| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NORTHERN TRUST CORP | 473,000 | 46,724,000 | 7.98% | PRN | |
| 2 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 45,450,000 | 45,505,000 | 7.77% | PRN | |
| 3 | Graham Capital Management, L.P. | 36,000,000 | 36,225,000 | 6.19% | ||
| 4 | Calamos Advisors LLC | 33,221,000 | 33,402,000 | 5.71% | PRN | |
| 5 | SHENKMAN CAPITAL MANAGEMENT INC | 29,883,000 | 30,107,000 | 5.14% | PRN | |
| 6 | ADVENT CAPITAL MANAGEMENT /DE/ | 26,578,000 | 26,678,000 | 4.56% | PRN | |
| 7 | Pine River Capital Management L.P. | 25,500,000 | 25,571,000 | 4.37% | PRN | |
| 8 | RWC Asset Management LLP | 25,000,000 | 25,120,000 | 4.29% | PRN | |
| 9 | AQR ARBITRAGE LLC | 23,875,000 | 24,054,000 | 4.11% | PRN | |
| 10 | CITADEL ADVISORS LLC | 22,500,000 | 22,588,000 | 3.86% | PRN | |
| 11 | SG Americas Securities, LLC | 225,000 | 22,500,000 | 3.84% | PRN | |
| 12 | Allianz Asset Management GmbH | 21,905,000 | 21,850,000 | 3.73% | PRN | |
| 13 | OAKTREE CAPITAL MANAGEMENT LP | 19,632,000 | 19,728,000 | 3.37% | PRN | |
| 14 | LINDEN ADVISORS LP | 18,500,000 | 18,597,000 | 3.18% | PRN | |
| 15 | MORGAN STANLEY | 18,612,000 | 18,590,000 | 3.18% | PRN | |
| 16 | CI INVESTMENTS INC. | 14,000,000 | 14,035,000 | 2.40% | ||
| 17 | BNP Paribas Asset Management Holding S.A. | 14,000,000 | 13,919,000 | 2.38% | PRN | |
| 18 | Invesco Ltd. | 12,800,000 | 12,832,000 | 2.19% | PRN | |
| 19 | STATE STREET CORP | 11,587,000 | 11,660,000 | 1.99% | ||
| 20 | LAZARD ASSET MANAGEMENT LLC | 10,855,000 | 10,936,000 | 1.87% | PRN | |
| 21 | CREDIT SUISSE AG/ | 10,392,000 | 10,419,000 | 1.78% | PRN | |
| 22 | BESSEMER GROUP INC | 9,900,000 | 9,928,000 | 1.70% | PRN | |
| 23 | THRIVENT FINANCIAL FOR LUTHERANS | 8,875,000 | 8,942,000 | 1.53% | ||
| 24 | JPMORGAN CHASE & CO | 8,127,000 | 8,166,000 | 1.39% | PRN | |
| 25 | AMERIPRISE FINANCIAL INC | 7,500,000 | 7,519,000 | 1.28% | PRN | |
| 26 | ROYAL BANK OF CANADA | 7,468,000 | 7,476,000 | 1.28% | PRN | |
| 27 | DEUTSCHE BANK AG\ | 6,589,000 | 6,604,000 | 1.13% | PRN | |
| 28 | WELLS FARGO & COMPANY/MN | 6,341,000 | 6,476,000 | 1.11% | PRN | |
| 29 | GOLDMAN SACHS GROUP INC | 5,635,000 | 5,649,000 | 0.97% | PRN | |
| 30 | Nicholas Investment Partners, LP | 5,480,000 | 5,494,000 | 0.94% | PRN | |
| 31 | GLG Partners LP | 5,350,000 | 5,356,000 | 0.91% | PRN | |
| 32 | SSI INVESTMENT MANAGEMENT LLC | 4,228,000 | 4,236,000 | 0.72% | PRN | |
| 33 | BARCLAYS PLC | 4,110,000 | 4,110,000 | 0.70% | PRN | |
| 34 | CANADA PENSION PLAN INVESTMENT BOARD | 3,500,000 | 3,509,000 | 0.60% | PRN | |
| 35 | FMR LLC | 2,600,000 | 2,607,000 | 0.45% | PRN | |
| 36 | Jefferies Group LLC | 2,437,000 | 2,443,000 | 0.42% | PRN | |
| 37 | CITIGROUP INC | 1,969,000 | 1,974,000 | 0.34% | PRN | |
| 38 | Bank of New York Mellon Corp | 1,008,000 | 1,013,000 | 0.17% | ||
| 39 | Compagnie Lombard Odier SCmA | 810,000 | 817,000 | 0.14% | PRN | |
| 40 | CREDIT AGRICOLE S A | 700,000 | 702,000 | 0.12% | PRN | |
| 41 | Oxbow Advisors, LLC | 580 | 580,000 | 0.10% | ||
| 42 | BlackRock Fund Advisors | 250,000 | 251,000 | 0.04% | PRN | |
| 43 | SUNTRUST BANKS INC | 189,000 | 189,000 | 0.03% | ||
| 44 | Calamos Wealth Management LLC | 140,000 | 141,000 | 0.02% | PRN | |
| 45 | BNP PARIBAS FINANCIAL MARKETS | 58,000 | 58,145 | 0.01% | PRN | |
| 46 | M&T BANK CORP | 54,000 | 54,000 | 0.01% | PRN | |
| 47 | BANK OF AMERICA CORP /DE/ | 27,000 | 27,000 | 0.00% | PRN | |
| 48 | STIFEL FINANCIAL CORP | 20,025 | 20,000 | 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.
