CUSIP: 948596AJ0 Class: NOTE 1.375%12/0
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| LINDEN ADVISORS LP | 69,471,000 | $80,584 |
| Weiss Asset Management LP | 47,043,000 | $54,604 |
| DAVIDSON KEMPNER CAPITAL MANAGEMENT LP | 43,500,000 | $50,373 |
| MILLENNIUM MANAGEMENT LLC | 23,400,000 | $27,172 |
| AQR Arbitrage LLC | 22,305,000 | $25,941 |
| BNP PARIBAS ARBITRAGE, SA | 10,450,000 | $12,101 |
| WOLVERINE ASSET MANAGEMENT LLC | 10,011,000 | $11,630 |
| CITIGROUP INC | 4,408,000 | $5,104 |
| Calamos Advisors LLC | 4,000,000 | $4,643 |
| Ovata Capital Management Ltd | 3,000,000 | $3,482 |
| GOLDMAN SACHS GROUP INC | 2,000,000 | $2,316 |
| Quarry LP | 1,300,000 | $1,512 |
| WELLS FARGO & COMPANY/MN | 1,050,000 | $1,214 |
| JPMORGAN CHASE & CO | 781,000 | $903 |
| MORGAN STANLEY | 500,000 | $579 |
| SG Americas Securities, LLC | 3,000 | $0 |
| Total (16 institutions) | 243,222,000 | $282,159 |