| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 53,510,000 | 59,564,000 | 20.34% | PRN | |
| 2 | LAZARD ASSET MANAGEMENT LLC | 34,780,000 | 38,714,000 | 13.22% | PRN | |
| 3 | RWC Asset Management LLP | 32,000,000 | 36,000,000 | 12.29% | PRN | |
| 4 | AVIVA PLC | 30,750,000 | 35,396,000 | 12.08% | PRN | |
| 5 | CAPSTONE INVESTMENT ADVISORS, LLC | 26,160,000 | 29,252,000 | 9.99% | ||
| 6 | AQR ARBITRAGE LLC | 12,875,000 | 14,364,000 | 4.90% | PRN | |
| 7 | GLG Partners LP | 11,920,000 | 13,335,000 | 4.55% | PRN | |
| 8 | WELLS FARGO & COMPANY/MN | 9,784,000 | 10,948,000 | 3.74% | PRN | |
| 9 | BNP PARIBAS FINANCIAL MARKETS | 9,500,000 | 10,574,734 | 3.61% | PRN | |
| 10 | Achievement Holdings L.P. | 1,078,210 | 9,876,000 | 3.37% | ||
| 11 | ADAGE CAPITAL PARTNERS GP, L.L.C. | 8,000,000 | 8,905,000 | 3.04% | PRN | |
| 12 | CREDIT SUISSE AG/ | 7,000,000 | 7,791,000 | 2.66% | PRN | |
| 13 | Clearbridge Investments, LLC | 5,275,000 | 5,894,000 | 2.01% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 5,270,000 | 5,866,000 | 2.00% | PRN | |
| 15 | GOLDMAN SACHS GROUP INC | 2,850,000 | 3,172,000 | 1.08% | PRN | |
| 16 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,800,000 | 3,131,000 | 1.07% | PRN | |
| 17 | SEI INVESTMENTS CO | 82,000 | 91,000 | 0.03% | ||
| 18 | CITIGROUP INC | 35,000 | 39,000 | 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.
