| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BASSO CAPITAL MANAGEMENT, L.P. | 12,831,000 | 41,621,000 | 34.05% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 11,619,000 | 37,636,000 | 30.79% | PRN | |
| 3 | LAZARD ASSET MANAGEMENT LLC | 9,395,000 | 30,410,000 | 24.87% | PRN | |
| 4 | CSS LLC/IL | 3,500,000 | 11,334,000 | 9.27% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 375,000 | 1,213,000 | 0.99% | PRN | |
| 6 | CITIGROUP INC | 10,000 | 32,000 | 0.03% | PRN | |
| 7 | UBS AG | 2,000 | 6,000 | 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.
