| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 37,213,000 | 38,190,000 | 24.12% | PRN | |
| 2 | INCOME RESEARCH & MANAGEMENT | 19,777,000 | 20,296,000 | 12.82% | PRN | |
| 3 | Lombard Odier Asset Management (Europe) Ltd | 18,500,000 | 19,057,000 | 12.03% | PRN | |
| 4 | GOLDMAN SACHS GROUP INC | 11,839,000 | 12,150,000 | 7.67% | PRN | |
| 5 | ROYAL BANK OF CANADA | 10,112,000 | 10,680,000 | 6.74% | PRN | |
| 6 | VICTORY CAPITAL MANAGEMENT INC | 10,327,321 | 10,599,000 | 6.69% | ||
| 7 | GLG Partners LP | 8,000,000 | 8,270,000 | 5.22% | PRN | |
| 8 | PUTNAM INVESTMENTS LLC | 6,900,000 | 7,081,000 | 4.47% | ||
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 6,516,000 | 6,728,000 | 4.25% | PRN | |
| 10 | CQS Cayman LP | 6,000,000 | 6,287,000 | 3.97% | PRN | |
| 11 | ZAZOVE ASSOCIATES LLC | 3,460,000 | 3,564,000 | 2.25% | PRN | |
| 12 | THRIVENT FINANCIAL FOR LUTHERANS | 3,000,000 | 3,094,000 | 1.95% | ||
| 13 | HighTower Advisors, LLC | 2,850,000 | 2,925,000 | 1.85% | PRN | |
| 14 | Calamos Advisors LLC | 2,595,000 | 2,676,000 | 1.69% | PRN | |
| 15 | NOMURA HOLDINGS INC | 1,518,000 | 1,565,000 | 0.99% | PRN | |
| 16 | BARCLAYS PLC | 1,389,000 | 1,417,000 | 0.89% | PRN | |
| 17 | BlueCrest Capital Management Ltd | 1,000,000 | 1,048,000 | 0.66% | PRN | |
| 18 | BlueCrest Capital Management LLP | 1,000,000 | 1,048,000 | 0.66% | PRN | |
| 19 | KEYBANK NATIONAL ASSOCIATION/OH | 843,000 | 865,000 | 0.55% | ||
| 20 | Compagnie Lombard Odier SCmA | 600,000 | 623,000 | 0.39% | PRN | |
| 21 | Investors Capital Advisory Services | 186,000 | 190,000 | 0.12% | ||
| 22 | Stifel Trust Company, N.A. | 7,000 | 7,000 | 0.00% | PRN | |
| 23 | Wellesley Asset Management | 5,515 | 5,728 | 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.
