| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 15,548,000 | 1,560,632,000 | 80.76% | ||
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 69,165,000 | 69,750,000 | 3.61% | PRN | |
| 3 | Fore Research & Management, LP | 53,391,000 | 53,691,000 | 2.78% | PRN | |
| 4 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 42,000,000 | 42,250,000 | 2.19% | PRN | |
| 5 | ROYAL BANK OF CANADA | 30,975,000 | 31,091,000 | 1.61% | PRN | |
| 6 | CAPSTONE INVESTMENT ADVISORS, LLC | 24,500,000 | 24,669,000 | 1.28% | ||
| 7 | SHENKMAN CAPITAL MANAGEMENT INC | 24,060,000 | 24,091,000 | 1.25% | PRN | |
| 8 | CREDIT SUISSE AG/ | 22,630,000 | 22,715,000 | 1.18% | PRN | |
| 9 | BlueCrest Capital Management Ltd | 15,500,000 | 16,230,000 | 0.84% | PRN | |
| 10 | BlueCrest Capital Management LLP | 15,500,000 | 16,230,000 | 0.84% | PRN | |
| 11 | NOMURA HOLDINGS INC | 14,175,000 | 14,228,000 | 0.74% | PRN | |
| 12 | BHR Capital LLC | 10,000,000 | 10,028,000 | 0.52% | PRN | |
| 13 | MORGAN STANLEY | 9,752,000 | 9,770,000 | 0.51% | PRN | |
| 14 | BARCLAYS PLC | 6,164,000 | 6,164,000 | 0.32% | PRN | |
| 15 | MUFG Securities EMEA plc | 5,500,000 | 5,537,950 | 0.29% | PRN | |
| 16 | GAM Holding AG | 5,000,000 | 5,030,000 | 0.26% | PRN | |
| 17 | AQR CAPITAL MANAGEMENT LLC | 4,725,000 | 4,752,000 | 0.25% | PRN | |
| 18 | SSI INVESTMENT MANAGEMENT LLC | 3,072,000 | 3,081,000 | 0.16% | PRN | |
| 19 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 2,500,000 | 2,509,000 | 0.13% | PRN | |
| 20 | Jefferies Group LLC | 2,000,000 | 2,007,000 | 0.10% | PRN | |
| 21 | WELLS FARGO & COMPANY/MN | 1,714,000 | 1,741,000 | 0.09% | PRN | |
| 22 | Lombard Odier Asset Management (Europe) Ltd | 1,700,000 | 1,721,000 | 0.09% | PRN | |
| 23 | DEUTSCHE BANK AG\ | 1,583,000 | 1,587,000 | 0.08% | PRN | |
| 24 | CITIGROUP INC | 1,074,000 | 1,078,000 | 0.06% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 885,000 | 888,000 | 0.05% | PRN | |
| 26 | ALTEGRIS ADVISORS, L.L.C. | 750,000 | 753,000 | 0.04% | ||
| 27 | Investors Capital Advisory Services | 126,000 | 126,000 | 0.01% | ||
| 28 | M&T BANK CORP | 65,000 | 65,000 | 0.00% | PRN | |
| 29 | HighTower Advisors, LLC | 15,000 | 15,000 | 0.00% | PRN | |
| 30 | Commonwealth Equity Services, Inc | 13,000 | 13,000 | 0.00% | ||
| 31 | Wellesley Asset Management | 8,680 | 8,813 | 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.
