| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 13,510,000 | 1,315,537,000 | 73.60% | ||
| 2 | HBK INVESTMENTS L P | 82,511,000 | 80,706,000 | 4.52% | PRN | |
| 3 | TD ASSET MANAGEMENT INC | 57,390,000 | 55,955,000 | 3.13% | ||
| 4 | Carlson Capital, L.P. | 57,149,000 | 55,863,000 | 3.13% | PRN | |
| 5 | GLG Partners LP | 38,220,000 | 37,364,000 | 2.09% | PRN | |
| 6 | AQR ARBITRAGE LLC | 32,400,000 | 31,590,000 | 1.77% | PRN | |
| 7 | NOMURA HOLDINGS INC | 32,338,000 | 31,546,000 | 1.76% | PRN | |
| 8 | STEELHEAD PARTNERS LLC | 25,000,000 | 24,422,000 | 1.37% | PRN | |
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 21,007,000 | 20,499,000 | 1.15% | PRN | |
| 10 | CAPSTONE INVESTMENT ADVISORS, LLC | 20,900,000 | 20,434,000 | 1.14% | ||
| 11 | ROYAL BANK OF CANADA | 18,000,000 | 17,572,000 | 0.98% | PRN | |
| 12 | OAKTREE CAPITAL MANAGEMENT LP | 15,000,000 | 14,698,000 | 0.82% | PRN | |
| 13 | CREDIT SUISSE AG/ | 13,125,000 | 12,782,000 | 0.72% | PRN | |
| 14 | MORGAN STANLEY | 8,675,000 | 8,437,000 | 0.47% | PRN | |
| 15 | Ferox Capital Management LP | 8,000,000 | 7,809,000 | 0.44% | PRN | |
| 16 | WELLS FARGO & COMPANY/MN | 6,719,000 | 6,577,000 | 0.37% | PRN | |
| 17 | Jefferies Group LLC | 6,070,000 | 5,910,000 | 0.33% | PRN | |
| 18 | GOLDMAN SACHS GROUP INC | 5,120,000 | 4,986,000 | 0.28% | PRN | |
| 19 | LORD, ABBETT & CO. LLC | 5,051,000 | 4,925,000 | 0.28% | PRN | |
| 20 | P SCHOENFELD ASSET MANAGEMENT LP | 5,000,000 | 4,881,000 | 0.27% | ||
| 21 | LINDEN ADVISORS LP | 4,550,000 | 4,447,000 | 0.25% | PRN | |
| 22 | Cutler Capital Management, LLC | 4,163,000 | 4,054,000 | 0.23% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 4,000,000 | 3,895,000 | 0.22% | PRN | |
| 24 | Zurcher Kantonalbank (Zurich Cantonalbank) | 3,000,000 | 2,934,000 | 0.16% | PRN | |
| 25 | ALTEGRIS ADVISORS, L.L.C. | 2,750,000 | 2,678,000 | 0.15% | ||
| 26 | Allianz Asset Management GmbH | 2,200,000 | 2,145,000 | 0.12% | PRN | |
| 27 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 2,000,000 | 1,945,000 | 0.11% | PRN | |
| 28 | TD Securities (USA) LLC | 1,500,000 | 1,446,000 | 0.08% | PRN | |
| 29 | ZAZOVE ASSOCIATES LLC | 1,000,000 | 978,000 | 0.05% | PRN | |
| 30 | CREDIT AGRICOLE S A | 258,000 | 251,000 | 0.01% | PRN | |
| 31 | TDAM USA INC. | 110,000 | 107,000 | 0.01% | ||
| 32 | BARCLAYS PLC | 75,000 | 72,000 | 0.00% | PRN | |
| 33 | STIFEL FINANCIAL CORP | 11,000 | 11,000 | 0.00% | PRN | |
| 34 | 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.
