| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 11,328,000 | 1,103,778,000 | 78.11% | ||
| 2 | CITADEL ADVISORS LLC | 50,000,000 | 48,775,000 | 3.45% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 43,200,000 | 41,881,000 | 2.96% | PRN | |
| 4 | FRANKLIN RESOURCES INC | 35,000,000 | 34,169,000 | 2.42% | PRN | |
| 5 | BlueCrest Capital Management Ltd | 21,885,000 | 21,899,000 | 1.55% | PRN | |
| 6 | Assured Investment Management LLC | 20,000,000 | 19,501,000 | 1.38% | ||
| 7 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 18,000,000 | 17,539,000 | 1.24% | PRN | |
| 8 | Invesco Ltd. | 14,800,000 | 14,421,000 | 1.02% | ||
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 14,736,000 | 14,349,000 | 1.02% | PRN | |
| 10 | Lombard Odier Asset Management (Europe) Ltd | 13,600,000 | 13,337,000 | 0.94% | PRN | |
| 11 | SILVERBACK ASSET MANAGEMENT LLC | 11,000,000 | 10,725,000 | 0.76% | PRN | |
| 12 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,304,000 | 10,045,000 | 0.71% | PRN | |
| 13 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 9,774,000 | 0.69% | ||
| 14 | ZAZOVE ASSOCIATES LLC | 7,850,000 | 7,678,000 | 0.54% | PRN | |
| 15 | GLG Partners LP | 6,000,000 | 5,850,000 | 0.41% | PRN | |
| 16 | MACQUARIE GROUP LTD | 5,895,000 | 5,755,000 | 0.41% | PRN | |
| 17 | BARCLAYS PLC | 5,620,000 | 5,453,000 | 0.39% | PRN | |
| 18 | CITIGROUP INC | 4,393,000 | 4,259,000 | 0.30% | PRN | |
| 19 | CREDIT AGRICOLE S A | 4,248,000 | 4,245,000 | 0.30% | PRN | |
| 20 | Polar Capital LLP | 3,000,000 | 2,930,000 | 0.21% | PRN | |
| 21 | FMR LLC | 3,000,000 | 2,923,000 | 0.21% | PRN | |
| 22 | CSS LLC/IL | 2,900,000 | 2,835,000 | 0.20% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 2,000,000 | 1,948,000 | 0.14% | PRN | |
| 24 | BANK OF AMERICA CORP /DE/ | 1,694,000 | 1,651,000 | 0.12% | PRN | |
| 25 | Man Investments (CH) AG | 1,500,000 | 1,462,000 | 0.10% | PRN | |
| 26 | Sage Capital Management, LLC | 1,500,000 | 1,461,000 | 0.10% | PRN | |
| 27 | NOMURA HOLDINGS INC | 1,415,000 | 1,379,000 | 0.10% | PRN | |
| 28 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 976,000 | 0.07% | PRN | |
| 29 | Jefferies Group LLC | 816,000 | 795,000 | 0.06% | PRN | |
| 30 | OAKTREE CAPITAL MANAGEMENT LP | 590,000 | 573,000 | 0.04% | PRN | |
| 31 | PRELUDE CAPITAL MANAGEMENT, LLC | 500,000 | 489,000 | 0.03% | PRN | |
| 32 | GAM Holding AG | 205,000 | 199,000 | 0.01% | PRN | |
| 33 | SEI INVESTMENTS CO | 73,000 | 71,000 | 0.01% | ||
| 34 | MORGAN STANLEY | 25,000 | 24,000 | 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.
