| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NORTHERN TRUST CORP | 466,000 | 47,416,000 | 8.07% | PRN | |
| 2 | ADVENT CAPITAL MANAGEMENT /DE/ | 42,927,000 | 43,857,000 | 7.47% | PRN | |
| 3 | Assured Investment Management LLC | 42,500,000 | 43,690,000 | 7.44% | PRN | |
| 4 | AQR ARBITRAGE LLC | 37,800,000 | 38,651,000 | 6.58% | PRN | |
| 5 | Graham Capital Management, L.P. | 36,000,000 | 36,755,000 | 6.26% | ||
| 6 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 35,400,000 | 35,968,000 | 6.12% | PRN | |
| 7 | RWC Asset Management LLP | 34,000,000 | 34,716,000 | 5.91% | PRN | |
| 8 | Calamos Advisors LLC | 32,974,000 | 33,822,000 | 5.76% | PRN | |
| 9 | SHENKMAN CAPITAL MANAGEMENT INC | 27,980,000 | 28,575,000 | 4.87% | PRN | |
| 10 | CI INVESTMENTS INC. | 25,000,000 | 25,438,000 | 4.33% | ||
| 11 | Lombard Odier Asset Management (Europe) Ltd | 23,010,000 | 23,608,000 | 4.02% | ||
| 12 | CITADEL ADVISORS LLC | 22,500,000 | 22,983,000 | 3.91% | PRN | |
| 13 | Allianz Asset Management GmbH | 21,905,000 | 22,375,000 | 3.81% | PRN | |
| 14 | MORGAN STANLEY | 19,613,000 | 20,056,000 | 3.41% | PRN | |
| 15 | ROYAL BANK OF CANADA | 13,408,000 | 13,712,000 | 2.33% | PRN | |
| 16 | BNP Paribas Asset Management Holding S.A. | 12,000,000 | 12,254,000 | 2.09% | PRN | |
| 17 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 10,000,000 | 10,175,000 | 1.73% | PRN | |
| 18 | BESSEMER GROUP INC | 9,900,000 | 10,062,000 | 1.71% | PRN | |
| 19 | CREDIT SUISSE AG/ | 9,439,000 | 9,604,000 | 1.64% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 8,875,000 | 9,075,000 | 1.55% | ||
| 21 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 8,864,000 | 9,019,000 | 1.54% | PRN | |
| 22 | Invesco Ltd. | 7,800,000 | 7,937,000 | 1.35% | PRN | |
| 23 | GLG Partners LP | 5,350,000 | 5,436,000 | 0.93% | PRN | |
| 24 | DEUTSCHE BANK AG\ | 5,215,000 | 5,305,000 | 0.90% | PRN | |
| 25 | CITIGROUP INC | 4,928,000 | 5,014,000 | 0.85% | PRN | |
| 26 | SSI INVESTMENT MANAGEMENT LLC | 3,779,000 | 3,842,000 | 0.65% | PRN | |
| 27 | JPMORGAN CHASE & CO | 3,632,000 | 3,708,000 | 0.63% | PRN | |
| 28 | CANADA PENSION PLAN INVESTMENT BOARD | 3,500,000 | 3,561,000 | 0.61% | PRN | |
| 29 | CREDIT AGRICOLE S A | 3,286,000 | 3,344,000 | 0.57% | PRN | |
| 30 | Ferox Capital Management LP | 3,100,000 | 3,160,000 | 0.54% | PRN | |
| 31 | Pine River Capital Management L.P. | 3,000,000 | 3,058,000 | 0.52% | PRN | |
| 32 | WELLS FARGO & COMPANY/MN | 2,318,000 | 2,364,000 | 0.40% | PRN | |
| 33 | Bank of New York Mellon Corp | 2,008,000 | 2,050,000 | 0.35% | ||
| 34 | EQUITEC SPECIALISTS, LLC | 1,087,000 | 1,106,000 | 0.19% | PRN | |
| 35 | RUSSELL FRANK CO/ | 1,000,000 | 1,022,000 | 0.17% | ||
| 36 | Jefferies Group LLC | 1,000,000 | 1,018,000 | 0.17% | PRN | |
| 37 | BANK OF AMERICA CORP /DE/ | 985,000 | 1,006,000 | 0.17% | PRN | |
| 38 | Compagnie Lombard Odier SCmA | 810,000 | 823,000 | 0.14% | PRN | |
| 39 | Oxbow Advisors, LLC | 565 | 568,000 | 0.10% | ||
| 40 | GOLDMAN SACHS GROUP INC | 283,000 | 288,000 | 0.05% | PRN | |
| 41 | BlackRock Fund Advisors | 225,000 | 229,000 | 0.04% | PRN | |
| 42 | UNITED CAPITAL FINANCIAL ADVISORS, LLC | 2,000 | 204,000 | 0.03% | ||
| 43 | SUNTRUST BANKS INC | 160,000 | 162,000 | 0.03% | ||
| 44 | Calamos Wealth Management LLC | 130,000 | 133,000 | 0.02% | PRN | |
| 45 | M&T BANK CORP | 61,000 | 62,000 | 0.01% | PRN | |
| 46 | BNP PARIBAS FINANCIAL MARKETS | 58,000 | 59,015 | 0.01% | PRN | |
| 47 | MSI Financial Services Inc | 39,000 | 40,000 | 0.01% | ||
| 48 | BARCLAYS PLC | 23,000 | 23,000 | 0.00% | PRN | |
| 49 | KING INVESTMENT ADVISORS INC/TX | 15,000 | 15,000 | 0.00% | ||
| 50 | STIFEL FINANCIAL CORP | 10,000 | 10,000 | 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.
