| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY | 4,000 | 8,000 | 0.00% | PRN | |
| 2 | Waverly Advisors, LLC | 15,000 | 30,000 | 0.00% | PRN | |
| 3 | NOMURA HOLDINGS INC | 28,000 | 56,000 | 0.01% | PRN | |
| 4 | BNP PARIBAS FINANCIAL MARKETS | 40,000 | 79,600 | 0.01% | PRN | |
| 5 | BlackRock Fund Advisors | 76,000 | 151,000 | 0.02% | PRN | |
| 6 | BARCLAYS PLC | 119,000 | 237,000 | 0.03% | PRN | |
| 7 | RAYMOND JAMES & ASSOCIATES | 180,000 | 358,000 | 0.04% | PRN | |
| 8 | Bank of New York Mellon Corp | 250,000 | 503,000 | 0.06% | ||
| 9 | SANDLER CAPITAL MANAGEMENT | 300,000 | 597,000 | 0.07% | PRN | |
| 10 | WELLINGTON MANAGEMENT GROUP LLP | 322,000 | 641,000 | 0.07% | PRN | |
| 11 | SHENKMAN CAPITAL MANAGEMENT INC | 420,000 | 838,000 | 0.09% | PRN | |
| 12 | BANK OF NOVA SCOTIA | 450,000 | 897,000 | 0.10% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 581,000 | 1,156,000 | 0.13% | Call | PRN |
| 14 | RUSSELL INVESTMENTS GROUP, LTD. | 626,000 | 1,253,000 | 0.14% | ||
| 15 | Calamos Advisors LLC | 686,000 | 1,369,000 | 0.15% | PRN | |
| 16 | WEDBUSH SECURITIES INC | 10,000 | 1,990,000 | 0.22% | ||
| 17 | SG Americas Securities, LLC | 10,000 | 1,995,000 | 0.22% | PRN | |
| 18 | AMUNDI ASSET MANAGEMENT US, INC. | 1,150,000 | 2,288,000 | 0.25% | PRN | |
| 19 | CNO Financial Group, Inc. | 1,500,000 | 2,985,000 | 0.33% | PRN | |
| 20 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 1,500,000 | 2,985,000 | 0.33% | PRN | |
| 21 | CONNING INC. | 1,650,000 | 3,281,000 | 0.36% | PRN | |
| 22 | KEYBANK NATIONAL ASSOCIATION/OH | 1,715,000 | 3,413,000 | 0.38% | ||
| 23 | PNC FINANCIAL SERVICES GROUP, INC. | 20,000 | 3,980,000 | 0.44% | PRN | |
| 24 | MINT TOWER CAPITAL MANAGEMENT B.V. | 2,500,000 | 4,981,000 | 0.55% | PRN | |
| 25 | MACQUARIE GROUP LTD | 2,525,000 | 5,025,000 | 0.56% | PRN | |
| 26 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,750,000 | 5,483,000 | 0.61% | PRN | |
| 27 | Kohlberg Kravis Roberts & Co. L.P. | 3,250,000 | 6,542,000 | 0.72% | PRN | |
| 28 | GOLDMAN SACHS GROUP INC | 3,310,000 | 6,587,000 | 0.73% | PRN | |
| 29 | BANK OF AMERICA CORP /DE/ | 3,643,000 | 7,250,000 | 0.80% | PRN | |
| 30 | SSI INVESTMENT MANAGEMENT LLC | 3,687,000 | 7,340,000 | 0.81% | PRN | |
| 31 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 9,952,000 | 1.10% | PRN | |
| 32 | PERISCOPE CAPITAL INC. | 5,000,000 | 9,969,000 | 1.10% | PRN | |
| 33 | AEGON USA Investment Management, LLC | 5,500,000 | 10,945,000 | 1.21% | PRN | |
| 34 | JPMORGAN CHASE & CO | 5,463,000 | 10,981,000 | 1.22% | PRN | |
| 35 | UBS Group AG | 6,562,000 | 13,058,000 | 1.45% | PRN | |
| 36 | ROYAL BANK OF CANADA | 7,525,000 | 14,975,000 | 1.66% | PRN | |
| 37 | CQS Cayman LP | 7,750,000 | 15,477,000 | 1.71% | PRN | |
| 38 | CANADA PENSION PLAN INVESTMENT BOARD | 8,000,000 | 15,929,000 | 1.76% | PRN | |
| 39 | ADVENT CAPITAL MANAGEMENT /DE/ | 8,106,000 | 16,151,000 | 1.79% | PRN | |
| 40 | CREDIT SUISSE AG/ | 8,200,000 | 16,318,000 | 1.81% | PRN | |
| 41 | CSS LLC/IL | 9,358,000 | 18,647,000 | 2.06% | PRN | |
| 42 | GEODE CAPITAL MANAGEMENT, LLC | 10,000,000 | 19,900,000 | 2.20% | PRN | |
| 43 | THRIVENT FINANCIAL FOR LUTHERANS | 10,850,000 | 21,592,000 | 2.39% | ||
| 44 | INCOME RESEARCH & MANAGEMENT | 12,720,000 | 25,313,000 | 2.80% | PRN | |
| 45 | WELLS FARGO & COMPANY/MN | 14,551,000 | 28,975,000 | 3.21% | PRN | |
| 46 | CAISSE DE DEPOT ET PLACEMENT DU QUEBEC | 15,000,000 | 30,205,000 | 3.34% | PRN | |
| 47 | MACKAY SHIELDS LLC | 15,474,000 | 30,871,000 | 3.42% | PRN | |
| 48 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 15,550,000 | 30,919,000 | 3.42% | PRN | |
| 49 | QVT Financial LP | 16,500,000 | 32,977,000 | 3.65% | PRN | |
| 50 | AXA S.A. | 18,400,000 | 36,616,000 | 4.05% | 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.
