| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 3,000 | 3,000 | 0.00% | PRN | |
| 2 | BLAIR WILLIAM & CO/IL | 11,000 | 11,000 | 0.00% | ||
| 3 | ADVISOR GROUP, INC. | 13 | 13,000 | 0.01% | PRN | |
| 4 | BARCLAYS PLC | 32,000 | 33,000 | 0.01% | PRN | |
| 5 | GOLDMAN SACHS GROUP INC | 120,000 | 124,000 | 0.05% | PRN | |
| 6 | SUNTRUST BANKS INC | 151,000 | 156,000 | 0.06% | PRN | |
| 7 | SEI INVESTMENTS CO | 205,000 | 212,000 | 0.09% | ||
| 8 | BlackRock Finance, Inc. | 245,000 | 253,000 | 0.10% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 400,000 | 413,000 | 0.17% | Put | PRN |
| 10 | PUTNAM INVESTMENTS LLC | 590,000 | 609,000 | 0.25% | ||
| 11 | Covalent Partners LLC | 957,000 | 989,000 | 0.41% | PRN | |
| 12 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 1,000,000 | 1,033,000 | 0.43% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 1,948,000 | 2,024,000 | 0.84% | PRN | |
| 14 | CLEAR PERSPECTIVE ADVISORS, LLC | 50,000 | 2,600,000 | 1.07% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 3,329,000 | 3,439,000 | 1.42% | PRN | |
| 16 | NOMURA HOLDINGS INC | 3,502,000 | 3,618,000 | 1.50% | PRN | |
| 17 | CITIGROUP INC | 4,310,000 | 4,453,000 | 1.84% | PRN | |
| 18 | JPMORGAN CHASE & CO | 5,012,000 | 5,208,000 | 2.15% | PRN | |
| 19 | CREDIT AGRICOLE S A | 5,696,000 | 5,885,000 | 2.43% | PRN | |
| 20 | THRIVENT FINANCIAL FOR LUTHERANS | 5,700,000 | 5,889,000 | 2.43% | ||
| 21 | MIZUHO SECURITIES USA LLC | 5,800,000 | 5,950,000 | 2.46% | ||
| 22 | CREDIT SUISSE AG/ | 6,500,000 | 6,715,000 | 2.78% | PRN | |
| 23 | RWC Asset Management LLP | 6,500,000 | 6,755,000 | 2.79% | PRN | |
| 24 | AGF INVESTMENTS INC. | 6,750,000 | 6,970,000 | 2.88% | ||
| 25 | GEODE CAPITAL MANAGEMENT, LLC | 7,500,000 | 7,748,000 | 3.20% | PRN | |
| 26 | AVIVA PLC | 8,000,000 | 8,314,000 | 3.44% | PRN | |
| 27 | Ferox Capital Management LP | 8,500,000 | 8,826,000 | 3.65% | PRN | |
| 28 | AMUNDI ASSET MANAGEMENT US, INC. | 9,940,000 | 10,270,000 | 4.25% | PRN | |
| 29 | BANK OF AMERICA CORP /DE/ | 15,009,000 | 15,506,000 | 6.41% | PRN | |
| 30 | LORD, ABBETT & CO. LLC | 15,319,000 | 15,903,000 | 6.57% | PRN | |
| 31 | LOOMIS SAYLES & CO L P | 471,825 | 17,670,000 | 7.31% | ||
| 32 | LAZARD ASSET MANAGEMENT LLC | 17,250,000 | 17,907,000 | 7.40% | PRN | |
| 33 | AQR ARBITRAGE LLC | 22,130,000 | 22,974,000 | 9.50% | PRN | |
| 34 | ADVENT CAPITAL MANAGEMENT /DE/ | 24,694,000 | 25,602,000 | 10.58% | PRN | |
| 35 | Calamos Advisors LLC | 26,785,000 | 27,813,000 | 11.50% | 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.
