| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF MONTREAL /CAN/ | 7,000 | 0 | 0.00% | PRN | |
| 2 | Creative Planning | 13,000 | 17,000 | 0.00% | PRN | |
| 3 | M&T BANK CORP | 14,000 | 18,000 | 0.00% | PRN | |
| 4 | Private Advisor Group, LLC | 15,000 | 19,000 | 0.00% | PRN | |
| 5 | MSI Financial Services Inc | 20,000 | 26,000 | 0.00% | ||
| 6 | BANK OF AMERICA CORP /DE/ | 26,000 | 34,000 | 0.01% | PRN | |
| 7 | MORGAN STANLEY | 27,000 | 34,000 | 0.01% | PRN | |
| 8 | BlackRock Fund Advisors | 50,000 | 65,000 | 0.01% | PRN | |
| 9 | CONNING INC. | 350,000 | 453,000 | 0.08% | PRN | |
| 10 | GLG Partners LP | 500,000 | 647,000 | 0.12% | PRN | |
| 11 | Calamos Wealth Management LLC | 592,000 | 772,000 | 0.14% | PRN | |
| 12 | GOLDMAN SACHS GROUP INC | 658,000 | 856,000 | 0.16% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 711,000 | 921,000 | 0.17% | PRN | |
| 14 | Jefferies Group LLC | 807,000 | 1,043,000 | 0.19% | PRN | |
| 15 | Ameritas Investment Partners, Inc. | 1,060,000 | 1,379,000 | 0.26% | PRN | |
| 16 | ZAZOVE ASSOCIATES LLC | 1,605,000 | 2,074,000 | 0.38% | PRN | |
| 17 | RUSSELL FRANK CO/ | 1,960,000 | 2,577,000 | 0.48% | ||
| 18 | D. E. Shaw & Co., Inc. | 2,000,000 | 2,592,000 | 0.48% | PRN | |
| 19 | BARCLAYS PLC | 2,157,000 | 2,804,000 | 0.52% | PRN | |
| 20 | CAMDEN ASSET MANAGEMENT L P /CA | 2,475,000 | 3,221,000 | 0.60% | PRN | |
| 21 | THRIVENT FINANCIAL FOR LUTHERANS | 2,500,000 | 3,235,000 | 0.60% | ||
| 22 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 3,000,000 | 3,904,000 | 0.72% | PRN | |
| 23 | AVIVA PLC | 3,000,000 | 3,911,000 | 0.73% | PRN | |
| 24 | Zurcher Kantonalbank (Zurich Cantonalbank) | 3,500,000 | 4,532,000 | 0.84% | PRN | |
| 25 | SSI INVESTMENT MANAGEMENT LLC | 3,841,000 | 4,959,000 | 0.92% | PRN | |
| 26 | MACKAY SHIELDS LLC | 4,857,000 | 6,332,000 | 1.18% | PRN | |
| 27 | OPERA TRADING CAPITAL | 6,000,000 | 7,801,000 | 1.45% | PRN | |
| 28 | KINGDON CAPITAL MANAGEMENT, L.L.C. | 6,500,000 | 8,430,000 | 1.56% | PRN | |
| 29 | CQS Cayman LP | 7,500,000 | 9,699,000 | 1.80% | PRN | |
| 30 | CITADEL ADVISORS LLC | 8,500,000 | 11,018,000 | 2.05% | PRN | |
| 31 | CREDIT SUISSE AG/ | 8,951,000 | 11,647,000 | 2.16% | PRN | |
| 32 | Invesco Ltd. | 9,200,000 | 11,972,000 | 2.22% | PRN | |
| 33 | ROYAL BANK OF CANADA | 9,935,000 | 12,862,000 | 2.39% | PRN | |
| 34 | RWC Asset Management LLP | 10,000,000 | 13,063,000 | 2.42% | PRN | |
| 35 | DEUTSCHE BANK AG\ | 10,649,000 | 13,855,000 | 2.57% | PRN | |
| 36 | CITIGROUP INC | 13,208,000 | 17,187,000 | 3.19% | PRN | |
| 37 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 16,000,000 | 20,820,000 | 3.86% | PRN | |
| 38 | GAM Holding AG | 18,642,000 | 24,178,000 | 4.49% | PRN | |
| 39 | Allianz Asset Management GmbH | 21,285,000 | 27,555,000 | 5.11% | PRN | |
| 40 | INCOME RESEARCH & MANAGEMENT | 22,577,000 | 29,378,000 | 5.45% | PRN | |
| 41 | LORD, ABBETT & CO. LLC | 23,914,000 | 31,178,000 | 5.79% | PRN | |
| 42 | AQR ARBITRAGE LLC | 29,712,000 | 38,737,000 | 7.19% | PRN | |
| 43 | ADVENT CAPITAL MANAGEMENT /DE/ | 32,393,000 | 42,507,000 | 7.89% | PRN | |
| 44 | JPMORGAN CHASE & CO | 34,080,000 | 44,121,000 | 8.19% | PRN | |
| 45 | AXA S.A. | 34,000,000 | 44,243,000 | 8.21% | PRN | |
| 46 | Calamos Advisors LLC | 55,293,000 | 72,092,000 | 13.38% | 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.
