| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 13,323,000 | 1,293,171,000 | 79.46% | ||
| 2 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 43,000,000 | 41,574,000 | 2.55% | PRN | |
| 3 | FRANKLIN RESOURCES INC | 35,000,000 | 34,038,000 | 2.09% | PRN | |
| 4 | CITADEL ADVISORS LLC | 30,000,000 | 29,220,000 | 1.80% | PRN | |
| 5 | BlueCrest Capital Management Ltd | 19,795,000 | 18,500,000 | 1.14% | PRN | |
| 6 | BlueCrest Capital Management LLP | 19,795,000 | 18,500,000 | 1.14% | PRN | |
| 7 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 18,000,000 | 17,471,000 | 1.07% | PRN | |
| 8 | Pine River Capital Management L.P. | 17,500,000 | 17,092,000 | 1.05% | PRN | |
| 9 | ROYAL BANK OF CANADA | 17,205,000 | 16,700,000 | 1.03% | PRN | |
| 10 | Invesco Ltd. | 16,000,000 | 15,530,000 | 0.95% | ||
| 11 | Assured Investment Management LLC | 15,000,000 | 14,831,000 | 0.91% | ||
| 12 | SILVERBACK ASSET MANAGEMENT LLC | 14,750,000 | 14,344,000 | 0.88% | PRN | |
| 13 | Lombard Odier Asset Management (Europe) Ltd | 14,600,000 | 14,318,000 | 0.88% | PRN | |
| 14 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 9,741,000 | 0.60% | ||
| 15 | BASSO CAPITAL MANAGEMENT, L.P. | 9,400,000 | 9,130,000 | 0.56% | PRN | |
| 16 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,804,000 | 8,575,000 | 0.53% | PRN | |
| 17 | ZAZOVE ASSOCIATES LLC | 7,850,000 | 7,633,000 | 0.47% | PRN | |
| 18 | BARCLAYS PLC | 6,740,000 | 6,539,000 | 0.40% | PRN | |
| 19 | GLG Partners LP | 6,000,000 | 5,895,000 | 0.36% | PRN | |
| 20 | MACQUARIE GROUP LTD | 6,000,000 | 5,835,000 | 0.36% | PRN | |
| 21 | CANYON CAPITAL ADVISORS LLC | 5,000,000 | 4,853,000 | 0.30% | PRN | |
| 22 | CREDIT AGRICOLE S A | 3,681,000 | 3,573,000 | 0.22% | PRN | |
| 23 | MUFG Securities EMEA plc | 3,500,000 | 3,409,455 | 0.21% | PRN | |
| 24 | SYMPHONY ASSET MANAGEMENT LLC | 3,000,000 | 2,912,000 | 0.18% | PRN | |
| 25 | FMR LLC | 3,000,000 | 2,912,000 | 0.18% | PRN | |
| 26 | CITIGROUP INC | 2,893,000 | 2,808,000 | 0.17% | PRN | |
| 27 | BTG Pactual Global Asset Management Ltd | 2,500 | 2,460,000 | 0.15% | PRN | |
| 28 | Man Investments (CH) AG | 2,000,000 | 1,965,000 | 0.12% | PRN | |
| 29 | Polar Capital LLP | 2,000,000 | 1,963,000 | 0.12% | PRN | |
| 30 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 980,000 | 0.06% | PRN | |
| 31 | PRELUDE CAPITAL MANAGEMENT, LLC | 500,000 | 487,000 | 0.03% | PRN | |
| 32 | NOMURA HOLDINGS INC | 320,000 | 311,000 | 0.02% | PRN | |
| 33 | MORGAN STANLEY | 125,000 | 122,000 | 0.01% | PRN | |
| 34 | SEI TRUST CO | 73,000 | 71,000 | 0.00% |
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.
