| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITIGROUP INC | 61,777,000 | 61,391,000 | 18.73% | PRN | |
| 2 | Radcliffe Capital Management, L.P. | 33,941,000 | 33,826,000 | 10.32% | PRN | |
| 3 | CAPSTONE INVESTMENT ADVISORS, LLC | 33,660,000 | 33,533,000 | 10.23% | ||
| 4 | TENOR CAPITAL MANAGEMENT Co., L.P. | 31,500,000 | 31,698,000 | 9.67% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 23,743,000 | 23,653,000 | 7.22% | PRN | |
| 6 | AQR ARBITRAGE LLC | 22,475,000 | 22,391,000 | 6.83% | PRN | |
| 7 | JPMORGAN CHASE & CO | 20,365,000 | 20,272,000 | 6.19% | PRN | |
| 8 | ADVENT CAPITAL MANAGEMENT /DE/ | 18,000,000 | 17,933,000 | 5.47% | PRN | |
| 9 | Ferox Capital Management LP | 15,000,000 | 14,940,000 | 4.56% | PRN | |
| 10 | GLG Partners LP | 10,920,000 | 11,039,000 | 3.37% | PRN | |
| 11 | ASCEND CAPITAL, LLC | 11,000,000 | 10,932,000 | 3.34% | PRN | |
| 12 | DEUTSCHE BANK AG\ | 10,750,000 | 10,682,000 | 3.26% | PRN | |
| 13 | WELLS FARGO & COMPANY/MN | 9,784,000 | 9,735,000 | 2.97% | PRN | |
| 14 | Clearbridge Investments, LLC | 7,275,000 | 7,242,000 | 2.21% | PRN | |
| 15 | CREDIT AGRICOLE S A | 4,883,000 | 4,852,000 | 1.48% | PRN | |
| 16 | CREDIT SUISSE AG/ | 3,000,000 | 2,982,000 | 0.91% | PRN | |
| 17 | BASSO CAPITAL MANAGEMENT, L.P. | 3,000,000 | 2,981,000 | 0.91% | PRN | |
| 18 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,800,000 | 2,840,000 | 0.87% | PRN | |
| 19 | COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS | 2,180,000 | 2,166,000 | 0.66% | ||
| 20 | BANK OF AMERICA CORP /DE/ | 1,900,000 | 1,888,000 | 0.58% | PRN | |
| 21 | RWC Asset Management LLP | 400,000 | 398,000 | 0.12% | PRN | |
| 22 | SONORA INVESTMENT MANAGEMENT, LLC | 380,000 | 385,000 | 0.12% |
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.
