| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NORTHERN TRUST CORP | 1,868,000 | 89,556,000 | 43.62% | PRN | |
| 2 | CITADEL ADVISORS LLC | 12,500,000 | 12,757,000 | 6.21% | PRN | |
| 3 | BlueCrest Capital Management LLP | 8,500,000 | 8,727,000 | 4.25% | PRN | |
| 4 | HBK INVESTMENTS L P | 8,000,000 | 8,196,000 | 3.99% | PRN | |
| 5 | ROYAL BANK OF CANADA | 7,500,000 | 7,660,000 | 3.73% | PRN | |
| 6 | OAKTREE CAPITAL MANAGEMENT LP | 7,000,000 | 7,171,000 | 3.49% | PRN | |
| 7 | Pine River Capital Management L.P. | 7,000,000 | 7,145,000 | 3.48% | PRN | |
| 8 | LAZARD ASSET MANAGEMENT LLC | 7,000,000 | 7,140,000 | 3.48% | PRN | |
| 9 | GEODE CAPITAL MANAGEMENT, LLC | 7,000,000 | 7,122,000 | 3.47% | PRN | |
| 10 | NOMURA HOLDINGS INC | 5,460,000 | 5,569,000 | 2.71% | PRN | |
| 11 | LINDEN ADVISORS LP | 5,000,000 | 5,111,000 | 2.49% | PRN | |
| 12 | SILVERBACK ASSET MANAGEMENT LLC | 5,000,000 | 5,100,000 | 2.48% | PRN | |
| 13 | AMUNDI ASSET MANAGEMENT US, INC. | 5,000,000 | 5,100,000 | 2.48% | PRN | |
| 14 | FMR LLC | 5,000,000 | 5,088,000 | 2.48% | PRN | |
| 15 | JPMORGAN CHASE & CO | 3,777,000 | 3,853,000 | 1.88% | PRN | |
| 16 | Polar Capital LLP | 3,000,000 | 3,062,000 | 1.49% | PRN | |
| 17 | MOORE CAPITAL MANAGEMENT, LP | 3,000,000 | 3,049,000 | 1.48% | ||
| 18 | CANYON CAPITAL ADVISORS LLC | 2,500,000 | 2,550,000 | 1.24% | PRN | |
| 19 | GAM Holding AG | 2,000,000 | 2,049,000 | 1.00% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 1,891,000 | 1,948,000 | 0.95% | PRN | |
| 21 | Sage Capital Management, LLC | 1,500,000 | 1,530,000 | 0.75% | PRN | |
| 22 | Schooner Investment Group, LLC. | 1,000,000 | 1,023,000 | 0.50% | PRN | |
| 23 | Andalusian Capital Partners, LP | 1,000,000 | 1,023,000 | 0.50% | ||
| 24 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 1,000,000 | 1,022,000 | 0.50% | PRN | |
| 25 | ADVENT CAPITAL MANAGEMENT /DE/ | 609,000 | 619,000 | 0.30% | PRN | |
| 26 | AMERIPRISE FINANCIAL INC | 500,000 | 511,000 | 0.25% | PRN | |
| 27 | CREDIT AGRICOLE S A | 491,000 | 501,000 | 0.24% | PRN | |
| 28 | CITIGROUP INC | 450,000 | 459,000 | 0.22% | PRN | |
| 29 | BARCLAYS PLC | 250,000 | 255,000 | 0.12% | PRN | |
| 30 | CREDIT SUISSE AG/ | 235,000 | 240,000 | 0.12% | PRN | |
| 31 | Jefferies Group LLC | 100,000 | 102,000 | 0.05% | PRN | |
| 32 | Investors Capital Advisory Services | 46,000 | 46,000 | 0.02% | ||
| 33 | Wellesley Asset Management | 23,183 | 23,752 | 0.01% | PRN | |
| 34 | MORGAN STANLEY | 20,000 | 20,000 | 0.01% | 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.
