| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 30,050,000 | 6,207,338,000 | 72.55% | ||
| 2 | CQS Cayman LP | 110,727,000 | 229,973,000 | 2.69% | PRN | |
| 3 | Calamos Advisors LLC | 110,950,000 | 229,227,000 | 2.68% | PRN | |
| 4 | Invesco Ltd. | 97,568,000 | 201,539,000 | 2.36% | ||
| 5 | AQR ARBITRAGE LLC | 85,785,000 | 177,629,000 | 2.08% | PRN | |
| 6 | FMR LLC | 65,430,000 | 135,154,000 | 1.58% | PRN | |
| 7 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 65,336,000 | 134,592,000 | 1.57% | PRN | |
| 8 | CITADEL ADVISORS LLC | 40,000,000 | 82,608,000 | 0.97% | PRN | |
| 9 | BLACKROCK ADVISORS LLC | 38,623,000 | 79,781,000 | 0.93% | PRN | |
| 10 | ZAZOVE ASSOCIATES LLC | 36,820,000 | 76,033,000 | 0.89% | PRN | |
| 11 | VICTORY CAPITAL MANAGEMENT INC | 31,554,319 | 65,180,000 | 0.76% | ||
| 12 | ADVENT CAPITAL MANAGEMENT /DE/ | 28,275,000 | 58,382,000 | 0.68% | PRN | |
| 13 | INCOME RESEARCH & MANAGEMENT | 28,211,000 | 58,273,000 | 0.68% | PRN | |
| 14 | Myriad Asset Management Ltd. | 25,000,000 | 51,635,000 | 0.60% | PRN | |
| 15 | UBS Group AG | 22,581,000 | 46,644,000 | 0.55% | PRN | |
| 16 | UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC | 20,600,000 | 42,676,000 | 0.50% | PRN | |
| 17 | CREDIT SUISSE AG/ | 20,100,000 | 41,519,000 | 0.49% | PRN | |
| 18 | MACKAY SHIELDS LLC | 19,193,000 | 39,742,000 | 0.46% | PRN | |
| 19 | AXA S.A. | 18,400,000 | 38,008,000 | 0.44% | PRN | |
| 20 | JPMORGAN CHASE & CO | 15,650,000 | 32,328,000 | 0.38% | PRN | |
| 21 | Carlson Capital, L.P. | 15,000,000 | 30,976,000 | 0.36% | PRN | |
| 22 | BlackRock Group LTD | 14,263,000 | 29,462,000 | 0.34% | PRN | |
| 23 | BARINGS LLC | 14,200,000 | 29,332,000 | 0.34% | PRN | |
| 24 | SSI INVESTMENT MANAGEMENT LLC | 13,833,000 | 28,577,000 | 0.33% | PRN | |
| 25 | BASSO CAPITAL MANAGEMENT, L.P. | 13,733,000 | 28,342,000 | 0.33% | PRN | |
| 26 | WELLS FARGO & COMPANY/MN | 13,237,000 | 27,434,000 | 0.32% | PRN | |
| 27 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 11,800,000 | 24,374,000 | 0.28% | PRN | |
| 28 | BNP PARIBAS FINANCIAL MARKETS | 10,540,000 | 21,771,739 | 0.25% | PRN | |
| 29 | Kohlberg Kravis Roberts & Co. L.P. | 10,000,000 | 20,657,000 | 0.24% | PRN | |
| 30 | LORD, ABBETT & CO. LLC | 9,519,000 | 19,710,000 | 0.23% | PRN | |
| 31 | ANGELO GORDON & CO., L.P. | 8,900,000 | 18,384,000 | 0.21% | PRN | |
| 32 | PUTNAM INVESTMENTS LLC | 8,089,000 | 16,709,000 | 0.20% | ||
| 33 | CANADA PENSION PLAN INVESTMENT BOARD | 8,000,000 | 16,480,000 | 0.19% | PRN | |
| 34 | SYMPHONY ASSET MANAGEMENT LLC | 7,640,000 | 15,781,000 | 0.18% | PRN | |
| 35 | AEGON USA Investment Management, LLC | 6,750,000 | 13,943,000 | 0.16% | PRN | |
| 36 | Lombard Odier Asset Management (Europe) Ltd | 5,820,000 | 11,953,000 | 0.14% | PRN | |
| 37 | AMERIPRISE FINANCIAL INC | 5,600,000 | 11,568,000 | 0.14% | PRN | |
| 38 | DEUTSCHE BANK AG\ | 5,102,000 | 10,538,000 | 0.12% | PRN | |
| 39 | Magnetar Financial LLC | 5,000,000 | 10,345,000 | 0.12% | PRN | |
| 40 | CITIGROUP INC | 4,932,000 | 10,188,000 | 0.12% | PRN | |
| 41 | DEUTSCHE BANK AG\ | 4,231,000 | 8,739,000 | 0.10% | Call | PRN |
| 42 | AMUNDI ASSET MANAGEMENT US, INC. | 4,150,000 | 8,572,000 | 0.10% | PRN | |
| 43 | BlackRock Investment Management, LLC | 3,729,000 | 7,703,000 | 0.09% | PRN | |
| 44 | Zurcher Kantonalbank (Zurich Cantonalbank) | 3,250,000 | 6,713,000 | 0.08% | PRN | |
| 45 | MANAGED ACCOUNT ADVISORS LLC | 3,180,000 | 6,569,000 | 0.08% | PRN | |
| 46 | MACQUARIE GROUP LTD | 3,160,000 | 6,529,000 | 0.08% | PRN | |
| 47 | BANK OF AMERICA CORP /DE/ | 3,004,000 | 6,205,000 | 0.07% | PRN | |
| 48 | GLG Partners LP | 3,000,000 | 6,202,000 | 0.07% | PRN | |
| 49 | SCOTIA CAPITAL INC. | 2,950,000 | 6,085,000 | 0.07% | ||
| 50 | LAFFER TENGLER INVESTMENTS, INC. | 2,617 | 5,474,479 | 0.06% |
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.
