Vault-13

LIVONGO HEALTH INC TDOC 0.875 06.01.25

NOTE 0.875% 6/0 · US DOMESTIC · CUSIP 539183AA1

36 institutional holders +0 vs Q1 2023
11,485,00011.5m shares reported held*
$433.4mreported value*
4 new 9 added 6 reduced 4 sold out net bought ≈ $18.5m (+9.0m 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 ≈ $37.73.

Trends to Q2 2023

Institutional holders

Managers reporting a position, each quarter

02040Q3 22: 39Q4 22: 35Q1 23: 36Q2 23: 3636Q3 22Q4 22Q1 23Q2 23
Numbers
QuarterHolders
Q3 202239
Q4 202235
Q1 202336
Q2 202336

Buyers vs sellers

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

Bought or addedCut or sold out
20020Q4 22: 15 bought or addedQ4 22: 16 cut or sold outQ4 22Q1 23: 15 bought or addedQ1 23: 15 cut or sold outQ1 23Q2 23: 13 bought or addedQ2 23: 10 cut or sold outQ2 23
Numbers
QuarterBought or addedCut or sold out
Q4 20221516
Q1 20231515
Q2 20231310

Calls vs puts

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

CallsPuts
$0$2m$4m$6mQ3 22 calls: $0Q3 22 puts: $4.9mQ3 22P/C —Q4 22 calls: $0Q4 22 puts: $0Q4 22P/C —Q1 23 calls: $0Q1 23 puts: $0Q1 23P/C —Q2 23 calls: $0Q2 23 puts: $0Q2 23P/C —
Numbers
QuarterCallsPutsP/C
Q3 2022$0$4.9m—
Q4 2022$0$0—
Q1 2023$0$0—
Q2 2023$0$0—

Biggest buyers

MILLENNIUM MANAGEMENT LLC New +14,793,000+14.8m
Monashee Investment Management LLC New +10,000,000+10.0m
SILVERBACK ASSET MANAGEMENT LLC Added +5,500,000+5.5m
OAKTREE CAPITAL MANAGEMENT LP Added +4,403,000+4.4m
BARCLAYS PLC Added +3,762,000+3.8m
TENOR CAPITAL MANAGEMENT Co., L.P. Added +2,400,000+2.4m
STATE STREET CORP Added +2,000,000+2.0m
MORGAN STANLEY Added +1,308,000+1.3m
Russell Investments Group, Ltd. Added +1,122,000+1.1m
ARISTEIA CAPITAL, L.L.C. Added +500,000+500.0k

Biggest sellers

Monashee Investment Management LLC Sold out -10,000,000-10.0m
ADVENT CAPITAL MANAGEMENT /DE/ Reduced -4,562,000-4.6m
WELLS FARGO & COMPANY/MN Reduced -3,570,000-3.6m
Linden Advisors LP Reduced -2,500,000-2.5m
CREDIT SUISSE AG/ Reduced -2,400,000-2.4m
CITIGROUP INC Reduced -1,000,000-1.0m
JANE STREET GROUP, LLC Sold out -1,000,000-1.0m
Parallax Volatility Advisers, L.P. Sold out -500,000-500.0k
MILLENNIUM MANAGEMENT LLC Sold out -14,793-14.8k
LOOMIS SAYLES & CO L P Reduced -7,716-7.7k

