FORD MTR CO DEL

CUSIP: 345370CZ1 Class: NOTE 3/1

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

InstitutionSharesValue ($000)
CAMDEN ASSET MANAGEMENT L P /CA229,795,000$238,642
Aequim Alternative Investments LP168,500,000$175,409
Walleye Capital LLC147,699,000$153,755
Shaolin Capital Management LLC145,000,000$150,382
HIGHBRIDGE CAPITAL MANAGEMENT LLC115,000,000$119,452
Voya Investment Management LLC113,945,000$118,550
Point72 Asset Management, L.P.101,500,000$105,313
DAVIDSON KEMPNER CAPITAL MANAGEMENT LP87,500,000$90,869
VICTORY CAPITAL MANAGEMENT INC81,058,000$84,139
Sculptor Capital LP65,000,000$67,480
TWO SIGMA INVESTMENTS, LP55,000,000$57,118
MILLENNIUM MANAGEMENT LLC50,000,000$51,886
STATE STREET CORP49,366,000$51,235
Man Group plc44,140,000$45,797
SONA ASSET MANAGEMENT (US) LLC42,500,000$44,054
Wellesley Asset Management37,047,000$38,717
Ovata Capital Management Ltd35,000,000$36,335
LMR Partners LLP32,000,000$33,136
MACKAY SHIELDS LLC30,093,000$31,315
ONTARIO TEACHERS PENSION PLAN BOARD30,000,000$31,212
Brevan Howard Capital Management LP30,000,000$31,357
JPMORGAN CHASE & CO29,965,000$31,125
BlackRock, Inc.28,915,000$30,028
MANUFACTURERS LIFE INSURANCE COMPANY, THE28,238,000$29,348
ADVENT CAPITAL MANAGEMENT /DE/25,868,000$26,929
TORONTO DOMINION BANK25,064,000$25,983
ARISTEIA CAPITAL, L.L.C.24,500,000$25,505
FMR LLC24,081,000$25,008
AQR Arbitrage LLC24,000,000$24,984
BANK OF AMERICA CORP /DE/22,132,600$22,985
BANK OF MONTREAL /CAN/21,500,000$22,317
MARINER INVESTMENT GROUP LLC20,000,000$20,820
SSI INVESTMENT MANAGEMENT LLC19,881,000$20,646
Thrivent Financial for Lutherans19,144,000$20
DEUTSCHE BANK AG\17,934,000$18,624
Calamos Advisors LLC15,983,000$16,593
KIM, LLC15,000,000$15,615
Amundi13,700,000$1,422,745
GOLDMAN SACHS GROUP INC11,492,000$11,921
Maven Securities LTD11,000,000$11,420
WELLS FARGO & COMPANY/MN10,853,000$11,273
CITIGROUP INC10,715,000$11,128
ZAZOVE ASSOCIATES LLC10,685,000$11,093
TENOR CAPITAL MANAGEMENT Co., L.P.10,000,000$10,408
SUSQUEHANNA ADVISORS GROUP, INC.10,000,000$104
CSS LLC/IL9,331,000$9,674
Ghisallo Capital Management LLC7,500,000$7,777
CONNING INC.7,400,000$7,681
MIZUHO SECURITIES USA LLC7,150,000$7,530
RWC Asset Management LLP7,080,000$7,354
Jain Global LLC7,000,000$7,267
INCOME RESEARCH & MANAGEMENT6,383,000$6,629
Lombard Odier Asset Management (Europe) Ltd6,300,000$6,544
BARCLAYS PLC6,183,000$6,422
PIER 88 INVESTMENT PARTNERS LLC5,600,000$5,817
BNP Paribas Investment Partners S.A.5,500,000$6
RATIONAL ADVISORS LLC5,200,000$5,400
EUBEL BRADY & SUTTMAN ASSET MANAGEMENT INC5,000,000$5
CAPSTONE INVESTMENT ADVISORS, LLC5,000,000$5,205
JONES ROAD CAPITAL MANAGEMENT, L.P.5,000,000$5,205
BNP PARIBAS ARBITRAGE, SA4,781,000$4,965
Warberg Asset Management LLC4,326,000$4,488
MORGAN STANLEY3,335,000$3,463
WELLINGTON MANAGEMENT GROUP LLP3,149,000$3,268
Polar Capital Holdings Plc3,000,000$3,116
OAKTREE CAPITAL MANAGEMENT LP2,900,000$3,019
GROUPAMA ASSET MANAGMENT2,550,000$2,665
AGF MANAGEMENT LTD2,125,000$2,207
NOMURA ASSET MANAGEMENT INTERNATIONAL INC.2,086,000$2,172
Russell Investments Group, Ltd.2,075,000$2,154
AEGON USA Investment Management, LLC1,847,000$1,918
SHENKMAN CAPITAL MANAGEMENT INC1,835,000$1,910
Zurcher Kantonalbank (Zurich Cantonalbank)1,300,000$1,349
PALISADE CAPITAL MANAGEMENT, LP1,096,000$1,138
DNCA FINANCE650,000$675
Central Pacific Bank - Trust Division460,000$478
Bank of New York Mellon Corp449,000$466
ROYAL BANK OF CANADA410,000$425
Calamos Wealth Management LLC316,000$328
SEI INVESTMENTS CO257,000$267
OPPENHEIMER ASSET MANAGEMENT INC.159,000$165
Cetera Investment Advisers104,000$108
Abacus Planning Group, Inc.100,000$104
Mariner, LLC82,000$85
Steward Partners Investment Advisory, LLC73,000$76
MML INVESTORS SERVICES, LLC68,000$71
AMERIPRISE FINANCIAL INC66,000$69
RAYMOND JAMES FINANCIAL INC62,000$64
STEPHENS INC /AR/48,000$50
Colonial Trust Advisors42,000$44
&PARTNERS39,000$41
Equitable Holdings, Inc.36,000$3,737
UBS Group AG35,830$37
J.W. COLE ADVISORS, INC.34,000$35
Capital Investment Advisory Services, LLC34,000$35
LPL Financial LLC33,000$34
Balboa Wealth Partners32,000$33
CHOREO, LLC30,000$31
COMMONWEALTH EQUITY SERVICES, LLC25,000$26
AdvisorNet Financial, Inc25,000$26
17 other institutions155,892$4,795
Total (117 institutions)2,276,651,322$3,741,425