CUSIP: 525558AB8 Class: NOTE 2.500% 2/0
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| LINDEN ADVISORS LP | 29,000,000 | $28,956 |
| READYSTATE ASSET MANAGEMENT LP | 25,750,000 | $25,814 |
| WOLVERINE ASSET MANAGEMENT LLC | 22,000,000 | $21,974 |
| CITADEL ADVISORS LLC | 20,000,000 | $19,944 |
| WELLS FARGO & COMPANY/MN | 13,859,000 | $13,987 |
| STEELHEAD PARTNERS LLC | 12,000,000 | $11,977 |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 11,750,000 | $11,687 |
| UBS Group AG | 9,538,000 | $9,514 |
| TENOR CAPITAL MANAGEMENT Co., L.P. | 9,000,000 | $9,083 |
| BlueCrest Capital Management Ltd | 6,000,000 | $5,988 |
| BNP PARIBAS ARBITRAGE, SA | 4,104,000 | $4,094 |
| SSI INVESTMENT MANAGEMENT LLC | 3,500,000 | $3,491 |
| Wellesley Asset Management | 3,250,000 | $3,233 |
| CAPSTONE INVESTMENT ADVISORS, LLC | 2,500,000 | $2,506 |
| KIM, LLC | 2,500,000 | $2,506 |
| LAZARD ASSET MANAGEMENT LLC | 2,396,000 | $24 |
| FMR LLC | 1,930,000 | $1,925 |
| Jefferies Financial Group Inc. | 1,219,000 | $1,216 |
| PALISADE CAPITAL MANAGEMENT, LP | 242,000 | $241 |
| Kohlberg Kravis Roberts & Co. L.P. | 200,000 | $201 |
| Total (20 institutions) | 180,738,000 | $178,361 |