| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 3,200,000 | 561,200,000 | 48.98% | PRN | |
| 2 | CQS Cayman LP | 72,711,000 | 128,956,000 | 11.25% | PRN | |
| 3 | MACKAY SHIELDS LLC | 27,968,000 | 49,157,000 | 4.29% | PRN | |
| 4 | FMR LLC | 26,006,000 | 45,334,000 | 3.96% | PRN | |
| 5 | CAMDEN ASSET MANAGEMENT L P /CA | 23,163,000 | 40,622,000 | 3.55% | PRN | |
| 6 | Fore Research & Management, LP | 20,000,000 | 35,175,000 | 3.07% | PRN | |
| 7 | Polar Asset Management Partners Inc. | 20,000,000 | 35,100,000 | 3.06% | PRN | |
| 8 | OSTERWEIS CAPITAL MANAGEMENT INC | 18,150,000 | 31,831,000 | 2.78% | PRN | |
| 9 | BASSO CAPITAL MANAGEMENT, L.P. | 17,500,000 | 30,699,000 | 2.68% | PRN | |
| 10 | Invesco Ltd. | 11,235,000 | 19,703,000 | 1.72% | ||
| 11 | Jabre Capital Partners S.A. | 10,000,000 | 17,726,000 | 1.55% | PRN | |
| 12 | ZAZOVE ASSOCIATES LLC | 9,000,000 | 15,795,000 | 1.38% | PRN | |
| 13 | Carlson Capital, L.P. | 8,000,000 | 14,034,000 | 1.22% | PRN | |
| 14 | AMERIPRISE FINANCIAL INC | 7,910,000 | 13,872,000 | 1.21% | PRN | |
| 15 | JPMORGAN CHASE & CO | 6,705,000 | 11,759,000 | 1.03% | PRN | |
| 16 | ADVENT CAPITAL MANAGEMENT /DE/ | 6,211,000 | 10,906,000 | 0.95% | PRN | |
| 17 | THRIVENT FINANCIAL FOR LUTHERANS | 5,500,000 | 9,673,000 | 0.84% | ||
| 18 | COASTLAND CAPITAL LLC | 5,000 | 8,780,000 | 0.77% | PRN | |
| 19 | CAPSTONE INVESTMENT ADVISORS, LLC | 4,750,000 | 8,328,000 | 0.73% | PRN | |
| 20 | PUTNAM INVESTMENTS LLC | 4,639,000 | 8,135,000 | 0.71% | ||
| 21 | WELLS FARGO & COMPANY/MN | 4,089,000 | 7,172,000 | 0.63% | PRN | |
| 22 | TD Securities (USA) LLC | 4,080,000 | 7,116,000 | 0.62% | PRN | |
| 23 | MANAGED ACCOUNT ADVISORS LLC | 3,465,000 | 6,077,000 | 0.53% | PRN | |
| 24 | BlueCrest Capital Management LLP | 2,662,000 | 4,710,000 | 0.41% | PRN | |
| 25 | BANK OF AMERICA CORP /DE/ | 2,508,000 | 4,398,000 | 0.38% | PRN | |
| 26 | Sage Capital Management, LLC | 2,450,000 | 4,297,000 | 0.37% | PRN | |
| 27 | Visium Asset Management, LP | 2,000,000 | 3,515,000 | 0.31% | PRN | |
| 28 | Jefferies Group LLC | 1,570,000 | 2,753,000 | 0.24% | PRN | |
| 29 | SSI INVESTMENT MANAGEMENT LLC | 1,358,000 | 2,382,000 | 0.21% | PRN | |
| 30 | ROYAL BANK OF CANADA | 904,000 | 1,585,000 | 0.14% | PRN | |
| 31 | PRELUDE CAPITAL MANAGEMENT, LLC | 550,000 | 965,000 | 0.08% | PRN | |
| 32 | DEUTSCHE BANK AG\ | 501,000 | 878,000 | 0.08% | PRN | |
| 33 | CREDIT SUISSE AG/ | 500,000 | 877,000 | 0.08% | PRN | |
| 34 | WHITEBOX ADVISORS LLC | 500,000 | 869,000 | 0.08% | PRN | |
| 35 | Allianz Asset Management GmbH | 400,000 | 704,000 | 0.06% | PRN | |
| 36 | MORGAN STANLEY | 188,000 | 329,000 | 0.03% | PRN | |
| 37 | CITIGROUP INC | 139,000 | 244,000 | 0.02% | PRN | |
| 38 | Investors Capital Advisory Services | 54,000 | 94,000 | 0.01% | ||
| 39 | Brown Advisory Securities, LLC | 29,000 | 50,000 | 0.00% | PRN | |
| 40 | MSI Financial Services Inc | 17,000 | 30,000 | 0.00% | ||
| 41 | UBS AG | 10,000 | 18,000 | 0.00% | PRN | |
| 42 | AMERICAN INTERNATIONAL GROUP, INC. | 6 | 10,523 | 0.00% | PRN | |
| 43 | BlackRock Investment Management, LLC | 4,000 | 7,000 | 0.00% | PRN | |
| 44 | Wellesley Asset Management | 2,868 | 5,030 | 0.00% | 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.
