APELLIS PHARMACEUTICALS INC

CUSIP: 03753UAB2 Class: NOTE 3.500% 9/1

Note: Option positions (PUT/CALL) are excluded.

InstitutionSharesValue ($000)
DeepCurrents Investment Group LLC44,194,000$45,588
LINDEN ADVISORS LP28,138,000$29,056
TENOR CAPITAL MANAGEMENT Co., L.P.11,950,000$12,073
D. E. Shaw & Co., Inc.5,000,000$5,164
WOLVERINE ASSET MANAGEMENT LLC3,122,000$3,224
WELLINGTON MANAGEMENT GROUP LLP1,130,000$1,180
KORNITZER CAPITAL MANAGEMENT INC /KS300,000$308
CITIGROUP INC6,000$6
Total (8 institutions)93,840,000$96,599