0001085146-22-001093.txt : 20220214 0001085146-22-001093.hdr.sgml : 20220214 20220214162837 ACCESSION NUMBER: 0001085146-22-001093 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220214 DATE AS OF CHANGE: 20220214 EFFECTIVENESS DATE: 20220214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR Arbitrage LLC CENTRAL INDEX KEY: 0001167456 IRS NUMBER: 134172062 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10114 FILM NUMBER: 22632833 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 FORMER COMPANY: FORMER CONFORMED NAME: CNH PARTNERS LLC DATE OF NAME CHANGE: 20020213 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001167456 XXXXXXXX 12-31-2021 12-31-2021 false AQR Arbitrage LLC

TWO GREENWICH PLAZA Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 N Henry Parkin 203-742-3600 /s/ Henry Parkin Greenwich CT 02-14-2022 2 1219 3912513 false 1 0001633376 028-16752 AQR Capital Management Holdings, LLC 2 0001167557 028-10120 AQR CAPITAL MANAGEMENT LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 10X CAP VENTURE ACQSTN CORP *W EXP 04/19/202 G87076116 1147 117164 SH DFND 117164 0 0 10X CAP VENTURE ACQSTN CORP COM CL A G87076108 1806 184497 SH DFND 184497 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 1026 263155 SH DFND 263155 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 14031 15525000 PRN DFND 15525000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 985 100000 SH DFND 100000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 672 68200 SH DFND 68200 0 0 4D PHARMA PLC *W EXP 03/22/202 35085K117 2600 35853 SH DFND 35853 0 0 51JOB INC SPONSORED ADS 316827104 8052 164569 SH DFND 164569 0 0 7 ACQUISITION CORPORATION UNIT 11/05/2026 G80694121 3515 346664 SH DFND 346664 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 974 100000 SH DFND 100000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 744 76380 SH DFND 76380 0 0 8I ACQUISITION 2 CORP UNIT 09/24/2026 G2956R111 2575 250000 SH DFND 250000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 729 74800 SH DFND 74800 0 0 ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 1944 199999 SH DFND 199999 0 0 ACCRETION ACQUISITION CORP *W EXP 03/01/202 00438Y115 2196 224999 SH DFND 224999 0 0 ACCRETION ACQUISITION CORP COM 00438Y107 4392 449997 SH DFND 449997 0 0 ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123 144 449997 SH DFND 449997 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 996 100000 SH DFND 100000 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 558 56010 SH DFND 56010 0 0 ACHARI VENTURES HLDGS CORP I UNIT 09/30/2026 00444X200 1010 100000 SH DFND 100000 0 0 ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 1397 135000 SH DFND 135000 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 2736 282327 SH DFND 282327 0 0 ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 7267 749984 SH DFND 749984 0 0 ADARA ACQUISITION CORP COM CL A 00653H102 157 16038 SH DFND 16038 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 653 65999 SH DFND 65999 0 0 ADTHEORENT HOLDING COMPANY *W EXP 99/99/999 00739D117 391 66666 SH DFND 66666 0 0 ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 193 19833 SH DFND 19833 0 0 AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 1748 175000 SH DFND 175000 0 0 AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 1397 143333 SH DFND 143333 0 0 AEQUI ACQUISITION CORP COM CL A 00775W102 1463 150000 SH DFND 150000 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 30879 660366 SH DFND 660366 0 0 AESTHER HEALTHCARE ACQSTN CO *W EXP 09/14/202 00809L114 499 49997 SH DFND 49997 0 0 AESTHER HEALTHCARE ACQSTN CO CLASS A COM 00809L106 999 99996 SH DFND 99996 0 0 AETHERIUM ACQUISITION CORP UNIT 12/21/2026 00809J200 4992 499000 SH DFND 499000 0 0 AF ACQUISITION CORP 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11410000 PRN DFND 11410000 0 0 ALPHA CAPITAL ACQUISITION CO *W EXP 02/16/202 G0316P122 247 25000 SH DFND 25000 0 0 ALPHA CAPITAL ACQUISITION CO CL A ORD SHS G0316P130 1030 104430 SH DFND 104430 0 0 ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 1085 112500 SH DFND 112500 0 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 4299 446000 SH DFND 446000 0 0 ALPHA PARTNERS TECH MERGR CO *W EXP 03/31/202 G63290103 1207 124999 SH DFND 124999 0 0 ALPHA PARTNERS TECH MERGR CO CLASS A ORD SHS G63290111 2946 304997 SH DFND 304997 0 0 ALPHA STAR ACQUISITION CORP UNIT 12/13/2026 G0230C124 2048 200000 SH DFND 200000 0 0 ALPINE ACQUISITION CORPORATI UNIT 05/01/2026 02083L208 773 75000 SH DFND 75000 0 0 ALSP ORCHID ACQUISITION CORP UNIT 11/30/2028 G0231L115 2986 297088 SH DFND 297088 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 2438 247500 SH DFND 247500 0 0 ALTENERGY ACQUISITION CORP UNIT 10/29/2026 02157M207 3006 297894 SH DFND 297894 0 0 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 4157 4625000 PRN DFND 4625000 0 0 ALTIMAR ACQUISITION CORP III *W EXP 08/03/202 G0370U116 122 12500 SH DFND 12500 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 569 58320 SH DFND 58320 0 0 ALTIMETER GROWTH CORP 2 COM CL A G0371B109 137 13846 SH DFND 13846 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 1337 135000 SH DFND 135000 0 0 ALTUS POWER INC *W EXP 99/99/999 02217A110 345 33038 SH DFND 33038 0 0 AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118 1455 150750 SH DFND 150750 0 0 AMCI ACQUISITION CORP II CLASS A COM 00166R100 2890 299500 SH DFND 299500 0 0 AMERICAN ACQUISITION OPPT IN *W EXP 05/28/202 02369M110 1006 100000 SH DFND 100000 0 0 AMERICAN ACQUISITION OPPT IN CLASS A COM 02369M102 2626 261004 SH DFND 261004 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 40754 29404000 PRN DFND 29404000 0 0 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 12669 67086 SH DFND 67086 0 0 AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 567 233401 SH DFND 233401 0 0 AMERICAS 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589 59700 SH DFND 59700 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 472 48300 SH DFND 48300 0 0 APX ACQUISITION CORP I UNIT 12/07/2026 G0440J117 2991 296978 SH DFND 296978 0 0 ARBE ROBOTICS LTD *W EXP 10/07/202 M1R95N118 1343 144446 SH DFND 144446 0 0 ARBOR RAPHA CAP BIOHLDS CORP UNIT 10/31/2028 03881F203 3521 347546 SH DFND 347546 0 0 ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 441 400000 PRN DFND 400000 0 0 ARCHER AVIATION INC *W EXP 09/16/202 03945R110 1110 183761 SH DFND 183761 0 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 2365 235600 SH DFND 235600 0 0 ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 200 20000 SH DFND 20000 0 0 ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 200 20000 SH DFND 20000 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 182 18749 SH DFND 18749 0 0 ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 689 70924 SH DFND 70924 0 0 ARENA FORTIFY ACQUISITION CO UNIT 11/10/2026 04005A203 1512 149083 SH DFND 149083 0 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 23449 252300 SH DFND 252300 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 146 14999 SH DFND 14999 0 0 ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 744 74999 SH DFND 74999 0 0 ARGUS CAPITAL CORP CLASS A COM 04026L105 1477 148923 SH DFND 148923 0 0 ARIES I ACQUISITION CORP *W EXP 03/18/202 G0542N123 905 90505 SH DFND 90505 0 0 ARIES I ACQUISITION CORP CLASS A ORD SHS G0542N107 560 56010 SH DFND 56010 0 0 ARMADA ACQUISITION CORP I *W EXP 08/13/202 04208V111 1356 138250 SH DFND 138250 0 0 ARMADA ACQUISITION CORP I COM 04208V103 2693 274665 SH DFND 274665 0 0 AROGO CAPITAL ACQUISITION CO UNIT 99/99/9999 042644203 2764 275000 SH DFND 275000 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 592 61000 SH DFND 61000 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 555 57210 SH DFND 57210 0 0 ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 2542 249999 SH DFND 249999 0 0 ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 5048 496438 SH DFND 496438 0 0 ARTISAN ACQUISITION CORP *W EXP 03/26/202 G0509L128 855 86269 SH DFND 86269 0 0 ARTISAN ACQUISITION CORP CLASS A ORD SHS G0509L102 2565 258809 SH DFND 258809 0 0 ARYA SCIENCES ACQU CORP IV CL A G31659108 357 36000 SH DFND 36000 0 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 477 49250 SH DFND 49250 0 0 ASCENDANT DIGITAL ACQ CORP I UNIT 99/99/9999 G05157121 3016 297131 SH DFND 297131 0 0 ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 657 66499 SH DFND 66499 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 1898 192088 SH DFND 192088 0 0 ATHENA CONSUMER ACQ CORP UNIT 99/99/9999 04684M205 3030 297929 SH DFND 297929 0 0 ATHENA TECHNOLOGY ACQ CORP I UNIT 99/99/9999 04687C204 16843 1689362 SH DFND 1689362 0 0 ATHENE HOLDING LTD CL A G0684D107 28258 342475 SH DFND 342475 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 649 66499 SH DFND 66499 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 807 82666 SH DFND 82666 0 0 ATLANTIC AVE ACQUISITION COR *W EXP 10/06/202 04906P119 1994 203431 SH DFND 203431 0 0 ATLANTIC CAP BANCSHARES INC COM 048269203 4427 153874 SH DFND 153874 0 0 ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 2892 296331 SH DFND 296331 0 0 ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 550 56340 SH DFND 56340 0 0 ATLANTICA SUSTAINABLE INFRA NOTE 4.000% 7/1 04916EAB0 2173 1825000 PRN DFND 1825000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7631 5950000 PRN DFND 5950000 0 0 ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 292 29999 SH DFND 29999 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 501 51482 SH DFND 51482 0 0 ATOTECH LTD COM G0625A105 19287 755748 SH DFND 755748 0 0 AULT DISRUPTIVE TECHS CORP UNIT 99/99/9999 05150A203 2026 200000 SH DFND 200000 0 0 AURORA ACQUISITION CORP *W EXP 03/02/202 G0698L129 124 12500 SH DFND 12500 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 538 54319 SH DFND 54319 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 170 17500 SH DFND 17500 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 170 17500 SH DFND 17500 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 650 66500 SH DFND 66500 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 1852 187493 SH DFND 187493 0 0 AVALON ACQUISITION INC CLASS A COM 05338E101 2470 249990 SH DFND 249990 0 0 AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 982 100000 SH DFND 100000 0 0 AVANTI ACQUISITION CORP SHS CL A G0682V109 667 67900 SH DFND 67900 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 7833 7400000 PRN DFND 7400000 0 0 AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 835 83832 SH DFND 83832 0 0 AXONPRIME INFRSTCTR AQSTN CO *W EXP 05/31/202 05467C116 1615 167165 SH DFND 167165 0 0 AXONPRIME INFRSTCTR AQSTN CO CLASS A COM 05467C108 2365 244830 SH DFND 244830 0 0 B RILEY PRIN 250 MERGER CORP *W EXP 04/01/202 05602L112 2085 214059 SH DFND 214059 0 0 B RILEY PRIN 250 MERGER CORP CLASS A COM 05602L104 979 100512 SH DFND 100512 0 0 B RILEY 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46760 0 0 BENESSERE CAPITAL ACQUSTN CO RIGHT 99/99/9999 08179B129 41 100000 SH DFND 100000 0 0 BERENSON ACQUISITION CORP I *W EXP 08/01/202 083690115 363 