| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Apollo Management Holdings, L.P. | 35,756,000 | 37,432,000 | 17.59% | PRN | |
| 2 | HBK INVESTMENTS L P | 34,346,000 | 36,029,000 | 16.93% | PRN | |
| 3 | AQR ARBITRAGE LLC | 17,639,000 | 18,664,000 | 8.77% | PRN | |
| 4 | LORD, ABBETT & CO. LLC | 13,755,000 | 14,555,000 | 6.84% | PRN | |
| 5 | OAKTREE CAPITAL MANAGEMENT LP | 13,000,000 | 13,485,000 | 6.34% | PRN | |
| 6 | TD ASSET MANAGEMENT INC | 12,030,000 | 12,729,000 | 5.98% | ||
| 7 | CAPSTONE INVESTMENT ADVISORS, LLC | 11,000,000 | 11,639,000 | 5.47% | ||
| 8 | ROYAL BANK OF CANADA | 10,896,000 | 11,462,000 | 5.39% | PRN | |
| 9 | Polar Asset Management Partners Inc. | 10,000,000 | 10,435,000 | 4.90% | PRN | |
| 10 | Hutchin Hill Capital, LP | 7,000,000 | 7,306,000 | 3.43% | PRN | |
| 11 | OPERA TRADING CAPITAL | 5,422,000 | 5,628,000 | 2.64% | PRN | |
| 12 | AMERIPRISE FINANCIAL INC | 5,320,000 | 5,603,000 | 2.63% | PRN | |
| 13 | AGF INVESTMENTS INC. | 4,375,000 | 4,605,000 | 2.16% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 4,335,000 | 4,565,000 | 2.14% | PRN | |
| 15 | Nicholas Investment Partners, LP | 3,250,000 | 3,423,000 | 1.61% | PRN | |
| 16 | BANK OF NOVA SCOTIA | 2,529,000 | 2,632,000 | 1.24% | ||
| 17 | Magnetar Financial LLC | 2,500,000 | 2,607,000 | 1.22% | PRN | |
| 18 | Bank of New York Mellon Corp | 1,750,000 | 1,841,000 | 0.86% | ||
| 19 | BASSO CAPITAL MANAGEMENT, L.P. | 1,665,000 | 1,738,000 | 0.82% | PRN | |
| 20 | CREDIT SUISSE AG/ | 1,400,000 | 1,474,000 | 0.69% | PRN | |
| 21 | RUSSELL INVESTMENTS GROUP, LTD. | 1,088,000 | 1,149,000 | 0.54% | ||
| 22 | VERTEX ONE ASSET MANAGEMENT INC. | 1,000,000 | 1,058,000 | 0.50% | ||
| 23 | BNP PARIBAS FINANCIAL MARKETS | 1,000,000 | 1,053,130 | 0.49% | PRN | |
| 24 | PREMIER FUND MANAGERS LTD | 4,000,000 | 1,048,000 | 0.49% | ||
| 25 | NOMURA HOLDINGS INC | 646,000 | 665,000 | 0.31% | PRN | |
| 26 | CITIGROUP INC | 14,000 | 15,000 | 0.01% | 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.
