NOVAVAX INC - NOTE 3.750% 2/0

Q3 2022 13F Holders as of 9/30/2022

Type / Class: Debt / NOTE 3.750% 2/0
Number of holders: 22
Total Principal: 318M
Shares change: -3.86M
Total reported value, excl. options: $312M
Value change: -$4.75M
Put/Call ratio: 0
Number of buys: 14
Number of sells: -11
Price: $0.98

Investor	Weight %	Change %	Value $	* Price $	Principal	Share Change	Activity	Report Period
Graham Capital Management, L.P.	2.05%	-1.54%	$47.7M	0.98	48.5M	-36.5M	-42.9%	9/30/2022
TENOR CAPITAL MANAGEMENT Co., L.P.	0.91%	+0.4%	$39.6M	0.99	40M	+17.5M	+77.8%	9/30/2022
HIGHBRIDGE CAPITAL MANAGEMENT LLC	0.65%	+0.65%	$38.7M	0.98	39.5M	+39.5M	NEW	9/30/2022
Point72 Asset Management, L.P.	0.17%	+0.03%	$38.2M	0.98	38.9M	+7M	+21.9%	9/30/2022
WHITEBOX ADVISORS LLC	0.94%	+0.1%	$33.9M	0.98	34.7M	+3.57M	+11.5%	9/30/2022
DEERFIELD MANAGEMENT COMPANY, L.P. (SERIES C)	0.49%		$24.4M	0.98	25M			9/30/2022
DeepCurrents Investment Group LLC	1.01%	+0.08%	$24M	0.98	24.4M	+2M	+8.93%	9/30/2022
OAKTREE CAPITAL MANAGEMENT LP	0.13%	-0.02%	$11.6M	0.98	11.8M	-1.42M	-10.8%	9/30/2022
Balyasny Asset Management LLC	0.04%	-0.02%	$9.79M	0.98	10M	-6M	-37.5%	9/30/2022
Centiva Capital, LP	0.55%	+0.55%	$7.37M	0.98	7.5M	+7.5M	NEW	9/30/2022
Verition Fund Management LLC	0.1%	+0.1%	$7.2M	0.98	7.33M	+7.33M	NEW	9/30/2022
PIPER SANDLER & CO.	5.72%	+0.98%	$7.07M	0.98	7.23M	+1.23M	+20.6%	9/30/2022
MORGAN STANLEY	0%	+0%	$6.31M	0.98	6.47M	+1.72M	+36.2%	9/30/2022
PALISADE CAPITAL MANAGEMENT LLC/NJ	0.18%	+0.18%	$6.28M	0.98	6.38M	+6.38M	NEW	9/30/2022
BlackRock Inc.	0%	0%	$2.62M	0.98	2.68M	-200K	-6.96%	9/30/2022
EPIQ PARTNERS, LLC	1.39%	+1.39%	$2.24M	0.98	2.3M	+2.3M	NEW	9/30/2022
INGALLS & SNYDER LLC	0.12%	+0.03%	$2.17M	0.98	2.22M	+567K	+34.3%	9/30/2022
Russell Investments Group, Ltd.	0%	0%	$2.15M	0.98	2.18M	-576K	-20.9%	9/30/2022
Bruce & Co., Inc.	0.16%		$580K	0.97	600K			9/30/2022
Northside Capital Management, LLC	0.03%	+0.03%	$98K	0.98	100K	+100K	NEW	9/30/2022
WELLS FARGO & COMPANY/MN			$67K	0.99	68K			9/30/2022
MILLENNIUM MANAGEMENT LLC		+0%	$5.04K	0.98	5.14K	+5.14K	NEW	9/30/2022
PALISADE CAPITAL MANAGEMENT LLC/NJ		-0.14%	$0		0	-5.09M	-100%	9/30/2022
CSS LLC/IL		-0.42%	$0		0	-8.75M	-100%	9/30/2022
WOLVERINE ASSET MANAGEMENT LLC		-0.49%	$0		0	-37.5M	-100%	9/30/2022
BANK OF AMERICA CORP /DE/		0%	$0		0	-83K	-100%	9/30/2022
SSI INVESTMENT MANAGEMENT LLC		-0.27%	$0		0	-4.3M	-100%	9/30/2022
FIRST HAWAIIAN BANK		0%	$0		0	-87K	-100%	9/30/2022

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Showing 1 to 28 of 28 entries

* 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.