| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SCHRODER INVESTMENT MANAGEMENT GROUP | 18,000,000 | 1,841,094,000 | 81.33% | ||
| 2 | LOOMIS SAYLES & CO L P | 6,048,522 | 137,543,000 | 6.08% | ||
| 3 | ADVENT CAPITAL MANAGEMENT /DE/ | 66,418,000 | 67,784,000 | 2.99% | PRN | |
| 4 | OAKTREE CAPITAL MANAGEMENT LP | 65,000,000 | 66,336,000 | 2.93% | PRN | |
| 5 | SOROS FUND MANAGEMENT LLC | 29,000,000 | 29,634,000 | 1.31% | PRN | |
| 6 | SHENKMAN CAPITAL MANAGEMENT INC | 22,895,000 | 23,382,000 | 1.03% | PRN | |
| 7 | AMUNDI ASSET MANAGEMENT US, INC. | 16,000,000 | 16,270,000 | 0.72% | PRN | |
| 8 | NOMURA HOLDINGS INC | 150,000 | 15,375,000 | 0.68% | Put | |
| 9 | BNP Paribas Asset Management Holding S.A. | 12,000,000 | 12,233,000 | 0.54% | PRN | |
| 10 | STATE STREET CORP | 10,800,000 | 11,031,000 | 0.49% | ||
| 11 | LORD, ABBETT & CO. LLC | 8,775,000 | 8,967,000 | 0.40% | PRN | |
| 12 | CREDIT SUISSE AG/ | 7,265,000 | 7,389,000 | 0.33% | PRN | |
| 13 | BESSEMER GROUP INC | 6,000,000 | 6,101,000 | 0.27% | PRN | |
| 14 | GAM Holding AG | 5,000,000 | 5,103,000 | 0.23% | PRN | |
| 15 | Bank of New York Mellon Corp | 2,851,000 | 2,916,000 | 0.13% | ||
| 16 | MACKAY SHIELDS LLC | 2,696,000 | 2,742,000 | 0.12% | PRN | |
| 17 | MANAGED ACCOUNT ADVISORS LLC | 1,512,000 | 1,538,000 | 0.07% | PRN | |
| 18 | WELLS FARGO & COMPANY/MN | 1,486,000 | 1,511,000 | 0.07% | PRN | |
| 19 | GLG Partners LP | 1,000,000 | 1,019,000 | 0.05% | PRN | |
| 20 | CAMDEN ASSET MANAGEMENT L P /CA | 1,000,000 | 1,017,000 | 0.04% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 908,000 | 920,000 | 0.04% | PRN | |
| 22 | JPMORGAN CHASE & CO | 890,000 | 905,000 | 0.04% | PRN | |
| 23 | ALTEGRIS ADVISORS, L.L.C. | 875,000 | 890,000 | 0.04% | ||
| 24 | SUNTRUST BANKS INC | 570,000 | 578,000 | 0.03% | ||
| 25 | BlackRock Institutional Trust Company, N.A. | 397,000 | 404,000 | 0.02% | PRN | |
| 26 | Penn Capital Management Company, LLC | 335,000 | 341,000 | 0.02% | PRN | |
| 27 | SYMPHONY ASSET MANAGEMENT LLC | 300,000 | 305,000 | 0.01% | PRN | |
| 28 | BANK OF AMERICA CORP /DE/ | 157,000 | 160,000 | 0.01% | PRN | |
| 29 | BARCLAYS PLC | 100,000 | 101,000 | 0.00% | PRN | |
| 30 | CITIGROUP INC | 35,000 | 36,000 | 0.00% | PRN | |
| 31 | MORGAN STANLEY | 22,000 | 22,000 | 0.00% | PRN | |
| 32 | GLENMEDE TRUST CO NA | 2,000 | 2,000 | 0.00% | ||
| 33 | NEW ENGLAND SECURITIES CORP /MA/ | 2,000 | 2,000 | 0.00% | ||
| 34 | ROYAL BANK OF CANADA | 2,000 | 2,000 | 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.
