| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | Clearbridge Investments, LLC | 1,000 | 1,000 | 0.00% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 75,000 | 85,000 | 0.00% | PRN | |
| 3 | SEI INVESTMENTS CO | 105,000 | 120,000 | 0.00% | ||
| 4 | MACKENZIE FINANCIAL CORP | 180,000 | 202,000 | 0.01% | PRN | |
| 5 | Calamos Wealth Management LLC | 207,000 | 238,000 | 0.01% | PRN | |
| 6 | BlackRock Fund Advisors | 275,000 | 315,000 | 0.01% | PRN | |
| 7 | Jefferies Group LLC | 703,000 | 804,000 | 0.02% | PRN | |
| 8 | BANK OF AMERICA CORP /DE/ | 743,000 | 832,000 | 0.02% | PRN | |
| 9 | DEUTSCHE BANK AG\ | 870,000 | 995,000 | 0.03% | Put | PRN |
| 10 | MACQUARIE GROUP LTD | 1,000,000 | 1,151,000 | 0.03% | PRN | |
| 11 | RUSSELL FRANK CO/ | 1,100,000 | 1,264,000 | 0.04% | ||
| 12 | VICTORY CAPITAL MANAGEMENT INC | 1,388,000 | 1,588,000 | 0.05% | ||
| 13 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 1,500,000 | 1,723,000 | 0.05% | PRN | |
| 14 | EDMOND DE ROTHSCHILD HOLDING S.A. | 2,500,000 | 2,879,000 | 0.08% | PRN | |
| 15 | EDMOND DE ROTHSCHILD ASSET MANAGEMENT (FRANCE) | 2,500,000 | 2,879,000 | 0.08% | PRN | |
| 16 | ALTEGRIS ADVISORS, L.L.C. | 3,250,000 | 3,392,000 | 0.10% | ||
| 17 | Invesco Ltd. | 4,000,000 | 4,575,000 | 0.13% | PRN | |
| 18 | AXA S.A. | 5,000,000 | 5,719,000 | 0.16% | PRN | |
| 19 | Candriam S.C.A. | 6,000 | 6,724,000 | 0.19% | PRN | |
| 20 | PUTNAM INVESTMENTS LLC | 6,583,000 | 7,529,000 | 0.22% | ||
| 21 | GLG Partners LP | 7,155,000 | 8,209,000 | 0.24% | PRN | |
| 22 | Jabre Capital Partners S.A. | 8,500,000 | 9,727,000 | 0.28% | PRN | |
| 23 | MORGAN STANLEY | 8,943,000 | 10,240,000 | 0.29% | PRN | |
| 24 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,500,000 | 12,009,000 | 0.34% | PRN | |
| 25 | ROYAL BANK OF CANADA | 12,430,000 | 14,290,000 | 0.41% | PRN | |
| 26 | BNP Paribas Asset Management Holding S.A. | 14,000,000 | 16,019,000 | 0.46% | PRN | |
| 27 | MACKAY SHIELDS LLC | 15,000,000 | 17,231,000 | 0.49% | PRN | |
| 28 | CREDIT SUISSE AG/ | 16,465,000 | 18,831,000 | 0.54% | PRN | |
| 29 | Lombard Odier Asset Management (Europe) Ltd | 18,200,000 | 20,991,000 | 0.60% | PRN | |
| 30 | AVIVA PLC | 18,500,000 | 21,292,000 | 0.61% | PRN | |
| 31 | AMUNDI ASSET MANAGEMENT US, INC. | 21,700,000 | 24,819,000 | 0.71% | PRN | |
| 32 | Tiptree Advisors, LLC | 25,000,000 | 28,594,000 | 0.82% | PRN | |
| 33 | JPMORGAN CHASE & CO | 31,254,000 | 35,005,000 | 1.00% | PRN | |
| 34 | FRANKLIN RESOURCES INC | 43,000,000 | 49,396,000 | 1.42% | PRN | |
| 35 | ADVENT CAPITAL MANAGEMENT /DE/ | 63,043,000 | 72,398,000 | 2.07% | PRN | |
| 36 | Calamos Advisors LLC | 63,069,000 | 72,589,000 | 2.08% | PRN | |
| 37 | LOOMIS SAYLES & CO L P | 1,668,382 | 81,551,000 | 2.34% | ||
| 38 | OAKTREE CAPITAL MANAGEMENT LP | 83,286,000 | 95,757,000 | 2.74% | PRN | |
| 39 | Allianz Asset Management GmbH | 92,110,000 | 103,163,000 | 2.96% | PRN | |
| 40 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 24,415,000 | 2,734,480,000 | 78.36% |
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.
