| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WELLS FARGO & COMPANY/MN | 1,000 | 1,000 | 0.00% | PRN | |
| 2 | MORGAN STANLEY | 7,000 | 5,000 | 0.00% | PRN | |
| 3 | AMERIPRISE FINANCIAL INC | 14,000 | 11,000 | 0.01% | PRN | |
| 4 | BANK OF AMERICA CORP /DE/ | 27,000 | 21,000 | 0.01% | PRN | |
| 5 | ROYAL BANK OF CANADA | 100,000 | 75,000 | 0.05% | PRN | |
| 6 | Jefferies Group LLC | 150,000 | 122,000 | 0.08% | PRN | |
| 7 | Man Investments (CH) AG | 300,000 | 227,000 | 0.15% | PRN | |
| 8 | JPMORGAN CHASE & CO | 1,002,000 | 779,000 | 0.53% | PRN | |
| 9 | PYRRHO CAPITAL MANAGEMENT, LP | 1,000,000 | 780,000 | 0.53% | ||
| 10 | CSS LLC/IL | 1,061,000 | 802,000 | 0.54% | PRN | |
| 11 | Blackstone Inc. | 1,250,000 | 948,000 | 0.64% | PRN | |
| 12 | Pine River Capital Management L.P. | 1,500,000 | 1,168,000 | 0.79% | PRN | |
| 13 | Context Capital Management, LLC | 1,560,000 | 1,184,000 | 0.80% | PRN | |
| 14 | GABELLI FUNDS LLC | 1,750,000 | 1,318,000 | 0.89% | PRN | |
| 15 | DEUTSCHE BANK AG\ | 2,468,000 | 1,858,000 | 1.26% | PRN | |
| 16 | Passport Capital, LLC | 2,500,000 | 1,905,000 | 1.29% | PRN | |
| 17 | CITADEL ADVISORS LLC | 5,000,000 | 3,806,000 | 2.58% | PRN | |
| 18 | UBS Group AG | 6,159,000 | 4,639,000 | 3.14% | PRN | |
| 19 | Assured Investment Management LLC | 15,000,000 | 11,428,000 | 7.74% | ||
| 20 | Pomelo Capital LLC | 16,329,000 | 12,379,000 | 8.39% | PRN | |
| 21 | Graham Capital Management, L.P. | 16,500,000 | 12,759,000 | 8.64% | ||
| 22 | Luxor Capital Group, LP | 17,250,000 | 12,991,000 | 8.80% | PRN | |
| 23 | WOLVERINE ASSET MANAGEMENT LLC | 42,697,000 | 32,317,000 | 21.89% | PRN | |
| 24 | FARALLON CAPITAL MANAGEMENT LLC | 59,565,000 | 46,103,000 | 31.23% | 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.
