| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 9,440,000 | 1,405,380,000 | 66.11% | PRN | |
| 2 | PAULSON & CO. INC. | 150,000,000 | 223,313,000 | 10.50% | ||
| 3 | Hudson Bay Capital Management LP | 79,225,000 | 118,500,000 | 5.57% | PRN | |
| 4 | AQR CAPITAL MANAGEMENT LLC | 57,025,000 | 85,181,000 | 4.01% | PRN | |
| 5 | LASRY MARC | 53,445,000 | 79,646,000 | 3.75% | ||
| 6 | Calamos Advisors LLC | 27,788,000 | 41,511,000 | 1.95% | PRN | |
| 7 | LORD, ABBETT & CO. LLC | 23,317,000 | 34,830,000 | 1.64% | PRN | |
| 8 | BLACKROCK ADVISORS LLC | 13,347,000 | 19,870,000 | 0.93% | PRN | |
| 9 | Invesco Ltd. | 11,355,000 | 16,905,000 | 0.80% | ||
| 10 | WELLS FARGO & COMPANY/MN | 10,723,000 | 16,004,000 | 0.75% | PRN | |
| 11 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 7,900,000 | 11,761,000 | 0.55% | PRN | |
| 12 | JD CAPITAL MANAGEMENT LLC | 6,000,000 | 8,969,000 | 0.42% | PRN | |
| 13 | AMERIPRISE FINANCIAL INC | 5,810,000 | 8,650,000 | 0.41% | PRN | |
| 14 | BlackRock Finance, Inc. | 5,113,000 | 7,612,000 | 0.36% | PRN | |
| 15 | DISCOVERY CAPITAL MANAGEMENT, LLC / CT | 5,000,000 | 7,469,000 | 0.35% | PRN | |
| 16 | NOMURA HOLDINGS INC | 50,000 | 7,444,000 | 0.35% | Put | |
| 17 | GOLDMAN SACHS GROUP INC | 3,295,000 | 4,905,000 | 0.23% | PRN | |
| 18 | York Capital Management Global Advisors, LLC | 3,000,000 | 4,480,000 | 0.21% | ||
| 19 | DEUTSCHE BANK AG\ | 2,931,000 | 4,363,000 | 0.21% | PRN | |
| 20 | CITIGROUP INC | 2,763,000 | 4,113,000 | 0.19% | PRN | |
| 21 | Nicholas Investment Partners, LP | 2,500,000 | 3,722,000 | 0.18% | PRN | |
| 22 | SSI INVESTMENT MANAGEMENT LLC | 2,119,000 | 3,150,000 | 0.15% | PRN | |
| 23 | FMR LLC | 2,000,000 | 2,987,000 | 0.14% | PRN | |
| 24 | BlackRock Group LTD | 1,388,000 | 2,066,000 | 0.10% | PRN | |
| 25 | Calamos Wealth Management LLC | 659,000 | 984,000 | 0.05% | PRN | |
| 26 | Jefferies Group LLC | 450,000 | 670,000 | 0.03% | PRN | |
| 27 | CREDIT SUISSE AG/ | 400,000 | 596,000 | 0.03% | PRN | |
| 28 | NOMURA HOLDINGS INC | 332,000 | 494,000 | 0.02% | PRN | |
| 29 | WELLINGTON MANAGEMENT GROUP LLP | 158,000 | 235,000 | 0.01% | PRN | |
| 30 | BARCLAYS PLC | 45,000 | 67,000 | 0.00% | PRN | |
| 31 | UBS AG | 27,000 | 40,000 | 0.00% | PRN | |
| 32 | BANK OF AMERICA CORP /DE/ | 8,000 | 12,000 | 0.00% | PRN | |
| 33 | NEW ENGLAND SECURITIES CORP /MA/ | 1,000 | 1,000 | 0.00% |
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.
