| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | WELLS FARGO & COMPANY/MN | 11,238,000 | 6,071,000 | 34.22% | PRN | |
| 2 | Pine River Capital Management L.P. | 42,175,000 | 1,628,000 | 9.18% | PRN | |
| 3 | AQR ARBITRAGE LLC | 28,575,000 | 1,250,000 | 7.05% | PRN | |
| 4 | COASTLAND CAPITAL LLC | 25,600 | 1,120,000 | 6.31% | PRN | |
| 5 | LAZARD ASSET MANAGEMENT LLC | 20,930,000 | 915,000 | 5.16% | PRN | |
| 6 | ANGELO GORDON & CO., L.P. | 20,000,000 | 775,000 | 4.37% | PRN | |
| 7 | MANGROVE PARTNERS IM, LLC | 16,135 | 725,000 | 4.09% | PRN | |
| 8 | CSS LLC/IL | 16,044,000 | 631,000 | 3.56% | PRN | |
| 9 | Castle Creek Arbitrage, LLC | 13,381,000 | 588,000 | 3.31% | PRN | |
| 10 | SILVERBACK ASSET MANAGEMENT LLC | 14,668,000 | 587,000 | 3.31% | PRN | |
| 11 | CITADEL ADVISORS LLC | 13,139,000 | 533,000 | 3.00% | PRN | |
| 12 | Assured Investment Management LLC | 11,500,000 | 530,000 | 2.99% | PRN | |
| 13 | DEUTSCHE BANK AG\ | 13,499,000 | 522,000 | 2.94% | PRN | |
| 14 | Candlewood Investment Group, LP | 12,000,000 | 518,000 | 2.92% | PRN | |
| 15 | CITIGROUP INC | 9,926,000 | 385,000 | 2.17% | PRN | |
| 16 | JPMORGAN CHASE & CO | 6,550,000 | 267,000 | 1.50% | PRN | |
| 17 | GEODE CAPITAL MANAGEMENT, LLC | 3,900,000 | 151,000 | 0.85% | PRN | |
| 18 | ROYAL BANK OF CANADA | 2,600,000 | 106,000 | 0.60% | PRN | |
| 19 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 2,500,000 | 97,000 | 0.55% | PRN | |
| 20 | Ferox Capital Management LP | 2,000,000 | 71,000 | 0.40% | PRN | |
| 21 | 683 Capital Management, LLC | 2,000,000 | 70,000 | 0.39% | PRN | |
| 22 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 1,500,000 | 60,000 | 0.34% | PRN | |
| 23 | GOLDMAN SACHS GROUP INC | 1,000,000 | 39,000 | 0.22% | PRN | |
| 24 | GABELLI FUNDS LLC | 1,000,000 | 39,000 | 0.22% | PRN | |
| 25 | RUBRIC CAPITAL MANAGEMENT, LLC | 1,000,000 | 35,000 | 0.20% | PRN | |
| 26 | Man Investments (CH) AG | 500,000 | 23,000 | 0.13% | PRN | |
| 27 | BlackRock Fund Advisors | 175,000 | 7,000 | 0.04% | 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.
