| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 2,603,000 | 281,450,000 | 36.93% | ||
| 2 | CI INVESTMENTS INC. | 36,625,000 | 39,601,000 | 5.20% | ||
| 3 | CQS Cayman LP | 35,800,000 | 39,151,000 | 5.14% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 32,537,000 | 35,333,000 | 4.64% | PRN | |
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 25,850,000 | 28,060,000 | 3.68% | PRN | |
| 6 | CITADEL ADVISORS LLC | 25,000,000 | 27,138,000 | 3.56% | PRN | |
| 7 | FARALLON CAPITAL MANAGEMENT LLC | 24,000,000 | 26,034,000 | 3.42% | PRN | |
| 8 | AQR CAPITAL MANAGEMENT LLC | 22,825,000 | 24,794,000 | 3.25% | PRN | |
| 9 | BNP Paribas Asset Management Holding S.A. | 20,000,000 | 21,790,000 | 2.86% | PRN | |
| 10 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 18,160,000 | 19,855,000 | 2.61% | PRN | |
| 11 | ARISTEIA CAPITAL, L.L.C. | 17,750,000 | 19,290,000 | 2.53% | PRN | |
| 12 | CAPSTONE INVESTMENT ADVISORS, LLC | 15,640,000 | 16,995,000 | 2.23% | ||
| 13 | BASSO CAPITAL MANAGEMENT, L.P. | 15,150,000 | 16,400,000 | 2.15% | PRN | |
| 14 | WELLS FARGO & COMPANY/MN | 13,503,000 | 14,686,000 | 1.93% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 13,519,000 | 14,617,000 | 1.92% | PRN | |
| 16 | AMERIPRISE FINANCIAL INC | 10,723,000 | 11,594,000 | 1.52% | PRN | |
| 17 | PUTNAM INVESTMENTS LLC | 10,387,000 | 11,231,000 | 1.47% | ||
| 18 | PEAK6 Group LLC | 10,000,000 | 10,863,000 | 1.43% | ||
| 19 | LAZARD ASSET MANAGEMENT LLC | 10,000,000 | 10,812,000 | 1.42% | PRN | |
| 20 | Lombard Odier Asset Management (Europe) Ltd | 9,800,000 | 10,706,000 | 1.40% | PRN | |
| 21 | Ferox Capital Management LP | 9,500,000 | 10,303,000 | 1.35% | PRN | |
| 22 | GLG Partners LP | 7,700,000 | 8,359,000 | 1.10% | PRN | |
| 23 | THRIVENT FINANCIAL FOR LUTHERANS | 7,375,000 | 8,011,000 | 1.05% | ||
| 24 | ANGELO GORDON & CO., L.P. | 7,000,000 | 7,569,000 | 0.99% | PRN | |
| 25 | Invesco Ltd. | 7,000,000 | 7,569,000 | 0.99% | ||
| 26 | BESSEMER GROUP INC | 7,000,000 | 7,564,000 | 0.99% | ||
| 27 | CREDIT SUISSE AG/ | 5,337,000 | 5,770,000 | 0.76% | PRN | |
| 28 | Clearbridge Investments, LLC | 5,100,000 | 5,548,000 | 0.73% | PRN | |
| 29 | TD Securities (USA) LLC | 4,500,000 | 4,832,000 | 0.63% | PRN | |
| 30 | GOLDMAN SACHS GROUP INC | 3,657,000 | 3,954,000 | 0.52% | PRN | |
| 31 | Nicholas Investment Partners, LP | 3,590,000 | 3,882,000 | 0.51% | PRN | |
| 32 | SSI INVESTMENT MANAGEMENT LLC | 2,142,000 | 2,317,000 | 0.30% | PRN | |
| 33 | BARCLAYS PLC | 1,985,000 | 2,144,000 | 0.28% | PRN | |
| 34 | Kohlberg Kravis Roberts & Co. L.P. | 1,000,000 | 1,086,000 | 0.14% | PRN | |
| 35 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,086,000 | 0.14% | PRN | |
| 36 | MANAGED ACCOUNT ADVISORS LLC | 583,000 | 630,000 | 0.08% | PRN | |
| 37 | CITIGROUP INC | 445,000 | 481,000 | 0.06% | PRN | |
| 38 | IRON Financial LLC | 300,000 | 327,000 | 0.04% | ||
| 39 | ROYAL BANK OF CANADA | 270,000 | 292,000 | 0.04% | 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.
