| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | NORTHERN TRUST CORP | 7,400,000 | 83,795,000 | 29.50% | PRN | |
| 2 | OAKTREE CAPITAL MANAGEMENT LP | 41,250,000 | 45,444,000 | 16.00% | PRN | |
| 3 | ADVENT CAPITAL MANAGEMENT /DE/ | 37,136,000 | 40,646,000 | 14.31% | PRN | |
| 4 | CITADEL ADVISORS LLC | 25,000,000 | 27,291,000 | 9.61% | PRN | |
| 5 | BlueCrest Capital Management LLP | 12,500,000 | 13,696,000 | 4.82% | PRN | |
| 6 | CAPSTONE INVESTMENT ADVISORS, LLC | 10,000,000 | 10,949,000 | 3.85% | PRN | |
| 7 | MORGAN STANLEY | 9,021,000 | 9,800,000 | 3.45% | PRN | |
| 8 | Calamos Advisors LLC | 5,000,000 | 5,475,000 | 1.93% | PRN | |
| 9 | SSI INVESTMENT MANAGEMENT LLC | 3,839,000 | 4,195,000 | 1.48% | PRN | |
| 10 | JPMORGAN CHASE & CO | 3,822,000 | 4,176,000 | 1.47% | PRN | |
| 11 | CREDIT SUISSE AG/ | 3,535,000 | 3,862,000 | 1.36% | PRN | |
| 12 | THRIVENT FINANCIAL FOR LUTHERANS | 3,125,000 | 3,391,000 | 1.19% | ||
| 13 | Mohican Financial Management, LLC | 3,000,000 | 3,311,000 | 1.17% | ||
| 14 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 3,000,000 | 3,283,000 | 1.16% | PRN | |
| 15 | Man Investments (CH) AG | 2,800,000 | 3,073,000 | 1.08% | PRN | |
| 16 | SG Americas Securities, LLC | 25,000 | 2,731,000 | 0.96% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 2,345,000 | 2,561,000 | 0.90% | PRN | |
| 18 | CAMDEN ASSET MANAGEMENT L P /CA | 2,180,000 | 2,382,000 | 0.84% | PRN | |
| 19 | GRACE BROTHERS MANAGEMENT LLC | 2,000,000 | 2,189,000 | 0.77% | PRN | |
| 20 | WELLS FARGO & COMPANY/MN | 1,600,000 | 1,748,000 | 0.62% | PRN | |
| 21 | ROYAL BANK OF CANADA | 1,575,000 | 1,721,000 | 0.61% | PRN | |
| 22 | Castle Creek Arbitrage, LLC | 1,500,000 | 1,643,000 | 0.58% | PRN | |
| 23 | ARISTEIA CAPITAL, L.L.C. | 1,500,000 | 1,635,000 | 0.58% | PRN | |
| 24 | Bank of New York Mellon Corp | 1,500,000 | 1,628,000 | 0.57% | ||
| 25 | Investors Capital Advisory Services | 1,309,000 | 1,429,000 | 0.50% | ||
| 26 | Cutler Capital Management, LLC | 1,000,000 | 1,092,000 | 0.38% | PRN | |
| 27 | LAZARD ASSET MANAGEMENT LLC | 440,000 | 480,000 | 0.17% | PRN | |
| 28 | SUNTRUST BANKS INC | 200,000 | 217,000 | 0.08% | ||
| 29 | D.A. DAVIDSON & CO. | 105,000 | 113,000 | 0.04% | ||
| 30 | Wellesley Asset Management | 58,343 | 64,031 | 0.02% | PRN | |
| 31 | HighTower Advisors, LLC | 29,000 | 32,000 | 0.01% | PRN | |
| 32 | Commonwealth Equity Services, Inc | 17,000 | 19,000 | 0.01% | ||
| 33 | Creative Planning | 10,000 | 11,000 | 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.
