| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | BASSO CAPITAL MANAGEMENT, L.P. | 12,831,000 | 44,443,000 | 34.12% | PRN | |
| 2 | WOLVERINE ASSET MANAGEMENT LLC | 11,619,000 | 39,917,000 | 30.65% | PRN | |
| 3 | LAZARD ASSET MANAGEMENT LLC | 9,395,000 | 32,477,000 | 24.94% | PRN | |
| 4 | CSS LLC/IL | 3,500,000 | 12,105,000 | 9.29% | PRN | |
| 5 | DEUTSCHE BANK AG\ | 375,000 | 1,296,000 | 1.00% | PRN | |
| 6 | UBS AG | 2,000 | 7,000 | 0.01% | 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.
