| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BANK OF CANADA | 10,000 | 18,000 | 0.00% | PRN | |
| 2 | Brown Advisory Securities, LLC | 12,000 | 23,000 | 0.00% | PRN | |
| 3 | Wellesley Asset Management | 12,564 | 23,006 | 0.00% | PRN | |
| 4 | M&T BANK CORP | 15,000 | 27,000 | 0.00% | PRN | |
| 5 | HighTower Advisors, LLC | 15,000 | 27,000 | 0.00% | PRN | |
| 6 | MIZUHO SECURITIES USA LLC | 55,000 | 100,000 | 0.01% | ||
| 7 | Investors Capital Advisory Services | 70,000 | 127,000 | 0.01% | ||
| 8 | WELLINGTON MANAGEMENT GROUP LLP | 238,000 | 434,000 | 0.04% | PRN | |
| 9 | PNC FINANCIAL SERVICES GROUP, INC. | 6,000 | 1,094,000 | 0.10% | PRN | |
| 10 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 600,000 | 1,097,000 | 0.10% | PRN | |
| 11 | FIL Ltd | 750,000 | 1,367,000 | 0.13% | PRN | |
| 12 | ONTARIO TEACHERS PENSION PLAN BOARD | 1,000,000 | 1,828,000 | 0.17% | PRN | |
| 13 | RAVEN ROCK CAPITAL MANAGEMENT, LLC | 1,000,000 | 1,990,000 | 0.18% | PRN | |
| 14 | MANAGED ACCOUNT ADVISORS LLC | 1,130,000 | 2,060,000 | 0.19% | PRN | |
| 15 | NOMURA HOLDINGS INC | 1,171,000 | 2,135,000 | 0.20% | PRN | |
| 16 | Allianz Asset Management GmbH | 1,200,000 | 2,194,000 | 0.20% | PRN | |
| 17 | BARCLAYS PLC | 1,250,000 | 2,275,000 | 0.21% | PRN | |
| 18 | Bank of New York Mellon Corp | 1,773,000 | 3,244,000 | 0.30% | ||
| 19 | CITIGROUP INC | 1,947,000 | 3,550,000 | 0.33% | PRN | |
| 20 | BANK OF AMERICA CORP /DE/ | 1,974,000 | 3,599,000 | 0.33% | PRN | |
| 21 | SSI INVESTMENT MANAGEMENT LLC | 2,729,000 | 4,976,000 | 0.46% | ||
| 22 | GRACE BROTHERS MANAGEMENT LLC | 2,800,000 | 5,117,000 | 0.47% | PRN | |
| 23 | Jabre Capital Partners S.A. | 3,000,000 | 5,481,000 | 0.50% | PRN | |
| 24 | Clearbridge Investments, LLC | 3,000,000 | 5,490,000 | 0.50% | PRN | |
| 25 | TENOR CAPITAL MANAGEMENT Co., L.P. | 3,000,000 | 5,490,000 | 0.50% | PRN | |
| 26 | CREDIT AGRICOLE S A | 3,578,000 | 6,807,000 | 0.62% | PRN | |
| 27 | JPMORGAN CHASE & CO | 3,748,000 | 6,833,000 | 0.63% | PRN | |
| 28 | AXA S.A. | 4,000,000 | 7,293,000 | 0.67% | PRN | |
| 29 | PUTNAM INVESTMENTS LLC | 4,245,000 | 7,740,000 | 0.71% | ||
| 30 | SYMPHONY ASSET MANAGEMENT LLC | 4,340,000 | 7,912,000 | 0.73% | PRN | |
| 31 | SHENKMAN CAPITAL MANAGEMENT INC | 4,471,000 | 8,162,000 | 0.75% | PRN | |
| 32 | BASSO CAPITAL MANAGEMENT, L.P. | 4,825,000 | 8,782,000 | 0.81% | PRN | |
| 33 | LAZARD ASSET MANAGEMENT LLC | 5,000,000 | 9,115,000 | 0.84% | PRN | |
| 34 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 5,000,000 | 9,148,000 | 0.84% | PRN | |
| 35 | BTG Pactual Global Asset Management Ltd | 5,500 | 10,024,000 | 0.92% | PRN | |
| 36 | Verition Fund Management LLC | 5,504,000 | 10,062,000 | 0.92% | PRN | |
| 37 | CSS LLC/IL | 5,800,000 | 10,599,000 | 0.97% | PRN | |
| 38 | DEUTSCHE BANK AG\ | 5,818,000 | 10,606,000 | 0.97% | PRN | |
| 39 | LORD, ABBETT & CO. LLC | 6,975,000 | 12,751,000 | 1.17% | PRN | |
| 40 | Nicholas Investment Partners, LP | 7,150,000 | 13,035,000 | 1.20% | PRN | |
| 41 | AMERIPRISE FINANCIAL INC | 7,422,000 | 13,531,000 | 1.24% | PRN | |
| 42 | CREDIT SUISSE AG/ | 7,685,000 | 14,011,000 | 1.29% | PRN | |
| 43 | WELLS FARGO & COMPANY/MN | 8,418,000 | 15,347,000 | 1.41% | PRN | |
| 44 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 8,500,000 | 15,497,000 | 1.42% | PRN | |
| 45 | AMUNDI ASSET MANAGEMENT US, INC. | 8,510,000 | 15,514,000 | 1.42% | PRN | |
| 46 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,600,000 | 15,679,000 | 1.44% | PRN | |
| 47 | PRUDENTIAL PLC | 9,213,000 | 16,796,000 | 1.54% | ||
| 48 | GEODE CAPITAL MANAGEMENT, LLC | 11,000,000 | 20,054,000 | 1.84% | PRN | |
| 49 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,000,000 | 20,079,000 | 1.84% | ||
| 50 | MACKAY SHIELDS LLC | 11,217,000 | 20,494,000 | 1.88% | 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.
