA HOLDINGS INC | 2,060,000 | 2,148,000 | 0.11% | PRN | |
| 33 | Tetragon Partners GP Ltd | 2,000,000 | 2,121,000 | 0.11% | PRN | |
| 34 | THRIVENT FINANCIAL FOR LUTHERANS | 2,000,000 | 2,095,000 | 0.11% | ||
| 35 | CREDIT SUISSE AG/ | 1,500,000 | 1,564,000 | 0.08% | PRN | |
| 36 | TD Securities (USA) LLC | 1,500,000 | 1,545,000 | 0.08% | PRN | |
| 37 | STIFEL FINANCIAL CORP | 1,329,188 | 1,329,000 | 0.07% | PRN | |
| 38 | MORGAN STANLEY | 382,000 | 397,000 | 0.02% | PRN | |
| 39 | Neuberger Berman Group LLC | 315,000 | 328,000 | 0.02% | PRN | |
| 40 | SYMPHONY ASSET MANAGEMENT LLC | 267,000 | 278,000 | 0.01% | PRN | |
| 41 | FIRST MANHATTAN CO. LLC. | 230,000 | 239,000 | 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.
