Vault-13

JAZZ INVESTMENTS I LTD JAZZ 2 06.15.26

NOTE 2.000% 6/1 · US DOMESTIC · CUSIP 472145AF8

62 institutional holders +0 vs Q1 2023
37,513,00037.5m shares reported held*
$935.3mreported value*
7 new 15 added 20 reduced 8 sold out net bought ≈ $6.4m (-171.0k 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 ≈ $24.93.

Trends to Q2 2023

Institutional holders

Managers reporting a position, each quarter

0255075Q3 22: 61Q4 22: 63Q1 23: 62Q2 23: 6262Q3 22Q4 22Q1 23Q2 23
Numbers
QuarterHolders
Q3 202261
Q4 202263
Q1 202362
Q2 202362

Buyers vs sellers

Managers adding to or starting a position, vs cutting or selling out

Bought or addedCut or sold out
40040Q4 22: 26 bought or addedQ4 22: 19 cut or sold outQ4 22Q1 23: 24 bought or addedQ1 23: 23 cut or sold outQ1 23Q2 23: 22 bought or addedQ2 23: 28 cut or sold outQ2 23
Numbers
QuarterBought or addedCut or sold out
Q4 20222619
Q1 20232423
Q2 20232228

Calls vs puts

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

CallsPuts
$0$5m$10m$15mQ3 22 calls: $13.6mQ3 22 puts: $0Q3 22P/C 0.00Q4 22 calls: $13.1mQ4 22 puts: $0Q4 22P/C 0.00Q1 23 calls: $10.9mQ1 23 puts: $0Q1 23P/C 0.00Q2 23 calls: $0Q2 23 puts: $0Q2 23P/C —
Numbers
QuarterCallsPutsP/C
Q3 2022$13.6m$00.00
Q4 2022$13.1m$00.00
Q1 2023$10.9m$00.00
Q2 2023$0$0—

Biggest buyers

MILLENNIUM MANAGEMENT LLC New +37,000,000+37.0m
Wellesley Asset Management New +21,946,912+21.9m
DEUTSCHE BANK AG\ New +15,425,000+15.4m
BANK OF AMERICA CORP /DE/ Added +8,734,000+8.7m
Polar Asset Management Partners Inc. Added +7,500,000+7.5m
CAMDEN ASSET MANAGEMENT L P /CA New +3,500,000+3.5m
Linden Advisors LP New +3,500,000+3.5m
MORGAN STANLEY Added +3,147,000+3.1m
STATE STREET CORP Added +2,750,000+2.8m
ZAZOVE ASSOCIATES LLC Added +2,525,000+2.5m

Biggest sellers

STEELHEAD PARTNERS LLC Sold out -46,000,000-46.0m
BNP PARIBAS FINANCIAL MARKETS Reduced -10,659,000-10.7m
Segantii Capital Management Ltd Sold out -10,000,000-10.0m
LAZARD ASSET MANAGEMENT LLC Reduced -7,500,000-7.5m
SSI INVESTMENT MANAGEMENT LLC Reduced -6,836,000-6.8m
Calamos Advisors LLC Reduced -5,000,000-5.0m
WOLVERINE ASSET MANAGEMENT LLC Sold out -3,823,000-3.8m
BANK OF MONTREAL /CAN/ Reduced -3,246,000-3.2m
Jefferies Financial Group Inc. Sold out -3,218,000-3.2m
OAKTREE CAPITAL MANAGEMENT LP Sold out -3,030,000-3.0m