37499 SH DFND 37499 0 0 BERENSON ACQUISITION CORP I CL A COM 083690107 720 74460 SH DFND 74460 0 0 BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 915 90000 SH DFND 90000 0 0 BETTER WORLD ACQUISITION COR COM 08772B104 476 46800 SH DFND 46800 0 0 BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 1284 132189 SH DFND 132189 0 0 BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 3491 359552 SH DFND 359552 0 0 BIGBEAR AI HLDGS INC *W EXP 99/99/999 08975B117 204 36036 SH DFND 36036 0 0 BILANDER ACQUISITION CORP *W EXP 05/19/202 09001T114 1323 136817 SH DFND 136817 0 0 BILANDER ACQUISITION CORP CL A COM 09001T106 4341 448940 SH DFND 448940 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 22691 21650000 PRN DFND 21650000 0 0 BIOPLUS ACQUISITION CORP UNIT 12/02/2026 G11217109 5939 593905 SH DFND 593905 0 0 BIOTECH 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BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 979 100000 SH DFND 100000 0 0 BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117 35 100000 SH DFND 100000 0 0 BLUE OCEAN ACQUISITION CORP UNIT 12/02/2026 G1330L113 2035 203514 SH DFND 203514 0 0 BLUE OWL CAPITAL INC *W EXP 05/19/202 09581B111 680 45599 SH DFND 45599 0 0 BLUE SAFARI GRP ACQUISITN CO CLASS A ORD SHS G1195R106 997 100100 SH DFND 100100 0 0 BLUE SAFARI GRP ACQUISITN CO RIGHT 09/24/2026 G1195R130 68 100100 SH DFND 100100 0 0 BLUE WHALE ACQUISITION CORP *W EXP 07/30/202 G1330M129 720 74351 SH DFND 74351 0 0 BLUE WHALE ACQUISITION CORP CLASS A ORD SHS G1330M103 2835 292607 SH DFND 292607 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 162 16666 SH DFND 16666 0 0 BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 636 65000 SH DFND 65000 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 418 42497 SH DFND 42497 0 0 BOA ACQUISITION CORP COM CL A 05601A109 1813 184471 SH DFND 184471 0 0 BOOKING HOLDINGS INC COM 09857L108 17432 7297 SH DFND 7297 0 0 BOTTOMLINE TECH DEL INC COM 101388106 13189 233566 SH DFND 233566 0 0 BOXED INC *W EXP 12/22/202 103174116 1186 86603 SH DFND 86603 0 0 BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 1021 100000 SH DFND 100000 0 0 BREEZE HOLDINGS ACQUISITN CO COM 106762107 751 73581 SH DFND 73581 0 0 BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 21 100000 SH DFND 100000 0 0 BRIDGETOWN 2 HOLDINGS LTD CL A G1355V103 357 36000 SH DFND 36000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 393 40000 SH DFND 40000 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 518 52499 SH DFND 52499 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 480 48690 SH DFND 48690 0 0 BROADCOM INC 8% MCNV PFD SR A 11135F200 367 177 SH DFND 177 0 0 BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 3240 343557 SH DFND 343557 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 291 29249 SH DFND 29249 0 0 BROADSCALE ACQUISITION CORP COM CL A 11134Y101 104 10492 SH DFND 10492 0 0 BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 3922 426266 SH DFND 426266 0 0 BRYN MAWR BK CORP COM 117665109 3281 72887 SH DFND 72887 0 0 BUILD ACQUISITION CORP *W EXP 03/15/202 12008J113 1944 200000 SH DFND 200000 0 0 BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 650 65000 SH DFND 65000 0 0 BULLPEN PARLAY ACQUISITION C UNIT 12/03/2026 G1792A126 6028 593905 SH DFND 593905 0 0 BURGUNDY TECHNOLOGY ACQU COR *W EXP 08/31/202 G1702T124 1774 177227 SH DFND 177227 0 0 BURTECH ACQUISITION CORP UNIT 12/10/2026 123013203 12188 1217571 SH DFND 1217571 0 0 BUZZFEED INC *W EXP 99/99/999 12430A110 203 38132 SH DFND 38132 0 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 734 75000 SH DFND 75000 0 0 CACTUS ACQUISITION CORP 1 LT UNIT 08/17/2028 G1745A116 1986 197621 SH DFND 197621 0 0 CANNA GLOBAL ACQUISITION COR UNIT 11/30/2026 13767K200 5033 496844 SH DFND 496844 0 0 CAPITALWORKS EMNG MKTS ACQST UNIT 01/01/2026 G1889L118 3737 371149 SH DFND 371149 0 0 CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 1992 200000 SH DFND 200000 0 0 CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 487 48924 SH DFND 48924 0 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 864 775000 PRN DFND 775000 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 1912 195714 SH DFND 195714 0 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 959 98150 SH DFND 98150 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 501 50713 SH DFND 50713 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 804 81330 SH DFND 81330 0 0 CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 1590 159916 SH DFND 159916 0 0 CASCADE ACQUISITION CORP COM CL A 147151104 1030 103628 SH DFND 103628 0 0 CASCADIA ACQUISITION CORP *W EXP 09/30/202 14739D118 1445 150000 SH DFND 150000 0 0 CASCADIA ACQUISITION CORP CLASS A COM 14739D100 1206 125238 SH DFND 125238 0 0 CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 584 60000 SH DFND 60000 0 0 CATALYST PARTNRS ACQUISITN C UNIT 99/99/9999 G19550113 1001 100000 SH DFND 100000 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 163 16666 SH DFND 16666 0 0 CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 1661 167800 SH DFND 167800 0 0 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 634 64078 SH DFND 64078 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 692 70049 SH DFND 70049 0 0 CELULARITY INC *W EXP 05/24/202 151190113 593 115889 SH DFND 115889 0 0 CENAQ ENERGY CORP *W EXP 02/04/202 15130M110 2227 226125 SH DFND 226125 0 0 CENAQ ENERGY CORP CLASS A ORD SHS 15130M102 2704 274500 SH DFND 274500 0 0 CERNER CORP COM 156782104 39315 423333 SH DFND 423333 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 980 99998 SH DFND 99998 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 903 92139 SH DFND 92139 0 0 CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 394 40666 SH DFND 40666 0 0 CF ACQUISITION CORP V CL A 12520R106 1146 118180 SH DFND 118180 0 0 CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 412 38000 SH DFND 38000 0 0 CF ACQUISITION CORP VII UNIT 03/16/2028 12521H206 4060 400000 SH DFND 400000 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 749 75000 SH DFND 75000 0 0 CF ACQUISITION CORP VIII CLASS A COM 12520C109 827 82820 SH DFND 82820 0 0 CHAIN BRIDGE I UNIT 03/31/2026 G2061X128 2992 297128 SH DFND 297128 0 0 CHANGE HEALTHCARE INC COM 15912K100 17054 797684 SH DFND 797684 0 0 CHAVANT CAPITAL ACQUISITN CO *W EXP 99/99/999 G2058L111 1452 147846 SH DFND 147846 0 0 CHAVANT CAPITAL ACQUISITN CO ORDINARY SHARES G2058L103 973 99128 SH DFND 99128 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 7846 7925000 PRN DFND 7925000 0 0 CHEGG INC NOTE 9/0 163092AF6 13636 16380000 PRN DFND 16380000 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 4855 479757 SH DFND 479757 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 123 12499 SH DFND 12499 0 0 CHURCHILL CAPITAL CORP VI *W EXP 02/17/202 17143W119 229 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 230 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 588 59830 SH DFND 59830 0 0 CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 1727 174998 SH DFND 174998 0 0 CIIG CAPITAL PARTNERS II INC COM CL A 12561U109 1452 147082 SH DFND 147082 0 0 CIT GROUP INC COM NEW 125581801 16460 328936 SH DFND 328936 0 0 CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 2002 200000 SH DFND 200000 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 956 95530 SH DFND 95530 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 923 95022 SH DFND 95022 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 971 100000 SH DFND 100000 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 621 63999 SH DFND 63999 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 238 24399 SH DFND 24399 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 593 60750 SH DFND 60750 0 0 CLOVER LEAF CAPITAL CORP COM CL A 18915E105 2937 294000 SH DFND 294000 0 0 CLOVER LEAF CAPITAL CORP RIGHT 05/31/2028 18915E121 132 300000 SH DFND 300000 0 0 CMC MATERIALS INC COM 12571T100 37453 196346 SH DFND 196346 0 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 38081 29025000 PRN DFND 29025000 0 0 CODERE ONLINE LUXEMBOURG S A *W EXP 11/23/202 L18268117 643 62752 SH DFND 62752 0 0 COHERENT INC COM 192479103 22351 83857 SH DFND 83857 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 16192 14645000 PRN DFND 14645000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 983 99999 SH DFND 99999 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 664 67550 SH DFND 67550 0 0 COLICITY INC *W EXP 02/24/202 194170114 302 30999 SH DFND 30999 0 0 COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 828 86289 SH DFND 86289 0 0 COLISEUM ACQUISITION CORP CLASS A ORD SHS G2263T123 2447 254868 SH DFND 254868 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 9726 9975000 PRN DFND 9975000 0 0 COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 2623 1000000 PRN DFND 1000000 0 0 COLOMBIER ACQUISITION CORP *W EXP 99/99/999 19533H116 1587 164603 SH DFND 164603 0 0 COLOMBIER ACQUISITION CORP CL A 19533H108 846 87810 SH DFND 87810 0 0 COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 98 10139 SH DFND 10139 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 539 55534 SH DFND 55534 0 0 COMPASS DIGITAL ACQUISITN CO *W EXP 09/29/202 G2476C123 1796 186678 SH DFND 186678 0 0 COMPASS DIGITAL ACQUISITN CO CLASS A ORD G2476C107 5388 560034 SH DFND 560034 0 0 COMPOSECURE INC *W EXP 12/27/202 20459V113 2258 275000 SH DFND 275000 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 328 33674 SH DFND 33674 0 0 CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 2409 231666 SH DFND 231666 0 0 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 2311 236991 SH DFND 236991 0 0 CONCORD ACQUISITION CORP II COM CL A 20607U108 2899 297339 SH DFND 297339 0 0 CONCORD ACQUISITION CORP III UNIT 99/99/9999 20607V205 12153 1192682 SH DFND 1192682 0 0 CONFLUENT INC CLASS A COM 20717M103 4900 64273 SH DFND 64273 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 189 19332 SH DFND 19332 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 521 53398 SH DFND 53398 0 0 CONX CORP *W EXP 10/30/202 212873111 1227 124999 SH DFND 124999 0 0 CONX CORP COM CL A 212873103 819 83440 SH DFND 83440 0 0 CONYERS PARK III ACQSITN COR *W EXP 08/12/202 21289P110 3661 375497 SH DFND 375497 0 0 CONYERS PARK III ACQSITN COR CLASS A COM 21289P102 8586 880572 SH DFND 880572 0 0 COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 32153 18300000 PRN DFND 18300000 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 484 50000 SH DFND 50000 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 1091 112848 SH DFND 112848 0 0 COREPOINT LODGING INC COM 21872L104 4363 277893 SH DFND 277893 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 1307 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 735 75017 SH DFND 75017 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 1154 116665 SH DFND 116665 0 0 CORNER GROWTH ACQUISITN CORP CLASS A ORD SHS G2426E104 119 12000 SH DFND 12000 0 0 CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 3420 342000 SH DFND 342000 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 259 