NICE SYS INC - NOTE 1.250% 1/1

Q4 2020 13F Holders as of 12/31/2020

Type / Class: Debt / NOTE 1.250% 1/1
Number of holders: 33
Total Principal: 277M
Shares change: -16M
Total reported value, excl. options: $945M
Value change: -$48.8M
Put/Call ratio: 0
Number of buys: 7
Number of sells: -10
Price: $3.40

Investor	Weight %	Change %	Value $	* Price $	Principal	Share Change	Activity	Report Period
CITADEL ADVISORS LLC	0.25%		$223M	3.40	65.7M			12/31/2020
MACKAY SHIELDS LLC	0.69%	-0.41%	$99.7M	3.41	29.3M	-17.3M	-37.1%	12/31/2020
BANK OF MONTREAL /CAN/	0.07%	+0.02%	$91M	3.37	27M	+8M	+42.1%	12/31/2020
BlueCrest Capital Management Ltd	2.27%	-0.02%	$81M	3.40	23.8M	-187K	-0.78%	12/31/2020
Polygon Management Ltd.	4.56%	+0.76%	$68M	3.40	20M	+3.32M	+19.9%	12/31/2020
CALAMOS ADVISORS LLC	0.42%		$67.4M	3.37	20M			12/31/2020
Aequim Alternative Investments LP	4.4%		$59.6M	3.41	17.5M			12/31/2020
Man Group plc	0.24%	+0.04%	$53.8M	3.40	15.8M	+3M	+23.4%	12/31/2020
CQS (US), LLC	2.53%		$37.6M	3.37	11.2M			12/31/2020
TENOR CAPITAL MANAGEMENT Co., L.P.	1.01%		$36.1M	3.41	10.6M			12/31/2020
WOLVERINE ASSET MANAGEMENT LLC	0.3%	+0.26%	$29.2M	3.39	8.61M	+7.61M	+760.3%	12/31/2020
ROYAL BANK OF CANADA	0.01%		$23.5M	3.40	6.92M			12/31/2020
Periscope Capital Inc.	0.89%		$15.5M	3.40	4.55M			12/31/2020
Warberg Asset Management LLC	4.35%		$11.9M	3.39	3.5M			12/31/2020
Invesco Ltd.	0%		$10.5M	3.40	3.1M			12/31/2020
STATE STREET CORP	0%	+0%	$5.83M	3.40	1.71M	+100K	+6.2%	12/31/2020
WELLS FARGO & COMPANY/MN	0%	-0.01%	$5.25M	3.40	1.54M	-11.6M	-88.3%	12/31/2020
GABELLI FUNDS LLC	0.04%	-0.01%	$5.04M	3.37	1.5M	-500K	-25.1%	12/31/2020
BlackRock Inc.	0%		$4.27M	3.40	1.26M			12/31/2020
JPMORGAN CHASE & CO	0%	0%	$2.19M	3.42	641K	-6.7M	-91.3%	12/31/2020
SSI INVESTMENT MANAGEMENT LLC	0.14%		$1.98M	3.40	583K			12/31/2020
PIPER SANDLER & CO.	1.22%	+1.22%	$1.7M	3.40	500K	+500K	NEW	12/31/2020
Alberta Investment Management Corp	0.01%		$1.29M	3.37	382K			12/31/2020
SPHERA FUNDS MANAGEMENT LTD.	0.09%		$856K	3.42	250K			12/31/2020
Teton Advisors, Inc.	0.1%		$691K	3.37	205K			12/31/2020
SEI INVESTMENTS CO	0%	0%	$680K	3.40	200K	-79K	-28.3%	12/31/2020
AXA S.A.	0%		$513K	3.25	158K			12/31/2020
OPPENHEIMER ASSET MANAGEMENT INC.	0%	0%	$238K	3.40	70K	-4K	-5.41%	12/31/2020
FIRST HAWAIIAN BANK	0.01%		$122K	3.39	36K			12/31/2020
CITIGROUP INC	0%	-0.01%	$68K	3.40	20K	-1.92M	-99%	12/31/2020
SG Americas Securities, LLC	0.04%	+0.04%	$5.88M	340.61	17.3K	+17.3K	NEW	12/31/2020
STEPHENS INC /AR/	0%		$54K	3.38	16K			12/31/2020
MORGAN STANLEY		0%	$27K	3.38	8K	-7K	-46.7%	12/31/2020
CREDIT SUISSE AG/		0%	$0		0	-200K	-100%	12/31/2020
Parallax Volatility Advisers, L.P.			$6.33M	2.11^*	3M			12/31/2020
BLUEFIN CAPITAL MANAGEMENT, LLC			$53.7M	337.50^*	159K			12/31/2020

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* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.