Vault-13

ON SEMICONDUCTOR CORP ON 1.625 10.15.23

NOTE 1.625%10/1 · US DOMESTIC · CUSIP 682189AP0

22 institutional holders -6 vs Q1 2023
358,555358.6k shares reported held*
$458.2mreported value*
1 new 3 added 4 reduced 7 sold out net sold ≈ $40.9m (-3.8k 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 ≈ $1277.98.

Trends to Q2 2023

Institutional holders

Managers reporting a position, each quarter

02040Q3 22: 35Q4 22: 34Q1 23: 28Q2 23: 2222Q3 22Q4 22Q1 23Q2 23
Numbers
QuarterHolders
Q3 202235
Q4 202234
Q1 202328
Q2 202322

Buyers vs sellers

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

Bought or addedCut or sold out
40040Q4 22: 8 bought or addedQ4 22: 15 cut or sold outQ4 22Q1 23: 9 bought or addedQ1 23: 21 cut or sold outQ1 23Q2 23: 4 bought or addedQ2 23: 11 cut or sold outQ2 23
Numbers
QuarterBought or addedCut or sold out
Q4 2022815
Q1 2023921
Q2 2023411

Calls vs puts

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

CallsPuts
$0$2m$4m$6mQ3 22 calls: $4.7mQ3 22 puts: $0Q3 22P/C 0.00Q4 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$4.7m$00.00
Q4 2022$0$0—
Q1 2023$0$0—
Q2 2023$0$0—

Biggest buyers

TWO SIGMA INVESTMENTS, LP Added +8,868,000+8.9m
BANK OF NOVA SCOTIA Added +2,016,000+2.0m
JPMORGAN CHASE & CO Added +25,000+25.0k
MEITAV INVESTMENT HOUSE LTD New +4,382+4.4k

Biggest sellers

TENOR CAPITAL MANAGEMENT Co., L.P. Sold out -10,000,000-10.0m
FMR LLC Sold out -4,844,000-4.8m
Warberg Asset Management LLC Reduced -4,292,000-4.3m
VICTORY CAPITAL MANAGEMENT INC Reduced -500,000-500.0k
PALISADE CAPITAL MANAGEMENT, LP Sold out -210,000-210.0k
Calamos Advisors LLC Reduced -25,000-25.0k
STIFEL FINANCIAL CORP Sold out -11,898-11.9k
Boussard & Gavaudan Investment Management LLP Sold out -7,155-7.2k
BARCLAYS PLC Sold out -3,000-3.0k
FIFTH THIRD BANCORP Sold out -1,000-1.0k

Holders, Q2 2023

#ManagerLocationShares Value% of their portfolioChangeShares change
1 BANK OF NOVA SCOTIA 0.34% of their portfolio TORONTO, A6 28,270,00028.3m $128.9m $128.9m 0.34% Added +2.0m +2,016,000
2 TWO SIGMA INVESTMENTS, LP 0.26% of their portfolio NEW YORK, NY 20,996,00021.0m $95.7m $95.7m 0.26% Added +8.9m +8,868,000
3 UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC 0.03% of their portfolio NEW YORK, NY 14,750,00014.8m $58.6m $58.6m 0.03% Unchanged
4 Parallax Volatility Advisers, L.P. 1.49% of their portfolio San Francisco, CA 9,500,0009.5m $43.3m $43.3m 1.49% Unchanged
5 Mint Tower Capital Management B.V. 5.36% of their portfolio AMSTERDAM, P7 8,998,0009.0m $41.0m $41.0m 5.36% Unchanged
6 Warberg Asset Management LLC 11.42% of their portfolio WINNETKA, IL 8,778,0008.8m $40.0m $40.0m 11.42% Reduced -4.3m -4,292,000
7 VICTORY CAPITAL MANAGEMENT INC 0.04% of their portfolio San Antonio, TX 7,340,0007.3m $33.4m $33.4m 0.04% Reduced -500.0k -500,000
8 NOMURA HOLDINGS INC 0.01% of their portfolio TOKYO, M0 696,392696.4k $674.3k $674.3k 0.01% Unchanged
9 Thrivent Financial for Lutherans 0.00% of their portfolio Minneapolis, MN 350,000350.0k $1.6m $1.6m 0.00% Unchanged
10 JPMORGAN CHASE & CO 0.00% of their portfolio NEW YORK, NY 126,000126.0k $574.4k $574.4k 0.00% Added +25.0k +25,000
11 EDMOND DE ROTHSCHILD HOLDING S.A. 0.01% of their portfolio CHAMBESY, V8 75,00075.0k $342.0k $342.0k 0.01% Unchanged
12 Calamos Advisors LLC 0.00% of their portfolio NAPERVILLE, IL 25,00025.0k $114.1k $114.1k 0.00% Reduced -25.0k -25,000
13 SG Americas Securities, LLC 0.07% of their portfolio NEW YORK, NY 17,55017.6k $8.0m $8.0m 0.07% Unchanged
14 RAYMOND JAMES & ASSOCIATES 0.00% of their portfolio ST PETERSBURG, FL 15,00015.0k $68.4k $68.4k 0.00% Unchanged
15 Goldstein Advisors, LLC 0.01% of their portfolio Madison, WI 11,00011.0k $50.1k $50.1k 0.01% Unchanged
16 MORGAN STANLEY 0.00% of their portfolio NEW YORK, NY 6,0006.0k $27.4k $27.4k 0.00% Unchanged
17 MEITAV INVESTMENT HOUSE LTD 0.00% of their portfolio BENE-BERAQ, L3 4,3824.4k $403.5k $403.5k 0.00% New
18 CITIGROUP INC 0.00% of their portfolio NEW YORK, NY 3,0003.0k $13.7k $13.7k 0.00% Unchanged
19 NORTHWESTERN MUTUAL WEALTH MANAGEMENT CO 0.00% of their portfolio MILWAUKEE, WI 2,0002.0k $9.1k $9.1k 0.00% Unchanged
20 LAFFER TENGLER INVESTMENTS, INC. 1.42% of their portfolio Scottsdale, AZ 1,1731.2k $5.4m $5.4m 1.42% Reduced -63 -63
21 OSAIC HOLDINGS, INC. 0.00% of their portfolio SCOTTSDALE, AZ 1,0001.0k $4.6k $4.6k 0.00% Unchanged
22 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged