| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 58,797,000 | 151,439,000 | 12.53% | PRN | |
| 2 | AQR ARBITRAGE LLC | 54,129,000 | 139,687,000 | 11.55% | PRN | |
| 3 | WELLS FARGO & COMPANY/MN | 41,842,000 | 107,957,000 | 8.93% | PRN | |
| 4 | DEUTSCHE BANK AG\ | 31,740,000 | 81,750,000 | 6.76% | PRN | |
| 5 | Allianz Asset Management GmbH | 30,075,000 | 77,724,000 | 6.43% | PRN | |
| 6 | CSS LLC/IL | 20,120,000 | 51,848,000 | 4.29% | PRN | |
| 7 | AXA S.A. | 18,950,000 | 48,808,000 | 4.04% | PRN | |
| 8 | STATE STREET CORP | 17,043,000 | 43,932,000 | 3.63% | ||
| 9 | QVT Financial LP | 16,517,000 | 42,702,000 | 3.53% | PRN | |
| 10 | MACKAY SHIELDS LLC | 16,442,000 | 42,431,000 | 3.51% | PRN | |
| 11 | SG Americas Securities, LLC | 151,000 | 38,967,000 | 3.22% | PRN | |
| 12 | Polar Asset Management Partners Inc. | 15,000,000 | 38,677,000 | 3.20% | PRN | |
| 13 | VICTORY CAPITAL MANAGEMENT INC | 13,584,000 | 34,987,000 | 2.89% | PRN | |
| 14 | ADVENT CAPITAL MANAGEMENT /DE/ | 12,879,000 | 33,184,000 | 2.74% | PRN | |
| 15 | DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK, FRANKFURT AM MAIN | 12,800,000 | 32,968,000 | 2.73% | PRN | |
| 16 | THRIVENT FINANCIAL FOR LUTHERANS | 9,576,000 | 24,664,000 | 2.04% | ||
| 17 | INCOME RESEARCH & MANAGEMENT | 9,326,000 | 24,020,000 | 1.99% | PRN | |
| 18 | ROYAL BANK OF CANADA | 8,103,000 | 20,834,000 | 1.72% | PRN | |
| 19 | CQS Cayman LP | 6,750,000 | 17,466,000 | 1.44% | PRN | |
| 20 | UBS Group AG | 5,676,000 | 14,619,000 | 1.21% | PRN | |
| 21 | AEGON USA Investment Management, LLC | 5,500,000 | 14,166,000 | 1.17% | PRN | |
| 22 | JPMORGAN CHASE & CO | 5,413,000 | 13,917,000 | 1.15% | PRN | |
| 23 | SSI INVESTMENT MANAGEMENT LLC | 5,013,000 | 12,912,000 | 1.07% | PRN | |
| 24 | ELLIOTT MANAGEMENT CORP | 5,000,000 | 12,888,000 | 1.07% | PRN | |
| 25 | CREDIT SUISSE AG/ | 4,000,000 | 10,303,000 | 0.85% | PRN | |
| 26 | PERISCOPE CAPITAL INC. | 3,000,000 | 7,739,000 | 0.64% | PRN | |
| 27 | GOLDMAN SACHS GROUP INC | 2,768,000 | 7,129,000 | 0.59% | PRN | |
| 28 | AGF INVESTMENTS INC. | 2,450,000 | 6,316,000 | 0.52% | PRN | |
| 29 | Zurcher Kantonalbank (Zurich Cantonalbank) | 2,250,000 | 5,796,000 | 0.48% | PRN | |
| 30 | MACQUARIE GROUP LTD | 2,025,000 | 5,233,000 | 0.43% | PRN | |
| 31 | Cheyne Capital Management (UK) LLP | 2,025,000 | 5,225,000 | 0.43% | PRN | |
| 32 | PNC FINANCIAL SERVICES GROUP, INC. | 20,000 | 5,151,000 | 0.43% | PRN | |
| 33 | Kohlberg Kravis Roberts & Co. L.P. | 2,000,000 | 5,142,000 | 0.43% | PRN | |
| 34 | CONNING INC. | 1,550,000 | 3,992,000 | 0.33% | PRN | |
| 35 | CNO Financial Group, Inc. | 1,500,000 | 3,863,000 | 0.32% | PRN | |
| 36 | BANK OF NOVA SCOTIA | 1,212,000 | 3,123,000 | 0.26% | ||
| 37 | WEDBUSH SECURITIES INC | 10,000 | 2,576,000 | 0.21% | ||
| 38 | RUSSELL INVESTMENTS GROUP, LTD. | 951,000 | 2,449,000 | 0.20% | ||
| 39 | SHENKMAN CAPITAL MANAGEMENT INC | 740,000 | 1,910,000 | 0.16% | PRN | |
| 40 | BlackRock Finance, Inc. | 716,000 | 1,844,000 | 0.15% | PRN | |
| 41 | Calamos Advisors LLC | 691,000 | 1,783,000 | 0.15% | PRN | |
| 42 | KEYBANK NATIONAL ASSOCIATION/OH | 615,000 | 1,584,000 | 0.13% | ||
| 43 | UNITED CAPITAL FINANCIAL ADVISORS, LLC | 3,000 | 771,000 | 0.06% | ||
| 44 | LORD, ABBETT & CO. LLC | 250,000 | 645,000 | 0.05% | PRN | |
| 45 | Bank of New York Mellon Corp | 250,000 | 643,000 | 0.05% | ||
| 46 | DEUTSCHE BANK AG\ | 235,000 | 605,000 | 0.05% | Call | PRN |
| 47 | SYMPHONY ASSET MANAGEMENT LLC | 183,000 | 472,000 | 0.04% | PRN | |
| 48 | BANK OF AMERICA CORP /DE/ | 181,000 | 466,000 | 0.04% | PRN | |
| 49 | RAYMOND JAMES & ASSOCIATES | 180,000 | 464,000 | 0.04% | PRN | |
| 50 | SANDLER CAPITAL MANAGEMENT | 150,000 | 386,000 | 0.03% | 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.
