| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BANK OF AMERICA CORP /DE/ | 21,550,000 | 35,342,000 | 25.78% | PRN | |
| 2 | AQR CAPITAL MANAGEMENT LLC | 21,222,000 | 34,910,000 | 25.47% | PRN | |
| 3 | GEODE CAPITAL MANAGEMENT, LLC | 14,000,000 | 23,047,000 | 16.81% | PRN | |
| 4 | JPMORGAN CHASE & CO | 7,865,000 | 12,899,000 | 9.41% | PRN | |
| 5 | Paloma Partners Management Co | 7,500,000 | 12,212,000 | 8.91% | PRN | |
| 6 | ARROWGRASS CAPITAL PARTNERS (US) LP | 7,000 | 11,277,000 | 8.23% | PRN | |
| 7 | Jefferies Group LLC | 2,000,000 | 3,280,000 | 2.39% | PRN | |
| 8 | DEUTSCHE BANK AG\ | 1,000,000 | 1,640,000 | 1.20% | PRN | |
| 9 | NOMURA HOLDINGS INC | 1,000,000 | 1,638,000 | 1.20% | PRN | |
| 10 | WHITEBOX ADVISORS LLC | 500,000 | 823,000 | 0.60% | 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.