26549 SH DFND 26549 0 0 CRESCERA CAP ACQUISITION COR UNIT 11/18/2026 G26507122 1985 198059 SH DFND 198059 0 0 CRIXUS BH3 ACQUISITION CO *W EXP 10/04/202 22677T110 976 99999 SH DFND 99999 0 0 CRIXUS BH3 ACQUISITION CO CLASS A COM 22677T102 1938 198609 SH DFND 198609 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 165 16666 SH DFND 16666 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 433 43698 SH DFND 43698 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 457 46965 SH DFND 46965 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 667 68430 SH DFND 68430 0 0 CRYOLIFE INC NOTE 4.250% 7/0 228903AB6 4707 4050000 PRN DFND 4050000 0 0 CRYPTO 1 ACQUISITION CORP UNIT 04/30/2028 G3168A128 3999 395936 SH DFND 395936 0 0 CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111 288 36012 SH DFND 36012 0 0 CYRUSONE INC COM 23283R100 28727 320619 SH DFND 320619 0 0 CYXTERA TECHNOLOGIES INC *W EXP 09/10/202 23284C110 604 47936 SH DFND 47936 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 403 41332 SH DFND 41332 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 803 82359 SH DFND 82359 0 0 DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 1010 100000 SH DFND 100000 0 0 DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 532 52667 SH DFND 52667 0 0 DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 405 40665 SH DFND 40665 0 0 DECARBONIZATION PLUS ACQU II COM CL A 242794105 1246 124989 SH DFND 124989 0 0 DECARBONIZATION PLUS ACQUISI *W EXP 07/15/202 G2773W111 1486 150749 SH DFND 150749 0 0 DECARBONIZATION PLUS ACQUISI COM CL A G2773W103 130 13142 SH DFND 13142 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 200 20500 SH DFND 20500 0 0 DEEP MEDICINE ACQUISITION CO CLASS A COM 243733102 3657 372374 SH DFND 372374 0 0 DEEP MEDICINE ACQUISITION CO RIGHT 09/30/2028 243733110 120 375000 SH DFND 375000 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 832 84000 SH DFND 84000 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 650 66666 SH DFND 66666 0 0 DHB CAPITAL CORP CL A COM 23291W109 2032 208438 SH DFND 208438 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 330 33865 SH DFND 33865 0 0 DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1126 115754 SH DFND 115754 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 299 30749 SH DFND 30749 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 529 54270 SH DFND 54270 0 0 DIGITAL HEALTH ACQUISITION C UNIT 11/02/2026 253893200 2043 200000 SH DFND 200000 0 0 DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 291 29999 SH DFND 29999 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 804 82932 SH DFND 82932 0 0 DILA CAPITAL ACQUISITION COR *W EXP 06/09/202 254028111 1213 125000 SH DFND 125000 0 0 DILA CAPITAL ACQUISITION COR COM CL A 254028103 1213 125000 SH DFND 125000 0 0 DIRECT SELLING ACQUISITIN CO *W EXP 09/30/202 25460L111 1241 124999 SH DFND 124999 0 0 DIRECT SELLING ACQUISITIN CO CL A COM 25460L103 1322 133181 SH DFND 133181 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 91 90000 PRN DFND 90000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 22661 23878000 PRN DFND 23878000 0 0 DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 327 33333 SH DFND 33333 0 0 DISRUPTIVE ACQUISITION CORP CLASS A ORD SHS G2770Y102 980 99999 SH DFND 99999 0 0 DISRUPTIVE ACQUISITION CORP UNIT 03/06/2026 G2770Y110 477 48600 SH DFND 48600 0 0 DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 975 99298 SH DFND 99298 0 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 1950 198598 SH DFND 198598 0 0 DOCGO INC *W EXP 10/02/202 256086117 1145 122422 SH DFND 122422 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 729 143480 SH DFND 143480 0 0 DONNELLEY R R & SONS CO COM 257867200 10415 924925 SH DFND 924925 0 0 DP CAP ACQUISITION CORP I UNIT 11/08/2026 G2R05B118 2983 297128 SH DFND 297128 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 1604 163332 SH DFND 163332 0 0 DPCM CAP INC COM CL A 23344P101 1226 124854 SH DFND 124854 0 0 DTRT HEALTH ACQUISITION CORP UNIT 08/31/2029 23344T202 3001 297971 SH DFND 297971 0 0 DUDDELL STREET ACQUISITN COR *W EXP 99/99/999 G28553116 1364 137500 SH DFND 137500 0 0 DUDDELL STREET ACQUISITN COR CL A G28553108 874 88090 SH DFND 88090 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 421 42499 SH DFND 42499 0 0 DUNE ACQUISITION CORP COM CL A 265334102 656 66308 SH DFND 66308 0 0 DYNAMICS SPECIAL PURPOSE COR CLASS A COM 268010105 2145 217505 SH DFND 217505 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 1640 166666 SH DFND 166666 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 2961 300000 SH DFND 300000 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 1625 137500 SH DFND 137500 0 0 EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 124 275000 SH DFND 275000 0 0 ECP ENVIRONMENTAL GW OPT COR *W EXP 03/01/202 26829T118 296 29999 SH DFND 29999 0 0 ECP ENVIRONMENTAL GW OPT COR COM CL A 26829T100 1661 168466 SH DFND 168466 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 596 61000 SH DFND 61000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 812 83100 SH DFND 83100 0 0 EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 511 50000 SH DFND 50000 0 0 EDOC ACQUISITION CORP CL A G4000A102 687 67210 SH DFND 67210 0 0 EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 33 100000 SH DFND 100000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 740 73875 SH DFND 73875 0 0 EG ACQUISITION CORP *W EXP 05/28/202 26846A118 2543 261608 SH DFND 261608 0 0 EG ACQUISITION CORP COM CL A 26846A100 339 34830 SH DFND 34830 0 0 EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 129 12999 SH DFND 12999 0 0 EJF ACQUISITION CORP CL A SHS G2955B109 869 87547 SH DFND 87547 0 0 ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 977 100000 SH DFND 100000 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 1417 145000 SH DFND 145000 0 0 EMBARK TECHNOLOGY INC *W EXP 11/10/202 29079J111 234 26911 SH DFND 26911 0 0 EMERGING MARKETS HORIZON COR UNIT 99/99/9999 G3033X113 4959 494928 SH DFND 494928 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 618 63499 SH DFND 63499 0 0 EMPOWERMENT & INCLUSION CAPI UNIT 99/99/9999 29248N209 991 100000 SH DFND 100000 0 0 ENDURANCE ACQUISITION CORP *W EXP 09/01/202 G3041W115 978 100000 SH DFND 100000 0 0 ENERGEM CORP UNIT 11/15/2026 G30449113 1269 125000 SH DFND 125000 0 0 ENPHYS ACQUISITION CORP *W EXP 99/99/999 G3167L117 2892 299999 SH DFND 299999 0 0 ENPHYS ACQUISITION CORP CL A ORD SHS G3167L109 5784 599999 SH DFND 599999 0 0 ENTERPRISE 4.0 TEC ACQSTN CO UNIT 10/14/2026 G3137C122 4974 493940 SH DFND 493940 0 0 ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 640 64500 SH DFND 64500 0 0 ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1862 187716 SH DFND 187716 0 0 EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 1795 238734 SH DFND 238734 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 813 83332 SH DFND 83332 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1014 103878 SH DFND 103878 0 0 EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 728 75000 SH DFND 75000 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 851 87656 SH DFND 87656 0 0 EQRX INC *W EXP 12/17/202 26886C115 266 38977 SH DFND 38977 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 1473 149999 SH DFND 149999 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 667 67940 SH DFND 67940 0 0 ERMENEGILDO ZEGNA N V *W EXP 12/17/202 N30577113 114 10851 SH DFND 10851 0 0 ESGEN ACQUISITION CORP UNIT 10/18/2026 G3R95N129 5509 543330 SH DFND 543330 0 0 ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 324 33332 SH DFND 33332 0 0 ESM ACQUISITION CORPORATION SHS CL A G3195H104 633 65115 SH DFND 65115 0 0 EUCRATES BIOMEDICAL ACQU COR *W EXP 10/23/202 G3141W122 447 45832 SH DFND 45832 0 0 EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 142 14666 SH DFND 14666 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 971 100208 SH DFND 100208 0 0 EVE MOBILITY ACQUISITION COR UNIT 99/99/9999 G3218G125 7508 750000 SH DFND 750000 0 0 EVEREST CONSOLIDATOR ACQ COR UNIT 99/99/9999 29978K201 3921 390892 SH DFND 390892 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 597 61500 SH DFND 61500 0 0 EVO ACQUISITION CORP COM CL A 30052G108 187 19320 SH DFND 19320 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 3546 3220000 PRN DFND 3220000 0 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 2799 1700000 PRN DFND 1700000 0 0 EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 894 200556 SH DFND 200556 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 28584 29450000 PRN DFND 29450000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 4243 4150000 PRN DFND 4150000 0 0 EXCELFIN ACQUISITION CORP UNIT 10/25/2028 30069X201 2994 297933 SH DFND 297933 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 1226 125000 SH DFND 125000 0 0 EXECUTIVE NETWORK PARTNERING CL A 30158L100 914 93120 SH DFND 93120 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 4087 4500000 PRN DFND 4500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301AF3 9189 8900000 PRN DFND 8900000 0 0 FALCON MINERALS CORP *W EXP 07/21/202 30607B208 2223 456479 SH DFND 456479 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 352 35000 SH DFND 35000 0 0 FAST ACQUISITION CORP *W EXP 08/25/202 311875116 790 77725 SH DFND 77725 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 365 37500 SH DFND 37500 0 0 FAST ACQUISITION CORP II CL A 311874101 466 47900 SH DFND 47900 0 0 FAT PROJECTS ACQUISITION COR *W EXP 08/31/202 G3400W110 782 80000 SH DFND 80000 0 0 FAT PROJECTS ACQUISITION COR CLASS A ORD SHS G3400W102 782 80000 SH DFND 80000 0 0 FATHOM DIGITAL MFG CORP *W EXP 12/22/202 31189Y111 103 13050 SH DFND 13050 0 0 FERRO CORP COM 315405100 13902 636818 SH DFND 636818 0 0 FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 249 25000 SH DFND 25000 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 388 39600 SH DFND 39600 0 0 FINANCIAL STRATEGIES ACQUISI UNIT 03/31/2028 31772T206 3612 352400 SH DFND 352400 0 0 FINNOVATE ACQUISITION CORP *W EXP 99/99/999 G3R34K111 2403 243741 SH DFND 243741 0 0 FINNOVATE ACQUISITION CORP CLASS A ORD SHS G3R34K103 3204 324988 SH DFND 324988 0 0 FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 288 29748 SH DFND 29748 0 0 FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 496 49999 SH DFND 49999 0 0 FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 735 74998 SH DFND 74998 0 0 FINTECH ECOSYSTEM DEVE UNIT 04/01/2026 318136207 255 25000 SH DFND 25000 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 130 13333 SH DFND 13333 0 0 FIRST LT ACQUISITION GROUP I *W EXP 03/14/202 320703119 490 49998 SH DFND 49998 0 0 FIRST LT ACQUISITION GROUP I CL A 320703101 412 41992 SH DFND 41992 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 22184 1083183 SH DFND 1083183 0 0 FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 290 29249 SH DFND 29249 0 0 FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 1539 155446 SH DFND 155446 0 0 FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 1236 125000 SH DFND 125000 