| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 20,275,000 | 3,852,250,000 | 88.62% | ||
| 2 | CITADEL ADVISORS LLC | 40,290,000 | 76,935,000 | 1.77% | PRN | |
| 3 | CQS Cayman LP | 30,650,000 | 59,302,000 | 1.36% | PRN | |
| 4 | HIGHBRIDGE CAPITAL MANAGEMENT LLC | 29,500,000 | 56,290,000 | 1.29% | PRN | |
| 5 | ADVENT CAPITAL MANAGEMENT /DE/ | 28,986,000 | 52,810,000 | 1.21% | PRN | |
| 6 | Allianz Asset Management GmbH | 21,260,000 | 40,394,000 | 0.93% | PRN | |
| 7 | CITIGROUP INC | 16,211,000 | 30,933,000 | 0.71% | PRN | |
| 8 | TENOR CAPITAL MANAGEMENT Co., L.P. | 15,752,000 | 30,417,000 | 0.70% | PRN | |
| 9 | FMR LLC | 13,750,000 | 26,237,000 | 0.60% | PRN | |
| 10 | THRIVENT FINANCIAL FOR LUTHERANS | 9,925,000 | 18,963,000 | 0.44% | ||
| 11 | INCOME RESEARCH & MANAGEMENT | 6,780,000 | 12,937,000 | 0.30% | PRN | |
| 12 | Polar Asset Management Partners Inc. | 6,500,000 | 12,403,000 | 0.29% | PRN | |
| 13 | GLG Partners LP | 5,000,000 | 9,556,000 | 0.22% | PRN | |
| 14 | PUTNAM INVESTMENTS LLC | 4,928,000 | 9,403,000 | 0.22% | ||
| 15 | Apollo Management Holdings, L.P. | 4,600,000 | 8,789,000 | 0.20% | PRN | |
| 16 | Invesco Ltd. | 4,375,000 | 8,348,000 | 0.19% | PRN | |
| 17 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 4,124,000 | 7,869,000 | 0.18% | PRN | |
| 18 | Zurcher Kantonalbank (Zurich Cantonalbank) | 3,500,000 | 6,650,000 | 0.15% | PRN | |
| 19 | Hutchin Hill Capital, LP | 3,389,000 | 6,553,000 | 0.15% | PRN | |
| 20 | LORD, ABBETT & CO. LLC | 2,810,000 | 5,369,000 | 0.12% | PRN | |
| 21 | JPMORGAN CHASE & CO | 1,807,000 | 3,433,000 | 0.08% | PRN | |
| 22 | RUSSELL FRANK CO/ | 1,618,000 | 3,074,000 | 0.07% | ||
| 23 | AEGON USA Investment Management, LLC | 1,000,000 | 1,908,000 | 0.04% | PRN | |
| 24 | SCOTIA CAPITAL INC. | 894,000 | 1,716,000 | 0.04% | ||
| 25 | SSI INVESTMENT MANAGEMENT LLC | 894,000 | 1,708,000 | 0.04% | PRN | |
| 26 | Calamos Advisors LLC | 566,000 | 1,081,000 | 0.02% | PRN | |
| 27 | WELLS FARGO & COMPANY/MN | 347,000 | 649,000 | 0.01% | PRN | |
| 28 | WELLINGTON MANAGEMENT GROUP LLP | 205,000 | 391,000 | 0.01% | PRN | |
| 29 | MACKENZIE FINANCIAL CORP | 114,000 | 217,000 | 0.00% | PRN | |
| 30 | BANK OF AMERICA CORP /DE/ | 103,000 | 196,000 | 0.00% | PRN | |
| 31 | SG Americas Securities, LLC | 1,000 | 191,000 | 0.00% | PRN | |
| 32 | DEUTSCHE BANK AG\ | 20,000 | 37,000 | 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.
