| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WELLS FARGO & COMPANY/MN | 3,115,000 | 6,850,000 | 31.68% | PRN | |
| 2 | JPMORGAN CHASE & CO | 2,942,000 | 6,458,000 | 29.86% | PRN | |
| 3 | SSI INVESTMENT MANAGEMENT LLC | 1,408,000 | 3,091,000 | 14.29% | PRN | |
| 4 | BlueCrest Capital Management Ltd | 28,949 | 1,650,000 | 7.63% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 565,000 | 1,240,000 | 5.73% | PRN | |
| 6 | LAZARD ASSET MANAGEMENT LLC | 565,000 | 1,240,000 | 5.73% | PRN | |
| 7 | NOMURA HOLDINGS INC | 500,000 | 1,093,000 | 5.05% | PRN | |
| 8 | CITIGROUP INC | 1,000 | 2,000 | 0.01% | 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.
