Vault-13

JAZZ INVESTMENTS I LTD JAZZ 1.5 08.15.24

NOTE 1.500% 8/1 · US DOMESTIC · CUSIP 472145AD3

45 institutional holders +3 vs Q3 2022
22,259,17222.3m shares reported held*
$499.2mreported value*
11 new 10 added 10 reduced 9 sold out net bought ≈ $945.6k (-10.4m shares)

* Summed across managers. Shares that two managers' reports both contain – a subsidiary's holdings that its parent's report includes too, or a sub-adviser's in its client's – are counted once. Holder counts are more reliable. Implied quarter-end price ≈ $22.43.

Trends to Q4 2022

Institutional holders

Managers reporting a position, each quarter

0204060Q3 22: 42Q4 22: 4545Q3 22Q4 22
Numbers
QuarterHolders
Q3 202242
Q4 202245

Calls vs puts

Options held, notional value, last 4 quarters. P/C = puts ÷ calls

CallsPuts
$0$100k$200k$300kQ3 22 calls: $0Q3 22 puts: $266.6kQ3 22P/C —Q4 22 calls: $0Q4 22 puts: $0Q4 22P/C —
Numbers
QuarterCallsPutsP/C
Q3 2022$0$266.6k—
Q4 2022$0$0—

Biggest buyers

BlackRock Inc. Added +11,630,000+11.6m
Segantii Capital Management Ltd New +9,683,000+9.7m
Chiron Investment Management, LLC New +8,654,000+8.7m
PALISADE CAPITAL MANAGEMENT, LP New +6,212,000+6.2m
ADVENT CAPITAL MANAGEMENT /DE/ New +5,680,000+5.7m
BANK OF MONTREAL /CAN/ New +3,750,000+3.8m
III Capital Management New +2,670,000+2.7m
Jefferies Financial Group Inc. New +2,384,000+2.4m
WELLS FARGO & COMPANY/MN Added +1,700,000+1.7m
Lombard Odier Asset Management (Europe) Ltd New +1,600,000+1.6m

Biggest sellers

STEELHEAD PARTNERS LLC Reduced -10,098,000-10.1m
AVIVA PLC Reduced -10,000,000-10.0m
SCHRODER INVESTMENT MANAGEMENT GROUP Reduced -9,000,000-9.0m
PALISADE CAPITAL MANAGEMENT, LP Sold out -8,212,000-8.2m
BNP PARIBAS FINANCIAL MARKETS Reduced -6,913,000-6.9m
CAMDEN ASSET MANAGEMENT L P /CA Reduced -3,500,000-3.5m
SHENKMAN CAPITAL MANAGEMENT INC Reduced -2,555,000-2.6m
DEUTSCHE BANK AG\ Sold out -2,000,000-2.0m
JANUS HENDERSON GROUP PLC Reduced -1,979,000-2.0m
Russell Investments Group, Ltd. Reduced -1,315,000-1.3m

