| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 38,276,000 | 40,213,000 | 24.20% | PRN | |
| 2 | INCOME RESEARCH & MANAGEMENT | 19,777,000 | 20,778,000 | 12.51% | PRN | |
| 3 | Lombard Odier Asset Management (Europe) Ltd | 18,500,000 | 19,328,000 | 11.63% | PRN | |
| 4 | STEELHEAD PARTNERS LLC | 12,141,000 | 12,763,000 | 7.68% | PRN | |
| 5 | GOLDMAN SACHS GROUP INC | 11,750,000 | 12,345,000 | 7.43% | PRN | |
| 6 | ADVENT CAPITAL MANAGEMENT /DE/ | 11,458,000 | 12,085,000 | 7.27% | PRN | |
| 7 | ROYAL BANK OF CANADA | 11,112,000 | 11,668,000 | 7.02% | PRN | |
| 8 | VICTORY CAPITAL MANAGEMENT INC | 7,492,334 | 7,873,000 | 4.74% | ||
| 9 | CQS Cayman LP | 6,000,000 | 6,514,000 | 3.92% | PRN | |
| 10 | GLG Partners LP | 5,500,000 | 5,809,000 | 3.50% | PRN | |
| 11 | ZAZOVE ASSOCIATES LLC | 3,560,000 | 3,760,000 | 2.26% | PRN | |
| 12 | THRIVENT FINANCIAL FOR LUTHERANS | 3,000,000 | 3,131,000 | 1.88% | ||
| 13 | Calamos Advisors LLC | 2,595,000 | 2,739,000 | 1.65% | PRN | |
| 14 | NOMURA HOLDINGS INC | 1,518,000 | 1,584,000 | 0.95% | PRN | |
| 15 | BARCLAYS PLC | 1,257,000 | 1,320,000 | 0.79% | PRN | |
| 16 | BlueCrest Capital Management LLP | 1,000,000 | 1,085,000 | 0.65% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 1,024,000 | 1,075,000 | 0.65% | PRN | |
| 18 | KEYBANK NATIONAL ASSOCIATION/OH | 787,000 | 827,000 | 0.50% | ||
| 19 | Compagnie Lombard Odier SCmA | 600,000 | 645,000 | 0.39% | PRN | |
| 20 | Investors Capital Advisory Services | 332,000 | 348,000 | 0.21% | ||
| 21 | SUNTRUST BANKS INC | 225,000 | 235,000 | 0.14% | ||
| 22 | MORGAN STANLEY | 8,000 | 8,000 | 0.00% | PRN | |
| 23 | Wellesley Asset Management | 5,089 | 5,347 | 0.00% | 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.
