| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SCHRODER INVESTMENT MANAGEMENT GROUP | 32,000,000 | 3,667,840,000 | 77.40% | ||
| 2 | Calamos Advisors LLC | 136,822,000 | 156,941,000 | 3.31% | PRN | |
| 3 | OAKTREE CAPITAL MANAGEMENT LP | 83,205,000 | 95,446,000 | 2.01% | PRN | |
| 4 | BLACKROCK ADVISORS LLC | 74,007,000 | 84,970,000 | 1.79% | PRN | |
| 5 | JPMORGAN CHASE & CO | 55,575,000 | 63,808,000 | 1.35% | PRN | |
| 6 | Lombard Odier Asset Management (Europe) Ltd | 55,200,000 | 63,168,000 | 1.33% | PRN | |
| 7 | BNP Paribas Asset Management Holding S.A. | 48,800,000 | 55,949,000 | 1.18% | PRN | |
| 8 | AVIVA PLC | 40,000,000 | 45,828,000 | 0.97% | PRN | |
| 9 | RWC Asset Management LLP | 36,500,000 | 41,817,000 | 0.88% | PRN | |
| 10 | FRANKLIN RESOURCES INC | 33,100,000 | 38,168,000 | 0.81% | PRN | |
| 11 | Invesco Ltd. | 31,020,000 | 35,615,000 | 0.75% | ||
| 12 | MACKAY SHIELDS LLC | 28,136,000 | 32,415,000 | 0.68% | PRN | |
| 13 | ADVENT CAPITAL MANAGEMENT /DE/ | 23,942,000 | 27,425,000 | 0.58% | PRN | |
| 14 | MORGAN STANLEY | 22,904,000 | 26,198,000 | 0.55% | PRN | |
| 15 | SHENKMAN CAPITAL MANAGEMENT INC | 22,810,000 | 26,132,000 | 0.55% | PRN | |
| 16 | BlackRock Group LTD | 21,919,000 | 25,166,000 | 0.53% | PRN | |
| 17 | ROYAL BANK OF CANADA | 21,746,000 | 24,967,000 | 0.53% | PRN | |
| 18 | LORD, ABBETT & CO. LLC | 18,557,000 | 21,399,000 | 0.45% | PRN | |
| 19 | CREDIT SUISSE AG/ | 17,671,000 | 20,289,000 | 0.43% | PRN | |
| 20 | Jabre Capital Partners S.A. | 14,780,000 | 17,053,000 | 0.36% | PRN | |
| 21 | AMERIPRISE FINANCIAL INC | 14,516,000 | 16,666,000 | 0.35% | PRN | |
| 22 | Nicholas Investment Partners, LP | 13,705,000 | 15,735,000 | 0.33% | PRN | |
| 23 | Pine River Capital Management L.P. | 12,311,000 | 14,139,000 | 0.30% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 10,510,000 | 12,066,000 | 0.25% | PRN | |
| 25 | GLG Partners LP | 10,025,000 | 11,491,000 | 0.24% | PRN | |
| 26 | PUTNAM INVESTMENTS LLC | 10,006,000 | 11,488,000 | 0.24% | ||
| 27 | NOMURA HOLDINGS INC | 95,900 | 10,920,000 | 0.23% | Call | |
| 28 | Man Investments (CH) AG | 8,000,000 | 9,170,000 | 0.19% | PRN | |
| 29 | Myriad Asset Management Ltd. | 7,500,000 | 8,606,000 | 0.18% | PRN | |
| 30 | SSI INVESTMENT MANAGEMENT LLC | 7,143,000 | 8,199,000 | 0.17% | PRN | |
| 31 | BlackRock Investment Management, LLC | 6,368,000 | 7,311,000 | 0.15% | PRN | |
| 32 | AXA S.A. | 6,000,000 | 6,889,000 | 0.15% | PRN | |
| 33 | MANAGED ACCOUNT ADVISORS LLC | 4,406,000 | 5,059,000 | 0.11% | PRN | |
| 34 | CREDIT AGRICOLE S A | 4,261,000 | 4,892,000 | 0.10% | PRN | |
| 35 | Calamos Wealth Management LLC | 3,396,000 | 3,895,000 | 0.08% | PRN | |
| 36 | WELLS FARGO & COMPANY/MN | 3,084,000 | 3,540,000 | 0.07% | PRN | |
| 37 | Bank of New York Mellon Corp | 2,753,000 | 3,154,000 | 0.07% | ||
| 38 | CONNING INC. | 1,425,000 | 1,631,000 | 0.03% | PRN | |
| 39 | NOMURA HOLDINGS INC | 14,100 | 1,606,000 | 0.03% | Put | |
| 40 | VICTORY CAPITAL MANAGEMENT INC | 1,315,000 | 1,510,000 | 0.03% | ||
| 41 | BlackRock Institutional Trust Company, N.A. | 1,257,000 | 1,443,000 | 0.03% | PRN | |
| 42 | BlackRock Finance, Inc. | 1,021,000 | 1,172,000 | 0.02% | PRN | |
| 43 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 1,000,000 | 1,153,000 | 0.02% | PRN | |
| 44 | REGIONS FINANCIAL CORP | 810,000 | 930,000 | 0.02% | PRN | |
| 45 | WELLINGTON MANAGEMENT GROUP LLP | 760,000 | 873,000 | 0.02% | PRN | |
| 46 | SUNTRUST BANKS INC | 725,000 | 832,000 | 0.02% | ||
| 47 | CAMDEN ASSET MANAGEMENT L P /CA | 675,000 | 775,000 | 0.02% | PRN | |
| 48 | GOLDMAN SACHS GROUP INC | 659,000 | 757,000 | 0.02% | PRN | |
| 49 | COMMONWEALTH BANK OF AUSTRALIA | 614,000 | 708,000 | 0.01% | PRN | |
| 50 | Lombard Odier Asset Management (Switzerland) SA | 300,000 | 345,000 | 0.01% | 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.
