| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SCHRODER INVESTMENT MANAGEMENT GROUP | 3,000,000 | 301,626,000 | 42.48% | ||
| 2 | JPMORGAN CHASE & CO | 696,000 | 69,904,000 | 9.84% | ||
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 40,000,000 | 40,120,000 | 5.65% | PRN | |
| 4 | FRANKLIN RESOURCES INC | 35,000,000 | 35,182,000 | 4.95% | PRN | |
| 5 | CITADEL ADVISORS LLC | 25,000,000 | 25,124,000 | 3.54% | PRN | |
| 6 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 18,000,000 | 18,079,000 | 2.55% | PRN | |
| 7 | AQR CAPITAL MANAGEMENT LLC | 17,125,000 | 17,232,000 | 2.43% | PRN | |
| 8 | ROYAL BANK OF CANADA | 17,155,000 | 17,230,000 | 2.43% | PRN | |
| 9 | BlueCrest Capital Management LLP | 17,045,000 | 17,199,000 | 2.42% | PRN | |
| 10 | Invesco Ltd. | 16,000,000 | 16,070,000 | 2.26% | ||
| 11 | ADVENT CAPITAL MANAGEMENT /DE/ | 15,114,000 | 15,185,000 | 2.14% | PRN | |
| 12 | Lombard Odier Asset Management (Europe) Ltd | 14,500,000 | 14,546,000 | 2.05% | PRN | |
| 13 | SILVERBACK ASSET MANAGEMENT LLC | 12,750,000 | 12,795,000 | 1.80% | PRN | |
| 14 | Jefferies Group LLC | 11,510,000 | 11,559,000 | 1.63% | PRN | |
| 15 | PEAK6 Group LLC | 100,000 | 10,063,000 | 1.42% | PRN | |
| 16 | BASSO CAPITAL MANAGEMENT, L.P. | 8,400,000 | 8,421,000 | 1.19% | PRN | |
| 17 | ZAZOVE ASSOCIATES LLC | 7,965,000 | 8,010,000 | 1.13% | PRN | |
| 18 | MUFG Securities EMEA plc | 7,100,000 | 7,134,009 | 1.00% | PRN | |
| 19 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 7,000,000 | 7,056,000 | 0.99% | PRN | |
| 20 | MACQUARIE GROUP LTD | 6,000,000 | 6,038,000 | 0.85% | PRN | |
| 21 | FMR LLC | 6,000,000 | 6,023,000 | 0.85% | PRN | |
| 22 | GLG Partners LP | 5,550,000 | 5,567,000 | 0.78% | PRN | |
| 23 | SYMPHONY ASSET MANAGEMENT LLC | 5,000,000 | 5,022,000 | 0.71% | PRN | |
| 24 | NORTHERN TRUST CORP | 5,000,000 | 5,022,000 | 0.71% | ||
| 25 | CREDIT AGRICOLE S A | 3,284,000 | 3,298,000 | 0.46% | PRN | |
| 26 | TD Securities (USA) LLC | 3,000,000 | 2,982,000 | 0.42% | PRN | |
| 27 | DEUTSCHE BANK AG\ | 2,875,000 | 2,887,000 | 0.41% | PRN | |
| 28 | Hudson Bay Capital Management LP | 2,500,000 | 2,515,000 | 0.35% | PRN | |
| 29 | CREDIT SUISSE AG/ | 2,275,000 | 2,285,000 | 0.32% | PRN | |
| 30 | Man Investments (CH) AG | 2,200,000 | 2,206,000 | 0.31% | PRN | |
| 31 | Polar Capital LLP | 2,000,000 | 2,011,000 | 0.28% | PRN | |
| 32 | BARCLAYS PLC | 1,936,000 | 1,936,000 | 0.27% | PRN | |
| 33 | STEELHEAD PARTNERS LLC | 1,500,000 | 1,509,000 | 0.21% | PRN | |
| 34 | CANYON CAPITAL ADVISORS LLC | 1,500,000 | 1,507,000 | 0.21% | PRN | |
| 35 | NOMURA HOLDINGS INC | 1,500,000 | 1,504,000 | 0.21% | PRN | |
| 36 | Taconic Capital Advisors LP | 1,300,000 | 1,306,000 | 0.18% | PRN | |
| 37 | Sage Capital Management, LLC | 1,100,000 | 1,105,000 | 0.16% | PRN | |
| 38 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,000,000 | 1,006,000 | 0.14% | PRN | |
| 39 | WELLS FARGO & COMPANY/MN | 750,000 | 764,000 | 0.11% | PRN | |
| 40 | PRELUDE CAPITAL MANAGEMENT, LLC | 500,000 | 502,000 | 0.07% | PRN | |
| 41 | BANK OF AMERICA CORP /DE/ | 240,000 | 241,000 | 0.03% | PRN | |
| 42 | MORGAN STANLEY | 125,000 | 125,000 | 0.02% | PRN | |
| 43 | Lombard Odier Asset Management (Switzerland) SA | 100,000 | 101,000 | 0.01% | PRN | |
| 44 | SEI TRUST CO | 73,000 | 73,000 | 0.01% | ||
| 45 | CITIGROUP INC | 35,000 | 35,000 | 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.