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 474 47950 SH DFND 47950 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 24421 19845000 PRN DFND 19845000 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 37101 773901 SH DFND 773901 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 972 99999 SH DFND 99999 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 972 100000 SH DFND 100000 0 0 FOCUS IMPACT ACQUISITION COR UNIT 10/28/2026 34417L208 2495 248250 SH DFND 248250 0 0 FORBION EUROPEAN ACQUSTN COR UNIT 12/10/2026 G3619H128 4870 485033 SH DFND 485033 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 237 24399 SH DFND 24399 0 0 FORTERRA INC COM 34960W106 26328 1107166 SH DFND 1107166 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 592 60999 SH DFND 60999 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 316 32532 SH DFND 32532 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 103 10599 SH DFND 10599 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 750 76810 SH DFND 76810 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 275 28179 SH DFND 28179 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 561 57430 SH DFND 57430 0 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 438 44936 SH DFND 44936 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 675 69206 SH DFND 69206 0 0 FORTUNE RISE ACQUISITION COR UNIT 12/06/2027 34969G201 3215 319294 SH DFND 319294 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 1461 150000 SH DFND 150000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 1178 120912 SH DFND 120912 0 0 FOUNDER SPAC *W EXP 04/19/202 G3661E114 3731 374999 SH DFND 374999 0 0 FOUNDER SPAC CLASS A ORD SHS G3661E106 7462 749998 SH DFND 749998 0 0 FOXWAYNE ENTERPRIS AQSTN COR *W EXP 01/12/202 35166L117 497 50000 SH DFND 50000 0 0 FOXWAYNE ENTERPRIS AQSTN COR COM CL A 35166L109 996 100340 SH DFND 100340 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 223 22892 SH DFND 22892 0 0 FREEDOM ACQUISITION I CORP SHS CL A G3663X110 870 89890 SH DFND 89890 0 0 FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 184 18750 SH DFND 18750 0 0 FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 475 48400 SH DFND 48400 0 0 FRONTIER INVESTMENT CORP *W EXP 06/29/202 G36816125 1443 149111 SH DFND 149111 0 0 FRONTIER INVESTMENT CORP CLASS A ORD SHS G36816109 4262 440336 SH DFND 440336 0 0 FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 124 12500 SH DFND 12500 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 341 34387 SH DFND 34387 0 0 FTAC EMERALD ACQUISITION COR UNIT 10/19/2028 29103K209 6481 650000 SH DFND 650000 0 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 244 24999 SH DFND 24999 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 633 64764 SH DFND 64764 0 0 FTAC PARNASSUS ACQUISITN COR *W EXP 03/10/202 30319B116 609 62499 SH DFND 62499 0 0 FTAC PARNASSUS ACQUISITN COR CLASS A COM 30319B108 139 14304 SH DFND 14304 0 0 FTAC ZEUS ACQUISITION COR UNIT 04/15/2026 30320F205 7343 734337 SH DFND 734337 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 394 40665 SH DFND 40665 0 0 FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 995 120173 SH DFND 120173 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 1105 113243 SH DFND 113243 0 0 FUTURE HEALTH ESG CORP COM 36118W102 2210 226485 SH DFND 226485 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 472 48918 SH DFND 48918 0 0 G SQUARED ASCEND II INC COM CL A G42041106 659 68346 SH DFND 68346 0 0 G&P ACQUISITION CORP *W EXP 02/28/202 36146G111 2452 249999 SH DFND 249999 0 0 G&P ACQUISITION CORP COM CL A 36146G103 410 41766 SH DFND 41766 0 0 G3 VRM ACQUISITION CORP RIGHT 06/29/2026 362425126 114 300000 SH DFND 300000 0 0 GALATA ACQUISITION CORP *W EXP 99/99/999 G3R23A116 842 86939 SH DFND 86939 0 0 GALATA ACQUISITION CORP SHS CL A G3R23A108 1209 124860 SH DFND 124860 0 0 GAMES & ESPORTS EXPRNC ACQ C UNIT 12/01/2026 G3731J101 5269 519657 SH DFND 519657 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 392 40333 SH DFND 40333 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 1195 123099 SH DFND 123099 0 0 GARDINER HEALTHCARE ACQTS CO UNIT 99/99/9999 365506203 1509 150000 SH DFND 150000 0 0 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 2144 67725 SH DFND 67725 0 0 GENESIS GRWT TECH ACQUSTN CO UNIT 99/99/9999 G3R23D110 9969 989926 SH DFND 989926 0 0 GESHER I ACQUISITION CORP *W EXP 04/16/202 G38537125 878 89999 SH DFND 89999 0 0 GESHER I ACQUISITION CORP CLASS A ORD G38537109 1757 180000 SH DFND 180000 0 0 GIGCAPITAL 5 INC *W EXP 99/99/999 37519U117 2964 300000 SH DFND 300000 0 0 GIGCAPITAL 5 INC COMMON STOCK 37519U109 2943 297847 SH DFND 297847 0 0 GIGINTERNATIONAL1 INC *W EXP 04/19/202 37518W114 2753 277250 SH DFND 277250 0 0 GIGINTERNATIONAL1 INC COM 37518W106 2399 241600 SH DFND 241600 0 0 GLADSTONE ACQUISITION CORP *W EXP 04/01/202 37653T116 1498 150750 SH DFND 150750 0 0 GLADSTONE ACQUISITION CORP CLASS A COM 37653T108 2639 265500 SH DFND 265500 0 0 GLASS HOUSES ACQUISITION COR *W EXP 03/25/202 37714P111 971 99999 SH DFND 99999 0 0 GLASS HOUSES ACQUISITION COR CLASS A COM 37714P103 1337 137666 SH DFND 137666 0 0 GLENFARNE MERGER CORP *W EXP 03/17/202 378579114 812 83332 SH DFND 83332 0 0 GLENFARNE MERGER CORP CLASS A COM 378579106 1961 201329 SH DFND 201329 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2433 83123 SH DFND 83123 0 0 GLOBAL CONSUMER ACQUISITN CO *W EXP 05/21/202 37892B116 2209 222695 SH DFND 222695 0 0 GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K103 175 17500 SH DFND 17500 0 0 GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K137 967 95000 SH DFND 95000 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 245 24999 SH DFND 24999 0 0 GLOBAL TECHNOLGY ACQSTN CORP UNIT 10/19/2026 G3934N123 2005 197497 SH DFND 197497 0 0 GLOBALINK INVT INC UNIT 12/06/2026 37892F208 2058 200000 SH DFND 200000 0 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 2788 283332 SH DFND 283332 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 1242 128000 SH DFND 128000 0 0 GOAL ACQUISITIONS CORP COM 38021H107 1594 164370 SH DFND 164370 0 0 GOBI ACQUISITION CORP CLASS A ORD SHS G4022Y104 1895 196000 SH DFND 196000 0 0 GOGREEN INVESTMENTS CORP UNIT 99/99/9999 G9461B127 1997 197492 SH DFND 197492 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 338 55929 SH DFND 55929 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 2047 211702 SH DFND 211702 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 856 87500 SH DFND 87500 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 805 82280 SH DFND 82280 0 0 GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 5526 555397 SH DFND 555397 0 0 GOLDEN PATH ACQUISITION CORP *W EXP 01/31/202 G4028H121 174 17500 SH DFND 17500 0 0 GOLDEN PATH ACQUISITION CORP ORDINARY SHARES G4028H105 349 35000 SH DFND 35000 0 0 GOLDEN PATH ACQUISITION CORP RIGHT 01/31/2028 G4028H113 11 35000 SH DFND 35000 0 0 GOLDENBRIDGE ACQUISITION LTD UNIT 03/02/2026 G3970D112 329 34000 SH DFND 34000 0 0 GOOD WKS II ACQUISITION CORP *W EXP 02/01/202 38216G112 2821 287818 SH DFND 287818 0 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 152 14874 SH DFND 14874 0 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 145 14874 SH DFND 14874 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 831 84992 SH DFND 84992 0 0 GORES METROPOULOS II INC *W EXP 01/31/202 382873115 237 23799 SH DFND 23799 0 0 GORES METROPOULOS II INC CL A 382873107 1153 115611 SH DFND 115611 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 234 23599 SH DFND 23599 0 0 GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 402 39900 SH DFND 39900 0 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 234 23600 SH DFND 23600 0 0 GRAF ACQUISITION CORP IV *W EXP 05/31/202 384272118 1261 130528 SH DFND 130528 0 0 GRAF ACQUISITION CORP IV COM 384272100 126 13000 SH DFND 13000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 3176 3100000 PRN DFND 3100000 0 0 GREAT WESTERN BANCORP INC COM 391416104 17532 516252 SH DFND 516252 0 0 GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 5835 4350000 PRN DFND 4350000 0 0 GREEN VISOR FIN TEC ACQ CORP UNIT 11/08/2026 G4166K118 1991 198085 SH DFND 198085 0 0 GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 773 75000 SH DFND 75000 0 0 GREENCITY ACQUISITION CORP COM G4086B107 452 43886 SH DFND 43886 0 0 GREENSKY INC CL A 39572G100 25514 2245933 SH DFND 2245933 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 410 42000 SH DFND 42000 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 1850 189774 SH DFND 189774 0 0 GROWTH CAP ACQUISITION CORP *W EXP 06/01/202 39986V115 870 87500 SH DFND 87500 0 0 GROWTH CAP ACQUISITION CORP CL A 39986V107 2368 238220 SH DFND 238220 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 1942 199998 SH DFND 199998 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 2389 246076 SH DFND 246076 0 0 H I G ACQUISITION CORP *W EXP 99/99/999 G44898123 505 51666 SH DFND 51666 0 0 HAGERTY INC CL A COM 405166109 897 63256 SH DFND 63256 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 822 541084 SH DFND 541084 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 420 42999 SH DFND 42999 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 1883 192712 SH DFND 192712 0 0 HARMONIC INC DBCV 2.000% 9/0 413160AD4 13777 9200000 PRN DFND 9200000 0 0 HAWKS ACQUISITION CORP *W EXP 99/99/999 42032P116 848 87498 SH DFND 87498 0 0 HAWKS ACQUISITION CORP CL A 42032P108 1684 173787 SH DFND 173787 0 0 HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 290 29499 SH DFND 29499 0 0 HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 1132 115832 SH DFND 115832 0 0 HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 777 79520 SH DFND 79520 0 0 HEALTHCARE AI ACQUISITION CO UNIT 12/07/2026 G4373K125 5697 569160 SH DFND 569160 0 0 HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 760 76999 SH DFND 76999 0 0 HEALTHCARE CAPITAL CORP COM CL A 42228C101 2029 205528 SH DFND 205528 0 0 HEALTHCARE SERVICES ACQU COR *W EXP 99/99/999 42227K112 732 75000 SH DFND 75000 0 0 HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117 2914 300750 SH DFND 300750 0 0 HEALTHWELL ACQUISITION CORP CLASS A COM 42227R109 2829 291900 SH DFND 291900 0 0 HELIOGEN INC *W EXP 99/99/999 42329E113 639 66666 SH DFND 66666 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3369 3500000 PRN DFND 3500000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 4988 5000000 PRN DFND 5000000 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 297 30500 SH DFND 30500 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 102 10495 SH DFND 10495 0 0 HENNESSY CAPITAL INVST CORP *W EXP 06/10/202 42600H116 5463 566664 SH DFND 566664 0 0 HENNESSY CAPITAL INVST CORP CLASS A COM 42600H108 11374 1179829 SH DFND 1179829 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1255 1220000 PRN DFND 1220000 0 0 HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 313 32149 SH DFND 32149 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 124 12500 SH DFND 12500 0 0 HHG CAPITAL CORPORATION ORDINARY SHARES G4R23P103 247 25000 SH DFND 25000 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 