| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 16,315,000 | 1,799,757,000 | 79.01% | ||
| 2 | CQS Cayman LP | 38,950,000 | 43,837,000 | 1.92% | PRN | |
| 3 | ADVENT CAPITAL MANAGEMENT /DE/ | 37,132,000 | 40,830,000 | 1.79% | PRN | |
| 4 | CI INVESTMENTS INC. | 36,625,000 | 40,402,000 | 1.77% | ||
| 5 | CITIGROUP INC | 27,903,000 | 30,780,000 | 1.35% | PRN | |
| 6 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 25,160,000 | 27,921,000 | 1.23% | PRN | |
| 7 | FARALLON CAPITAL MANAGEMENT LLC | 24,000,000 | 26,417,000 | 1.16% | PRN | |
| 8 | AQR CAPITAL MANAGEMENT LLC | 22,825,000 | 25,293,000 | 1.11% | PRN | |
| 9 | WELLS FARGO & COMPANY/MN | 21,326,000 | 23,678,000 | 1.04% | PRN | |
| 10 | BNP Paribas Asset Management Holding S.A. | 20,000,000 | 22,412,000 | 0.98% | PRN | |
| 11 | CITADEL ADVISORS LLC | 20,000,000 | 22,035,000 | 0.97% | PRN | |
| 12 | SILVERBACK ASSET MANAGEMENT LLC | 20,000,000 | 22,020,000 | 0.97% | PRN | |
| 13 | PUTNAM INVESTMENTS LLC | 14,956,000 | 16,498,000 | 0.72% | ||
| 14 | DEUTSCHE BANK AG\ | 11,639,000 | 12,838,000 | 0.56% | PRN | |
| 15 | BASSO CAPITAL MANAGEMENT, L.P. | 10,150,000 | 11,185,000 | 0.49% | PRN | |
| 16 | Weiss Asset Management LP | 10,000,000 | 10,984,000 | 0.48% | PRN | |
| 17 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 10,982,000 | 0.48% | ||
| 18 | Lombard Odier Asset Management (Switzerland) SA | 9,630,000 | 10,663,000 | 0.47% | PRN | |
| 19 | ARISTEIA CAPITAL, L.L.C. | 9,250,000 | 10,242,000 | 0.45% | PRN | |
| 20 | Ferox Capital Management LP | 9,000,000 | 9,995,000 | 0.44% | PRN | |
| 21 | THRIVENT FINANCIAL FOR LUTHERANS | 7,375,000 | 8,172,000 | 0.36% | ||
| 22 | GLG Partners LP | 6,540,000 | 7,276,000 | 0.32% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 6,161,000 | 6,796,000 | 0.30% | PRN | |
| 24 | LAZARD ASSET MANAGEMENT LLC | 6,000,000 | 6,618,000 | 0.29% | PRN | |
| 25 | BESSEMER GROUP INC | 5,000,000 | 5,566,000 | 0.24% | PRN | |
| 26 | BARCLAYS PLC | 4,170,000 | 4,587,000 | 0.20% | PRN | |
| 27 | Clearbridge Investments, LLC | 3,900,000 | 4,296,000 | 0.19% | PRN | |
| 28 | IRON Financial LLC | 340,000 | 3,751,000 | 0.16% | ||
| 29 | CREDIT SUISSE AG/ | 2,390,000 | 2,636,000 | 0.12% | PRN | |
| 30 | SCOTIA CAPITAL INC. | 2,243,000 | 2,474,000 | 0.11% | ||
| 31 | SSI INVESTMENT MANAGEMENT LLC | 2,159,000 | 2,380,000 | 0.10% | ||
| 32 | Allianz Asset Management GmbH | 1,700,000 | 1,884,000 | 0.08% | PRN | |
| 33 | GRACE BROTHERS MANAGEMENT LLC | 1,500,000 | 1,653,000 | 0.07% | PRN | |
| 34 | MANAGED ACCOUNT ADVISORS LLC | 580,000 | 640,000 | 0.03% | PRN | |
| 35 | ROYAL BANK OF CANADA | 270,000 | 298,000 | 0.01% | 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.
