| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NORTHERN TRUST CORP | 7,210,000 | 588,136,000 | 70.73% | PRN | |
| 2 | Daiwa Securities Group Inc. | 22,011,000 | 38,326,000 | 4.61% | PRN | |
| 3 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 19,169,000 | 33,270,000 | 4.00% | PRN | |
| 4 | ANGELO GORDON & CO., L.P. | 11,750,000 | 20,394,000 | 2.45% | PRN | |
| 5 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,550,000 | 20,097,000 | 2.42% | PRN | |
| 6 | WELLS FARGO & COMPANY/MN | 9,960,000 | 17,305,000 | 2.08% | PRN | |
| 7 | D. E. Shaw & Co., Inc. | 9,261,000 | 16,123,000 | 1.94% | PRN | |
| 8 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,250,000 | 16,055,000 | 1.93% | PRN | |
| 9 | Kohlberg Kravis Roberts & Co. L.P. | 9,000,000 | 15,742,000 | 1.89% | PRN | |
| 10 | BlueCrest Capital Management LLP | 8,750,000 | 15,324,000 | 1.84% | PRN | |
| 11 | Paloma Partners Management Co | 8,302,000 | 14,478,000 | 1.74% | PRN | |
| 12 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 5,942,000 | 10,376,000 | 1.25% | PRN | |
| 13 | Invesco Ltd. | 2,500,000 | 4,339,000 | 0.52% | ||
| 14 | THRIVENT FINANCIAL FOR LUTHERANS | 2,100,000 | 3,654,000 | 0.44% | ||
| 15 | ROYAL BANK OF CANADA | 2,000,000 | 3,481,000 | 0.42% | PRN | |
| 16 | Bank of New York Mellon Corp | 1,850,000 | 3,220,000 | 0.39% | ||
| 17 | GOLDMAN SACHS GROUP INC | 1,754,000 | 3,044,000 | 0.37% | PRN | |
| 18 | Calamos Wealth Management LLC | 1,030,000 | 1,792,000 | 0.22% | PRN | |
| 19 | Canal Insurance CO | 1,000,000 | 1,736,000 | 0.21% | PRN | |
| 20 | Calamos Advisors LLC | 810,000 | 1,409,000 | 0.17% | PRN | |
| 21 | CITIGROUP INC | 557,000 | 967,000 | 0.12% | PRN | |
| 22 | PRELUDE CAPITAL MANAGEMENT, LLC | 500,000 | 870,000 | 0.10% | PRN | |
| 23 | PICTON MAHONEY ASSET MANAGEMENT | 11,800 | 818,000 | 0.10% | SH | |
| 24 | EULAV Asset Management | 200,000 | 347,000 | 0.04% | PRN | |
| 25 | Investors Capital Advisory Services | 97,000 | 168,000 | 0.02% | ||
| 26 | AMERICAN INTERNATIONAL GROUP, INC. | 6 | 10,414 | 0.00% | PRN | |
| 27 | Wellesley Asset Management | 4,467 | 7,803 | 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.