Holders, Q2 2023

#ManagerLocationShares Value% of their portfolioChangeShares change
1 VOYA INVESTMENT MANAGEMENT LLC 0.19% of their portfolio ATLANTA, GA 182,470,000182.5m $186.3m $186.3m 0.19% Reduced -260.0k -260,000
2 Calamos Advisors LLC 0.32% of their portfolio NAPERVILLE, IL 62,534,00062.5m $63.7m $63.7m 0.32% Reduced -5.0m -5,000,000
3 ADVENT CAPITAL MANAGEMENT /DE/ 0.99% of their portfolio NEW YORK, NY 48,352,00048.4m $49.4m $49.4m 0.99% Added +2.1m +2,065,000
4 LAZARD ASSET MANAGEMENT LLC 0.05% of their portfolio NEW YORK, NY 41,669,00041.7m $42.6m $42.6m 0.05% Reduced -7.5m -7,500,000
5 ZAZOVE ASSOCIATES LLC 3.61% of their portfolio INCLINE VILLAGE, NV 38,885,00038.9m $39.6m $39.6m 3.61% Added +2.5m +2,525,000
6 MILLENNIUM MANAGEMENT LLC 0.04% of their portfolio NEW YORK, NY 37,000,00037.0m $37.7m $37.7m 0.04% New
7 FRANKLIN RESOURCES INC 0.02% of their portfolio San Mateo, CA 35,000,00035.0m $35.7m $35.7m 0.02% Unchanged
8 Invesco Ltd. 0.01% of their portfolio ATLANTA, GA 32,653,00032.7m $33.2m $33.2m 0.01% Added +453.0k +453,000
9 M&G INVESTMENT MANAGEMENT LTD 0.18% of their portfolio London, X0 29,772,00029.8m $30.4m $30.4m 0.18% Added +533.0k +533,000
10 Lombard Odier Asset Management (Europe) Ltd 1.44% of their portfolio LONDON, X0 29,278,00029.3m $29.9m $29.9m 1.44% Added +300.0k +300,000
11 Polar Asset Management Partners Inc. 0.56% of their portfolio TORONTO, A6 27,500,00027.5m $28.0m $28.0m 0.56% Added +7.5m +7,500,000
12 STATE STREET CORP 0.00% of their portfolio BOSTON, MA 25,130,00025.1m $25.6m $25.6m 0.00% Added +2.8m +2,750,000
13 SCHRODER INVESTMENT MANAGEMENT GROUP 0.03% of their portfolio London, X0 22,693,00022.7m $23.1m $23.1m 0.03% Reduced -500.0k -500,000
14 Wellesley Asset Management 1.81% of their portfolio PORTSMOUTH, NH 21,946,91221.9m $22.3m $22.3m 1.81% New
15 Thrivent Financial for Lutherans 0.04% of their portfolio Minneapolis, MN 17,240,00017.2m $17.5m $17.5m 0.04% Added +500.0k +500,000
16 DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main 0.03% of their portfolio FRANKFURT AM MAIN, 2M 15,750,00015.8m $16.1m $16.1m 0.03% Reduced -250.0k -250,000
17 CREDIT SUISSE AG/ 0.02% of their portfolio ZURICH, V8 15,703,00015.7m $17.5m $17.5m 0.02% Reduced -1.1m -1,050,000
18 DEUTSCHE BANK AG\ 0.01% of their portfolio FRANKFURT AM MAIN, 2M 15,425,00015.4m $15.7m $15.7m 0.01% New
19 BANK OF AMERICA CORP /DE/ 0.00% of their portfolio CHARLOTTE, NC 14,969,00015.0m $15.2m $15.2m 0.00% Added +8.7m +8,734,000
20 FMR LLC 0.00% of their portfolio BOSTON, MA 13,890,00013.9m $14.1m $14.1m 0.00% Reduced -510.0k -510,000
21 VICTORY CAPITAL MANAGEMENT INC 0.01% of their portfolio San Antonio, TX 12,500,00012.5m $12.7m $12.7m 0.01% Unchanged
22 FLOSSBACH VON STORCH SE 0.05% of their portfolio COLOGNE, 2M 11,850,00011.8m $12.1m $12.1m 0.05% Reduced -1.5m -1,500,000
23 JPMORGAN CHASE & CO 0.00% of their portfolio NEW YORK, NY 11,429,00011.4m $11.7m $11.7m 0.00% Reduced -1.4m -1,371,000
24 WELLINGTON MANAGEMENT GROUP LLP 0.00% of their portfolio Boston, MA 11,411,00011.4m $11.6m $11.6m 0.00% Reduced -250.0k -250,000
25 SSI INVESTMENT MANAGEMENT LLC 0.72% of their portfolio Los Angeles, CA 10,145,00010.1m $10.3m $10.3m 0.72% Reduced -6.8m -6,836,000
26 AMERIPRISE FINANCIAL INC 0.00% of their portfolio MINNEAPOLIS, MN 10,100,00010.1m $10.3m $10.3m 0.00% Reduced -2.0m -2,000,000
27 Man Group plc 0.03% of their portfolio LONDON, X0 9,965,00010.0m $10.2m $10.2m 0.03% Added +2.3m +2,300,000
28 AXA S.A. 0.03% of their portfolio PARIS, I0 8,900,0008.9m $9.1m $9.1m 0.03% Unchanged
29 MORGAN STANLEY 0.00% of their portfolio NEW YORK, NY 8,804,0008.8m $8.9m $8.9m 0.00% Added +3.1m +3,147,000
