| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NORTHERN TRUST CORP | 9,440,000 | 730,187,000 | 32.84% | PRN | |
| 2 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 75,696,000 | 124,473,000 | 5.60% | PRN | |
| 3 | Fore Research & Management, LP | 74,807,000 | 123,384,000 | 5.55% | PRN | |
| 4 | CAMDEN ASSET MANAGEMENT L P /CA | 68,556,000 | 112,732,000 | 5.07% | PRN | |
| 5 | COASTLAND CAPITAL LLC | 58,200 | 95,756,000 | 4.31% | PRN | |
| 6 | AQR CAPITAL MANAGEMENT LLC | 49,306,000 | 81,324,000 | 3.66% | PRN | |
| 7 | Sculptor Capital LP | 46,802,000 | 76,992,000 | 3.46% | PRN | |
| 8 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 42,084,000 | 69,202,000 | 3.11% | PRN | |
| 9 | D. E. Shaw & Co., Inc. | 36,785,000 | 60,496,000 | 2.72% | PRN | |
| 10 | ROYAL BANK OF CANADA | 32,202,000 | 52,953,000 | 2.38% | PRN | |
| 11 | Calamos Advisors LLC | 27,377,000 | 44,930,000 | 2.02% | PRN | |
| 12 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 23,500,000 | 38,637,000 | 1.74% | PRN | |
| 13 | GLG Partners LP | 22,980,000 | 37,802,000 | 1.70% | PRN | |
| 14 | BANK OF AMERICA CORP /DE/ | 22,830,000 | 37,541,000 | 1.69% | PRN | |
| 15 | STATE STREET CORP | 22,744,000 | 37,401,000 | 1.68% | ||
| 16 | LAZARD ASSET MANAGEMENT LLC | 18,000,000 | 29,598,000 | 1.33% | PRN | |
| 17 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 17,500,000 | 28,754,000 | 1.29% | PRN | |
| 18 | Carlson Capital, L.P. | 17,000,000 | 27,969,000 | 1.26% | PRN | |
| 19 | CQS Cayman LP | 16,980,000 | 27,965,000 | 1.26% | PRN | |
| 20 | RWC Asset Management LLP | 15,500,000 | 25,517,000 | 1.15% | PRN | |
| 21 | LOOMIS SAYLES & CO L P | 263,569 | 21,399,000 | 0.96% | ||
| 22 | UBS AG | 13,013,000 | 21,398,000 | 0.96% | PRN | |
| 23 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,000,000 | 18,052,000 | 0.81% | PRN | |
| 24 | MUFG Securities EMEA plc | 9,528,000 | 15,622,014 | 0.70% | PRN | |
| 25 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 9,300,000 | 15,293,000 | 0.69% | PRN | |
| 26 | ADVENT CAPITAL MANAGEMENT /DE/ | 9,167,000 | 15,081,000 | 0.68% | PRN | |
| 27 | Pine River Capital Management L.P. | 9,000,000 | 14,800,000 | 0.67% | PRN | |
| 28 | SYMPHONY ASSET MANAGEMENT LLC | 8,710,000 | 14,323,000 | 0.64% | PRN | |
| 29 | SSI INVESTMENT MANAGEMENT LLC | 7,888,000 | 12,972,000 | 0.58% | PRN | |
| 30 | ELLIOTT MANAGEMENT CORP | 7,500,000 | 12,323,000 | 0.55% | PRN | |
| 31 | PUTNAM INVESTMENTS LLC | 6,692,000 | 11,004,000 | 0.49% | ||
| 32 | Verition Fund Management LLC | 6,646,000 | 10,962,000 | 0.49% | PRN | |
| 33 | BASSO CAPITAL MANAGEMENT, L.P. | 6,500,000 | 10,668,000 | 0.48% | PRN | |
| 34 | DEUTSCHE BANK AG\ | 6,130,000 | 10,076,000 | 0.45% | PRN | |
| 35 | THRIVENT FINANCIAL FOR LUTHERANS | 6,100,000 | 10,061,000 | 0.45% | ||
| 36 | WELLS FARGO & COMPANY/MN | 6,116,000 | 10,061,000 | 0.45% | PRN | |
| 37 | JPMORGAN CHASE & CO | 5,474,000 | 9,002,000 | 0.40% | PRN | |
| 38 | TD Securities (USA) LLC | 5,500,000 | 8,989,000 | 0.40% | PRN | |
| 39 | Polar Asset Management Partners Inc. | 5,000,000 | 8,231,000 | 0.37% | PRN | |
| 40 | BTG Pactual Global Asset Management Ltd | 224,780 | 8,225,000 | 0.37% | PRN | |
| 41 | Invesco Ltd. | 5,000,000 | 8,222,000 | 0.37% | ||
| 42 | AMERIPRISE FINANCIAL INC | 4,820,000 | 7,925,000 | 0.36% | PRN | |
| 43 | NOMURA HOLDINGS INC | 4,823,000 | 7,917,000 | 0.36% | PRN | |
| 44 | BlackRock Institutional Trust Company, N.A. | 4,771,000 | 7,845,000 | 0.35% | PRN | |
| 45 | ONTARIO TEACHERS PENSION PLAN BOARD | 4,000,000 | 6,598,000 | 0.30% | PRN | |
| 46 | Paloma Partners Management Co | 4,000,000 | 6,588,000 | 0.30% | PRN | |
| 47 | CREDIT AGRICOLE S A | 3,510,000 | 5,772,000 | 0.26% | PRN | |
| 48 | GRACE BROTHERS MANAGEMENT LLC | 3,250,000 | 5,346,000 | 0.24% | PRN | |
| 49 | Kohlberg Kravis Roberts & Co. L.P. | 3,000,000 | 4,919,000 | 0.22% | PRN | |
| 50 | Sage Capital Management, LLC | 2,800,000 | 4,602,000 | 0.21% | 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.
