| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 25,484,000 | 25,866,000 | 15.88% | PRN | |
| 2 | INCOME RESEARCH & MANAGEMENT | 19,777,000 | 20,074,000 | 12.33% | PRN | |
| 3 | Radcliffe Capital Management, L.P. | 16,726,000 | 17,018,000 | 10.45% | PRN | |
| 4 | GOLDMAN SACHS GROUP INC | 15,039,000 | 15,265,000 | 9.37% | PRN | |
| 5 | Lombard Odier Asset Management (Europe) Ltd | 13,500,000 | 13,712,000 | 8.42% | PRN | |
| 6 | VICTORY CAPITAL MANAGEMENT INC | 11,427,533 | 11,598,000 | 7.12% | ||
| 7 | COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 11,036,000 | 11,202,000 | 6.88% | ||
| 8 | PUTNAM INVESTMENTS LLC | 9,785,000 | 9,931,000 | 6.10% | ||
| 9 | GLG Partners LP | 8,000,000 | 8,150,000 | 5.00% | PRN | |
| 10 | CQS Cayman LP | 6,000,000 | 6,179,000 | 3.79% | PRN | |
| 11 | ROYAL BANK OF CANADA | 4,883,000 | 4,970,000 | 3.05% | PRN | |
| 12 | ADVENT CAPITAL MANAGEMENT /DE/ | 4,353,000 | 4,427,000 | 2.72% | PRN | |
| 13 | HighTower Advisors, LLC | 3,163,000 | 3,210,000 | 1.97% | PRN | |
| 14 | THRIVENT FINANCIAL FOR LUTHERANS | 3,000,000 | 3,060,000 | 1.88% | ||
| 15 | Calamos Advisors LLC | 2,045,000 | 2,086,000 | 1.28% | PRN | |
| 16 | MORGAN STANLEY | 2,000,000 | 2,025,000 | 1.24% | PRN | |
| 17 | KEYBANK NATIONAL ASSOCIATION/OH | 817,000 | 829,000 | 0.51% | ||
| 18 | CREDIT SUISSE AG/ | 800,000 | 812,000 | 0.50% | PRN | |
| 19 | Compagnie Lombard Odier SCmA | 680,000 | 693,000 | 0.43% | PRN | |
| 20 | BlueCrest Capital Management Ltd | 71,044 | 600,000 | 0.37% | PRN | |
| 21 | ZAZOVE ASSOCIATES LLC | 400,000 | 407,000 | 0.25% | PRN | |
| 22 | Carnegie Investment Counsel | 250,000 | 255,000 | 0.16% | ||
| 23 | Investors Capital Advisory Services | 170,000 | 172,000 | 0.11% | ||
| 24 | WELLS FARGO & COMPANY/MN | 120,000 | 122,000 | 0.07% | PRN | |
| 25 | STIFEL FINANCIAL CORP | 72,975 | 73,000 | 0.04% | PRN | |
| 26 | LADENBURG THALMANN FINANCIAL SERVICES INC. | 65,000 | 66,000 | 0.04% | ||
| 27 | CITIGROUP INC | 20,000 | 20,000 | 0.01% | PRN | |
| 28 | SII INVESTMENTS INC/WI | 15,000 | 15,000 | 0.01% | PRN | |
| 29 | Wellesley Asset Management | 4,712 | 4,841 | 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.
