| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 6,609,000 | 818,280,000 | 70.32% | ||
| 2 | Assured Investment Management LLC | 30,000,000 | 37,095,000 | 3.19% | ||
| 3 | GLG Partners LP | 30,000,000 | 37,005,000 | 3.18% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 24,383,000 | 30,131,000 | 2.59% | PRN | |
| 5 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 23,100,000 | 28,949,000 | 2.49% | PRN | |
| 6 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 22,680,000 | 28,040,000 | 2.41% | PRN | |
| 7 | ARROWGRASS CAPITAL PARTNERS (US) LP | 20,000 | 24,345,000 | 2.09% | PRN | |
| 8 | GOLDMAN SACHS GROUP INC | 17,753,000 | 21,981,000 | 1.89% | PRN | |
| 9 | CREDIT SUISSE AG/ | 13,984,000 | 17,314,000 | 1.49% | PRN | |
| 10 | DEUTSCHE BANK AG\ | 10,858,000 | 13,443,000 | 1.16% | PRN | |
| 11 | Kohlberg Kravis Roberts & Co. L.P. | 10,000,000 | 12,450,000 | 1.07% | PRN | |
| 12 | Achievement Holdings L.P. | 662,987 | 12,172,000 | 1.05% | ||
| 13 | INCOME RESEARCH & MANAGEMENT | 9,040,000 | 11,193,000 | 0.96% | PRN | |
| 14 | AQR CAPITAL MANAGEMENT LLC | 6,467,000 | 8,023,000 | 0.69% | PRN | |
| 15 | Paloma Partners Management Co | 6,000,000 | 7,432,000 | 0.64% | PRN | |
| 16 | CREDIT AGRICOLE S A | 5,111,000 | 6,632,000 | 0.57% | PRN | |
| 17 | Ferox Capital Management LP | 5,000,000 | 6,306,000 | 0.54% | PRN | |
| 18 | BANK OF AMERICA CORP /DE/ | 5,004,000 | 6,196,000 | 0.53% | PRN | |
| 19 | Calamos Advisors LLC | 5,000,000 | 6,167,000 | 0.53% | PRN | |
| 20 | ARISTEIA CAPITAL, L.L.C. | 4,000,000 | 4,953,000 | 0.43% | PRN | |
| 21 | CITIGROUP INC | 3,970,000 | 4,915,000 | 0.42% | PRN | |
| 22 | LORD, ABBETT & CO. LLC | 3,906,000 | 4,846,000 | 0.42% | PRN | |
| 23 | SCOTIA CAPITAL INC. | 2,810,000 | 3,477,000 | 0.30% | ||
| 24 | CAMDEN ASSET MANAGEMENT L P /CA | 2,550,000 | 3,157,000 | 0.27% | PRN | |
| 25 | LAFFER TENGLER INVESTMENTS, INC. | 2,074 | 2,576,991 | 0.22% | PRN | |
| 26 | CONNING INC. | 1,700,000 | 2,124,000 | 0.18% | PRN | |
| 27 | Bank of New York Mellon Corp | 1,500,000 | 1,852,000 | 0.16% | ||
| 28 | NOMURA HOLDINGS INC | 930,000 | 1,148,000 | 0.10% | PRN | |
| 29 | BNP Paribas Asset Management Holding S.A. | 670,000 | 834,000 | 0.07% | PRN | |
| 30 | WELLS FARGO & COMPANY/MN | 265,000 | 327,000 | 0.03% | PRN | |
| 31 | ZAZOVE ASSOCIATES LLC | 200,000 | 247,000 | 0.02% | PRN | |
| 32 | MORGAN STANLEY | 28,000 | 35,000 | 0.00% | PRN | |
| 33 | Waverly Advisors, LLC | 15,000 | 19,000 | 0.00% | PRN | |
| 34 | THOMPSON DAVIS & CO., INC. | 9,000 | 11,000 | 0.00% | ||
| 35 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 1,000 | 0.00% | ||
| 36 | UBS Group AG | 1,000 | 1,000 | 0.00% | 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.
