LUMENTUM HLDGS INC

CUSIP: 55024UAH2 Class: NOTE 1.500%12/1

Note: Option positions (PUT/CALL) are excluded.

Decreased Positions (19)

Paloma Partners Management Co
Value ($000) $10,640 (-12.1%) Shares 2,000,000 (-60.0%)
CSS LLC/IL
Value ($000) $39,895 (+22.3%) Shares 7,500,000 (-44.4%)
SSI INVESTMENT MANAGEMENT LLC
Value ($000) $2,539 (-67.0%) Shares 478,000 (-85.0%)
Calamos Advisors LLC
Value ($000) $65,192 (+72.5%) Shares 12,249,000 (-21.6%)
ADVENT CAPITAL MANAGEMENT /DE/
Value ($000) $5,321 (+49.1%) Shares 1,001,000 (-32.2%)
BANK OF MONTREAL /CAN/
Value ($000) $156,143 (+80.4%) Shares 29,292,000 (-18.2%)
WELLINGTON MANAGEMENT GROUP LLP
Value ($000) $8,956 (-70.8%) Shares 1,684,000 (-86.7%)
TWO SIGMA INVESTMENTS, LP
Value ($000) $95,961 (+103.9%) Shares 18,065,000 (-7.4%)
Universal- Beteiligungs- und Servicegesellschaft mbH
Value ($000) $536 (-87.0%) Shares 100,000 (-94.1%)
BNP PARIBAS ARBITRAGE, SA
Value ($000) $6,119 (-46.5%) Shares 1,152,000 (-75.7%)
BNP Paribas Investment Partners S.A.
Value ($000) $21 (+26.4%) Shares 4,000,000 (-42.9%)
JPMORGAN CHASE & CO
Value ($000) $4,700 (-59.6%) Shares 883,000 (-81.7%)
WELLS FARGO & COMPANY/MN
Value ($000) $6,073 (-16.0%) Shares 1,141,000 (-61.9%)
GAMCO INVESTORS, INC. ET AL
Value ($000) $266 (-45.0%) Shares 50,000 (-75.0%)
Calamos Wealth Management LLC
Value ($000) $192 (-3.4%) Shares 36,000 (-56.1%)
SUSQUEHANNA ADVISORS GROUP, INC.
Value ($000) $312 (+3.2%) Shares 5,855,000 (-53.2%)
FMR LLC
Value ($000) $34,549 (+110.7%) Shares 6,504,000 (-4.3%)
LAZARD ASSET MANAGEMENT LLC
Value ($000) $5 (-94.9%) Shares 102,000 (-97.7%)
Bank of New York Mellon Corp
Value ($000) $798 (+65.1%) Shares 150,000 (-25.0%)