CUSIP: 538034BA6 Class: NOTE 3.125% 1/1
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| MARINER INVESTMENT GROUP LLC | 5,000,000 | $7,278 |
| D. E. Shaw & Co., Inc. | 86,010,000 | $125,075 |
| LINDEN ADVISORS LP | 1,500,000 | $2,182 |
| GOLDMAN SACHS GROUP INC | 3,045,000 | $4,424 |
| MML INVESTORS SERVICES, LLC | 16,000 | $23 |
| CoreCap Advisors, LLC | 4,000 | $6 |
| Institution | Prev Shares | Curr Shares | Change |
|---|---|---|---|
| Aequim Alternative Investments LP | 34,500,000 | 39,825,000 | +5,325,000 (+15.4%) |
| ADVENT CAPITAL MANAGEMENT /DE/ | 4,854,000 | 14,629,000 | +9,775,000 (+201.4%) |
| TENOR CAPITAL MANAGEMENT Co., L.P. | 19,000,000 | 20,000,000 | +1,000,000 (+5.3%) |
| Union Bancaire Privee, UBP SA | 4,356,000 | 5,562,000 | +1,206,000 (+27.7%) |
| CITADEL ADVISORS LLC | 59,000,000 | 86,500,000 | +27,500,000 (+46.6%) |
| Voya Investment Management LLC | 5,700,000 | 8,325,000 | +2,625,000 (+46.1%) |
| CITIGROUP INC | 1,697,000 | 5,219,000 | +3,522,000 (+207.5%) |
| WELLS FARGO & COMPANY/MN | 18,142,000 | 22,252,000 | +4,110,000 (+22.7%) |
| Point72 Asset Management, L.P. | 18,500,000 | 19,600,000 | +1,100,000 (+5.9%) |
| BARCLAYS PLC | 227,000 | 3,139,000 | +2,912,000 (+1282.8%) |
| BANK OF AMERICA CORP /DE/ | 895,000 | 3,119,000 | +2,224,000 (+248.5%) |
| JPMORGAN CHASE & CO | 18,251,000 | 19,824,000 | +1,573,000 (+8.6%) |
| BlackRock, Inc. | 11,385,000 | 12,615,000 | +1,230,000 (+10.8%) |
| STATE STREET CORP | 20,135,000 | 21,285,000 | +1,150,000 (+5.7%) |
| Invesco Ltd. | 6,500,000 | 7,500,000 | +1,000,000 (+15.4%) |
| FMR LLC | 12,575,000 | 13,641,000 | +1,066,000 (+8.5%) |
| FRANKLIN RESOURCES INC | 6,487,000 | 7,188,000 | +701,000 (+10.8%) |
| BNP PARIBAS ARBITRAGE, SA | 4,746,000 | 5,267,000 | +521,000 (+11.0%) |
| Universal- Beteiligungs- und Servicegesellschaft mbH | 1,966,000 | 2,151,000 | +185,000 (+9.4%) |
| SG Americas Securities, LLC | 17,000 | 27,940 | +10,940 (+64.4%) |
| Institution | Prev Shares | Curr Shares | Change |
|---|---|---|---|
| Opti Capital Management, LP | 72,825,000 | 59,377,000 | -13,448,000 (-18.5%) |
| CSS LLC/IL | 45,256,000 | 32,756,000 | -12,500,000 (-27.6%) |
| Boussard & Gavaudan Investment Management LLP | 13,000 | 12,500 | -500 (-3.8%) |
| PICTON MAHONEY ASSET MANAGEMENT | 10,000,000 | 3,000,000 | -7,000,000 (-70.0%) |
| SSI INVESTMENT MANAGEMENT LLC | 5,400,000 | 4,944,000 | -456,000 (-8.4%) |
| LORD, ABBETT & CO. LLC | 13,708,000 | 7,066,000 | -6,642,000 (-48.5%) |
| Jain Global LLC | 35,000,000 | 34,500,000 | -500,000 (-1.4%) |
| MACKAY SHIELDS LLC | 4,885,000 | 4,789,000 | -96,000 (-2.0%) |
| Man Group plc | 1,750,000 | 594,000 | -1,156,000 (-66.1%) |
| ROYAL BANK OF CANADA | 3,186,000 | 443,000 | -2,743,000 (-86.1%) |
| Calamos Advisors LLC | 15,738,000 | 15,423,000 | -315,000 (-2.0%) |
| MORGAN STANLEY | 3,503,000 | 1,541,000 | -1,962,000 (-56.0%) |
| PALISADE CAPITAL MANAGEMENT, LP | 2,257,000 | 2,187,000 | -70,000 (-3.1%) |
| Calamos Wealth Management LLC | 117,000 | 53,000 | -64,000 (-54.7%) |
| Thrivent Financial for Lutherans | 11,256,000 | 9,016,000 | -2,240,000 (-19.9%) |
| NOMURA HOLDINGS INC | 3,497 | 2,270 | -1,227 (-35.1%) |
| OPPENHEIMER ASSET MANAGEMENT INC. | 161,000 | 158,000 | -3,000 (-1.9%) |
| Institution | Prev Shares | Prev Value ($000) |
|---|---|---|
| SILVERBACK ASSET MANAGEMENT LLC | 13,632,000 | $22,102 |
| READYSTATE ASSET MANAGEMENT LP | 12,500,000 | $20,195 |
| LMR Partners LLP | 55,000,000 | $89,066 |
| Nicholas Investment Partners, LP | 3,000,000 | $4,839 |
| WOLVERINE ASSET MANAGEMENT LLC | 10,884,000 | $17,654 |
| BANK OF NOVA SCOTIA | 10,000,000 | $16,288 |
| ODDO BHF ASSET MANAGEMENT SAS | 425 | $692 |
| Jefferies Financial Group Inc. | 1,552,000 | $2,519 |
| MILLENNIUM MANAGEMENT LLC | 10,000,000 | $16,221 |
| WELLINGTON MANAGEMENT GROUP LLP | 10,680,000 | $17,372 |
| AGF MANAGEMENT LTD | 1,050,000 | $1,694 |
| FIFTH THIRD BANCORP | 9,000 | $1,452 |
| Candriam S.C.A. | 500 | $815 |
| TRUIST FINANCIAL CORP | 321,000 | $518 |
| JANE STREET GROUP, LLC | 106,000 | $174 |
| LAZARD ASSET MANAGEMENT LLC | 428,000 | $7 |
| US BANCORP \DE\ | 4,000 | $6 |