| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 15,695,000 | 1,441,978,000 | 84.54% | ||
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 53,945,000 | 49,772,000 | 2.92% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 47,000,000 | 43,245,000 | 2.54% | PRN | |
| 4 | HBK INVESTMENTS L P | 20,250,000 | 18,681,000 | 1.10% | PRN | |
| 5 | P SCHOENFELD ASSET MANAGEMENT LP | 19,000,000 | 17,490,000 | 1.03% | ||
| 6 | Fore Research & Management, LP | 16,891,000 | 15,550,000 | 0.91% | PRN | |
| 7 | Beach Point Capital Management LP | 16,000,000 | 14,700,000 | 0.86% | PRN | |
| 8 | CREDIT SUISSE AG/ | 14,905,000 | 13,694,000 | 0.80% | PRN | |
| 9 | MORGAN STANLEY | 13,259,000 | 12,181,000 | 0.71% | PRN | |
| 10 | ADVENT CAPITAL MANAGEMENT /DE/ | 10,506,000 | 9,706,000 | 0.57% | PRN | |
| 11 | AQR CAPITAL MANAGEMENT LLC | 10,414,000 | 9,587,000 | 0.56% | PRN | |
| 12 | Panning Capital Management, LP | 10,000,000 | 9,192,000 | 0.54% | ||
| 13 | NOMURA HOLDINGS INC | 9,858,000 | 9,069,000 | 0.53% | PRN | |
| 14 | SeaStone Capital Management, L.P. | 8,500,000 | 7,824,000 | 0.46% | PRN | |
| 15 | COURAGE CAPITAL MANAGEMENT LLC | 8,000,000 | 7,365,000 | 0.43% | PRN | |
| 16 | ARROWGRASS CAPITAL PARTNERS (US) LP | 8,000 | 4,780,000 | 0.28% | PRN | |
| 17 | Jefferies Group LLC | 4,820,000 | 4,428,000 | 0.26% | PRN | |
| 18 | GAM Holding AG | 4,000,000 | 3,690,000 | 0.22% | PRN | |
| 19 | BlueCrest Capital Management Ltd | 6,512,000 | 2,759,000 | 0.16% | PRN | |
| 20 | LINDEN ADVISORS LP | 2,500,000 | 2,305,000 | 0.14% | PRN | |
| 21 | HAVENS ADVISORS LLC | 2,000,000 | 1,841,000 | 0.11% | PRN | |
| 22 | PYRRHO CAPITAL MANAGEMENT, LP | 1,800,000 | 1,654,000 | 0.10% | ||
| 23 | DEUTSCHE BANK AG\ | 1,329,000 | 1,220,000 | 0.07% | PRN | |
| 24 | Pine River Capital Management L.P. | 1,000,000 | 920,000 | 0.05% | PRN | |
| 25 | GOLDMAN SACHS GROUP INC | 900,000 | 827,000 | 0.05% | PRN | |
| 26 | CREDIT AGRICOLE S A | 345,000 | 319,000 | 0.02% | PRN | |
| 27 | ROYAL BANK OF CANADA | 270,000 | 248,000 | 0.01% | PRN | |
| 28 | GABELLI & Co INVESTMENT ADVISERS, INC. | 250,000 | 230,000 | 0.01% | PRN | |
| 29 | WELLS FARGO & COMPANY/MN | 214,000 | 198,000 | 0.01% | PRN | |
| 30 | PRELUDE CAPITAL MANAGEMENT, LLC | 200,000 | 184,000 | 0.01% | PRN | |
| 31 | CITIGROUP INC | 74,000 | 68,000 | 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.