9 25000 SH DFND 25000 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 241 24285 SH DFND 24285 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1365 137575 SH DFND 137575 0 0 HILLMAN SOLUTIONS CORP COM 431636109 410 38121 SH DFND 38121 0 0 HOME PLATE ACQUISITION CORP *W EXP 09/30/202 43734R111 483 49998 SH DFND 49998 0 0 HOME PLATE ACQUISITION CORP CL A COM 43734R103 960 99280 SH DFND 99280 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1051 1075000 PRN DFND 1075000 0 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 491 49999 SH DFND 49999 0 0 HPX CORP *W EXP 07/14/202 G32219126 1481 150000 SH DFND 150000 0 0 HPX CORP SHS CL A G32219100 503 51006 SH DFND 51006 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 491 50498 SH DFND 50498 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 548 56380 SH DFND 56380 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 298 30500 SH DFND 30500 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 813 83100 SH DFND 83100 0 0 HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 244 24999 SH DFND 24999 0 0 HUMANCO ACQUISITION CORP COM CL A 44487N109 573 58617 SH DFND 58617 0 0 HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 1013 100000 SH DFND 100000 0 0 HUNT COMPANIES ACQUISITIO UNIT 99/99/9999 G46482116 3016 297128 SH DFND 297128 0 0 IBERE PHARMACEUTICALS *W EXP 03/01/202 G46843119 365 37500 SH DFND 37500 0 0 ICONIC SPORTS ACQUISITION CO UNIT 99/99/9999 G4712C123 4992 493737 SH DFND 493737 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 3066 312500 SH DFND 312500 0 0 IG ACQUISITION CORP COM CL A 449534106 2141 218220 SH DFND 218220 0 0 IGNYTE ACQUISITION CORP *W EXP 01/05/202 45175H114 244 25000 SH DFND 25000 0 0 IGNYTE ACQUISITION CORP COM 45175H106 341 35000 SH DFND 35000 0 0 IHS MARKIT LTD SHS G47567105 39087 295398 SH DFND 295398 0 0 ILLUMINA INC COM 452327109 3340 8778 SH DFND 8778 0 0 INCEPTION GROWTH ACQUSTN LTD UNIT 99/99/9999 45333D203 3024 300000 SH DFND 300000 0 0 INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 146 15000 SH DFND 15000 0 0 INDUSTRIAL HUMAN CAPITAL INC UNIT 99/99/9999 45617P203 2083 200000 SH DFND 200000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 26225 17840000 PRN DFND 17840000 0 0 INFINITE ACQUISITION CORP UNIT 99/99/9999 G48028115 1992 197808 SH DFND 197808 0 0 INFINT ACQUISITION CORP UNIT 99/99/9999 G47862118 1738 173301 SH DFND 173301 0 0 INFLECTION POINT ACQUSTN COR *W EXP 09/21/202 G47874113 2169 224998 SH DFND 224998 0 0 INFLECTION POINT ACQUSTN COR CLASS A ORD G47874121 4338 449999 SH DFND 449999 0 0 INNOVATIVE INTL ACQUSITIN CO UNIT 10/26/2026 G4809M117 4953 493785 SH DFND 493785 0 0 INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 9495 7795000 PRN DFND 7795000 0 0 INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 1134 178939 SH DFND 178939 0 0 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 5694 5000000 PRN DFND 5000000 0 0 INSIGHT ACQUISITION CORP *W EXP 08/26/202 45784L118 610 62498 SH DFND 62498 0 0 INSIGHT ACQUISITION CORP COM CL A 45784L100 510 52262 SH DFND 52262 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 16772 10450000 PRN DFND 10450000 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 327 33332 SH DFND 33332 0 0 INTEGRAL ACQUISITION CORP 1 UNIT 05/31/2028 45827K200 3447 344010 SH DFND 344010 0 0 INTEGRATED RAIL AND RES ACQ UNIT 99/99/9999 45827R205 3439 342171 SH DFND 342171 0 0 INTEGRATED WELLNESS ACQ CORP UNIT 99/99/9999 G4828B126 4939 490000 SH DFND 490000 0 0 INTELLIGENT MEDI ACQSITN COR UNIT 11/05/2026 45828D205 3548 347865 SH DFND 347865 0 0 INTERPRIVATE II ACQUISITION *W EXP 09/03/202 46064Q116 305 31428 SH DFND 31428 0 0 INTERPRIVATE II ACQUISITION CL A COM 46064Q108 800 82500 SH DFND 82500 0 0 INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114 311 31400 SH DFND 31400 0 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1690 170500 SH DFND 170500 0 0 INTERPRIVATE IV INFRATECH PR *W EXP 03/05/202 46064T110 240 24800 SH DFND 24800 0 0 INTERPRIVATE IV INFRATECH PR CLASS A COM 46064T102 1664 171730 SH DFND 171730 0 0 INTERSECT ENT INC COM 46071F103 9886 361999 SH DFND 361999 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 9125 1126483 SH DFND 1126483 0 0 INVESTCORP EUROPE ACQUISITIO UNIT 12/15/2026 G4923T121 10080 1000000 SH DFND 1000000 0 0 INVESTORS BANCORP INC NEW COM 46146L101 52712 3479346 SH DFND 3479346 0 0 ION ACQUISITION CORP 3 LTD SHS CL A G4940J114 876 89609 SH DFND 89609 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 8471 9425000 PRN DFND 9425000 0 0 IRON SPARK I INC CLASS A COM 46301G103 2153 216814 SH DFND 216814 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 8629 7700000 PRN DFND 7700000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 9275 8100000 PRN DFND 8100000 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 984 99999 SH DFND 99999 0 0 ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 246 25000 SH DFND 25000 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 641 65180 SH DFND 65180 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 190 19500 SH DFND 19500 0 0 IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 116 11666 SH DFND 11666 0 0 IX ACQUISITION CORP *W EXP 07/31/202 G5000D111 1454 150000 SH DFND 150000 0 0 IX ACQUISITION CORP CLASS A ORD SHS G5000D103 2872 296376 SH DFND 296376 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 226 23190 SH DFND 23190 0 0 JACKSON ACQUISITION CO UNIT 99/99/9999 46653C205 9700 973868 SH DFND 973868 0 0 JATT ACQUISITION CORP *W EXP 07/19/202 G50752123 740 75000 SH DFND 75000 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 604 62499 SH DFND 62499 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 1776 183664 SH DFND 183664 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 492 50000 SH DFND 50000 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 1017 103500 SH DFND 103500 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 171 17500 SH DFND 17500 0 0 JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 380 38999 SH DFND 38999 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 811 83181 SH DFND 83181 0 0 JOYY INC NOTE 1.375% 6/1 98426TAF3 1329 1500000 PRN DFND 1500000 0 0 JUNIPER II CORP UNIT 99/99/9999 48203N202 3041 298171 SH DFND 298171 0 0 JUPITER ACQUISITION CORP *W EXP 08/17/202 482082112 2169 225750 SH DFND 225750 0 0 JUPITER ACQUISITION CORP CL A 482082104 4300 447500 SH DFND 447500 0 0 JUPITER WELLNESS ACQUISITION UNIT 12/06/2026 48208E207 4435 439988 SH DFND 439988 0 0 KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 2301 237499 SH DFND 237499 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 2154 222278 SH DFND 222278 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 307 31346 SH DFND 31346 0 0 KAIROUS ACQUISITION CORP LTD UNIT 09/15/2026 G52131102 1903 187500 SH DFND 187500 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 8093 9900000 PRN DFND 9900000 0 0 KATAPULT HOLDINGS INC *W EXP 06/09/202 485859110 298 88554 SH DFND 88554 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 9771 5125000 PRN DFND 5125000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 2591 263625 SH DFND 263625 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 2580 262410 SH DFND 262410 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 366 37499 SH DFND 37499 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1415 145000 SH DFND 145000 0 0 KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 1956 193622 SH DFND 193622 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 997 99999 SH DFND 99999 0 0 KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 129 13332 SH DFND 13332 0 0 KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 146 15000 SH DFND 15000 0 0 KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 397 40750 SH DFND 40750 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 562 57730 SH DFND 57730 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 378 38665 SH DFND 38665 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 489 49999 SH DFND 49999 0 0 KRATON CORP COM 50077C106 12006 259196 SH DFND 259196 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 323 33332 SH DFND 33332 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 750 77294 SH DFND 77294 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 652 65000 SH DFND 65000 0 0 LAKESHORE ACQUISITION I CORP *W EXP 07/15/202 G53521111 277 28125 SH DFND 28125 0 0 LAMF GLOBAL VENTURES CORP I UNIT 11/05/2026 G5338L116 1989 198087 SH DFND 198087 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 1213 125000 SH DFND 125000 0 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 952 98100 SH DFND 98100 0 0 LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 621 84801 SH DFND 84801 0 0 LARKSPUR HEALTH ACQUISITION UNIT 12/20/2026 51724W206 1505 150000 SH DFND 150000 0 0 LAVA MEDTECH ACQUISITION COR UNIT 10/21/2026 519345201 1531 151900 SH DFND 151900 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 97 10000 SH DFND 10000 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 472 48100 SH DFND 48100 0 0 LEAD EDGE GROWTH OPRTUNTS LT COM G54085108 386 39700 SH DFND 39700 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 813 81364 SH DFND 81364 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 1626 162728 SH DFND 162728 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 2221 226666 SH DFND 226666 0 0 LEFTERIS ACQUISITION CORP COM CL A 52470X109 472 48167 SH DFND 48167 0 0 LEGATO MERGER CORP II UNIT 09/01/2026 52473Y203 4627 464569 SH DFND 464569 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 19949 23927000 PRN DFND 23927000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 122 12499 SH DFND 12499 0 0 LEO HLDGS CORP II COM CL A G5463R102 652 66870 SH DFND 66870 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 471 47900 SH DFND 47900 0 0 LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 406 41666 SH DFND 41666 0 0 LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 714 73299 SH DFND 73299 0 0 LF CAPITAL ACQUISITION CORP UNIT 05/15/2028 50202D201 3419 341891 SH DFND 341891 0 0 LIBERTY MEDIA ACQUISITION CO *W EXP 01/22/202 53073L112 243 23600 SH DFND 23600 0 0 LIBERTY MEDIA ACQUISITION CO COM SR A 53073L104 342 33250 SH DFND 33250 0 0 LIBERTY RES ACQUISITION CORP UNIT 10/31/2028 53118A204 1542 150000 SH DFND 150000 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 493 50000 SH DFND 50000 0 0 LILIUM N V *W EXP 09/14/202 N52586117 268 38668 SH DFND 38668 0 0 LIMELIGHT NETWORKS INC NOTE 3.500% 8/0 53261MAB0 1439 1500000 PRN DFND 1500000 0 0 LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 5229 525000 SH DFND 525000 0 0 LIONHEART III CORP *W EXP 11/09/202 536262116 1452 147383 SH DFND 147383 0 0 LIONHEART III CORP CLASS A COM 536262108 2903 294766 SH DFND 294766 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 14710 122897 SH DFND 122897 0 0 LIVE OAK CRESTVIEW CLIMATE A *W EXP 09/27/202 538086117 1301 133330 SH DFND 133330 0 0 LIVE OAK CRESTVIEW CLIMATE A CL A COM 538086109 3874 397127 SH DFND 397127 0 0 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 251 