CUSIP: 538034BC2 Class: NOTE 2.875% 1/1
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| Lombard Odier Asset Management (Europe) Ltd | 29,624,000 | $31,238 |
| ADVENT CAPITAL MANAGEMENT /DE/ | 65,401,000 | $69,739 |
| SSI INVESTMENT MANAGEMENT LLC | 17,704,000 | $18,598 |
| MACKAY SHIELDS LLC | 29,685,000 | $31,258 |
| ZAZOVE ASSOCIATES LLC | 11,190,000 | $11,812 |
| SHENKMAN CAPITAL MANAGEMENT INC | 5,561,000 | $6,160 |
| Polar Asset Management Partners Inc. | 40,000,000 | $42,092 |
| Voya Investment Management LLC | 444,520,000 | $468,080 |
| MARINER INVESTMENT GROUP LLC | 5,000,000 | $5,265 |
| CREDIT INDUSTRIEL ET COMMERCIAL | 3,000,000 | $3,175 |
| RWC Asset Management LLP | 3,762,000 | $3,967 |
| OAKTREE CAPITAL MANAGEMENT LP | 9,670,000 | $10,183 |
| Calamos Advisors LLC | 31,441,000 | $33,190 |
| TUDOR INVESTMENT CORP ET AL | 42,500,000 | $44,818 |
| OFI INVEST ASSET MANAGEMENT | 3,500,000 | $3,185 |
| GROUPAMA ASSET MANAGMENT | 3,200,000 | $3,431 |
| GABELLI FUNDS LLC | 4,800,000 | $5,067 |
| Alberta Investment Management Corp | 3,000,000 | $3,167 |
| AMERIPRISE FINANCIAL INC | 44,300,000 | $46,537 |
| FRANKLIN RESOURCES INC | 39,902,000 | $42,017 |