CUSIP: 03823UAE2 Class: NOTE 2.750% 1/1
Note: Option positions (PUT/CALL) are excluded.
| Institution | Shares | Value ($000) |
|---|---|---|
| LINDEN ADVISORS LP | 24,250,000 | $28,051 |
| D. E. Shaw & Co., Inc. | 23,089,000 | $26,473 |
| Graham Capital Management, L.P. | 23,067,000 | $26,510 |
| Context Capital Management, LLC | 15,559,000 | $18,006 |
| ABSOLUTE INVESTMENT ADVISERS, LLC | 9,000,000 | $10,395 |
| ADVENT CAPITAL MANAGEMENT /DE/ | 7,756,000 | $9,075 |
| AGF MANAGEMENT LTD | 4,600,000 | $5,278 |
| CSS LLC/IL | 2,755,000 | $3,178 |
| SSI INVESTMENT MANAGEMENT LLC | 2,250,000 | $2,581 |
| BNP PARIBAS ARBITRAGE, SA | 530,000 | $608 |
| LAZARD ASSET MANAGEMENT LLC | 312,000 | $4 |
| INSIGNEO ADVISORY SERVICES, LLC | 17,000 | $20 |
| SG Americas Securities, LLC | 12,000 | $1 |
| WEALTH ENHANCEMENT ADVISORY SERVICES, LLC | 12,000 | $15 |
| K2 PRINCIPAL FUND, L.P. | 9,000 | $10,434 |
| Total (15 institutions) | 113,218,000 | $140,628 |