30 ABSOLUTE INVESTMENT ADVISERS, LLC 1.07% of their portfolio ROSEMARY BEACH, FL 7,500,0007.5m $7.6m $7.6m 1.07% Unchanged
31 OSTERWEIS CAPITAL MANAGEMENT INC 0.47% of their portfolio SAN FRANCISCO, CA 7,000,0007.0m $7.1m $7.1m 0.47% Unchanged
32 RWC Asset Management LLP 0.33% of their portfolio LONDON, X0 6,700,0006.7m $6.8m $6.8m 0.33% Unchanged
33 BlackRock Inc. 0.00% of their portfolio New York, NY 5,625,0005.6m $5.7m $5.7m 0.00% Reduced -200.0k -200,000
34 SHENKMAN CAPITAL MANAGEMENT INC 0.42% of their portfolio NEW YORK, NY 5,298,0005.3m $5.4m $5.4m 0.42% Added +1.5m +1,500,000
35 MACQUARIE GROUP LTD 0.01% of their portfolio Sydney, NSW 2000, C3 4,898,0004.9m $5.0m $5.0m 0.01% Unchanged
36 PUTNAM INVESTMENTS LLC 0.01% of their portfolio BOSTON, MA 4,783,0004.8m $4.9m $4.9m 0.01% Reduced -259.0k -259,000
37 PALISADE CAPITAL MANAGEMENT, LP 0.13% of their portfolio FORT LEE, NJ 4,616,0004.6m $4.7m $4.7m 0.13% Reduced -1.3m -1,326,000
38 ROYAL BANK OF CANADA 0.00% of their portfolio TORONTO, A6 4,064,0004.1m $4.1m $4.1m 0.00% Reduced -200.0k -200,000
39 BNP PARIBAS FINANCIAL MARKETS 0.01% of their portfolio PARIS, I0 3,944,0003.9m $4.0m $4.0m 0.01% Reduced -10.7m -10,659,000
40 Liberty Mutual Group Asset Management Inc. 1.00% of their portfolio Boston, MA 3,870,0003.9m $3.9m $3.9m 1.00% Unchanged
41 CAMDEN ASSET MANAGEMENT L P /CA 0.12% of their portfolio Los Angeles, CA 3,500,0003.5m $3.6m $3.6m 0.12% New
42 BANK OF MONTREAL /CAN/ 0.00% of their portfolio TORONTO, A6 3,500,0003.5m $3.6m $3.6m 0.00% Reduced -3.2m -3,246,000
43 Linden Advisors LP 0.04% of their portfolio New York, NY 3,500,0003.5m $3.6m $3.6m 0.04% New
44 CONNING INC. 0.12% of their portfolio HARTFORD, CT 3,400,0003.4m $3.5m $3.5m 0.12% Unchanged
45 BNP PARIBAS ASSET MANAGEMENT Holding S.A. 0.01% of their portfolio Paris, I0 3,000,0003.0m $3.1m $3.1m 0.01% Unchanged
46 EDMOND DE ROTHSCHILD HOLDING S.A. 0.06% of their portfolio CHAMBESY, V8 2,835,0002.8m $2.9m $2.9m 0.06% Unchanged
47 JUPITER ASSET MANAGEMENT LTD 0.03% of their portfolio London, X0 2,600,0002.6m $2.7m $2.7m 0.03% Unchanged
48 WELLS FARGO & COMPANY/MN 0.00% of their portfolio SAN FRANCISCO, CA 2,525,0002.5m $2.6m $2.6m 0.00% Added +1.9m +1,900,000
49 WESTWOOD HOLDINGS GROUP INC 0.02% of their portfolio DALLAS, TX 2,500,0002.5m $2.5m $2.5m 0.02% Added +1.5m +1,500,000
50 Zurcher Kantonalbank (Zurich Cantonalbank) 0.01% of their portfolio ZURICH, V8 1,350,0001.4m $1.4m $1.4m 0.01% Added +300.0k +300,000
51 BARCLAYS PLC 0.00% of their portfolio LONDON, X0 949,000949.0k $968.9k $968.9k 0.00% New
52 Bank of New York Mellon Corp 0.00% of their portfolio NEW YORK, NY 700,000700.0k $714.7k $714.7k 0.00% Unchanged
53 Kohlberg Kravis Roberts & Co. L.P. 0.01% of their portfolio NEW YORK, NY 344,000344.0k $351.3k $351.3k 0.01% New
54 AMERICAN CENTURY COMPANIES INC 0.00% of their portfolio KANSAS CITY, MO 276,000276.0k $281.9k $281.9k 0.00% Unchanged
55 COMERICA BANK 0.00% of their portfolio DALLAS, TX 220,000220.0k $0 $0 0.00% First filing
56 SEI INVESTMENTS CO 0.00% of their portfolio OAKS, PA 200,000200.0k $203.2k $203.2k 0.00% Unchanged
57 KBC Group NV 0.00% of their portfolio Brussels, C9 200,000200.0k $204.0k $204.0k 0.00% Unchanged
58 FIRST HAWAIIAN BANK 0.01% of their portfolio HONOLULU, HI 172,000172.0k $174.8k $174.8k 0.01% Reduced -156.0k -156,000
59 CITIGROUP INC 0.00% of their portfolio NEW YORK, NY 171,000171.0k $173.8k $173.8k 0.00% Reduced -1.5m -1,500,000
60 SG Americas Securities, LLC 0.01% of their portfolio NEW YORK, NY 16,71016.7k $1.7m $1.7m 0.01% Unchanged
61 Candriam S.C.A. 0.01% of their portfolio STRASSEN, N4 1,3001.3k $1.3m $1.3m 0.01% Unchanged
62 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged