| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 24,889,000 | 2,544,900,000 | 78.70% | ||
| 2 | Pine River Capital Management L.P. | 128,435,000 | 131,328,000 | 4.06% | PRN | |
| 3 | Lombard Odier Asset Management (Europe) Ltd | 66,207,000 | 67,599,000 | 2.09% | PRN | |
| 4 | FMR LLC | 61,306,000 | 62,686,000 | 1.94% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 58,734,000 | 60,007,000 | 1.86% | PRN | |
| 6 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 46,300,000 | 47,222,000 | 1.46% | PRN | |
| 7 | Pomelo Capital LLC | 40,500,000 | 41,462,000 | 1.28% | PRN | |
| 8 | AQR CAPITAL MANAGEMENT LLC | 39,000,000 | 39,926,000 | 1.23% | PRN | |
| 9 | TD ASSET MANAGEMENT INC | 36,947,000 | 37,824,000 | 1.17% | ||
| 10 | DEUTSCHE BANK AG\ | 20,747,000 | 21,212,000 | 0.66% | PRN | |
| 11 | BNP Paribas Asset Management Holding S.A. | 18,400,000 | 18,929,000 | 0.59% | PRN | |
| 12 | GOLDMAN SACHS GROUP INC | 12,944,000 | 13,235,000 | 0.41% | PRN | |
| 13 | Invesco Ltd. | 12,483,000 | 12,764,000 | 0.39% | ||
| 14 | ROYAL BANK OF CANADA | 11,357,000 | 11,613,000 | 0.36% | PRN | |
| 15 | AVIVA PLC | 10,000,000 | 10,234,000 | 0.32% | PRN | |
| 16 | OAKTREE CAPITAL MANAGEMENT LP | 9,501,000 | 9,735,000 | 0.30% | PRN | |
| 17 | CREDIT SUISSE AG/ | 9,318,000 | 9,527,000 | 0.29% | PRN | |
| 18 | Ferox Capital Management LP | 9,250,000 | 9,474,000 | 0.29% | PRN | |
| 19 | WELLS FARGO & COMPANY/MN | 8,884,000 | 9,128,000 | 0.28% | PRN | |
| 20 | GEODE CAPITAL MANAGEMENT, LLC | 8,000,000 | 8,180,000 | 0.25% | PRN | |
| 21 | MORGAN STANLEY | 7,003,000 | 7,145,000 | 0.22% | PRN | |
| 22 | GLG Partners LP | 6,775,000 | 6,910,000 | 0.21% | PRN | |
| 23 | BASSO CAPITAL MANAGEMENT, L.P. | 6,400,000 | 6,544,000 | 0.20% | PRN | |
| 24 | CITIGROUP INC | 6,179,000 | 6,318,000 | 0.20% | PRN | |
| 25 | PIPER SANDLER & CO. | 6,000,000 | 6,135,000 | 0.19% | PRN | |
| 26 | TD Securities (USA) LLC | 4,578,000 | 4,635,000 | 0.14% | PRN | |
| 27 | American Beacon Advisors, Inc. | 4,450,000 | 4,550,000 | 0.14% | PRN | |
| 28 | Cutler Capital Management, LLC | 4,340,000 | 4,438,000 | 0.14% | PRN | |
| 29 | SYMPHONY ASSET MANAGEMENT LLC | 3,901,000 | 3,989,000 | 0.12% | PRN | |
| 30 | ONTARIO TEACHERS PENSION PLAN BOARD | 3,000,000 | 3,071,000 | 0.09% | PRN | |
| 31 | Compagnie Lombard Odier SCmA | 1,950,000 | 2,011,000 | 0.06% | PRN | |
| 32 | Jefferies Group LLC | 1,725,000 | 1,764,000 | 0.05% | PRN | |
| 33 | NOMURA HOLDINGS INC | 1,400,000 | 1,432,000 | 0.04% | PRN | |
| 34 | KBC Group NV | 1,350,000 | 1,382,000 | 0.04% | PRN | |
| 35 | BLB&B Advisors, LLC | 1,120,000 | 1,144,000 | 0.04% | ||
| 36 | NORTHERN TRUST CORP | 1,100,000 | 1,125,000 | 0.03% | PRN | |
| 37 | Allianz Asset Management GmbH | 1,000,000 | 1,024,000 | 0.03% | PRN | |
| 38 | SUNTRUST BANKS INC | 782,000 | 798,000 | 0.02% | ||
| 39 | ZAZOVE ASSOCIATES LLC | 650,000 | 666,000 | 0.02% | PRN | |
| 40 | Lombard Odier Asset Management (Switzerland) SA | 600,000 | 615,000 | 0.02% | PRN | |
| 41 | SCHOLTZ & COMPANY, LLC | 465,000 | 476,000 | 0.01% | PRN | |
| 42 | Neuberger Berman Group LLC | 225,000 | 230,000 | 0.01% | PRN | |
| 43 | BARCLAYS PLC | 217,000 | 221,000 | 0.01% | PRN | |
| 44 | TDAM USA INC. | 53,000 | 54,000 | 0.00% | ||
| 45 | Cambridge Investment Research Advisors, Inc. | 31,000 | 32,000 | 0.00% | ||
| 46 | STIFEL FINANCIAL CORP | 25,563 | 26,000 | 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.
