| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 11,895,000 | 1,958,214,000 | 75.63% | ||
| 2 | Orchard Hill Capital Management LP | 217,199,000 | 353,969,000 | 13.67% | PRN | |
| 3 | WOLVERINE ASSET MANAGEMENT LLC | 39,911,000 | 64,768,000 | 2.50% | PRN | |
| 4 | BlackRock Institutional Trust Company, N.A. | 19,946,000 | 32,836,000 | 1.27% | PRN | |
| 5 | NOMURA HOLDINGS INC | 129,400 | 21,422,000 | 0.83% | Call | |
| 6 | ELLIOTT MANAGEMENT CORP | 12,500,000 | 20,226,000 | 0.78% | PRN | |
| 7 | ADVENT CAPITAL MANAGEMENT /DE/ | 12,332,000 | 20,062,000 | 0.77% | PRN | |
| 8 | CITADEL ADVISORS LLC | 10,139,000 | 16,465,000 | 0.64% | PRN | |
| 9 | JPMORGAN CHASE & CO | 8,550,000 | 14,076,000 | 0.54% | PRN | |
| 10 | Calamos Advisors LLC | 7,300,000 | 11,960,000 | 0.46% | PRN | |
| 11 | LORD, ABBETT & CO. LLC | 7,086,000 | 11,692,000 | 0.45% | PRN | |
| 12 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 6,200,000 | 10,207,000 | 0.39% | PRN | |
| 13 | Fore Research & Management, LP | 5,295,000 | 8,736,000 | 0.34% | PRN | |
| 14 | SSI INVESTMENT MANAGEMENT LLC | 4,256,000 | 6,898,000 | 0.27% | PRN | |
| 15 | NOMURA HOLDINGS INC | 30,000 | 4,967,000 | 0.19% | Put | |
| 16 | Nicholas Investment Partners, LP | 2,575,000 | 4,239,000 | 0.16% | PRN | |
| 17 | Mohican Financial Management, LLC | 2,500,000 | 4,116,000 | 0.16% | ||
| 18 | Invesco Ltd. | 2,250,000 | 3,704,000 | 0.14% | ||
| 19 | IMPAX ASSET MANAGEMENT LLC | 2,000,000 | 3,300,000 | 0.13% | PRN | |
| 20 | DINSMORE CAPITAL MANAGEMENT CO/NJ | 2,000,000 | 3,300,000 | 0.13% | PRN | |
| 21 | BANK OF AMERICA CORP /DE/ | 1,679,000 | 2,764,000 | 0.11% | PRN | |
| 22 | DRIEHAUS CAPITAL MANAGEMENT LLC | 1,600,000 | 2,634,000 | 0.10% | PRN | |
| 23 | Castle Creek Arbitrage, LLC | 1,400,000 | 2,285,000 | 0.09% | PRN | |
| 24 | WELLS FARGO & COMPANY/MN | 1,136,000 | 1,841,000 | 0.07% | PRN | |
| 25 | CITIGROUP INC | 1,092,000 | 1,798,000 | 0.07% | PRN | |
| 26 | DEUTSCHE BANK AG\ | 587,000 | 966,000 | 0.04% | PRN | |
| 27 | CREDIT SUISSE AG/ | 500,000 | 823,000 | 0.03% | PRN | |
| 28 | OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC) | 200,000 | 330,000 | 0.01% | PRN | |
| 29 | WELLINGTON MANAGEMENT GROUP LLP | 195,000 | 321,000 | 0.01% | PRN | |
| 30 | AMERIPRISE FINANCIAL INC | 1,000 | 165,000 | 0.01% | PRN | |
| 31 | Jefferies Group LLC | 26,000 | 43,000 | 0.00% | PRN | |
| 32 | Investors Capital Advisory Services | 25,000 | 41,000 | 0.00% | ||
| 33 | MSI Financial Services Inc | 7,000 | 12,000 | 0.00% | ||
| 34 | ROYAL BANK OF CANADA | 2,000 | 3,000 | 0.00% | PRN | |
| 35 | Wellesley Asset Management | 1,302 | 2,161 | 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.
