| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 4,525,000 | 442,038,000 | 59.98% | ||
| 2 | NOMURA HOLDINGS INC | 49,024,000 | 48,044,000 | 6.52% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 45,900,000 | 44,973,000 | 6.10% | PRN | |
| 4 | P SCHOENFELD ASSET MANAGEMENT LP | 39,670,000 | 39,075,000 | 5.30% | ||
| 5 | OAKTREE CAPITAL MANAGEMENT LP | 16,000,000 | 15,716,000 | 2.13% | PRN | |
| 6 | ROYAL BANK OF CANADA | 15,750,000 | 15,428,000 | 2.09% | PRN | |
| 7 | Glendon Capital Management LP | 13,500,000 | 13,298,000 | 1.80% | ||
| 8 | MORGAN STANLEY | 13,259,000 | 12,936,000 | 1.76% | PRN | |
| 9 | COURAGE CAPITAL MANAGEMENT LLC | 13,000,000 | 12,724,000 | 1.73% | PRN | |
| 10 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,506,000 | 10,331,000 | 1.40% | PRN | |
| 11 | AQR ARBITRAGE LLC | 10,414,000 | 10,193,000 | 1.38% | PRN | |
| 12 | Hutchin Hill Capital, LP | 10,000,000 | 9,825,000 | 1.33% | PRN | |
| 13 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 9,819,000 | 1.33% | ||
| 14 | Beach Point Capital Management LP | 9,891,000 | 9,662,000 | 1.31% | PRN | |
| 15 | CASPIAN CAPITAL LP | 7,000,000 | 6,852,000 | 0.93% | PRN | |
| 16 | CREDIT SUISSE AG/ | 6,548,000 | 6,396,000 | 0.87% | PRN | |
| 17 | Jefferies Group LLC | 6,330,000 | 6,183,000 | 0.84% | PRN | |
| 18 | Grantham, Mayo, Van Otterloo & Co. LLC | 5,000,000 | 4,900,000 | 0.66% | PRN | |
| 19 | GAM Holding AG | 4,000,000 | 3,929,000 | 0.53% | PRN | |
| 20 | Artisan Partners Limited Partnership | 4,000,000 | 3,908,000 | 0.53% | ||
| 21 | Paloma Partners Management Co | 2,000,000 | 1,963,000 | 0.27% | PRN | |
| 22 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 2,000,000 | 1,957,000 | 0.27% | PRN | |
| 23 | PYRRHO CAPITAL MANAGEMENT, LP | 1,800,000 | 1,760,000 | 0.24% | PRN | |
| 24 | HAVENS ADVISORS LLC | 1,800,000 | 1,755,000 | 0.24% | PRN | |
| 25 | BARCLAYS PLC | 1,145,000 | 1,111,000 | 0.15% | PRN | |
| 26 | DEUTSCHE BANK AG\ | 1,054,000 | 1,029,000 | 0.14% | Call | PRN |
| 27 | ALTEGRIS ADVISORS, L.L.C. | 500,000 | 488,000 | 0.07% | ||
| 28 | DEUTSCHE BANK AG\ | 275,000 | 268,000 | 0.04% | PRN | |
| 29 | GABELLI & Co INVESTMENT ADVISERS, INC. | 250,000 | 246,000 | 0.03% | PRN | |
| 30 | PRELUDE CAPITAL MANAGEMENT, LLC | 200,000 | 196,000 | 0.03% | 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.
