CUSIP: 345370CZ1 Class: NOTE 3/1
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| JONES ROAD CAPITAL MANAGEMENT, L.P. | 5,000,000 | $5,205 |
| KIM, LLC | 15,000,000 | $15,615 |
| ARISTEIA CAPITAL, L.L.C. | 24,500,000 | $25,505 |
| Amundi | 13,700,000 | $1,422,745 |
| Lombard Odier Asset Management (Europe) Ltd | 6,300,000 | $6,544 |
| Brevan Howard Capital Management LP | 30,000,000 | $31,357 |
| Maven Securities LTD | 11,000,000 | $11,420 |
| MIZUHO SECURITIES USA LLC | 7,150,000 | $7,530 |
| TWO SIGMA INVESTMENTS, LP | 55,000,000 | $57,118 |
| Central Pacific Bank - Trust Division | 460,000 | $478 |
| OAKTREE CAPITAL MANAGEMENT LP | 2,900,000 | $3,019 |
| Jain Global LLC | 7,000,000 | $7,267 |
| GROUPAMA ASSET MANAGMENT | 2,550,000 | $2,665 |
| Polar Capital Holdings Plc | 3,000,000 | $3,116 |
| CAPSTONE INVESTMENT ADVISORS, LLC | 5,000,000 | $5,205 |
| AGF MANAGEMENT LTD | 2,125,000 | $2,207 |
| Calamos Wealth Management LLC | 316,000 | $328 |
| BNP Paribas Investment Partners S.A. | 5,500,000 | $6 |
| NOMURA HOLDINGS INC | 12,068 | $158 |
| MML INVESTORS SERVICES, LLC | 68,000 | $71 |
| Institution | Prev Shares | Curr Shares | Change |
|---|---|---|---|
| Shaolin Capital Management LLC | 25,000,000 | 145,000,000 | +120,000,000 (+480.0%) |
| MARINER INVESTMENT GROUP LLC | 10,000,000 | 20,000,000 | +10,000,000 (+100.0%) |
| Ovata Capital Management Ltd | 20,000,000 | 35,000,000 | +15,000,000 (+75.0%) |
| Aequim Alternative Investments LP | 152,000,000 | 168,500,000 | +16,500,000 (+10.9%) |
| CAMDEN ASSET MANAGEMENT L P /CA | 225,295,000 | 229,795,000 | +4,500,000 (+2.0%) |
| SSI INVESTMENT MANAGEMENT LLC | 7,240,000 | 19,881,000 | +12,641,000 (+174.6%) |
| ZAZOVE ASSOCIATES LLC | 3,000,000 | 10,685,000 | +7,685,000 (+256.2%) |
| DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 65,000,000 | 87,500,000 | +22,500,000 (+34.6%) |
| CSS LLC/IL | 1,600,000 | 9,331,000 | +7,731,000 (+483.2%) |
| Walleye Capital LLC | 115,199,000 | 147,699,000 | +32,500,000 (+28.2%) |
| Ghisallo Capital Management LLC | 4,000,000 | 7,500,000 | +3,500,000 (+87.5%) |
| RWC Asset Management LLP | 4,625,000 | 7,080,000 | +2,455,000 (+53.1%) |
| Point72 Asset Management, L.P. | 30,000,000 | 101,500,000 | +71,500,000 (+238.3%) |
| Warberg Asset Management LLC | 4,058,000 | 4,326,000 | +268,000 (+6.6%) |
| TORONTO DOMINION BANK | 18,762,000 | 25,064,000 | +6,302,000 (+33.6%) |
| MILLENNIUM MANAGEMENT LLC | 32,500,000 | 50,000,000 | +17,500,000 (+53.8%) |
| Calamos Advisors LLC | 14,223,000 | 15,983,000 | +1,760,000 (+12.4%) |
| GOLDMAN SACHS GROUP INC | 1,387,000 | 11,492,000 | +10,105,000 (+728.6%) |
