| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BNP PARIBAS FINANCIAL MARKETS | 5,000,000 | 530,000,000 | 67.75% | ||
| 2 | Fore Research & Management, LP | 38,070,000 | 40,401,000 | 5.16% | PRN | |
| 3 | NOMURA HOLDINGS INC | 331,100 | 35,163,000 | 4.50% | Put | |
| 4 | Southpaw Asset Management LP | 33,000,000 | 34,980,000 | 4.47% | PRN | |
| 5 | FMR LLC | 25,585,000 | 27,120,000 | 3.47% | PRN | |
| 6 | AVIVA PLC | 21,000,000 | 22,155,000 | 2.83% | PRN | |
| 7 | NOMURA HOLDINGS INC | 150,200 | 15,951,000 | 2.04% | Call | |
| 8 | ADVENT CAPITAL MANAGEMENT /DE/ | 14,011,000 | 14,890,000 | 1.90% | PRN | |
| 9 | Gruss Capital Management LP | 12,000,000 | 12,682,000 | 1.62% | PRN | |
| 10 | CITIGROUP INC | 6,931,000 | 7,347,000 | 0.94% | PRN | |
| 11 | BlackRock Institutional Trust Company, N.A. | 6,909,000 | 7,324,000 | 0.94% | PRN | |
| 12 | IMPAX ASSET MANAGEMENT LLC | 5,000,000 | 5,306,000 | 0.68% | PRN | |
| 13 | FRANKLIN RESOURCES INC | 4,990,000 | 5,296,000 | 0.68% | PRN | |
| 14 | Ferox Capital Management LP | 4,000,000 | 4,301,000 | 0.55% | PRN | |
| 15 | THRIVENT FINANCIAL FOR LUTHERANS | 3,800,000 | 4,033,000 | 0.52% | ||
| 16 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 3,801,000 | 4,029,000 | 0.52% | PRN | |
| 17 | Invesco Ltd. | 2,250,000 | 2,385,000 | 0.30% | ||
| 18 | BARCLAYS PLC | 1,154,000 | 1,224,000 | 0.16% | PRN | |
| 19 | VICTORY CAPITAL MANAGEMENT INC | 1,080,000 | 1,145,000 | 0.15% | ||
| 20 | DEUTSCHE BANK AG\ | 1,020,000 | 1,081,000 | 0.14% | PRN | |
| 21 | Canal Insurance CO | 1,000 | 1,060,000 | 0.14% | PRN | |
| 22 | CREDIT SUISSE AG/ | 984,000 | 1,043,000 | 0.13% | PRN | |
| 23 | NOMURA HOLDINGS INC | 871,000 | 925,000 | 0.12% | PRN | |
| 24 | LAFFER TENGLER INVESTMENTS, INC. | 839,000 | 905,813 | 0.12% | ||
| 25 | MANAGED ACCOUNT ADVISORS LLC | 835,000 | 885,000 | 0.11% | PRN | |
| 26 | SUNTRUST BANKS INC | 204,000 | 215,000 | 0.03% | ||
| 27 | MACKAY SHIELDS LLC | 136,000 | 144,000 | 0.02% | PRN | |
| 28 | WELLS FARGO & COMPANY/MN | 115,000 | 122,000 | 0.02% | PRN | |
| 29 | IRON Financial LLC | 60,000 | 64,000 | 0.01% | ||
| 30 | MORGAN STANLEY | 52,000 | 54,000 | 0.01% | PRN | |
| 31 | UBS AG | 5,000 | 5,000 | 0.00% | PRN | |
| 32 | GLENMEDE TRUST CO NA | 5,000 | 5,000 | 0.00% | ||
| 33 | ROYAL BANK OF CANADA | 4,000 | 4,000 | 0.00% | PRN | |
| 34 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 1,000 | 0.00% | ||
| 35 | AMERIPRISE FINANCIAL INC | 1,000 | 1,000 | 0.00% | PRN | |
| 36 | BANK OF AMERICA CORP /DE/ | 1,000 | 1,000 | 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.
