| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | JPMORGAN CHASE & CO | 61,420,000 | 61,211,000 | 42.94% | PRN | |
| 2 | CREDIT SUISSE AG/ | 37,730,000 | 37,691,000 | 26.44% | PRN | |
| 3 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 13,000,000 | 12,987,000 | 9.11% | PRN | |
| 4 | Claren Road Asset Management, LLC | 11,000,000 | 11,000,000 | 7.72% | PRN | |
| 5 | Jefferies Group LLC | 9,700,000 | 9,700,000 | 6.80% | ||
| 6 | PICTET ASSET MANAGEMENT LTD | 5,000,000 | 4,982,000 | 3.49% | ||
| 7 | TCW GROUP INC | 2,000,000 | 2,002,000 | 1.40% | ||
| 8 | Fullerton Fund Management Co Ltd. | 2,000,000 | 1,994,000 | 1.40% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 600,000 | 599,000 | 0.42% | Call | PRN |
| 10 | DEUTSCHE BANK AG\ | 400,000 | 399,000 | 0.28% | 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.
