| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR CAPITAL MANAGEMENT LLC | 26,025,000 | 78,823,000 | 45.50% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 10,201,000 | 30,577,000 | 17.65% | PRN | |
| 3 | WELLS FARGO & COMPANY/MN | 7,747,000 | 23,223,000 | 13.40% | PRN | |
| 4 | JPMORGAN CHASE & CO | 7,400,000 | 22,385,000 | 12.92% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 5,295,000 | 16,017,000 | 9.25% | PRN | |
| 6 | Man Investments (CH) AG | 300,000 | 889,000 | 0.51% | PRN | |
| 7 | GOLDMAN SACHS GROUP INC | 200,000 | 605,000 | 0.35% | PRN | |
| 8 | CSS LLC/IL | 160,000 | 484,000 | 0.28% | PRN | |
| 9 | CITIGROUP INC | 59,000 | 178,000 | 0.10% | PRN | |
| 10 | BANK OF AMERICA CORP /DE/ | 9,000 | 27,000 | 0.02% | PRN | |
| 11 | MORGAN STANLEY | 7,000 | 21,000 | 0.01% | PRN | |
| 12 | ROYAL BANK OF CANADA | 5,000 | 15,000 | 0.01% | PRN | |
| 13 | UBS AG | 2,000 | 6,000 | 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.
