| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 24,925,000 | 2,440,119,000 | 73.86% | ||
| 2 | State of Tennessee, Department of Treasury | 4,000,000 | 197,360,000 | 5.97% | PRN | |
| 3 | METROPOLITAN LIFE INSURANCE CO/NY | 88,350,000 | 86,153,000 | 2.61% | ||
| 4 | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA | 81,424,000 | 80,002,000 | 2.42% | PRN | |
| 5 | JPMORGAN CHASE & CO | 61,538,000 | 60,384,000 | 1.83% | PRN | |
| 6 | MACQUARIE GROUP LTD | 49,165,000 | 48,107,000 | 1.46% | ||
| 7 | GOLDMAN SACHS GROUP INC | 40,975,000 | 40,026,000 | 1.21% | PRN | |
| 8 | Invesco Ltd. | 390,000 | 38,096,000 | 1.15% | PRN | |
| 9 | GUGGENHEIM CAPITAL LLC | 37,800,000 | 36,924,000 | 1.12% | PRN | |
| 10 | AMERICAN FINANCIAL GROUP INC | 30,000,000 | 29,595,000 | 0.90% | PRN | |
| 11 | NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC | 25,000,000 | 24,421,000 | 0.74% | PRN | |
| 12 | RUSSELL INVESTMENTS GROUP, LTD. | 22,400,000 | 21,896,000 | 0.66% | ||
| 13 | ALLIANCEBERNSTEIN L.P. | 21,118,000 | 20,684,000 | 0.63% | PRN | |
| 14 | CREDIT SUISSE AG/ | 20,069,000 | 19,603,000 | 0.59% | PRN | |
| 15 | FORT WASHINGTON INVESTMENT ADVISORS INC /OH/ | 19,950,000 | 19,601,000 | 0.59% | PRN | |
| 16 | AEGON USA Investment Management, LLC | 15,250,000 | 14,937,000 | 0.45% | PRN | |
| 17 | LORD, ABBETT & CO. LLC | 15,234,000 | 14,906,000 | 0.45% | PRN | |
| 18 | Apollo Management Holdings, L.P. | 15,000,000 | 14,677,000 | 0.44% | ||
| 19 | Liberty Mutual Group Asset Management Inc. | 12,000,000 | 11,723,000 | 0.35% | ||
| 20 | Calvert Investment Management, Inc. | 11,742,000 | 11,470,000 | 0.35% | PRN | |
| 21 | INCOME RESEARCH & MANAGEMENT | 10,700,000 | 10,452,000 | 0.32% | PRN | |
| 22 | CNA FINANCIAL CORP | 10,000,000 | 9,865,000 | 0.30% | PRN | |
| 23 | WELLINGTON MANAGEMENT GROUP LLP | 7,725,000 | 7,546,000 | 0.23% | PRN | |
| 24 | Allianz Asset Management GmbH | 7,400,000 | 7,241,000 | 0.22% | PRN | |
| 25 | PineBridge Investments, L.P. | 5,756,000 | 5,638,000 | 0.17% | ||
| 26 | Bank of New York Mellon Corp | 5,180,000 | 5,060,000 | 0.15% | ||
| 27 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 5,000,000 | 4,884,000 | 0.15% | PRN | |
| 28 | AMP Capital Investors Ltd | 3,600,000 | 3,563,000 | 0.11% | ||
| 29 | DEUTSCHE BANK AG\ | 3,060,000 | 2,989,000 | 0.09% | Call | PRN |
| 30 | TEACHERS ADVISORS, LLC | 2,875,000 | 2,825,000 | 0.09% | ||
| 31 | TIAA CREF INVESTMENT MANAGEMENT LLC | 2,350,000 | 2,309,000 | 0.07% | ||
| 32 | Legal & General Group Plc | 1,750,000 | 1,720,000 | 0.05% | ||
| 33 | NOMURA ASSET MANAGEMENT CO LTD | 1,500,000 | 1,468,000 | 0.04% | PRN | |
| 34 | NORTHERN TRUST CORP | 1,150,000 | 1,123,000 | 0.03% | ||
| 35 | CREDIT AGRICOLE S A | 1,025,000 | 1,001,000 | 0.03% | PRN | |
| 36 | EDMOND DE ROTHSCHILD HOLDING S.A. | 1,000,000 | 981,000 | 0.03% | PRN | |
| 37 | CI INVESTMENTS INC. | 965,000 | 950,000 | 0.03% | ||
| 38 | Virtus Investment Advisers, LLC | 715,000 | 703,000 | 0.02% | PRN | |
| 39 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 608,000 | 593,000 | 0.02% | PRN | |
| 40 | Northwest & Ethical Investments L.P. | 500,000 | 491,984 | 0.01% | PRN | |
| 41 | Nationwide Fund Advisors | 350,000 | 342,000 | 0.01% | ||
| 42 | SEI INVESTMENTS CO | 335,000 | 327,000 | 0.01% | ||
| 43 | Zurcher Kantonalbank (Zurich Cantonalbank) | 260,000 | 255,000 | 0.01% | PRN | |
| 44 | VIRTUS ETF ADVISERS LLC | 245,000 | 241,000 | 0.01% | ||
| 45 | Jefferies Group LLC | 235,000 | 230,000 | 0.01% | PRN | |
| 46 | BANK OF AMERICA CORP /DE/ | 156,000 | 152,000 | 0.00% | PRN | |
| 47 | BANK HAPOALIM BM | 80,000 | 78,000 | 0.00% | PRN | |
| 48 | VIRTUS ALTERNATIVE INVESTMENT ADVISERS, INC. | 40,000 | 39,000 | 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.
