| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 5,179,000 | 525,996,000 | 56.34% | ||
| 2 | GLG Partners LP | 56,000,000 | 56,895,000 | 6.09% | PRN | |
| 3 | AQR CAPITAL MANAGEMENT LLC | 34,100,000 | 34,675,000 | 3.71% | PRN | |
| 4 | STEELHEAD PARTNERS LLC | 31,774,000 | 32,409,000 | 3.47% | PRN | |
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 23,831,000 | 24,248,000 | 2.60% | PRN | |
| 6 | BNP Paribas Asset Management Holding S.A. | 21,000,000 | 21,589,000 | 2.31% | PRN | |
| 7 | BTG Pactual Global Asset Management Ltd | 20,000 | 20,363,000 | 2.18% | PRN | |
| 8 | Fore Research & Management, LP | 19,300,000 | 19,625,000 | 2.10% | PRN | |
| 9 | CQS Cayman LP | 17,950,000 | 18,498,000 | 1.98% | PRN | |
| 10 | BlackRock Finance, Inc. | 15,000,000 | 15,234,000 | 1.63% | PRN | |
| 11 | FMR LLC | 14,000,000 | 14,228,000 | 1.52% | PRN | |
| 12 | CITIGROUP INC | 13,198,000 | 13,404,000 | 1.44% | PRN | |
| 13 | Cutler Capital Management, LLC | 12,510,000 | 12,705,000 | 1.36% | PRN | |
| 14 | AXA S.A. | 12,000,000 | 12,188,000 | 1.31% | PRN | |
| 15 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,290,000 | 10,470,000 | 1.12% | PRN | |
| 16 | BlueCrest Capital Management LLP | 10,038,000 | 10,324,000 | 1.11% | PRN | |
| 17 | MUFG Securities EMEA plc | 9,615,000 | 9,768,648 | 1.05% | PRN | |
| 18 | CAPSTONE INVESTMENT ADVISORS, LLC | 9,000,000 | 9,143,000 | 0.98% | PRN | |
| 19 | MORGAN STANLEY | 8,447,000 | 8,558,000 | 0.92% | PRN | |
| 20 | TENOR CAPITAL MANAGEMENT Co., L.P. | 7,000,000 | 7,224,000 | 0.77% | PRN | |
| 21 | NOMURA HOLDINGS INC | 70,000 | 7,130,000 | 0.76% | Call | |
| 22 | BARCLAYS PLC | 6,911,000 | 6,980,000 | 0.75% | PRN | |
| 23 | SHENKMAN CAPITAL MANAGEMENT INC | 5,965,000 | 6,069,000 | 0.65% | PRN | |
| 24 | GAM Holding AG | 5,000,000 | 5,094,000 | 0.55% | PRN | |
| 25 | CREDIT AGRICOLE S A | 4,581,000 | 4,653,000 | 0.50% | PRN | |
| 26 | DEUTSCHE BANK AG\ | 4,555,000 | 4,625,000 | 0.50% | PRN | |
| 27 | OAKTREE CAPITAL MANAGEMENT LP | 4,500,000 | 4,583,000 | 0.49% | PRN | |
| 28 | CREDIT SUISSE AG/ | 2,523,000 | 2,563,000 | 0.27% | PRN | |
| 29 | LORD, ABBETT & CO. LLC | 2,041,000 | 2,075,000 | 0.22% | PRN | |
| 30 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 2,034,000 | 0.22% | PRN | |
| 31 | TD Securities (USA) LLC | 2,000,000 | 2,021,000 | 0.22% | PRN | |
| 32 | THRIVENT FINANCIAL FOR LUTHERANS | 1,500,000 | 1,526,000 | 0.16% | ||
| 33 | Bank of New York Mellon Corp | 1,500,000 | 1,524,000 | 0.16% | ||
| 34 | Lombard Odier Asset Management (Europe) Ltd | 1,500,000 | 1,519,000 | 0.16% | PRN | |
| 35 | Amida Capital Management II, LLC | 1,000,000 | 1,016,000 | 0.11% | PRN | |
| 36 | Allianz Asset Management GmbH | 700,000 | 712,000 | 0.08% | PRN | |
| 37 | ALTEGRIS ADVISORS, L.L.C. | 500,000 | 508,000 | 0.05% | ||
| 38 | SUNTRUST BANKS INC | 359,000 | 363,000 | 0.04% | ||
| 39 | Jefferies Group LLC | 350,000 | 355,000 | 0.04% | PRN | |
| 40 | SYMPHONY ASSET MANAGEMENT LLC | 250,000 | 254,000 | 0.03% | PRN | |
| 41 | IRON Financial LLC | 230,000 | 236,000 | 0.03% | ||
| 42 | Investors Capital Advisory Services | 116,000 | 117,000 | 0.01% | ||
| 43 | D.A. DAVIDSON & CO. | 48,000 | 48,000 | 0.01% | ||
| 44 | BANK OF AMERICA CORP /DE/ | 20,000 | 20,000 | 0.00% | PRN | |
| 45 | ROYAL BANK OF CANADA | 15,000 | 15,000 | 0.00% | PRN | |
| 46 | LPL Financial LLC | 10,000 | 10,000 | 0.00% | ||
| 47 | Wellesley Asset Management | 3,957 | 4,019 | 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.