25680 SH DFND 25680 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1823 186580 SH DFND 186580 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 22856 26950000 PRN DFND 26950000 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 502 50000 SH DFND 50000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 306 30465 SH DFND 30465 0 0 LOGISTICS INNOVTN TECHNLGS C *W EXP 06/15/202 54141L118 1635 169078 SH DFND 169078 0 0 LOGISTICS INNOVTN TECHNLGS C CLASS A COM 54141L100 4855 502092 SH DFND 502092 0 0 LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 453 46000 SH DFND 46000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 31668 25360000 PRN DFND 25360000 0 0 LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 1862 189998 SH DFND 189998 0 0 LUX HEALTH TECH ACQUISITION COM CL A 55068A100 125 12708 SH DFND 12708 0 0 LUX HEALTH TECH ACQUISITION UNIT 11/30/2027 55068A209 1004 100000 SH DFND 100000 0 0 M3 BRIGADE ACQUISITION II CO *W EXP 09/03/202 553800111 4955 499999 SH DFND 499999 0 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 348 35127 SH DFND 35127 0 0 M3 BRIGADE ACQUISITION III UNIT 99/99/9999 55407R202 9951 993112 SH DFND 993112 0 0 MACONDRAY CAP ACQUISITN CORP *W EXP 05/31/202 G5853A115 1263 128192 SH DFND 128192 0 0 MACONDRAY CAP ACQUISITN CORP CLASS A ORD SHS G5853A107 3075 312176 SH DFND 312176 0 0 MAGELLAN HEALTH INC COM NEW 559079207 27336 287775 SH DFND 287775 0 0 MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 496 49999 SH DFND 49999 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 232 23414 SH DFND 23414 0 0 MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 2042 200000 SH DFND 200000 0 0 MALACCA STRAITS ACQUISITION COM CL A G5859B117 591 57927 SH DFND 57927 0 0 MALLARD ACQUISITION CORP COM 561204108 606 60390 SH DFND 60390 0 0 MANA CAP ACQUISITION CORP UNIT 11/22/2026 56168P203 1025 100000 SH DFND 100000 0 0 MANDIANT INC NOTE 0.875% 6/0 31816QAF8 11756 11250000 PRN DFND 11250000 0 0 MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 2010 200155 SH DFND 200155 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 13678 1399998 SH DFND 1399998 0 0 MARBLEGATE ACQUISITION CORP COM CL A 56608A105 27356 2799999 SH DFND 2799999 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 141 14405 SH DFND 14405 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 651 66665 SH DFND 66665 0 0 MAXPRO CAPITAL ACQUISITN COR *W EXP 09/27/202 57778T114 218 22000 SH DFND 22000 0 0 MAXPRO CAPITAL ACQUISITN COR CLASS A COM 57778T106 218 22000 SH DFND 22000 0 0 MCAFEE CORP COM CL A 579063108 13709 531574 SH DFND 531574 0 0 MCLAREN TECHNOLOGY ACQ CORP UNIT 11/01/2026 58176U208 4999 496951 SH DFND 496951 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 1225 125000 SH DFND 125000 0 0 MDH ACQUISITION CORP COM CL A 55283P106 1973 201280 SH DFND 201280 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 659 66665 SH DFND 66665 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 1208 122230 SH DFND 122230 0 0 MERCATO PARTNERS ACQUISITION UNIT 10/29/2026 58759A207 4415 440143 SH DFND 440143 0 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 3492 349563 SH DFND 349563 0 0 MERITOR INC NOTE 3.250%10/1 59001KAF7 7093 6500000 PRN DFND 6500000 0 0 METALS ACQUISITION CORP *W EXP 99/99/999 G60405126 1047 108831 SH DFND 108831 0 0 METALS ACQUISITION CORP SHS CL A G60405100 3091 321294 SH DFND 321294 0 0 MGM GROWTH PPTYS LLC CL A COM 55303A105 21290 521165 SH DFND 521165 0 0 MICROVAST HOLDINGS INC *W EXP 04/01/202 59516C114 473 83605 SH DFND 83605 0 0 MIMECAST LTD ORD SHS G14838109 27872 350289 SH DFND 350289 0 0 MINORITY EQUALITY OPPORTUNIT *W EXP 08/26/202 60436Q118 997 100000 SH DFND 100000 0 0 MINORITY EQUALITY OPPORTUNIT CLASS A COM 60436Q100 990 99321 SH DFND 99321 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 493 50700 SH DFND 50700 0 0 MODEL PERFORMANCE ACQU CORP *W EXP 04/29/202 G6246M139 299 30000 SH DFND 30000 0 0 MODEL PERFORMANCE ACQU CORP RIGHT 04/29/2026 G6246M121 22 60000 SH DFND 60000 0 0 MOMENTIVE GLOBAL INC COM 60878Y108 9927 469348 SH DFND 469348 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 948 235295 SH DFND 235295 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 7749 368810 SH DFND 368810 0 0 MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 210 21228 SH DFND 21228 0 0 MONTEREY BIO ACQUISITION COR COM 61240F108 210 21228 SH DFND 21228 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 630 64500 SH DFND 64500 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 808 82750 SH DFND 82750 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 194 20000 SH DFND 20000 0 0 MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 131 13333 SH DFND 13333 0 0 MOTIVE CAPITAL CORP SHS CL A G6293A103 968 98350 SH DFND 98350 0 0 MOTIVE CAPITAL CORP II UNIT 99/99/9999 G6293R122 8883 890933 SH DFND 890933 0 0 MOUNT RAINIER ACQUISITION CO UNIT 11/27/2026 623006202 2020 198614 SH DFND 198614 0 0 MOUNTAIN & CO I ACQUISITN CO UNIT 11/04/2026 G6301J120 3277 321902 SH DFND 321902 0 0 MOUNTAIN CREST ACQUSITN CRP COM 62403K108 1973 200290 SH DFND 200290 0 0 MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 87 200290 SH DFND 200290 0 0 MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 396 40000 SH DFND 40000 0 0 MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 1980 200000 SH DFND 200000 0 0 MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 1725 173507 SH DFND 173507 0 0 NABORS ENERGY TRANSITION COR UNIT 99/99/9999 629567207 7063 695895 SH DFND 695895 0 0 NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 1641 173661 SH DFND 173661 0 0 NATURAL ORDER ACQUISITION CO COM 63889L107 471 47950 SH DFND 47950 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 5522 3875000 PRN DFND 3875000 0 0 NEOPHOTONICS CORP COM 64051T100 12616 820841 SH DFND 820841 0 0 NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 3300 287956 SH DFND 287956 0 0 NEW PROVIDENCE ACQSITN CORP UNIT 11/04/2026 64823D201 3912 391187 SH DFND 391187 0 0 NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 123 12666 SH DFND 12666 0 0 NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 1455 150000 SH DFND 150000 0 0 NEWBURY STREET ACQUISITN COR COM 65101L104 2596 267650 SH DFND 267650 0 0 NEWCOURT ACQUISITION CORP UNIT 10/20/2026 G6448C111 2998 296251 SH DFND 296251 0 0 NEWHOLD INVESTMENT CORP II UNIT 10/21/2026 651450207 2938 297933 SH DFND 297933 0 0 NEXTERS INC *W EXP 08/26/202 G6529J118 2088 259000 SH DFND 259000 0 0 NEXTNAV INC *W EXP 10/28/202 65345N114 1542 175994 SH DFND 175994 0 0 NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 236 24199 SH DFND 24199 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 535 54825 SH DFND 54825 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 486 50000 SH DFND 50000 0 0 NOCTURNE ACQUISITION CORP ORDINARY SHARES G6580S114 476 47560 SH DFND 47560 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 173 17666 SH DFND 17666 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 1479 150000 SH DFND 150000 0 0 NORTHERN GENESIS ACQU CORP I *W EXP 12/31/202 66516W115 950 97701 SH DFND 97701 0 0 NORTHERN GENESIS ACQU CORP I COM 66516W107 467 48008 SH DFND 48008 0 0 NORTHERN LIGHTS ACQUISITN CO *W EXP 11/01/202 66538L113 1006 99998 SH DFND 99998 0 0 NORTHERN LIGHTS ACQUISITN CO CLASS A COM 66538L105 2001 198896 SH DFND 198896 0 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 195 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 1170 119988 SH DFND 119988 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 195 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1419 145700 SH DFND 145700 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 241 24799 SH DFND 24799 0 0 NORTHVIEW ACQUISITION CORP UNIT 99/99/9999 66718N202 4509 450000 SH DFND 450000 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 379 38250 SH DFND 38250 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 25 76500 SH DFND 76500 0 0 NOVUS CAPITAL CORPORATION II *W EXP 02/02/202 67012W112 660 66666 SH DFND 66666 0 0 NOVUS CAPITAL CORPORATION II COM CL A 67012W104 687 69387 SH DFND 69387 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 29082 525704 SH DFND 525704 0 0 OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 332 33613 SH DFND 33613 0 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 961 97272 SH DFND 97272 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 948 95769 SH DFND 95769 0 0 OCA ACQUISITION CORP COM CL A 670865104 1255 126721 SH DFND 126721 0 0 OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115 2552 257010 SH DFND 257010 0 0 OCEANTECH ACQUISITIONS I COR CLASS A COM 675507107 566 57010 SH DFND 57010 0 0 OFFERPAD SOLUTIONS INC *W EXP 10/16/202 67623L117 1002 156544 SH DFND 156544 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 6124 4500000 PRN DFND 4500000 0 0 OMEGA ALPHA SPAC CL A G6749V107 154 15793 SH DFND 15793 0 0 OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 3399 341600 SH DFND 341600 0 0 OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 3104 311957 SH DFND 311957 0 0 OMNILIT ACQUISITION CORP UNIT 11/08/2026 68218C207 2676 268362 SH DFND 268362 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 389 39999 SH DFND 39999 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 494 50770 SH DFND 50770 0 0 ONYX ACQUISITION CO I UNIT 11/30/2028 G6755Q125 3013 297141 SH DFND 297141 0 0 OPY ACQUISITION CORP I UNIT 09/22/2026 671005205 1966 198577 SH DFND 198577 0 0 ORION ACQUISITION CORP *W EXP 02/19/202 68626A116 381 38999 SH DFND 38999 0 0 ORION ACQUISITION CORP COM CL A 68626A108 817 83550 SH DFND 83550 0 0 ORION BIOTECH OPPORTUNTES CO *W EXP 04/15/202 G6780C117 387 40000 SH DFND 40000 0 0 ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS G6780C109 1934 200000 SH DFND 200000 0 0 ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 8407 393041 SH DFND 393041 0 0 OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 4136 427320 SH DFND 427320 0 0 OSIRIS ACQUISITION CORP CL A 68829A103 108 11200 SH DFND 11200 0 0 OTONOMO TECHNOLOGIES LTD *W EXP 08/13/202 M7571L111 2006 490370 SH DFND 490370 0 0 OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 1011 99999 SH DFND 99999 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 1249 126500 SH DFND 126500 0 0 OXBRIDGE ACQUISITION CORP COM CL A G6855L109 1002 101500 SH DFND 101500 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 741 75000 SH DFND 75000 0 0 OXUS ACQUISITION CORP SHS CL A G6859L105 589 59578 SH DFND 59578 0 0 OYSTER ENTERPRISES ACQ CORP *W EXP 01/20/202 69242M112 673 69000 SH DFND 69000 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 810 83000 SH DFND 83000 0 0 P3 HEALTH PARTNERS INC *W EXP 99/99/999 744413113 415 58913 SH DFND 58913 0 0 PACIFICO ACQUISITION CORP COM 69512X103 496 50000 SH DFND 50000 0 0 PACIFICO ACQUISITION CORP RIGHT 07/15/2026 69512X111 23 50000 SH DFND 50000 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 19214 17300000 PRN DFND 17300000 0 0 PAE INC *W EXP 09/11/202 69290Y117 3223 324608 SH DFND 324608 0 0 PAE INC COM CL A 69290Y109 6346 639088 SH DFND 639088 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 