| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CITIGROUP INC | 3,000 | 3,000 | 0.00% | PRN | |
| 2 | TDAM USA INC. | 31,000 | 30,000 | 0.01% | ||
| 3 | RUSSELL INVESTMENTS GROUP, LTD. | 888,000 | 858,000 | 0.40% | ||
| 4 | BNP PARIBAS FINANCIAL MARKETS | 1,000,000 | 964,380 | 0.45% | PRN | |
| 5 | Magnetar Financial LLC | 1,000,000 | 967,000 | 0.45% | PRN | |
| 6 | VERTEX ONE ASSET MANAGEMENT INC. | 1,000,000 | 969,000 | 0.45% | ||
| 7 | METROPOLITAN LIFE INSURANCE CO/NY | 1,455,000 | 1,409,000 | 0.65% | ||
| 8 | Bank of New York Mellon Corp | 1,450,000 | 1,421,000 | 0.66% | ||
| 9 | CREDIT SUISSE AG/ | 1,510,000 | 1,456,000 | 0.67% | PRN | |
| 10 | BANK OF NOVA SCOTIA | 1,516,000 | 1,478,000 | 0.68% | PRN | |
| 11 | THRAX MANAGEMENT, LLC | 110,000 | 2,089,000 | 0.97% | Put | |
| 12 | Nicholas Investment Partners, LP | 2,500,000 | 2,411,000 | 1.11% | PRN | |
| 13 | BASSO CAPITAL MANAGEMENT, L.P. | 3,142,000 | 3,050,000 | 1.41% | PRN | |
| 14 | PREMIER FUND MANAGERS LTD | 4,000,000 | 3,862,000 | 1.79% | ||
| 15 | CITADEL ADVISORS LLC | 4,100,000 | 3,998,000 | 1.85% | PRN | |
| 16 | AGF INVESTMENTS INC. | 4,225,000 | 4,076,000 | 1.88% | PRN | |
| 17 | DEUTSCHE BANK AG\ | 4,485,000 | 4,325,000 | 2.00% | PRN | |
| 18 | AQR ARBITRAGE LLC | 5,000,000 | 4,847,000 | 2.24% | PRN | |
| 19 | AMERIPRISE FINANCIAL INC | 5,320,000 | 5,130,000 | 2.37% | PRN | |
| 20 | LINDEN ADVISORS LP | 6,980,000 | 6,786,000 | 3.14% | PRN | |
| 21 | CAPSTONE INVESTMENT ADVISORS, LLC | 8,500,000 | 8,239,000 | 3.81% | ||
| 22 | ROYAL BANK OF CANADA | 11,146,000 | 10,923,000 | 5.05% | PRN | |
| 23 | CQS Cayman LP | 11,500,000 | 11,438,000 | 5.29% | PRN | |
| 24 | Apollo Management Holdings, L.P. | 18,377,000 | 17,912,000 | 8.28% | PRN | |
| 25 | TD ASSET MANAGEMENT INC | 22,319,000 | 21,635,000 | 10.00% | ||
| 26 | Polar Asset Management Partners Inc. | 25,000,000 | 24,335,000 | 11.25% | PRN | |
| 27 | OAKTREE CAPITAL MANAGEMENT LP | 28,478,000 | 27,768,000 | 12.84% | PRN | |
| 28 | HBK INVESTMENTS L P | 45,096,000 | 43,906,000 | 20.30% | 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.
