| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 20,536,000 | 2,074,136,000 | 74.92% | ||
| 2 | Pine River Capital Management L.P. | 154,687,000 | 156,429,000 | 5.65% | PRN | |
| 3 | FMR LLC | 61,306,000 | 61,919,000 | 2.24% | PRN | |
| 4 | TD ASSET MANAGEMENT INC | 54,908,000 | 55,526,000 | 2.01% | ||
| 5 | Lombard Odier Asset Management (Europe) Ltd | 46,807,000 | 47,626,000 | 1.72% | PRN | |
| 6 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 46,300,000 | 46,506,000 | 1.68% | PRN | |
| 7 | Pomelo Capital LLC | 40,500,000 | 40,956,000 | 1.48% | ||
| 8 | AQR CAPITAL MANAGEMENT LLC | 39,000,000 | 39,439,000 | 1.42% | PRN | |
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 37,439,000 | 37,978,000 | 1.37% | PRN | |
| 10 | BNP Paribas Asset Management Holding S.A. | 18,400,000 | 18,929,000 | 0.68% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 15,704,000 | 15,859,000 | 0.57% | PRN | |
| 12 | ROYAL BANK OF CANADA | 14,772,000 | 14,920,000 | 0.54% | PRN | |
| 13 | GOLDMAN SACHS GROUP INC | 13,427,000 | 13,561,000 | 0.49% | PRN | |
| 14 | Invesco Ltd. | 12,483,000 | 12,608,000 | 0.46% | ||
| 15 | CREDIT SUISSE AG/ | 11,834,000 | 11,954,000 | 0.43% | PRN | |
| 16 | RWC Asset Management LLP | 10,200,000 | 10,324,000 | 0.37% | PRN | |
| 17 | AVIVA PLC | 10,000,000 | 10,122,000 | 0.37% | PRN | |
| 18 | Ferox Capital Management LP | 9,250,000 | 9,425,000 | 0.34% | PRN | |
| 19 | WELLS FARGO & COMPANY/MN | 9,179,000 | 9,271,000 | 0.33% | PRN | |
| 20 | GEODE CAPITAL MANAGEMENT, LLC | 8,000,000 | 8,080,000 | 0.29% | PRN | |
| 21 | OAKTREE CAPITAL MANAGEMENT LP | 7,000,000 | 7,049,000 | 0.25% | PRN | |
| 22 | MORGAN STANLEY | 6,841,000 | 6,909,000 | 0.25% | PRN | |
| 23 | BASSO CAPITAL MANAGEMENT, L.P. | 6,400,000 | 6,472,000 | 0.23% | PRN | |
| 24 | American Beacon Advisors, Inc. | 6,173,000 | 6,235,000 | 0.23% | PRN | |
| 25 | BARCLAYS PLC | 60,000 | 6,060,000 | 0.22% | ||
| 26 | PIPER SANDLER & CO. | 6,000,000 | 6,060,000 | 0.22% | PRN | |
| 27 | Nicholas Investment Partners, LP | 5,000,000 | 5,050,000 | 0.18% | PRN | |
| 28 | CITIGROUP INC | 4,759,000 | 4,807,000 | 0.17% | PRN | |
| 29 | TD Securities (USA) LLC | 4,578,000 | 4,584,000 | 0.17% | PRN | |
| 30 | SYMPHONY ASSET MANAGEMENT LLC | 3,901,000 | 3,940,000 | 0.14% | PRN | |
| 31 | Cutler Capital Management, LLC | 3,500,000 | 3,535,000 | 0.13% | PRN | |
| 32 | ONTARIO TEACHERS PENSION PLAN BOARD | 3,000,000 | 3,034,000 | 0.11% | PRN | |
| 33 | Compagnie Lombard Odier SCmA | 1,750,000 | 1,806,000 | 0.07% | PRN | |
| 34 | VERTEX ONE ASSET MANAGEMENT INC. | 1,500,000 | 1,517,000 | 0.05% | ||
| 35 | BANK OF AMERICA CORP /DE/ | 1,500,000 | 1,515,000 | 0.05% | PRN | |
| 36 | BLB&B Advisors, LLC | 1,120,000 | 1,131,000 | 0.04% | ||
| 37 | Allianz Asset Management GmbH | 1,000,000 | 1,011,000 | 0.04% | PRN | |
| 38 | ZAZOVE ASSOCIATES LLC | 650,000 | 657,000 | 0.02% | PRN | |
| 39 | SUNTRUST BANKS INC | 423,000 | 426,000 | 0.02% | ||
| 40 | Stanley-Laman Group, Ltd. | 390,000 | 392,000 | 0.01% | PRN | |
| 41 | SCHOLTZ & COMPANY, LLC | 310,000 | 314,000 | 0.01% | PRN | |
| 42 | TDAM USA INC. | 92,000 | 93,000 | 0.00% | ||
| 43 | UBS AG | 50,000 | 51,000 | 0.00% | PRN | |
| 44 | Cambridge Investment Research Advisors, Inc. | 31,000 | 31,000 | 0.00% | ||
| 45 | BARCLAYS PLC | 25,000 | 25,000 | 0.00% | PRN | |
| 46 | STIFEL FINANCIAL CORP | 25,250 | 25,000 | 0.00% | PRN | |
| 47 | Stifel Trust Company, N.A. | 25,000 | 25,000 | 0.00% | PRN | |
| 48 | NOMURA HOLDINGS INC | 24,000 | 24,000 | 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.
