| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | M&T BANK CORP | 35,000 | 38,000 | 0.02% | PRN | |
| 2 | Creative Planning | 40,000 | 44,000 | 0.03% | PRN | |
| 3 | BARCLAYS PLC | 1,115,000 | 1,218,000 | 0.72% | PRN | |
| 4 | Jefferies Group LLC | 1,931,000 | 2,111,000 | 1.25% | PRN | |
| 5 | BASSO CAPITAL MANAGEMENT, L.P. | 3,993,000 | 4,290,000 | 2.54% | PRN | |
| 6 | CITADEL ADVISORS LLC | 4,444,000 | 4,869,000 | 2.88% | PRN | |
| 7 | Cutler Capital Management, LLC | 8,757,000 | 9,567,000 | 5.66% | PRN | |
| 8 | FMR LLC | 11,510,000 | 12,575,000 | 7.44% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 23,569,000 | 25,749,000 | 15.24% | PRN | |
| 10 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 28,500,000 | 31,254,000 | 18.50% | PRN | |
| 11 | Graham Capital Management, L.P. | 30,568,000 | 33,396,000 | 19.77% | ||
| 12 | QVT Financial LP | 39,986,000 | 43,829,000 | 25.94% | 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.