31097 16372000 PRN DFND 16372000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 155 74000 PRN DFND 74000 0 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 1682 173400 SH DFND 173400 0 0 PARABELLUM ACQUISITION CORP *W EXP 99/99/999 69901P117 585 59999 SH DFND 59999 0 0 PARABELLUM ACQUISITION CORP COM CL A 69901P109 328 33594 SH DFND 33594 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 27001 27090000 PRN DFND 27090000 0 0 PATHFINDER ACQUISITION CORP CL A G04119106 821 84635 SH DFND 84635 0 0 PATRICK INDS INC COM 703343103 1451 17977 SH DFND 17977 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 2835 189455 SH DFND 189455 0 0 PEARL HOLDINGS ACQUISITN COR UNIT 12/15/2026 G44525122 7500 750000 SH DFND 750000 0 0 PEGASUS DIGITAL MOBILITY ACQ UNIT 99/99/9999 G69768128 3484 345621 SH DFND 345621 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 39711 2238483 SH DFND 2238483 0 0 PEPPERLIME HEALTH ACQUSTN CO *W EXP 10/01/202 G70021111 2940 299999 SH DFND 299999 0 0 PEPPERLIME HEALTH ACQUSTN CO CLASS A ORD SHS G70021103 5880 599998 SH DFND 599998 0 0 PERCEPTION CAPITAL CORP II UNIT 10/25/2026 G7007D128 3508 345646 SH DFND 345646 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 195 19999 SH DFND 19999 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 470 48300 SH DFND 48300 0 0 PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 609 24999 SH DFND 24999 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 2544 104385 SH DFND 104385 0 0 PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 548 27777 SH DFND 27777 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 6539 5578000 PRN DFND 5578000 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 2477 249998 SH DFND 249998 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 3286 331535 SH DFND 331535 0 0 PHP VENTURES ACQUISITION COR *W EXP 01/01/202 69291C114 355 35750 SH DFND 35750 0 0 PHP VENTURES ACQUISITION COR CLASS A COM 69291C106 328 33000 SH DFND 33000 0 0 PHP VENTURES ACQUISITION COR RIGHT 01/01/2023 69291C122 24 71500 SH DFND 71500 0 0 PINDUODUO INC NOTE 12/0 722304AC6 17205 19000000 PRN DFND 19000000 0 0 PINE IS ACQUISITION CORP *W EXP 10/19/202 722615119 2235 226666 SH DFND 226666 0 0 PINE IS ACQUISITION CORP CL A 722615101 581 58910 SH DFND 58910 0 0 PINE TECHNOLOGY ACQUISITN CO *W EXP 03/31/202 722850112 2952 299999 SH DFND 299999 0 0 PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 486 49360 SH DFND 49360 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 164 16666 SH DFND 16666 0 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 236 24199 SH DFND 24199 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 569 58470 SH DFND 58470 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 291 30000 SH DFND 30000 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 2458 250000 SH DFND 250000 0 0 PMV CONSUMER ACQUISITION COR COM 693486102 930 94650 SH DFND 94650 0 0 PNM RES INC COM 69349H107 23165 507896 SH DFND 507896 0 0 POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 247 24999 SH DFND 24999 0 0 POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 532 53868 SH DFND 53868 0 0 PONO CAPITAL CORP *W EXP 09/30/202 732450119 2138 214872 SH DFND 214872 0 0 PONO CAPITAL CORP CLASS A COM 732450101 2809 282307 SH DFND 282307 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 173 17666 SH DFND 17666 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 614 62444 SH DFND 62444 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 671 68150 SH DFND 68150 0 0 PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 447 45998 SH DFND 45998 0 0 PORTAGE FINTECH ACQUISITN CO CLASS A ORD SHS G7185D106 1318 135697 SH DFND 135697 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 980 100000 SH DFND 100000 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 589 60110 SH DFND 60110 0 0 POWER & DIGITAL INFRA ACQ CO *W EXP 02/12/202 739190114 326 29749 SH DFND 29749 0 0 POWER & DIGITAL INFRASTRUCTU UNIT 12/09/2026 73919C209 8497 844681 SH DFND 844681 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 163 16666 SH DFND 16666 0 0 PRECIGEN INC COM 74017N105 89 23855 SH DFND 23855 0 0 PRECIGEN INC NOTE 3.500% 7/0 46122TAA0 2783 3450000 PRN DFND 3450000 0 0 PRETIUM RES INC COM 74139C102 7138 506595 SH DFND 506595 0 0 PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 199 20500 SH DFND 20500 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 666 68570 SH DFND 68570 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 1312 133333 SH DFND 133333 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 669 68030 SH DFND 68030 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 486 50000 SH DFND 50000 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 1216 125262 SH DFND 125262 0 0 PROCAPS GROUP SA *W EXP 04/01/202 L7756P110 701 71886 SH DFND 71886 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 649 66500 SH DFND 66500 0 0 PROJECT ENERGY REIMAGINED AC UNIT 10/28/2026 G72556122 4411 444641 SH DFND 444641 0 0 PROOF ACQUISITION CORP I UNIT 99/99/9999 74349W203 4404 439973 SH DFND 439973 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 1092 112500 SH DFND 112500 0 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 971 100000 SH DFND 100000 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 835 85596 SH DFND 85596 0 0 PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8 5084 4575000 PRN DFND 4575000 0 0 PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 987 896000 PRN DFND 896000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 162 16666 SH DFND 16666 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 202 20499 SH DFND 20499 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 485 49999 SH DFND 49999 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2425 249995 SH DFND 249995 0 0 PYROPHYTE ACQUISITION CORP UNIT 99/99/9999 G7308P119 1995 197514 SH DFND 197514 0 0 QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 550 55570 SH DFND 55570 0 0 QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 132 13333 SH DFND 13333 0 0 QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 778 78599 SH DFND 78599 0 0 RCF ACQUISITION CORP UNIT 99/99/9999 G7330C128 2501 247609 SH DFND 247609 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 2470 250000 SH DFND 250000 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 331 33333 SH DFND 33333 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 972 97940 SH DFND 97940 0 0 REDFIN CORP NOTE 10/1 75737FAC2 8867 9900000 PRN DFND 9900000 0 0 REE AUTOMOTIVE LTD *W EXP 07/22/202 M8287R111 690 124357 SH DFND 124357 0 0 REVELSTONE CAPITAL ACQSTN CO UNIT 12/17/2026 76137R205 13311 1350000 SH DFND 1350000 0 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 398 140462 SH DFND 140462 0 0 REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 227 23399 SH DFND 23399 0 0 REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 1379 141984 SH DFND 141984 0 0 RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 302 30248 SH DFND 30248 0 0 RIGEL RESOURCE ACQ CORP UNIT 99/99/9999 G7573M122 4493 445711 SH DFND 445711 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 13709 15395000 PRN DFND 15395000 0 0 RIVERVIEW ACQUISITION CORP UNIT 07/29/2026 769395203 4483 446500 SH DFND 446500 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 153 15660 SH DFND 15660 0 0 ROC ENERGY ACQUISITION CORP UNIT 11/30/2028 77118V207 4445 440057 SH DFND 440057 0 0 ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 123 12500 SH DFND 12500 0 0 ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 475 48450 SH DFND 48450 0 0 ROCKLEY PHOTONICS HOLDINGS L *W EXP 08/11/202 G7614L117 462 106242 SH DFND 106242 0 0 ROGERS CORP COM 775133101 28252 103487 SH DFND 103487 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 992 99999 SH DFND 99999 0 0 ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 1984 199998 SH DFND 199998 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 409 41665 SH DFND 41665 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 1782 181515 SH DFND 181515 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 488 49999 SH DFND 49999 0 0 ROSS ACQUISITION CORP II SHS CL A G7641C106 477 48850 SH DFND 48850 0 0 ROTH CH ACQUISITION III CO *W EXP 02/26/202 77867Q110 293 29498 SH DFND 29498 0 0 ROTH CH ACQUISITION IV CO *W EXP 07/01/202 77867P112 1044 105748 SH DFND 105748 0 0 ROTH CH ACQUISITION V CO UNIT 12/10/2026 77867R209 1236 122086 SH DFND 122086 0 0 RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 257 26400 SH DFND 26400 0 0 SAGALIAM ACQUISITION CORP UNIT 05/31/2028 78661R205 2000 200000 SH DFND 200000 0 0 SANABY HEALTH ACQUISITION CO UNIT 07/30/2028 79956P201 1509 148965 SH DFND 148965 0 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 394 40666 SH DFND 40666 0 0 SANDERSON FARMS INC COM 800013104 40110 211416 SH DFND 211416 0 0 SANTANDER CONSUMER USA HLDGS COM 80283M101 16742 398418 SH DFND 398418 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 330 33333 SH DFND 33333 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 725 73244 SH DFND 73244 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 730 74999 SH DFND 74999 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 1449 148959 SH DFND 148959 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 393 40333 SH DFND 40333 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 1842 188939 SH DFND 188939 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 325 33333 SH DFND 33333 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 162 16666 SH DFND 16666 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 622 63499 SH DFND 63499 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 815 83124 SH DFND 83124 0 0 SCULPTOR ACQUISITION CORP I UNIT 99/99/9999 G7T983129 9710 970069 SH DFND 970069 0 0 SCVX CORP *W EXP 01/24/202 G79448117 250 25000 SH DFND 25000 0 0 SCVX CORP COM G79448208 970 97050 SH DFND 97050 0 0 SDCL EDGE ACQUISITION CORP UNIT 99/99/9999 G79471119 5380 543450 SH DFND 543450 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 22856 24725000 PRN DFND 24725000 0 0 SEAPORT CALIBRE MATLS ACQUIS UNIT 10/28/2026 812204204 1008 100306 SH DFND 100306 0 0 SEAPORT GLOBAL ACQUISITION I UNIT 11/17/2026 81221H204 2713 269974 SH DFND 269974 0 0 SEMPER PARATUS ACQUISITION C UNIT 11/04/2026 G8028L123 4987 495235 SH DFND 495235 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 974 99999 SH DFND 99999 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 659 67660 SH DFND 67660 0 0 SHAPEWAYS HOLDINGS INC *W EXP 99/99/999 81947T110 79 21399 SH DFND 21399 0 0 SHELTER ACQUISITION CORP I *W EXP 02/25/202 822821112 2202 226993 SH DFND 226993 0 0 SHELTER ACQUISITION CORP I CLASS A COM 822821104 1203 123990 SH DFND 123990 0 0 SHOULDERUP TECHNOLOGY ACQUIS UNIT 99/99/9999 82537G203 6427 636366 SH DFND 636366 0 0 SIERRA LAKE ACQUISITION CORP *W EXP 12/17/202 826332116 978 99997 SH DFND 99997 0 0 SIERRA LAKE ACQUISITION CORP CLASS A COM 826332108 1942 198553 SH DFND 198553 0 0 SIGNA SPORTS UNITED NV *W EXP 99/99/999 N80029114 560 66044 SH DFND 66044 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 