Holders, Q2 2023

#ManagerLocationShares Value% of their portfolioChangeShares change
1 Linden Advisors LP 1.55% of their portfolio New York, NY 163,091,000163.1m $147.7m $147.7m 1.55% Reduced -2.5m -2,500,000
2 DEERFIELD MANAGEMENT COMPANY, L.P. 0.96% of their portfolio New York, NY 50,000,00050.0m $45.2m $45.2m 0.96% Unchanged
3 VOYA INVESTMENT MANAGEMENT LLC 0.04% of their portfolio ATLANTA, GA 45,170,00045.2m $41.0m $41.0m 0.04% Unchanged
4 TENOR CAPITAL MANAGEMENT Co., L.P. 0.55% of their portfolio NEW YORK, NY 28,815,00028.8m $26.1m $26.1m 0.55% Added +2.4m +2,400,000
5 SOROS FUND MANAGEMENT LLC 0.39% of their portfolio NEW YORK, NY 20,000,00020.0m $18.2m $18.2m 0.39% Unchanged
6 AVIVA PLC 0.07% of their portfolio LONDON, X0 20,000,00020.0m $18.1m $18.1m 0.07% Unchanged
7 MILLENNIUM MANAGEMENT LLC 0.01% of their portfolio NEW YORK, NY 14,793,00014.8m $13.4m $13.4m 0.01% New
8 OAKTREE CAPITAL MANAGEMENT LP 0.17% of their portfolio LOS ANGELES, CA 13,807,00013.8m $12.5m $12.5m 0.17% Added +4.4m +4,403,000
9 ARISTEIA CAPITAL, L.L.C. 0.43% of their portfolio GREENWICH, CT 13,450,00013.4m $12.2m $12.2m 0.43% Added +500.0k +500,000
10 STATE STREET CORP 0.00% of their portfolio BOSTON, MA 12,575,00012.6m $11.4m $11.4m 0.00% Added +2.0m +2,000,000
11 Monashee Investment Management LLC 2.17% of their portfolio Boston, MA 10,000,00010.0m $9.1m $9.1m 2.17% New
12 SILVERBACK ASSET MANAGEMENT LLC 1.12% of their portfolio DURHAM, NC 9,100,0009.1m $8.2m $8.2m 1.12% Added +5.5m +5,500,000
13 M&G INVESTMENT MANAGEMENT LTD 0.05% of their portfolio London, X0 8,573,0008.6m $7.7m $7.7m 0.05% Unchanged
14 Calamos Advisors LLC 0.03% of their portfolio NAPERVILLE, IL 7,250,0007.2m $6.6m $6.6m 0.03% Unchanged
15 SHENKMAN CAPITAL MANAGEMENT INC 0.42% of their portfolio NEW YORK, NY 5,954,0006.0m $5.4m $5.4m 0.42% Added +98.0k +98,000
16 BARCLAYS PLC 0.00% of their portfolio LONDON, X0 4,602,0004.6m $4.2m $4.2m 0.00% Added +3.8m +3,762,000
17 JPMORGAN CHASE & CO 0.00% of their portfolio NEW YORK, NY 3,374,0003.4m $3.1m $3.1m 0.00% Unchanged
18 ADVENT CAPITAL MANAGEMENT /DE/ 0.06% of their portfolio NEW YORK, NY 3,279,0003.3m $3.0m $3.0m 0.06% Reduced -4.6m -4,562,000
19 Russell Investments Group, Ltd. 0.01% of their portfolio Seattle, WA 3,245,0003.2m $2.9m $2.9m 0.01% Added +1.1m +1,122,000
20 BlackRock Inc. 0.00% of their portfolio New York, NY 3,125,0003.1m $2.8m $2.8m 0.00% Unchanged
21 WELLS FARGO & COMPANY/MN 0.00% of their portfolio SAN FRANCISCO, CA 2,794,0002.8m $2.5m $2.5m 0.00% Reduced -3.6m -3,570,000
22 DZ BANK AG Deutsche Zentral Genossenschafts Bank, Frankfurt am Main 0.00% of their portfolio FRANKFURT AM MAIN, 2M 2,750,0002.8m $2.5m $2.5m 0.00% Unchanged
23 MORGAN STANLEY 0.00% of their portfolio NEW YORK, NY 2,234,0002.2m $2.0m $2.0m 0.00% Added +1.3m +1,308,000
24 CREDIT SUISSE AG/ 0.00% of their portfolio ZURICH, V8 2,169,0002.2m $1.9m $1.9m 0.00% Reduced -2.4m -2,400,000
25 CITIGROUP INC 0.00% of their portfolio NEW YORK, NY 905,000905.0k $817.8k $817.8k 0.00% Reduced -1.0m -1,000,000
26 WELLINGTON MANAGEMENT GROUP LLP 0.00% of their portfolio Boston, MA 625,000625.0k $565.2k $565.2k 0.00% Unchanged
27 Liberty Mutual Group Asset Management Inc. 0.14% of their portfolio Boston, MA 625,000625.0k $564.8k $564.8k 0.14% Unchanged
28 LOOMIS SAYLES & CO L P 0.02% of their portfolio BOSTON, MA 536,000536.0k $13.6m $13.6m 0.02% Reduced -7.7k -7,716
29 SCHRODER INVESTMENT MANAGEMENT GROUP 0.00% of their portfolio London, X0 500,000500.0k $451.8k $451.8k 0.00% Unchanged
30 Bank of New York Mellon Corp 0.00% of their portfolio NEW YORK, NY 300,000300.0k $272.1k $272.1k 0.00% Unchanged
31 EDMOND DE ROTHSCHILD HOLDING S.A. 0.00% of their portfolio CHAMBESY, V8 100,000100.0k $90.4k $90.4k 0.00% Unchanged
32 BNP PARIBAS FINANCIAL MARKETS 0.00% of their portfolio PARIS, I0 95,00095.0k $85.9k $85.9k 0.00% Unchanged
33 BANK OF AMERICA CORP /DE/ 0.00% of their portfolio CHARLOTTE, NC 80,00080.0k $72.3k $72.3k 0.00% New
34 LAKE STREET ADVISORS GROUP, LLC 0.00% of their portfolio PORTSMOUTH, NH 24,00024.0k $22.0k $22.0k 0.00% Unchanged
35 NINE MASTS CAPITAL Ltd 6.96% of their portfolio CENTRAL, K3 10,00010.0k $9.1m $9.1m 6.96% New
36 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged