ALNYLAM PHARMACEUTICALS INC

CUSIP: 02043QAB3 Class: NOTE 1.000% 9/1

Note: Option positions (PUT/CALL) are excluded.

InstitutionSharesValue ($000)
Voya Investment Management LLC139,790,000$205,883
Alberta Investment Management Corp25,000,000$36,865
STATE STREET CORP21,920,000$32,333
FMR LLC19,494,000$28,662
MANUFACTURERS LIFE INSURANCE COMPANY, THE18,800,000$27,689
BNP PARIBAS ARBITRAGE, SA17,318,000$25,463
MACKAY SHIELDS LLC14,838,000$21,847
BlackRock, Inc.13,050,000$19,187
LORD, ABBETT & CO. LLC7,737,000$11
Warberg Asset Management LLC5,002,000$7,380
Amundi5,000,000$735,150
BNP Paribas Investment Partners S.A.4,750,000$7
Universal- Beteiligungs- und Servicegesellschaft mbH4,545,000$6,712
SSI INVESTMENT MANAGEMENT LLC4,098,000$6,025
Nicholas Investment Partners, LP3,165,000$4,654
STATE OF WISCONSIN INVESTMENT BOARD3,000,000$4,411
Invesco Ltd.2,500,000$3,676
FRANKLIN RESOURCES INC2,235,000$3,292
WESTWOOD HOLDINGS GROUP INC2,100,000$2,100
NOMURA ASSET MANAGEMENT INTERNATIONAL INC.2,090,000$3,078
Union Bancaire Privee, UBP SA1,980,000$2,489
WELLS FARGO & COMPANY/MN1,428,000$2,102
GOLDMAN SACHS GROUP INC1,419,000$2,086
JPMORGAN CHASE & CO1,203,000$1,771
AGF MANAGEMENT LTD950,000$1,397
Jefferies Financial Group Inc.620,000$914
CITIGROUP INC619,000$910
Calamos Advisors LLC372,000$549
SEI INVESTMENTS CO251,000$369
Central Pacific Bank - Trust Division224,000$329
MORGAN STANLEY120,000$176
OPPENHEIMER ASSET MANAGEMENT INC.82,000$121
Calamos Wealth Management LLC66,000$97
Virtus ETF Advisers LLC36,000$53
BARCLAYS PLC27,000$40
STEPHENS INC /AR/24,000$35
Boussard & Gavaudan Investment Management LLP20,954$30,924
Balboa Wealth Partners15,000$22
MML INVESTORS SERVICES, LLC10,000$15
NewEdge Advisors, LLC10,000$15
LOOMIS SAYLES & CO L P9,043$3,596
BANK OF AMERICA CORP /DE/5,000$7
US BANCORP \DE\2,000$3
Steward Partners Investment Advisory, LLC2,000$3
CoreCap Advisors, LLC2,000$3
Alken Asset Management Ltd1,000$1
UBS Group AG670$1
Total (47 institutions)325,930,667$1,222,452