| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Graham Capital Management, L.P. | 73,699,000 | 79,958,000 | 24.24% | ||
| 2 | NORTHERN TRUST CORP | 466,000 | 50,590,000 | 15.33% | PRN | |
| 3 | Allianz Asset Management GmbH | 29,010,000 | 31,601,000 | 9.58% | PRN | |
| 4 | RWC Asset Management LLP | 21,850,000 | 23,759,000 | 7.20% | PRN | |
| 5 | WELLS FARGO & COMPANY/MN | 15,351,000 | 16,665,000 | 5.05% | PRN | |
| 6 | CREDIT SUISSE AG/ | 12,181,000 | 13,224,000 | 4.01% | PRN | |
| 7 | MORGAN STANLEY | 11,242,000 | 12,141,000 | 3.68% | PRN | |
| 8 | AVIVA PLC | 10,000,000 | 10,874,000 | 3.30% | PRN | |
| 9 | AQR ARBITRAGE LLC | 9,415,000 | 10,268,000 | 3.11% | PRN | |
| 10 | THRIVENT FINANCIAL FOR LUTHERANS | 8,075,000 | 8,766,000 | 2.66% | ||
| 11 | GOLDMAN SACHS GROUP INC | 7,147,000 | 7,759,000 | 2.35% | PRN | |
| 12 | SSI INVESTMENT MANAGEMENT LLC | 6,858,000 | 7,445,000 | 2.26% | PRN | |
| 13 | OAKTREE CAPITAL MANAGEMENT LP | 6,606,000 | 7,185,000 | 2.18% | PRN | |
| 14 | AMERIPRISE FINANCIAL INC | 6,500,000 | 7,057,000 | 2.14% | PRN | |
| 15 | MIZUHO SECURITIES USA LLC | 6,311,000 | 6,831,000 | 2.07% | ||
| 16 | DEUTSCHE BANK AG\ | 5,510,000 | 5,980,000 | 1.81% | PRN | |
| 17 | GLG Partners LP | 5,350,000 | 5,806,000 | 1.76% | PRN | |
| 18 | BNP PARIBAS FINANCIAL MARKETS | 5,006,000 | 5,434,664 | 1.65% | PRN | |
| 19 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 3,500,000 | 3,806,000 | 1.15% | PRN | |
| 20 | GEODE CAPITAL MANAGEMENT, LLC | 3,000,000 | 3,256,000 | 0.99% | PRN | |
| 21 | JPMORGAN CHASE & CO | 2,915,000 | 3,169,000 | 0.96% | PRN | |
| 22 | NOMURA HOLDINGS INC | 1,476,000 | 1,602,000 | 0.49% | PRN | |
| 23 | Calamos Advisors LLC | 1,298,000 | 1,414,000 | 0.43% | PRN | |
| 24 | Lombard Odier Asset Management (Europe) Ltd | 1,250,000 | 1,380,000 | 0.42% | PRN | |
| 25 | BlackRock Finance, Inc. | 884,000 | 960,000 | 0.29% | PRN | |
| 26 | BNP Paribas Asset Management Holding S.A. | 750,000 | 813,000 | 0.25% | PRN | |
| 27 | ADVENT CAPITAL MANAGEMENT /DE/ | 676,000 | 730,000 | 0.22% | PRN | |
| 28 | Oxbow Advisors, LLC | 540,000 | 586,000 | 0.18% | PRN | |
| 29 | Natixis Investment Managers International | 451 | 498,000 | 0.15% | ||
| 30 | BANK OF AMERICA CORP /DE/ | 179,000 | 194,000 | 0.06% | PRN | |
| 31 | BANK OF NOVA SCOTIA | 71,000 | 76,000 | 0.02% | ||
| 32 | SUN LIFE FINANCIAL INC | 29,000 | 31,000 | 0.01% | ||
| 33 | BLAIR WILLIAM & CO/IL | 21,000 | 23,000 | 0.01% | ||
| 34 | STIFEL FINANCIAL CORP | 20,856 | 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.
