| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Graham Capital Management, L.P. | 73,699,000 | 80,537,000 | 21.72% | ||
| 2 | NORTHERN TRUST CORP | 466,000 | 50,882,000 | 13.72% | PRN | |
| 3 | Allianz Asset Management GmbH | 29,010,000 | 31,715,000 | 8.55% | PRN | |
| 4 | CREDIT AGRICOLE S A | 358,840 | 28,123,000 | 7.59% | ||
| 5 | DEUTSCHE BANK AG\ | 19,817,000 | 21,637,000 | 5.84% | PRN | |
| 6 | STATE STREET CORP | 17,437,000 | 19,072,000 | 5.14% | ||
| 7 | RWC Asset Management LLP | 15,500,000 | 16,947,000 | 4.57% | PRN | |
| 8 | OAKTREE CAPITAL MANAGEMENT LP | 11,902,000 | 13,032,000 | 3.52% | PRN | |
| 9 | MORGAN STANLEY | 9,543,000 | 10,295,000 | 2.78% | PRN | |
| 10 | CREDIT SUISSE AG/ | 8,952,000 | 9,774,000 | 2.64% | PRN | |
| 11 | THRIVENT FINANCIAL FOR LUTHERANS | 8,875,000 | 9,690,000 | 2.61% | ||
| 12 | AQR ARBITRAGE LLC | 7,575,000 | 8,309,000 | 2.24% | PRN | |
| 13 | AMERIPRISE FINANCIAL INC | 6,500,000 | 7,097,000 | 1.91% | PRN | |
| 14 | SSI INVESTMENT MANAGEMENT LLC | 6,409,000 | 6,998,000 | 1.89% | PRN | |
| 15 | MIZUHO SECURITIES USA LLC | 6,171,000 | 6,781,000 | 1.83% | ||
| 16 | GOLDMAN SACHS GROUP INC | 5,675,000 | 6,196,000 | 1.67% | PRN | |
| 17 | GLG Partners LP | 5,350,000 | 5,837,000 | 1.57% | PRN | |
| 18 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 4,500,000 | 4,921,000 | 1.33% | PRN | |
| 19 | CI INVESTMENTS INC. | 4,006,000 | 4,374,000 | 1.18% | ||
| 20 | Lombard Odier Asset Management (Europe) Ltd | 3,630,000 | 3,969,000 | 1.07% | PRN | |
| 21 | BNP PARIBAS FINANCIAL MARKETS | 3,500,000 | 3,821,580 | 1.03% | PRN | |
| 22 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 3,275,000 | 0.88% | PRN | |
| 23 | CITIGROUP INC | 2,883,000 | 3,148,000 | 0.85% | PRN | |
| 24 | JPMORGAN CHASE & CO | 2,594,000 | 2,836,000 | 0.76% | PRN | |
| 25 | NOMURA HOLDINGS INC | 2,226,000 | 2,431,000 | 0.66% | PRN | |
| 26 | BNP Paribas Asset Management Holding S.A. | 1,500,000 | 1,634,000 | 0.44% | PRN | |
| 27 | Calamos Advisors LLC | 1,438,000 | 1,572,000 | 0.42% | PRN | |
| 28 | Compagnie Lombard Odier SCmA | 1,260,000 | 1,382,000 | 0.37% | PRN | |
| 29 | ADVENT CAPITAL MANAGEMENT /DE/ | 676,000 | 730,000 | 0.20% | PRN | |
| 30 | BlackRock Finance, Inc. | 655,000 | 715,000 | 0.19% | PRN | |
| 31 | Oxbow Advisors, LLC | 560,000 | 611,000 | 0.16% | PRN | |
| 32 | Lombard Odier Asset Management (Switzerland) SA | 500,000 | 547,000 | 0.15% | PRN | |
| 33 | Natixis Investment Managers International | 451 | 495,000 | 0.13% | ||
| 34 | WELLS FARGO & COMPANY/MN | 400,000 | 436,000 | 0.12% | PRN | |
| 35 | BARCLAYS PLC | 362,000 | 395,000 | 0.11% | PRN | |
| 36 | MML INVESTORS SERVICES, INC. | 12,431 | 281,000 | 0.08% | ||
| 37 | LINDEN ADVISORS LP | 172,000 | 188,000 | 0.05% | PRN | |
| 38 | BLAIR WILLIAM & CO/IL | 21,000 | 23,000 | 0.01% | ||
| 39 | STIFEL FINANCIAL CORP | 20,919 | 22,000 | 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.
