CUSIP: 68213NAF6 Class: NOTE 1.000%12/0
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| LINDEN ADVISORS LP | 64,400,000 | $69,476 |
| WOLVERINE ASSET MANAGEMENT LLC | 27,695,000 | $29,848 |
| TENOR CAPITAL MANAGEMENT Co., L.P. | 20,050,000 | $21,661 |
| Wellesley Asset Management | 16,894,000 | $18,230 |
| BARINGS LLC | 15,735,000 | $16,954 |
| SILVERBACK ASSET MANAGEMENT LLC | 11,000,000 | $11,873 |
| SSI INVESTMENT MANAGEMENT LLC | 4,750,000 | $5,118 |
| Nuveen, LLC | 3,500,000 | $3,771 |
| BNP PARIBAS ARBITRAGE, SA | 3,167,000 | $3,412 |
| FMR LLC | 2,320,000 | $2,500 |
| LAZARD ASSET MANAGEMENT LLC | 1,833,000 | $20 |
| Kohlberg Kravis Roberts & Co. L.P. | 1,405,000 | $1,521 |
| WELLS FARGO & COMPANY/MN | 1,375,000 | $1,490 |
| UBS Group AG | 1,287,000 | $1,387 |
| MILLENNIUM MANAGEMENT LLC | 150,000 | $162 |
| MORGAN STANLEY | 50,000 | $54 |
| CITIGROUP INC | 2,000 | $2 |
| COMERICA BANK | 1,000 | $1 |
| Total (18 institutions) | 175,614,000 | $187,480 |