CUSIP: 472145AH4 Class: NOTE 3.125% 9/1
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| Aequim Alternative Investments LP | 20,000,000 | $26,670 |
| Ghisallo Capital Management LLC | 10,000,000 | $13,308 |
| Amundi | 6,600,000 | $878,460 |
| Brevan Howard Capital Management LP | 15,000,000 | $20,006 |
| CREDIT INDUSTRIEL ET COMMERCIAL | 1,750,000 | $2,328 |
| M&G PLC | 17,957,000 | $23,883 |
| BlueCrest Capital Management Ltd | 3,500,000 | $4,676 |
| Jefferies Financial Group Inc. | 15,100,000 | $20,162 |
| PICTON MAHONEY ASSET MANAGEMENT | 4,000,000 | $5,334 |
| Central Pacific Bank - Trust Division | 318,000 | $423 |
| Verition Fund Management LLC | 5,000,000 | $6,668 |
| TWO SIGMA INVESTMENTS, LP | 7,000,000 | $9,317 |
| MILLENNIUM MANAGEMENT LLC | 16,500,000 | $22,021 |
| CITADEL ADVISORS LLC | 15,000,000 | $20,016 |
| Nuveen, LLC | 10,000,000 | $13,310 |
| BANK OF AMERICA CORP /DE/ | 10,771,000 | $14,336 |
| CITIGROUP INC | 3,718,000 | $4,949 |
| NOMURA HOLDINGS INC | 12,833 | $2,182 |
| GOLDMAN SACHS GROUP INC | 4,881,000 | $6,497 |
| ROYAL BANK OF CANADA | 2,294,000 | $3,060 |
| Institution | Prev Shares | Curr Shares | Change |
|---|---|---|---|
| ABSOLUTE INVESTMENT ADVISERS, LLC | 2,500,000 | 7,500,000 | +5,000,000 (+200.0%) |
| CAMDEN ASSET MANAGEMENT L P /CA | 17,500,000 | 21,500,000 | +4,000,000 (+22.9%) |
| SSI INVESTMENT MANAGEMENT LLC | 11,928,000 | 12,848,000 | +920,000 (+7.7%) |
| Voya Investment Management LLC | 72,360,000 | 145,360,000 | +73,000,000 (+100.9%) |
| Calamos Advisors LLC | 23,715,000 | 43,715,000 | +20,000,000 (+84.3%) |
| ADVENT CAPITAL MANAGEMENT /DE/ | 18,532,000 | 19,332,000 | +800,000 (+4.3%) |
| HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | 10,000,000 | 15,000,000 | +5,000,000 (+50.0%) |
| BlackRock, Inc. | 9,716,000 | 53,116,000 | +43,400,000 (+446.7%) |
| JPMORGAN CHASE & CO | 29,323,000 | 36,963,000 | +7,640,000 (+26.1%) |
| STATE STREET CORP | 13,902,000 | 21,102,000 | +7,200,000 (+51.8%) |
| Invesco Ltd. | 28,779,000 | 31,029,000 | +2,250,000 (+7.8%) |
| AMERIPRISE FINANCIAL INC | 7,000,000 | 9,000,000 | +2,000,000 (+28.6%) |
| DEUTSCHE BANK AG\ | 1,305,000 | 1,925,000 | +620,000 (+47.5%) |
| MORGAN STANLEY | 10,555,000 | 10,849,000 | +294,000 (+2.8%) |
| Institution | Prev Shares | Curr Shares | Change |
|---|---|---|---|
| BRIGADE CAPITAL MANAGEMENT, LP | 34,965,000 | 18,965,000 | -16,000,000 (-45.8%) |
| LINDEN ADVISORS LP | 288,450,000 | 175,450,000 | -113,000,000 (-39.2%) |
| SHENKMAN CAPITAL MANAGEMENT INC | 10,620,000 | 1,782,000 | -8,838,000 (-83.2%) |
| ABN AMRO INVESTMENT SOLUTIONS | 200,000 | 200 | -199,800 (-99.9%) |
| ZAZOVE ASSOCIATES LLC | 23,675,000 | 23,135,000 | -540,000 (-2.3%) |
| OAKTREE CAPITAL MANAGEMENT LP | 16,700,000 | 10,600,000 | -6,100,000 (-36.5%) |
| RWC Asset Management LLP | 5,200,000 | 3,400,000 | -1,800,000 (-34.6%) |
| Candriam S.C.A. | 4,600 | 1,100 | -3,500 (-76.1%) |
| FRANKLIN RESOURCES INC | 66,500,000 | 26,022,000 | -40,478,000 (-60.9%) |
| Man Group plc | 5,300,000 | 2,150,000 | -3,150,000 (-59.4%) |
| GABELLI FUNDS LLC | 2,150,000 | 1,250,000 | -900,000 (-41.9%) |
| WELLINGTON MANAGEMENT GROUP LLP | 30,159,000 | 21,054,000 | -9,105,000 (-30.2%) |
| Zurcher Kantonalbank (Zurich Cantonalbank) | 1,400,000 | 600,000 | -800,000 (-57.1%) |
| WELLS FARGO & COMPANY/MN | 1,977,000 | 257,000 | -1,720,000 (-87.0%) |
| SEI INVESTMENTS CO | 1,160,000 | 725,000 | -435,000 (-37.5%) |
| PALISADE CAPITAL MANAGEMENT, LP | 500,000 | 485,000 | -15,000 (-3.0%) |
| LAZARD ASSET MANAGEMENT LLC | 3,426,000 | 2,734,000 | -692,000 (-20.2%) |
| Institution | Prev Shares | Prev Value ($000) |
|---|---|---|
| GLAZER CAPITAL, LLC | 15,750,000 | $19 |
| Squarepoint Ops LLC | 12,500 | $14,868 |
| LOOMIS SAYLES & CO L P | 59,923 | $7,898 |
| Police & Firemen's Retirement System of New Jersey | 800,000 | $952 |