| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF MONTREAL /CAN/ | 2,000 | 0 | 0.00% | PRN | |
| 2 | Creative Planning | 2,000 | 3,000 | 0.00% | PRN | |
| 3 | THOMPSON DAVIS & CO., INC. | 2,000 | 3,000 | 0.00% | ||
| 4 | Private Advisor Group, LLC | 17,000 | 28,000 | 0.00% | PRN | |
| 5 | M&T BANK CORP | 20,000 | 33,000 | 0.00% | PRN | |
| 6 | MORGAN STANLEY | 101,000 | 168,000 | 0.01% | PRN | |
| 7 | BLACKROCK ADVISORS LLC | 200,000 | 333,000 | 0.01% | PRN | |
| 8 | BlackRock Fund Advisors | 275,000 | 458,000 | 0.02% | PRN | |
| 9 | CITIGROUP INC | 311,000 | 518,000 | 0.02% | PRN | |
| 10 | Jefferies Group LLC | 364,000 | 604,000 | 0.02% | PRN | |
| 11 | IRON Financial LLC | 395,000 | 658,000 | 0.03% | ||
| 12 | LAFFER TENGLER INVESTMENTS, INC. | 868 | 1,444,757 | 0.06% | PRN | |
| 13 | JANE STREET GROUP, LLC | 1,000,000 | 1,654,000 | 0.07% | ||
| 14 | Paloma Partners Management Co | 1,000,000 | 1,666,000 | 0.07% | PRN | |
| 15 | GABELLI FUNDS LLC | 1,000,000 | 1,666,000 | 0.07% | PRN | |
| 16 | Calamos Wealth Management LLC | 1,064,000 | 1,787,000 | 0.07% | PRN | |
| 17 | MIZUHO SECURITIES USA LLC | 1,205,000 | 2,004,000 | 0.08% | ||
| 18 | Bank of New York Mellon Corp | 1,250,000 | 2,075,000 | 0.08% | ||
| 19 | CONNING INC. | 1,450,000 | 2,421,000 | 0.10% | PRN | |
| 20 | Kamunting Street Capital Management, L.P. | 1,500,000 | 2,498,000 | 0.10% | PRN | |
| 21 | GOLDMAN SACHS GROUP INC | 1,996,000 | 3,325,000 | 0.14% | PRN | |
| 22 | GEODE CAPITAL MANAGEMENT, LLC | 2,000,000 | 3,331,000 | 0.14% | PRN | |
| 23 | Ferox Capital Management LP | 2,000,000 | 3,362,000 | 0.14% | PRN | |
| 24 | CREDIT AGRICOLE S A | 2,185,000 | 3,639,000 | 0.15% | PRN | |
| 25 | Ionic Capital Management LLC | 2,475,000 | 4,109,000 | 0.17% | PRN | |
| 26 | SG Americas Securities, LLC | 27,870 | 4,656,000 | 0.19% | PRN | |
| 27 | ELLIOTT MANAGEMENT CORP | 3,500,000 | 5,812,000 | 0.24% | PRN | |
| 28 | CANADA PENSION PLAN INVESTMENT BOARD | 4,000,000 | 6,635,000 | 0.27% | PRN | |
| 29 | JUPITER ASSET MANAGEMENT LTD | 4,200,000 | 6,884,000 | 0.28% | PRN | |
| 30 | AVIVA PLC | 4,500,000 | 7,470,000 | 0.30% | PRN | |
| 31 | WHITEBOX ADVISORS LLC | 4,850,000 | 8,078,000 | 0.33% | PRN | |
| 32 | CREDIT SUISSE AG/ | 4,903,000 | 8,167,000 | 0.33% | PRN | |
| 33 | BNP PARIBAS FINANCIAL MARKETS | 5,250,000 | 8,744,558 | 0.36% | PRN | |
| 34 | AXA S.A. | 5,250,000 | 8,745,000 | 0.36% | PRN | |
| 35 | SSI INVESTMENT MANAGEMENT LLC | 5,717,000 | 9,526,000 | 0.39% | PRN | |
| 36 | Jabre Capital Partners S.A. | 7,200,000 | 11,968,000 | 0.49% | PRN | |
| 37 | BNP Paribas Asset Management Holding S.A. | 7,300,000 | 12,328,000 | 0.50% | PRN | |
| 38 | SYMPHONY ASSET MANAGEMENT LLC | 7,655,000 | 12,709,000 | 0.52% | PRN | |
| 39 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 8,000,000 | 13,325,000 | 0.54% | PRN | |
| 40 | Man Investments (CH) AG | 8,600,000 | 14,281,000 | 0.58% | PRN | |
| 41 | CSS LLC/IL | 8,750,000 | 14,545,000 | 0.59% | PRN | |
| 42 | PUTNAM INVESTMENTS LLC | 9,008,000 | 15,004,000 | 0.61% | ||
| 43 | SHENKMAN CAPITAL MANAGEMENT INC | 9,117,000 | 15,136,000 | 0.62% | PRN | |
| 44 | DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 10,000,000 | 16,601,000 | 0.68% | PRN | |
| 45 | AMERIPRISE FINANCIAL INC | 10,500,000 | 17,489,000 | 0.71% | PRN | |
| 46 | BASSO CAPITAL MANAGEMENT, L.P. | 10,970,000 | 18,196,000 | 0.74% | PRN | |
| 47 | ANGELO GORDON & CO., L.P. | 12,000,000 | 19,988,000 | 0.81% | PRN | |
| 48 | THRIVENT FINANCIAL FOR LUTHERANS | 12,950,000 | 21,635,000 | 0.88% | ||
| 49 | ADVENT CAPITAL MANAGEMENT /DE/ | 13,355,000 | 22,600,000 | 0.92% | PRN | |
| 50 | MACKAY SHIELDS LLC | 14,280,000 | 23,857,000 | 0.97% | 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.
