| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SCHRODER INVESTMENT MANAGEMENT GROUP | 7,050,000 | 815,952,900 | 72.04% | ||
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 56,459,000 | 65,299,000 | 5.77% | PRN | |
| 3 | GLG Partners LP | 30,000,000 | 34,706,000 | 3.06% | PRN | |
| 4 | Fore Research & Management, LP | 29,724,000 | 34,405,000 | 3.04% | PRN | |
| 5 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 23,180,000 | 26,855,000 | 2.37% | PRN | |
| 6 | GAM Holding AG | 20,236,000 | 23,544,000 | 2.08% | PRN | |
| 7 | Invesco Ltd. | 12,500,000 | 14,438,000 | 1.27% | ||
| 8 | CREDIT SUISSE AG/ | 12,103,000 | 13,979,000 | 1.23% | PRN | |
| 9 | INCOME RESEARCH & MANAGEMENT | 10,450,000 | 12,070,000 | 1.07% | PRN | |
| 10 | Assured Investment Management LLC | 10,000,000 | 11,556,000 | 1.02% | PRN | |
| 11 | DEUTSCHE BANK AG\ | 9,103,000 | 10,513,000 | 0.93% | PRN | |
| 12 | LORD, ABBETT & CO. LLC | 8,190,000 | 9,480,000 | 0.84% | PRN | |
| 13 | BANK OF AMERICA CORP /DE/ | 7,215,000 | 8,333,000 | 0.74% | PRN | |
| 14 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 6,500,000 | 7,514,000 | 0.66% | PRN | |
| 15 | AQR CAPITAL MANAGEMENT LLC | 6,467,000 | 7,486,000 | 0.66% | PRN | |
| 16 | CREDIT AGRICOLE S A | 6,452,000 | 7,452,000 | 0.66% | PRN | |
| 17 | F&C Asset Management plc | 5,950,000 | 6,889,000 | 0.61% | PRN | |
| 18 | SSI INVESTMENT MANAGEMENT LLC | 3,155,000 | 3,645,000 | 0.32% | PRN | |
| 19 | NOMURA HOLDINGS INC | 2,448,000 | 2,832,000 | 0.25% | PRN | |
| 20 | LAFFER TENGLER INVESTMENTS, INC. | 2,217 | 2,595,646 | 0.23% | ||
| 21 | BASSO CAPITAL MANAGEMENT, L.P. | 2,000,000 | 2,314,000 | 0.20% | PRN | |
| 22 | Bank of New York Mellon Corp | 1,500,000 | 1,736,000 | 0.15% | ||
| 23 | Sage Capital Management, LLC | 1,500,000 | 1,735,000 | 0.15% | PRN | |
| 24 | JPMORGAN CHASE & CO | 1,457,000 | 1,683,000 | 0.15% | PRN | |
| 25 | CONNING INC. | 1,400,000 | 1,618,000 | 0.14% | PRN | |
| 26 | Compagnie Lombard Odier SCmA | 1,100,000 | 1,280,000 | 0.11% | PRN | |
| 27 | CAMDEN ASSET MANAGEMENT L P /CA | 800,000 | 924,000 | 0.08% | PRN | |
| 28 | CITIGROUP INC | 699,000 | 807,000 | 0.07% | PRN | |
| 29 | WELLINGTON MANAGEMENT GROUP LLP | 480,000 | 555,000 | 0.05% | PRN | |
| 30 | COMMONWEALTH BANK OF AUSTRALIA | 300,000 | 349,000 | 0.03% | PRN | |
| 31 | AMERIPRISE FINANCIAL INC | 1,000 | 116,000 | 0.01% | PRN | |
| 32 | MORGAN STANLEY | 11,000 | 13,000 | 0.00% | PRN | |
| 33 | WELLS FARGO & COMPANY/MN | 1,000 | 1,000 | 0.00% | PRN | |
| 34 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 1,000 | 0.00% | ||
| 35 | UBS AG | 1,000 | 1,000 | 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.
