| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 8,421,000 | 836,837,000 | 68.30% | ||
| 2 | GLG Partners LP | 56,000,000 | 55,787,000 | 4.55% | PRN | |
| 3 | STEELHEAD PARTNERS LLC | 33,980,000 | 33,810,000 | 2.76% | PRN | |
| 4 | Fore Research & Management, LP | 31,300,000 | 31,143,000 | 2.54% | PRN | |
| 5 | AQR CAPITAL MANAGEMENT LLC | 31,150,000 | 30,994,000 | 2.53% | PRN | |
| 6 | BNP Paribas Asset Management Holding S.A. | 27,000,000 | 26,964,000 | 2.20% | PRN | |
| 7 | BlackRock Finance, Inc. | 24,000,000 | 23,850,000 | 1.95% | PRN | |
| 8 | SILVERBACK ASSET MANAGEMENT LLC | 23,831,000 | 23,712,000 | 1.94% | PRN | |
| 9 | CQS Cayman LP | 17,950,000 | 17,993,000 | 1.47% | PRN | |
| 10 | AXA S.A. | 14,000,000 | 13,913,000 | 1.14% | PRN | |
| 11 | MUFG Securities EMEA plc | 13,615,000 | 13,562,855 | 1.11% | PRN | |
| 12 | Cutler Capital Management, LLC | 13,335,000 | 13,258,000 | 1.08% | PRN | |
| 13 | BTG Pactual Global Asset Management Ltd | 10,000 | 9,975,000 | 0.81% | PRN | |
| 14 | FMR LLC | 9,000,000 | 8,944,000 | 0.73% | PRN | |
| 15 | OAKTREE CAPITAL MANAGEMENT LP | 8,500,000 | 8,487,000 | 0.69% | PRN | |
| 16 | MORGAN STANLEY | 8,462,000 | 8,405,000 | 0.69% | PRN | |
| 17 | CREDIT SUISSE AG/ | 7,630,000 | 7,583,000 | 0.62% | PRN | |
| 18 | CITIGROUP INC | 6,909,000 | 6,866,000 | 0.56% | PRN | |
| 19 | ADVENT CAPITAL MANAGEMENT /DE/ | 6,121,000 | 6,103,000 | 0.50% | PRN | |
| 20 | TENOR CAPITAL MANAGEMENT Co., L.P. | 6,000,000 | 6,013,000 | 0.49% | PRN | |
| 21 | SHENKMAN CAPITAL MANAGEMENT INC | 5,835,000 | 5,816,000 | 0.47% | PRN | |
| 22 | DEUTSCHE BANK AG\ | 5,389,000 | 5,355,000 | 0.44% | PRN | |
| 23 | Ferox Capital Management LP | 5,000,000 | 5,031,000 | 0.41% | PRN | |
| 24 | CREDIT AGRICOLE S A | 4,581,000 | 4,552,000 | 0.37% | PRN | |
| 25 | NOMURA HOLDINGS INC | 4,561,000 | 4,538,000 | 0.37% | PRN | |
| 26 | CAPSTONE INVESTMENT ADVISORS, LLC | 4,000,000 | 3,984,000 | 0.33% | ||
| 27 | BARCLAYS PLC | 3,087,000 | 3,057,000 | 0.25% | PRN | |
| 28 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 2,005,000 | 0.16% | PRN | |
| 29 | Lombard Odier Asset Management (Europe) Ltd | 1,500,000 | 1,502,000 | 0.12% | PRN | |
| 30 | Bank of New York Mellon Corp | 1,500,000 | 1,498,000 | 0.12% | ||
| 31 | THRIVENT FINANCIAL FOR LUTHERANS | 1,500,000 | 1,492,000 | 0.12% | ||
| 32 | Allianz Asset Management GmbH | 700,000 | 697,000 | 0.06% | PRN | |
| 33 | ALTEGRIS ADVISORS, L.L.C. | 500,000 | 497,000 | 0.04% | ||
| 34 | SUNTRUST BANKS INC | 293,000 | 290,000 | 0.02% | ||
| 35 | SYMPHONY ASSET MANAGEMENT LLC | 250,000 | 248,000 | 0.02% | PRN | |
| 36 | IRON Financial LLC | 240,000 | 240,000 | 0.02% | ||
| 37 | ZAZOVE ASSOCIATES LLC | 150,000 | 149,000 | 0.01% | PRN | |
| 38 | BANK OF AMERICA CORP /DE/ | 120,000 | 119,000 | 0.01% | PRN | |
| 39 | ROYAL BANK OF CANADA | 15,000 | 15,000 | 0.00% | PRN | |
| 40 | M&T BANK CORP | 15,000 | 15,000 | 0.00% | PRN | |
| 41 | Stifel Trust Company, N.A. | 11,000 | 11,000 | 0.00% | PRN | |
| 42 | LPL Financial LLC | 10,000 | 10,000 | 0.00% |
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.
