| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 3,784,000 | 375,089,000 | 66.11% | ||
| 2 | LINDEN ADVISORS LP | 26,700,000 | 26,562,000 | 4.68% | PRN | |
| 3 | Pine River Capital Management L.P. | 21,250,000 | 21,116,000 | 3.72% | PRN | |
| 4 | OAKTREE CAPITAL MANAGEMENT LP | 18,475,000 | 18,433,000 | 3.25% | PRN | |
| 5 | CITADEL ADVISORS LLC | 15,500,000 | 15,388,000 | 2.71% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 14,949,000 | 14,818,000 | 2.61% | PRN | |
| 7 | GEODE CAPITAL MANAGEMENT, LLC | 11,000,000 | 10,903,000 | 1.92% | PRN | |
| 8 | SILVERBACK ASSET MANAGEMENT LLC | 10,000,000 | 9,970,000 | 1.76% | PRN | |
| 9 | STEELHEAD PARTNERS LLC | 10,000,000 | 9,963,000 | 1.76% | PRN | |
| 10 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,510,000 | 8,455,000 | 1.49% | PRN | |
| 11 | ROYAL BANK OF CANADA | 7,500,000 | 7,463,000 | 1.32% | PRN | |
| 12 | FMR LLC | 7,000,000 | 6,939,000 | 1.22% | PRN | |
| 13 | Empyrean Capital Partners, LP | 6,000,000 | 5,957,000 | 1.05% | PRN | |
| 14 | CANYON CAPITAL ADVISORS LLC | 5,000,000 | 4,956,000 | 0.87% | PRN | |
| 15 | AMUNDI ASSET MANAGEMENT US, INC. | 5,000,000 | 4,956,000 | 0.87% | PRN | |
| 16 | CITIGROUP INC | 3,573,000 | 3,542,000 | 0.62% | PRN | |
| 17 | BlueCrest Capital Management Ltd | 2,878,000 | 3,015,000 | 0.53% | PRN | |
| 18 | BlueCrest Capital Management LLP | 2,878,000 | 3,015,000 | 0.53% | PRN | |
| 19 | SG Americas Securities, LLC | 30,000 | 2,974,000 | 0.52% | PRN | |
| 20 | CREDIT AGRICOLE S A | 2,526,000 | 2,504,000 | 0.44% | PRN | |
| 21 | Sage Capital Management, LLC | 2,500,000 | 2,475,000 | 0.44% | PRN | |
| 22 | BARCLAYS PLC | 2,076,000 | 2,055,000 | 0.36% | PRN | |
| 23 | CREDIT SUISSE AG/ | 1,325,000 | 1,313,000 | 0.23% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 1,099,000 | 1,089,000 | 0.19% | PRN | |
| 25 | Kohlberg Kravis Roberts & Co. L.P. | 1,000,000 | 995,000 | 0.18% | PRN | |
| 26 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 995,000 | 0.18% | PRN | |
| 27 | WELLS FARGO & COMPANY/MN | 742,000 | 736,000 | 0.13% | ||
| 28 | Investors Capital Advisory Services | 646,000 | 639,000 | 0.11% | ||
| 29 | Schooner Investment Group, LLC. | 500,000 | 495,000 | 0.09% | PRN | |
| 30 | AMERIPRISE FINANCIAL INC | 325,000 | 322,000 | 0.06% | PRN | |
| 31 | D.A. DAVIDSON & CO. | 127,000 | 127,000 | 0.02% | ||
| 32 | Wellesley Asset Management | 53,673 | 53,473 | 0.01% | PRN | |
| 33 | GOLDMAN SACHS GROUP INC | 30,000 | 30,000 | 0.01% | PRN | |
| 34 | MORGAN STANLEY | 20,000 | 20,000 | 0.00% | PRN | |
| 35 | Commonwealth Equity Services, Inc | 19,000 | 19,000 | 0.00% | ||
| 36 | Creative Planning | 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.
