| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 13,509,000 | 1,350,061,000 | 80.59% | ||
| 2 | CITADEL ADVISORS LLC | 50,000,000 | 50,127,000 | 2.99% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 43,200,000 | 43,172,000 | 2.58% | PRN | |
| 4 | FRANKLIN RESOURCES INC | 35,000,000 | 35,044,000 | 2.09% | PRN | |
| 5 | Assured Investment Management LLC | 30,000,000 | 30,677,000 | 1.83% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 18,000,000 | 17,989,000 | 1.07% | PRN | |
| 7 | MORGAN STANLEY | 16,074,000 | 16,054,000 | 0.96% | PRN | |
| 8 | Lombard Odier Asset Management (Europe) Ltd | 14,250,000 | 14,378,000 | 0.86% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 13,486,000 | 13,503,000 | 0.81% | PRN | |
| 10 | GAM Holding AG | 10,297,000 | 10,472,000 | 0.63% | PRN | |
| 11 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,304,000 | 10,337,000 | 0.62% | PRN | |
| 12 | STEELHEAD PARTNERS LLC | 10,250,000 | 10,276,000 | 0.61% | PRN | |
| 13 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 10,029,000 | 0.60% | ||
| 14 | Invesco Ltd. | 9,865,000 | 9,859,000 | 0.59% | ||
| 15 | AQR ARBITRAGE LLC | 9,675,000 | 9,687,000 | 0.58% | PRN | |
| 16 | CREDIT SUISSE AG/ | 7,103,000 | 7,099,000 | 0.42% | PRN | |
| 17 | ARISTEIA CAPITAL, L.L.C. | 6,766,000 | 6,764,000 | 0.40% | PRN | |
| 18 | MACQUARIE GROUP LTD | 5,895,000 | 5,902,000 | 0.35% | PRN | |
| 19 | CITIGROUP INC | 3,878,000 | 3,875,000 | 0.23% | PRN | |
| 20 | Jefferies Group LLC | 3,850,000 | 3,847,000 | 0.23% | PRN | |
| 21 | FMR LLC | 3,000,000 | 2,998,000 | 0.18% | PRN | |
| 22 | Polar Capital LLP | 2,910,000 | 2,914,000 | 0.17% | ||
| 23 | CREDIT AGRICOLE S A | 2,908,000 | 2,906,000 | 0.17% | PRN | |
| 24 | Man Investments (CH) AG | 1,400,000 | 1,405,000 | 0.08% | PRN | |
| 25 | CAMDEN ASSET MANAGEMENT L P /CA | 1,100,000 | 1,099,000 | 0.07% | PRN | |
| 26 | GLG Partners LP | 1,000,000 | 1,004,000 | 0.06% | PRN | |
| 27 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 1,001,000 | 0.06% | PRN | |
| 28 | DEUTSCHE BANK AG\ | 825,000 | 824,000 | 0.05% | PRN | |
| 29 | Cutler Capital Management, LLC | 610,000 | 609,000 | 0.04% | PRN | |
| 30 | PRELUDE CAPITAL MANAGEMENT, LLC | 500,000 | 501,000 | 0.03% | PRN | |
| 31 | Context Capital Management, LLC | 500,000 | 501,000 | 0.03% | PRN | |
| 32 | BARCLAYS PLC | 285,000 | 284,000 | 0.02% | PRN | |
| 33 | SEI INVESTMENTS CO | 73,000 | 73,000 | 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.