| CITIGROUP INC | 7,542,000 | 10,715,000 | +3,173,000 (+42.1%) |
| BlackRock, Inc. | 20,890,000 | 28,915,000 | +8,025,000 (+38.4%) |
| Institution | Prev Shares | Curr Shares | Change |
|---|---|---|---|
| PIER 88 INVESTMENT PARTNERS LLC | 23,330,000 | 5,600,000 | -17,730,000 (-76.0%) |
| SONA ASSET MANAGEMENT (US) LLC | 131,000,000 | 42,500,000 | -88,500,000 (-67.6%) |
| HIGHBRIDGE CAPITAL MANAGEMENT LLC | 140,000,000 | 115,000,000 | -25,000,000 (-17.9%) |
| INCOME RESEARCH & MANAGEMENT | 8,073,000 | 6,383,000 | -1,690,000 (-20.9%) |
| Wellesley Asset Management | 43,397,000 | 37,047,000 | -6,350,000 (-14.6%) |
| SHENKMAN CAPITAL MANAGEMENT INC | 9,848,000 | 1,835,000 | -8,013,000 (-81.4%) |
| RATIONAL ADVISORS LLC | 6,740,000 | 5,200,000 | -1,540,000 (-22.8%) |
| Sculptor Capital LP | 70,000,000 | 65,000,000 | -5,000,000 (-7.1%) |
| MACKAY SHIELDS LLC | 30,776,000 | 30,093,000 | -683,000 (-2.2%) |
| PALISADE CAPITAL MANAGEMENT, LP | 4,146,000 | 1,096,000 | -3,050,000 (-73.6%) |
| ADVENT CAPITAL MANAGEMENT /DE/ | 27,488,000 | 25,868,000 | -1,620,000 (-5.9%) |
| AQR Arbitrage LLC | 25,250,000 | 24,000,000 | -1,250,000 (-5.0%) |
| BNP PARIBAS ARBITRAGE, SA | 43,726,000 | 4,781,000 | -38,945,000 (-89.1%) |
| Candriam S.C.A. | 6,000 | 4,000 | -2,000 (-33.3%) |
| UBS Group AG | 19,751,830 | 35,830 | -19,716,000 (-99.8%) |
| VICTORY CAPITAL MANAGEMENT INC | 85,098,000 | 81,058,000 | -4,040,000 (-4.7%) |
| DEUTSCHE BANK AG\ | 22,312,000 | 17,934,000 | -4,378,000 (-19.6%) |
| BANK OF MONTREAL /CAN/ | 25,000,000 | 21,500,000 | -3,500,000 (-14.0%) |
| BANK OF AMERICA CORP /DE/ | 28,553,600 | 22,132,600 | -6,421,000 (-22.5%) |
| JPMORGAN CHASE & CO | 35,124,000 | 29,965,000 | -5,159,000 (-14.7%) |
| Institution | Prev Shares | Prev Value ($000) |
|---|---|---|
| SILVERBACK ASSET MANAGEMENT LLC | 26,750,000 | $27,134 |
| SOROS FUND MANAGEMENT LLC | 135,788,000 | $137,715 |
| DLD Asset Management, LP | 25,000,000 | $25,393 |
| Alpine Global Management, LLC | 5,000 | $5,068 |
| Jump Financial, LLC | 20,000,000 | $20,270 |
| OSTERWEIS CAPITAL MANAGEMENT INC | 3,000,000 | $3,048 |
| Magnetar Financial LLC | 13,500,000 | $13,691 |
| TUDOR INVESTMENT CORP ET AL | 15,000,000 | $15,241 |
| D. E. Shaw & Co., Inc. | 38,000,000 | $38,549 |
| Parallax Volatility Advisers, L.P. | 4,125,000 | $4,181 |
| NATURAL INVESTMENTS, LLC | 15,498 | $0 |
| MACQUARIE GROUP LTD | 2,086,000 | $2,119 |
| FIFTH THIRD BANCORP | 9,000 | $912 |
| TRUIST FINANCIAL CORP | 1,520,000 | $1,541 |
| LAZARD ASSET MANAGEMENT LLC | 31,935,000 | $324 |
| JANE STREET GROUP, LLC | 424,000 | $431 |
| Jefferies Financial Group Inc. | 144,000 | $147 |
| SG Americas Securities, LLC | 10,000 | $1 |