| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NORTHERN TRUST CORP | 4,050,000 | 302,680,000 | 53.92% | PRN | |
| 2 | ARISTEIA CAPITAL, L.L.C. | 21,000,000 | 33,994,000 | 6.06% | PRN | |
| 3 | FMR LLC | 18,600,000 | 30,039,000 | 5.35% | PRN | |
| 4 | CITADEL ADVISORS LLC | 15,000,000 | 24,275,000 | 4.32% | PRN | |
| 5 | Invesco Ltd. | 14,500,000 | 23,445,000 | 4.18% | ||
| 6 | Ionic Capital Management LLC | 12,650,000 | 20,484,000 | 3.65% | PRN | |
| 7 | GOLDMAN SACHS GROUP INC | 11,365,000 | 18,376,000 | 3.27% | PRN | |
| 8 | PUTNAM INVESTMENTS LLC | 9,660,000 | 15,601,000 | 2.78% | ||
| 9 | AMERIPRISE FINANCIAL INC | 9,478,000 | 15,337,000 | 2.73% | PRN | |
| 10 | LINDEN ADVISORS LP | 9,270,000 | 15,032,000 | 2.68% | PRN | |
| 11 | BlueCrest Capital Management LLP | 5,400,000 | 8,764,000 | 1.56% | PRN | |
| 12 | BANK OF AMERICA CORP /DE/ | 4,902,000 | 7,926,000 | 1.41% | PRN | |
| 13 | ADVENT CAPITAL MANAGEMENT /DE/ | 4,000,000 | 6,466,000 | 1.15% | PRN | |
| 14 | Mohican Financial Management, LLC | 3,600,000 | 5,821,000 | 1.04% | ||
| 15 | SSI INVESTMENT MANAGEMENT LLC | 2,975,000 | 4,810,000 | 0.86% | PRN | |
| 16 | Man Investments (CH) AG | 2,500,000 | 4,040,000 | 0.72% | PRN | |
| 17 | GRACE BROTHERS MANAGEMENT LLC | 2,100,000 | 3,399,000 | 0.61% | PRN | |
| 18 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,850,000 | 2,998,000 | 0.53% | PRN | |
| 19 | LORD, ABBETT & CO. LLC | 1,725,000 | 2,796,000 | 0.50% | PRN | |
| 20 | MORGAN STANLEY | 1,591,000 | 2,564,000 | 0.46% | PRN | |
| 21 | WOLVERINE ASSET MANAGEMENT LLC | 1,500,000 | 2,426,000 | 0.43% | PRN | |
| 22 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 1,621,000 | 0.29% | PRN | |
| 23 | Sage Capital Management, LLC | 1,000,000 | 1,616,000 | 0.29% | PRN | |
| 24 | WELLS FARGO & COMPANY/MN | 1,000,000 | 1,616,000 | 0.29% | PRN | |
| 25 | CREDIT AGRICOLE S A | 910,000 | 1,471,000 | 0.26% | PRN | |
| 26 | ALTEGRIS ADVISORS, L.L.C. | 750,000 | 1,213,000 | 0.22% | ||
| 27 | Passport Capital, LLC | 500,000 | 811,000 | 0.14% | PRN | |
| 28 | WELLINGTON MANAGEMENT GROUP LLP | 397,000 | 642,000 | 0.11% | PRN | |
| 29 | JPMORGAN CHASE & CO | 350,000 | 566,000 | 0.10% | PRN | |
| 30 | BARCLAYS PLC | 245,000 | 394,000 | 0.07% | PRN | |
| 31 | Investors Capital Advisory Services | 66,000 | 106,000 | 0.02% | ||
| 32 | CITIGROUP INC | 25,000 | 40,000 | 0.01% | PRN | |
| 33 | Wellesley Asset Management | 17,050 | 27,738 | 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.
