| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 9,192,000 | 1,159,341,000 | 73.83% | ||
| 2 | DEUTSCHE BANK AG\ | 62,670,000 | 79,042,000 | 5.03% | PRN | |
| 3 | ARROWGRASS CAPITAL PARTNERS (US) LP | 60,000 | 75,877,000 | 4.83% | PRN | |
| 4 | Assured Investment Management LLC | 27,500,000 | 34,896,000 | 2.22% | PRN | |
| 5 | CAPSTONE INVESTMENT ADVISORS, LLC | 25,000,000 | 31,568,000 | 2.01% | ||
| 6 | Achievement Holdings L.P. | 1,346,860 | 25,079,000 | 1.60% | ||
| 7 | CITIGROUP INC | 16,345,000 | 20,615,000 | 1.31% | PRN | |
| 8 | CREDIT SUISSE AG/ | 16,130,000 | 20,343,000 | 1.30% | PRN | |
| 9 | GLG Partners LP | 15,000,000 | 18,919,000 | 1.20% | PRN | |
| 10 | ADVENT CAPITAL MANAGEMENT /DE/ | 14,420,000 | 18,185,000 | 1.16% | PRN | |
| 11 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 12,680,000 | 16,000,000 | 1.02% | PRN | |
| 12 | INCOME RESEARCH & MANAGEMENT | 8,105,000 | 10,222,000 | 0.65% | PRN | |
| 13 | Kohlberg Kravis Roberts & Co. L.P. | 7,000,000 | 8,741,000 | 0.56% | PRN | |
| 14 | AQR ARBITRAGE LLC | 6,467,000 | 8,173,000 | 0.52% | PRN | |
| 15 | Ferox Capital Management LP | 5,000,000 | 6,344,000 | 0.40% | PRN | |
| 16 | Calamos Advisors LLC | 5,000,000 | 6,314,000 | 0.40% | PRN | |
| 17 | LORD, ABBETT & CO. LLC | 4,059,000 | 5,130,000 | 0.33% | PRN | |
| 18 | Jefferies Group LLC | 3,000,000 | 3,784,000 | 0.24% | PRN | |
| 19 | CREDIT AGRICOLE S A | 2,863,000 | 3,611,000 | 0.23% | PRN | |
| 20 | SCOTIA CAPITAL INC. | 2,666,000 | 3,361,000 | 0.21% | ||
| 21 | LAFFER TENGLER INVESTMENTS, INC. | 2,088 | 2,663,374 | 0.17% | ||
| 22 | BANK OF AMERICA CORP /DE/ | 2,114,000 | 2,639,000 | 0.17% | PRN | |
| 23 | CONNING INC. | 1,700,000 | 2,151,000 | 0.14% | PRN | |
| 24 | Lombard Odier Asset Management (Europe) Ltd | 1,600,000 | 2,017,000 | 0.13% | PRN | |
| 25 | Bank of New York Mellon Corp | 1,500,000 | 1,891,000 | 0.12% | ||
| 26 | WELLS FARGO & COMPANY/MN | 999,000 | 1,267,000 | 0.08% | PRN | |
| 27 | BNP Paribas Asset Management Holding S.A. | 670,000 | 851,000 | 0.05% | PRN | |
| 28 | UNITED CAPITAL FINANCIAL ADVISORS, LLC | 5,000 | 580,000 | 0.04% | ||
| 29 | SHENKMAN CAPITAL MANAGEMENT INC | 245,000 | 309,000 | 0.02% | PRN | |
| 30 | ZAZOVE ASSOCIATES LLC | 200,000 | 252,000 | 0.02% | PRN | |
| 31 | MORGAN STANLEY | 34,000 | 43,000 | 0.00% | PRN | |
| 32 | Waverly Advisors, LLC | 15,000 | 19,000 | 0.00% | PRN | |
| 33 | THOMPSON DAVIS & CO., INC. | 3,000 | 4,000 | 0.00% | ||
| 34 | INTEGRATED WEALTH MANAGEMENT | 2,000 | 2,000 | 0.00% | ||
| 35 | MSI Financial Services Inc | 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.
