| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 24,196,000 | 2,785,565,000 | 88.35% | ||
| 2 | CI INVESTMENTS INC. | 36,625,000 | 42,165,000 | 1.34% | ||
| 3 | DEUTSCHE BANK AG\ | 36,028,000 | 41,476,000 | 1.32% | PRN | |
| 4 | ADVENT CAPITAL MANAGEMENT /DE/ | 32,194,000 | 36,991,000 | 1.17% | PRN | |
| 5 | CITIGROUP INC | 30,350,000 | 34,940,000 | 1.11% | PRN | |
| 6 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 30,160,000 | 34,382,000 | 1.09% | PRN | |
| 7 | AQR ARBITRAGE LLC | 22,825,000 | 26,391,000 | 0.84% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 21,225,000 | 24,530,000 | 0.78% | PRN | |
| 9 | BNP Paribas Asset Management Holding S.A. | 20,000,000 | 23,170,000 | 0.73% | PRN | |
| 10 | PUTNAM INVESTMENTS LLC | 13,231,000 | 15,232,000 | 0.48% | ||
| 11 | ANGELO GORDON & CO., L.P. | 12,500,000 | 14,391,000 | 0.46% | PRN | |
| 12 | Lombard Odier Asset Management (Europe) Ltd | 11,300,000 | 13,087,000 | 0.42% | PRN | |
| 13 | ARISTEIA CAPITAL, L.L.C. | 8,250,000 | 9,537,000 | 0.30% | PRN | |
| 14 | CAPSTONE INVESTMENT ADVISORS, LLC | 8,000,000 | 9,201,000 | 0.29% | ||
| 15 | THRIVENT FINANCIAL FOR LUTHERANS | 7,375,000 | 8,527,000 | 0.27% | ||
| 16 | GLG Partners LP | 6,540,000 | 7,484,000 | 0.24% | PRN | |
| 17 | CREDIT SUISSE AG/ | 5,490,000 | 6,320,000 | 0.20% | PRN | |
| 18 | Clearbridge Investments, LLC | 3,900,000 | 4,481,000 | 0.14% | PRN | |
| 19 | FARALLON CAPITAL MANAGEMENT LLC | 3,500,000 | 4,027,000 | 0.13% | PRN | |
| 20 | BASSO CAPITAL MANAGEMENT, L.P. | 2,950,000 | 3,381,000 | 0.11% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 2,179,000 | 2,510,000 | 0.08% | PRN | |
| 22 | Allianz Asset Management GmbH | 1,700,000 | 1,966,000 | 0.06% | PRN | |
| 23 | ROYAL BANK OF CANADA | 1,270,000 | 1,464,000 | 0.05% | PRN | |
| 24 | MANAGED ACCOUNT ADVISORS LLC | 568,000 | 654,000 | 0.02% | PRN | |
| 25 | IRON Financial LLC | 340,000 | 394,000 | 0.01% | ||
| 26 | GOLDMAN SACHS GROUP INC | 275,000 | 317,000 | 0.01% | PRN | |
| 27 | SCOTIA CAPITAL INC. | 243,000 | 281,000 | 0.01% | ||
| 28 | Jefferies Group LLC | 85,000 | 98,000 | 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.
