| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BANK OF CANADA | 4,000 | 6,000 | 0.00% | PRN | |
| 2 | MORGAN STANLEY | 6,000 | 9,000 | 0.00% | PRN | |
| 3 | WELLS FARGO & COMPANY/MN | 10,000 | 14,000 | 0.00% | PRN | |
| 4 | M&T BANK CORP | 15,000 | 21,000 | 0.00% | PRN | |
| 5 | PRICE T ROWE ASSOCIATES INC /MD/ | 160,000 | 228,000 | 0.02% | PRN | |
| 6 | Natixis Investment Managers International | 460 | 658,000 | 0.05% | ||
| 7 | WEDBUSH SECURITIES INC | 5,000 | 712,000 | 0.06% | ||
| 8 | Penn Capital Management Company, LLC | 540,000 | 769,000 | 0.06% | PRN | |
| 9 | BlackRock Finance, Inc. | 655,000 | 933,000 | 0.08% | PRN | |
| 10 | NORTHERN TRUST CORP | 839,000 | 1,195,000 | 0.10% | PRN | |
| 11 | KEYBANK NATIONAL ASSOCIATION/OH | 850,000 | 1,210,000 | 0.10% | ||
| 12 | BARCLAYS PLC | 1,000,000 | 1,424,000 | 0.12% | PRN | |
| 13 | BANK OF AMERICA CORP /DE/ | 1,090,000 | 1,552,000 | 0.13% | PRN | |
| 14 | Calamos Advisors LLC | 1,305,000 | 1,864,000 | 0.15% | PRN | |
| 15 | CONNING INC. | 1,660,000 | 2,365,000 | 0.19% | PRN | |
| 16 | WELLINGTON MANAGEMENT GROUP LLP | 1,694,000 | 2,412,000 | 0.20% | PRN | |
| 17 | INCOME RESEARCH & MANAGEMENT | 2,770,000 | 3,944,000 | 0.32% | PRN | |
| 18 | CITIGROUP INC | 2,980,000 | 4,243,000 | 0.35% | PRN | |
| 19 | Lombard Odier Asset Management (Switzerland) SA | 3,200,000 | 4,567,000 | 0.37% | PRN | |
| 20 | ZAZOVE ASSOCIATES LLC | 3,290,000 | 4,690,000 | 0.38% | PRN | |
| 21 | Zurcher Kantonalbank (Zurich Cantonalbank) | 3,400,000 | 4,846,000 | 0.40% | PRN | |
| 22 | AEGON USA Investment Management, LLC | 3,750,000 | 5,339,000 | 0.44% | PRN | |
| 23 | RUSSELL INVESTMENTS GROUP, LTD. | 3,774,000 | 5,373,000 | 0.44% | ||
| 24 | SG Americas Securities, LLC | 40,670 | 5,811,000 | 0.47% | PRN | |
| 25 | MACQUARIE GROUP LTD | 4,250,000 | 6,079,000 | 0.50% | PRN | |
| 26 | Polar Capital LLP | 4,250,000 | 6,099,000 | 0.50% | PRN | |
| 27 | GLG Partners LP | 5,000,000 | 7,122,000 | 0.58% | PRN | |
| 28 | PIER 88 INVESTMENT PARTNERS LLC | 5,150,000 | 7,332,000 | 0.60% | PRN | |
| 29 | CREDIT AGRICOLE S A | 5,496,000 | 7,825,000 | 0.64% | PRN | |
| 30 | RWC Asset Management LLP | 5,500,000 | 7,841,000 | 0.64% | PRN | |
| 31 | SHENKMAN CAPITAL MANAGEMENT INC | 5,688,000 | 8,127,000 | 0.66% | PRN | |
| 32 | THRIVENT FINANCIAL FOR LUTHERANS | 5,900,000 | 8,400,000 | 0.68% | ||
| 33 | Man Investments (CH) AG | 6,000,000 | 8,572,000 | 0.70% | PRN | |
| 34 | OAKTREE CAPITAL MANAGEMENT LP | 6,177,000 | 8,815,000 | 0.72% | PRN | |
| 35 | CQS Cayman LP | 8,000,000 | 11,418,000 | 0.93% | PRN | |
| 36 | SYMPHONY ASSET MANAGEMENT LLC | 9,560,000 | 13,659,000 | 1.11% | PRN | |
| 37 | GAM Holding AG | 10,000,000 | 14,293,000 | 1.17% | PRN | |
| 38 | Kohlberg Kravis Roberts & Co. L.P. | 10,000,000 | 14,303,000 | 1.17% | PRN | |
| 39 | Jefferies Group LLC | 10,333,000 | 14,745,000 | 1.20% | PRN | |
| 40 | BNP Paribas Asset Management Holding S.A. | 11,500,000 | 16,382,000 | 1.34% | PRN | |
| 41 | AVIVA PLC | 12,000,000 | 17,146,000 | 1.40% | PRN | |
| 42 | UBS Group AG | 12,274,000 | 17,475,000 | 1.42% | PRN | |
| 43 | Carlson Capital, L.P. | 12,500,000 | 17,801,000 | 1.45% | PRN | |
| 44 | Compagnie Lombard Odier SCmA | 14,420,000 | 20,580,000 | 1.68% | PRN | |
| 45 | VICTORY CAPITAL MANAGEMENT INC | 16,398,000 | 23,346,000 | 1.90% | PRN | |
| 46 | DEUTSCHE BANK AG\ | 20,038,000 | 28,529,000 | 2.33% | PRN | |
| 47 | SSI INVESTMENT MANAGEMENT LLC | 20,794,000 | 29,604,000 | 2.41% | PRN | |
| 48 | MACKAY SHIELDS LLC | 21,490,000 | 30,704,000 | 2.50% | PRN | |
| 49 | STATE STREET CORP | 29,027,000 | 41,376,000 | 3.37% | ||
| 50 | CREDIT SUISSE AG/ | 29,780,000 | 42,399,000 | 3.46% | 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.
