| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BANK OF CANADA | 2,000 | 2,000 | 0.00% | PRN | |
| 2 | THOMPSON DAVIS & CO., INC. | 2,109 | 2,000 | 0.00% | ||
| 3 | D.A. DAVIDSON & CO. | 6,000 | 6,000 | 0.00% | ||
| 4 | CITIGROUP INC | 8,000 | 9,000 | 0.00% | PRN | |
| 5 | STIFEL FINANCIAL CORP | 10,850 | 11,000 | 0.00% | PRN | |
| 6 | Brown Advisory Securities, LLC | 19,000 | 20,000 | 0.00% | PRN | |
| 7 | ADVISOR GROUP, INC. | 21 | 23,000 | 0.00% | PRN | |
| 8 | M&T BANK CORP | 23,000 | 25,000 | 0.00% | PRN | |
| 9 | BARCLAYS PLC | 34,000 | 37,000 | 0.00% | PRN | |
| 10 | SUNTRUST BANKS INC | 112,000 | 121,000 | 0.01% | ||
| 11 | BlackRock Fund Advisors | 175,000 | 190,000 | 0.01% | PRN | |
| 12 | MORGAN STANLEY | 199,000 | 216,000 | 0.02% | PRN | |
| 13 | Natixis Investment Managers International | 306 | 332,000 | 0.02% | ||
| 14 | BlackRock Institutional Trust Company, N.A. | 337,000 | 366,000 | 0.03% | PRN | |
| 15 | Jefferies Group LLC | 499,000 | 543,000 | 0.04% | PRN | |
| 16 | TREDJE AP-FONDEN | 115,837 | 578,000 | 0.04% | ||
| 17 | Context Capital Management, LLC | 1,000,000 | 1,089,000 | 0.08% | PRN | |
| 18 | Magnetar Financial LLC | 1,000,000 | 1,089,000 | 0.08% | PRN | |
| 19 | BANK OF AMERICA CORP /DE/ | 1,138,000 | 1,234,000 | 0.09% | PRN | |
| 20 | LAFFER TENGLER INVESTMENTS, INC. | 1,073 | 1,291,720 | 0.10% | ||
| 21 | Capital International, Inc./CA/ | 1,255,000 | 1,365,000 | 0.10% | PRN | |
| 22 | GABELLI FUNDS LLC | 1,500,000 | 1,628,000 | 0.12% | PRN | |
| 23 | SG Americas Securities, LLC | 15,000 | 1,631,000 | 0.12% | PRN | |
| 24 | Bank of New York Mellon Corp | 1,850,000 | 1,966,000 | 0.15% | ||
| 25 | METROPOLITAN LIFE INSURANCE CO/NY | 2,145,000 | 2,307,000 | 0.17% | ||
| 26 | OPERA TRADING CAPITAL | 3,000,000 | 3,202,000 | 0.24% | PRN | |
| 27 | BNP Paribas Asset Management Holding S.A. | 3,200,000 | 3,567,000 | 0.27% | PRN | |
| 28 | Man Investments (CH) AG | 3,400,000 | 3,706,000 | 0.28% | PRN | |
| 29 | Nicholas Investment Partners, LP | 3,550,000 | 3,853,000 | 0.29% | PRN | |
| 30 | WESTWOOD HOLDINGS GROUP INC | 3,830,000 | 4,146,000 | 0.31% | PRN | |
| 31 | Clearbridge Investments, LLC | 4,000,000 | 4,250,000 | 0.32% | PRN | |
| 32 | WELLS FARGO & COMPANY/MN | 4,826,000 | 5,236,000 | 0.39% | PRN | |
| 33 | CAPITAL INTERNATIONAL LTD /CA/ | 5,181,000 | 5,634,000 | 0.42% | PRN | |
| 34 | BlackRock Finance, Inc. | 5,663,000 | 6,144,000 | 0.46% | PRN | |
| 35 | Hutchin Hill Capital, LP | 6,000,000 | 6,527,000 | 0.49% | PRN | |
| 36 | BALYASNY ASSET MANAGEMENT L.P. | 60,000 | 6,542,000 | 0.49% | PRN | |
| 37 | SSI INVESTMENT MANAGEMENT LLC | 6,558,000 | 7,115,000 | 0.53% | PRN | |
| 38 | CREDIT AGRICOLE S A | 7,402,000 | 8,031,000 | 0.60% | PRN | |
| 39 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 8,000,000 | 8,661,000 | 0.64% | PRN | |
| 40 | AVIVA PLC | 9,000,000 | 9,563,000 | 0.71% | PRN | |
| 41 | CREDIT SUISSE AG/ | 8,940,000 | 9,700,000 | 0.72% | PRN | |
| 42 | LINDEN ADVISORS LP | 9,000,000 | 9,777,000 | 0.73% | PRN | |
| 43 | SHENKMAN CAPITAL MANAGEMENT INC | 9,699,000 | 10,548,000 | 0.78% | PRN | |
| 44 | DEUTSCHE BANK AG\ | 10,262,000 | 11,134,000 | 0.83% | PRN | |
| 45 | AMERIPRISE FINANCIAL INC | 10,500,000 | 11,393,000 | 0.85% | PRN | |
| 46 | ONTARIO TEACHERS PENSION PLAN BOARD | 11,000,000 | 11,963,000 | 0.89% | PRN | |
| 47 | GLG Partners LP | 12,500,000 | 13,625,000 | 1.01% | PRN | |
| 48 | BENEFIT STREET PARTNERS LLC | 13,000,000 | 14,006,000 | 1.04% | PRN | |
| 49 | Capital International Sarl | 14,294,000 | 15,545,000 | 1.16% | PRN | |
| 50 | LAZARD ASSET MANAGEMENT LLC | 17,250,000 | 18,759,000 | 1.39% | 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.