Holders, Q4 2022

#ManagerLocationShares Value% of their portfolioChangeShares change
1 LAZARD ASSET MANAGEMENT LLC 0.14% of their portfolio NEW YORK, NY 105,578,000105.6m $104.3m $104.3m 0.14% Unchanged
2 TENOR CAPITAL MANAGEMENT Co., L.P. 1.58% of their portfolio NEW YORK, NY 66,546,00066.5m $66.2m $66.2m 1.58% Added +315.0k +315,000
3 FRANKLIN RESOURCES INC 0.03% of their portfolio San Mateo, CA 53,350,00053.4m $52.7m $52.7m 0.03% Unchanged
4 BlackRock Inc. 0.00% of their portfolio New York, NY 30,842,00030.8m $30.4m $30.4m 0.00% Added +11.6m +11,630,000
5 STEELHEAD PARTNERS LLC 2.05% of their portfolio SEATTLE, WA 28,402,00028.4m $28.1m $28.1m 2.05% Reduced -10.1m -10,098,000
6 CAMDEN ASSET MANAGEMENT L P /CA 0.85% of their portfolio Los Angeles, CA 26,700,00026.7m $26.3m $26.3m 0.85% Reduced -3.5m -3,500,000
7 AVIVA PLC 0.10% of their portfolio LONDON, X0 20,000,00020.0m $19.8m $19.8m 0.10% Reduced -10.0m -10,000,000
8 Birch Grove Capital LP 7.97% of their portfolio New York, NY 16,100,00016.1m $15.9m $15.9m 7.97% Unchanged
9 STATE STREET CORP 0.00% of their portfolio BOSTON, MA 13,033,00013.0m $12.9m $12.9m 0.00% Added +450.0k +450,000
10 VOYA INVESTMENT MANAGEMENT LLC 0.01% of their portfolio ATLANTA, GA 12,850,00012.8m $12.7m $12.7m 0.01% Unchanged
11 DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main 0.02% of their portfolio FRANKFURT AM MAIN, 2M 11,500,00011.5m $11.4m $11.4m 0.02% Unchanged
12 Segantii Capital Management Ltd 0.37% of their portfolio HONG KONG, K3 9,683,0009.7m $9.6m $9.6m 0.37% New
13 Thrivent Financial for Lutherans 0.02% of their portfolio Minneapolis, MN 9,500,0009.5m $9.4m $9.4m 0.02% Unchanged
14 Chiron Investment Management, LLC 2.00% of their portfolio NEW YORK, NY 8,654,0008.7m $8.5m $8.5m 2.00% New
15 BNP PARIBAS ASSET MANAGEMENT Holding S.A. 0.03% of their portfolio Paris, I0 8,000,0008.0m $7.9m $7.9m 0.03% Unchanged
16 Man Group plc 0.03% of their portfolio LONDON, X0 7,800,0007.8m $7.7m $7.7m 0.03% Added +550.0k +550,000
17 JPMORGAN CHASE & CO 0.00% of their portfolio NEW YORK, NY 7,464,0007.5m $7.4m $7.4m 0.00% Added +1.0m +1,045,000
18 SHENKMAN CAPITAL MANAGEMENT INC 0.45% of their portfolio NEW YORK, NY 7,247,0007.2m $7.2m $7.2m 0.45% Reduced -2.6m -2,555,000
19 PALISADE CAPITAL MANAGEMENT, LP 0.16% of their portfolio FORT LEE, NJ 6,212,0006.2m $6.1m $6.1m 0.16% New
20 OSTERWEIS CAPITAL MANAGEMENT INC 0.43% of their portfolio SAN FRANCISCO, CA 6,000,0006.0m $5.9m $5.9m 0.43% Unchanged
21 SCHRODER INVESTMENT MANAGEMENT GROUP 0.01% of their portfolio London, X0 5,900,0005.9m $5.8m $5.8m 0.01% Reduced -9.0m -9,000,000
22 ADVENT CAPITAL MANAGEMENT /DE/ 0.10% of their portfolio NEW YORK, NY 5,680,0005.7m $5.6m $5.6m 0.10% New
23 BNP PARIBAS FINANCIAL MARKETS 0.01% of their portfolio PARIS, I0 4,805,0004.8m $4.7m $4.7m 0.01% Reduced -6.9m -6,913,000
24 BANK OF MONTREAL /CAN/ 0.00% of their portfolio TORONTO, A6 3,750,0003.8m $3.7m $3.7m 0.00% New
25 III Capital Management 0.33% of their portfolio BOCA RATON, FL 2,670,0002.7m $2.6m $2.6m 0.33% New
26 JANUS HENDERSON GROUP PLC 0.00% of their portfolio LONDON, X0 2,579,0002.6m $2.5m $2.5m 0.00% Reduced -2.0m -1,979,000
27 Jefferies Financial Group Inc. 0.04% of their portfolio NEW YORK, NY 2,384,0002.4m $2.4m $2.4m 0.04% New
28 SSI INVESTMENT MANAGEMENT LLC 0.14% of their portfolio Los Angeles, CA 2,250,0002.2m $2.2m $2.2m 0.14% Reduced -750.0k -750,000
29 Amundi 0.00% of their portfolio Paris, I0 2,000,0002.0m $2.0m $2.0m 0.00% Added +1.6m +1,600,000
30 WELLS FARGO & COMPANY/MN 0.00% of their portfolio SAN FRANCISCO, CA 1,955,0002.0m $1.9m $1.9m 0.00% Added +1.7m +1,700,000
31 PUTNAM INVESTMENTS LLC 0.00% of their portfolio BOSTON, MA 1,878,0001.9m $1.8m $1.8m 0.00% Added +1.0k +1,000
32 Lombard Odier Asset Management (Europe) Ltd 0.09% of their portfolio LONDON, X0 1,600,0001.6m $2.1m $2.1m 0.09% New
33 Russell Investments Group, Ltd. 0.00% of their portfolio Seattle, WA 1,300,0001.3m $1.3m $1.3m 0.00% Reduced -1.3m -1,315,000
34 ROYAL BANK OF CANADA 0.00% of their portfolio TORONTO, A6 1,000,0001.0m $989.0k $989.0k 0.00% New
35 BARCLAYS PLC 0.00% of their portfolio LONDON, X0 579,000579.0k $572.7k $572.7k 0.00% First filing
36 Penn Mutual Asset Management 0.57% of their portfolio Conshohocken, PA 515,000515.0k $507.0k $507.0k 0.57% Unchanged
37 Kohlberg Kravis Roberts & Co. L.P. 0.02% of their portfolio NEW YORK, NY 467,000467.0k $461.5k $461.5k 0.02% New
38 Bank of New York Mellon Corp 0.00% of their portfolio NEW YORK, NY 300,000300.0k $296.5k $296.5k 0.00% Unchanged
39 KBC Group NV 0.00% of their portfolio Brussels, C9 300,000300.0k $299.0k $299.0k 0.00% Unchanged
40 Wellesley Asset Management 3.22% of their portfolio PORTSMOUTH, NH 48,34948.3k $47.7k $47.7k 3.22% Added +35 +35
41 Goldstein Advisors, LLC 0.01% of their portfolio Madison, WI 25,00025.0k $25.0k $25.0k 0.01% First filing
42 SG Americas Securities, LLC 0.01% of their portfolio NEW YORK, NY 6,7006.7k $666.0k $666.0k 0.01% New
43 Candriam S.C.A. 0.03% of their portfolio STRASSEN, N4 3,9303.9k $3.9m $3.9m 0.03% Added +200 +200
44 LAFFER TENGLER INVESTMENTS, INC. 0.62% of their portfolio Scottsdale, AZ 2,1722.2k $2.2m $2.2m 0.62% Reduced -80 -80
45 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged