| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 10,338,000 | 1,078,388,000 | 73.20% | ||
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 63,335,000 | 66,156,000 | 4.49% | PRN | |
| 3 | Fore Research & Management, LP | 40,086,000 | 41,890,000 | 2.84% | PRN | |
| 4 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 37,000,000 | 38,798,000 | 2.63% | PRN | |
| 5 | BlackRock Finance, Inc. | 34,800,000 | 36,301,000 | 2.46% | PRN | |
| 6 | ROYAL BANK OF CANADA | 30,875,000 | 32,207,000 | 2.19% | PRN | |
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 28,500,000 | 29,702,000 | 2.02% | PRN | |
| 8 | CREDIT SUISSE AG/ | 26,290,000 | 27,424,000 | 1.86% | PRN | |
| 9 | SHENKMAN CAPITAL MANAGEMENT INC | 23,615,000 | 24,723,000 | 1.68% | PRN | |
| 10 | RWC Asset Management LLP | 16,250,000 | 16,936,000 | 1.15% | PRN | |
| 11 | BlueCrest Capital Management LLP | 12,290,000 | 12,829,000 | 0.87% | PRN | |
| 12 | BHR Capital LLC | 10,000,000 | 10,388,000 | 0.71% | PRN | |
| 13 | MORGAN STANLEY | 9,752,000 | 10,172,000 | 0.69% | PRN | |
| 14 | NOMURA HOLDINGS INC | 70,000 | 7,302,000 | 0.50% | Call | |
| 15 | Paloma Partners Management Co | 6,432,000 | 6,723,000 | 0.46% | PRN | |
| 16 | AQR CAPITAL MANAGEMENT LLC | 4,725,000 | 4,938,000 | 0.34% | PRN | |
| 17 | Cheyne Capital Management (UK) LLP | 4,000,000 | 4,169,000 | 0.28% | PRN | |
| 18 | BARCLAYS PLC | 3,915,000 | 4,072,000 | 0.28% | PRN | |
| 19 | LORD, ABBETT & CO. LLC | 3,500,000 | 3,658,000 | 0.25% | PRN | |
| 20 | SSI INVESTMENT MANAGEMENT LLC | 3,072,000 | 3,205,000 | 0.22% | PRN | |
| 21 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 2,750,000 | 2,869,000 | 0.19% | PRN | |
| 22 | DEUTSCHE BANK AG\ | 1,997,000 | 2,081,000 | 0.14% | PRN | |
| 23 | WELLS FARGO & COMPANY/MN | 1,694,000 | 1,792,000 | 0.12% | PRN | |
| 24 | Lombard Odier Asset Management (Europe) Ltd | 1,500,000 | 1,571,000 | 0.11% | PRN | |
| 25 | NOMURA HOLDINGS INC | 1,255,000 | 1,309,000 | 0.09% | PRN | |
| 26 | MUFG Securities EMEA plc | 1,000,000 | 1,042,200 | 0.07% | PRN | |
| 27 | GOLDMAN SACHS GROUP INC | 885,000 | 923,000 | 0.06% | PRN | |
| 28 | ALTEGRIS ADVISORS, L.L.C. | 750,000 | 782,000 | 0.05% | ||
| 29 | Investors Capital Advisory Services | 610,000 | 636,000 | 0.04% | ||
| 30 | Lombard Odier Asset Management (Switzerland) SA | 200,000 | 210,000 | 0.01% | PRN | |
| 31 | BANK OF AMERICA CORP /DE/ | 40,000 | 42,000 | 0.00% | PRN | |
| 32 | HighTower Advisors, LLC | 22,000 | 23,000 | 0.00% | PRN | |
| 33 | Wellesley Asset Management | 16,693 | 17,413 | 0.00% | PRN | |
| 34 | Commonwealth Equity Services, Inc | 13,000 | 14,000 | 0.00% | ||
| 35 | Creative Planning | 6,000 | 6,000 | 0.00% | PRN | |
| 36 | CITIGROUP INC | 5,000 | 5,000 | 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.