211 21499 SH DFND 21499 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 995 101378 SH DFND 101378 0 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 243 25000 SH DFND 25000 0 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 972 100000 SH DFND 100000 0 0 SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 464 45666 SH DFND 45666 0 0 SILVERSPAC INC UNIT 09/09/2026 G8136V120 2946 296338 SH DFND 296338 0 0 SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 238 24400 SH DFND 24400 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 466 47810 SH DFND 47810 0 0 SIZZLE ACQUISITION CORP UNIT 11/02/2026 83014E208 2052 200000 SH DFND 200000 0 0 SKYDECK ACQUISITION CORP *W EXP 05/13/202 G82220115 1206 124999 SH DFND 124999 0 0 SKYDECK ACQUISITION CORP CLASS A ORD SHS G82220123 545 56469 SH DFND 56469 0 0 SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 33617 18025000 PRN DFND 18025000 0 0 SOAR TECHNOLOGY ACQUISN CORP *W EXP 99/99/999 G82472120 1011 99998 SH DFND 99998 0 0 SOAR TECHNOLOGY ACQUISN CORP CL A COM G82472112 3033 300000 SH DFND 300000 0 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1892 191100 SH DFND 191100 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 714 72667 SH DFND 72667 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 1931 195200 SH DFND 195200 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 1284 129333 SH DFND 129333 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 382 37500 SH DFND 37500 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G82514111 230 22500 SH DFND 22500 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 294 29999 SH DFND 29999 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 811 82664 SH DFND 82664 0 0 SOFTWARE ACQUISITN GRP INC I *W EXP 02/02/202 83407J111 1968 200000 SH DFND 200000 0 0 SOFTWARE ACQUISITN GRP INC I COM CL A 83407J103 1899 193000 SH DFND 193000 0 0 SOLID POWER INC *W EXP 03/19/202 83422N113 1005 115039 SH DFND 115039 0 0 SOUTHPORT ACQUISITION CORP UNIT 99/99/9999 84465L204 9739 973903 SH DFND 973903 0 0 SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 301 30498 SH DFND 30498 0 0 SPARTAN ACQUISITION CORP III COM CL A 84677R106 1581 160142 SH DFND 160142 0 0 SPINDLETOP HEALTH ACQUISITIO UNIT 11/04/2026 84854Q202 3928 390876 SH DFND 390876 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 13688 14601000 PRN DFND 14601000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 5309 4810000 PRN DFND 4810000 0 0 SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 1488 150000 SH DFND 150000 0 0 SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 178 18320 SH DFND 18320 0 0 SPORTSMAP TECH ACQUISITIN CO *W EXP 09/01/202 84921J116 1474 149999 SH DFND 149999 0 0 SPORTSMAP TECH ACQUISITIN CO COM 84921J108 1965 200000 SH DFND 200000 0 0 SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 1096 112500 SH DFND 112500 0 0 SPORTSTEK ACQUISITION CORP COM CL A 849196100 974 100000 SH DFND 100000 0 0 SPREE ACQUISITION CORP 1 LTD UNIT 99/99/9999 G83745110 6256 625000 SH DFND 625000 0 0 SPRING VY ACQUISITION CORP *W EXP 05/20/202 G8377A124 501 49999 SH DFND 49999 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 2444 243641 SH DFND 243641 0 0 SPRINGWATER SPL SITUATIONS C *W EXP 12/01/202 85205U115 488 49998 SH DFND 49998 0 0 SPRINGWATER SPL SITUATIONS C COM 85205U107 408 41752 SH DFND 41752 0 0 SPX FLOW INC COM 78469X107 4176 48285 SH DFND 48285 0 0 ST ENERGY TRANSITION I LTD UNIT 99/99/9999 G8465L123 7431 742377 SH DFND 742377 0 0 STATE AUTO FINL CORP COM 855707105 6541 126546 SH DFND 126546 0 0 STERLING BANCORP DEL COM 85917A100 31466 1220074 SH DFND 1220074 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 616 62500 SH DFND 62500 0 0 STONEBRIDGE ACQUISITION CORP CLASS A ORD SHS G85094103 2423 246000 SH DFND 246000 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 1924 200000 SH DFND 200000 0 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 1985 206300 SH DFND 206300 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 23161 23685000 PRN DFND 23685000 0 0 STRYVE FOODS INC *W EXP 07/31/202 863685111 1278 323423 SH DFND 323423 0 0 SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 966 100000 SH DFND 100000 0 0 SUMMIT HEALTHCRE ACQUISTN CO CLASS A ORD SHS G8566R102 1217 126000 SH DFND 126000 0 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 194 20000 SH DFND 20000 0 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 757 78000 SH DFND 78000 0 0 SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 129 12500 SH DFND 12500 0 0 SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 528 51343 SH DFND 51343 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 588 60349 SH DFND 60349 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 525 53930 SH DFND 53930 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 146 14641 SH DFND 14641 0 0 SWIFTMERGE ACQUISITION CORP UNIT 12/13/2026 G63836129 3960 400000 SH DFND 400000 0 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 19182 23075000 PRN DFND 23075000 0 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 5412 550000 SH DFND 550000 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 244 25000 SH DFND 25000 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 1280 131320 SH DFND 131320 0 0 TAILWIND TWO ACQUISITION COR SHS CL A G86613109 476 48150 SH DFND 48150 0 0 TAILWIND TWO ACQUISITION COR UNIT 03/01/2028 G86613117 1515 150000 SH DFND 150000 0 0 TALON 1 ACQUISITION CORP UNIT 11/02/2026 G86656124 2974 297141 SH DFND 297141 0 0 TARGET GLOBAL ACQUISI I CORP UNIT 99/99/9999 G8675N117 4930 494948 SH DFND 494948 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 1192 120504 SH DFND 120504 0 0 TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 490 49999 SH DFND 49999 0 0 TB SA ACQUISITION CORP CLASS A ORD SHS G8657L105 1470 149997 SH DFND 149997 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 557 57110 SH DFND 57110 0 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 4917 496698 SH DFND 496698 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 1620 166666 SH DFND 166666 0 0 TECHTARGET INC COM 87874R100 2020 21120 SH DFND 21120 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 9258 546821 SH DFND 546821 0 0 TEKKORP DIGITAL ACQUISITN CO *W EXP 10/26/202 G8739H114 745 75000 SH DFND 75000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 6707 7325000 PRN DFND 7325000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 29038 1706000 PRN DFND 1706000 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 5886 600000 SH DFND 600000 0 0 TG VENTURE ACQUISITION CORP CLASS A COM 87251T109 5886 600000 SH DFND 600000 0 0 THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 884 87499 SH DFND 87499 0 0 THAYER VENTURES ACQU CORP COM CL A 88332T100 1172 116070 SH DFND 116070 0 0 THE BEACHBODY COMPANY INC *W EXP 12/31/202 073463119 62 26215 SH DFND 26215 0 0 THE GROWTH FOR GOOD ACQU COR UNIT 11/12/2026 G41522122 5927 593906 SH DFND 593906 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 605 62000 SH DFND 62000 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 1773 181650 SH DFND 181650 0 0 THRIVE ACQUISITION CORPORATI *W EXP 10/31/202 G7158C119 1123 112499 SH DFND 112499 0 0 THRIVE ACQUISITION CORPORATI CLASS A ORD G7158C101 2245 224998 SH DFND 224998 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 1378 141360 SH DFND 141360 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 6833 700800 SH DFND 700800 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 257 26346 SH DFND 26346 0 0 THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 496 50812 SH DFND 50812 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 405 40000 SH DFND 40000 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 419 425000 PRN DFND 425000 0 0 TIMKENSTEEL CORPORATION NOTE 6.000%12/0 887399AB9 3493 1500000 PRN DFND 1500000 0 0 TIO TECH A *W EXP 04/12/202 G8T10C114 323 33332 SH DFND 33332 0 0 TIO TECH A CLASS A ORD SHS G8T10C106 966 99796 SH DFND 99796 0 0 TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 232 23799 SH DFND 23799 0 0 TKB CRITICAL TECHNOLOGIES 1 UNIT 10/20/2026 G88935104 7044 691269 SH DFND 691269 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 493 50702 SH DFND 50702 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 809 83181 SH DFND 83181 0 0 TLGY ACQUISITION CORPORATION UNIT 99/99/9999 G8656T117 3464 346405 SH DFND 346405 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 841 86819 SH DFND 86819 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 102 10500 SH DFND 10500 0 0 TPB ACQUISITION CORP I *W EXP 08/09/202 G8990L127 1312 133832 SH DFND 133832 0 0 TPB ACQUISITION CORP I COM CL A G8990L101 2928 298751 SH DFND 298751 0 0 TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 196 20000 SH DFND 20000 0 0 TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 176 17909 SH DFND 17909 0 0 TRAJECTORY ALPHA ACQUISITION UNIT 99/99/9999 89301B203 2961 298172 SH DFND 298172 0 0 TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 332 33333 SH DFND 33333 0 0 TREBIA ACQUISITION CORP COM CL A G9027T109 790 79320 SH DFND 79320 0 0 TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 399 40000 SH DFND 40000 0 0 TRIBE CAPITAL GROWTH CORP I *W EXP 02/28/202 89601Y119 795 81248 SH DFND 81248 0 0 TRIBE CAPITAL GROWTH CORP I CLASS A COM 89601Y101 2499 255552 SH DFND 255552 0 0 TRINE II ACQUISITION CORP UNIT 99/99/9999 G9059F126 2508 247617 SH DFND 247617 0 0 TRIPLE-S MGMT CORP COM 896749108 3878 108700 SH DFND 108700 0 0 TRISTAR ACQUISITION I CORP UNIT 99/99/9999 G9074V122 6640 663959 SH DFND 663959 0 0 TRISTATE CAP HLDGS INC COM 89678F100 4326 142948 SH DFND 142948 0 0 TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 187 19000 SH DFND 19000 0 0 TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 854 86650 SH DFND 86650 0 0 TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 327 33333 SH DFND 33333 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 552 56290 SH DFND 56290 0 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 1382 135456 SH DFND 135456 0 0 TUSCAN HLDGS CORP II COM 90070A103 1390 136270 SH DFND 136270 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 485 49999 SH DFND 49999 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 958 98799 SH DFND 98799 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 161 16666 SH DFND 16666 0 0 TWO COM CL A G9152V101 1920 197300 SH DFND 197300 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 165 16999 SH DFND 16999 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1144 117937 SH DFND 117937 0 0 UMPQUA HLDGS CORP COM 904214103 14053 730397 SH DFND 730397 0 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 9186 4550000 PRN DFND 4550000 0 0 USHG ACQUISITION CORP *W EXP 02/24/202 91748P118 408 39332 SH DFND 39332 0 0 UTA ACQUISITION CORPORATION UNIT 12/01/2026 G9473A125 2487 247447 SH DFND 247447 0 0 VAHANNA TECH EDGE ACQSTN I C UNIT 11/22/2026 G9320Z125 3929 395668 SH DFND 395668 0 0 VAIL RESORTS INC COM 91879Q109 1146 3507 SH DFND 3507 0 0 VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 645 66666 SH DFND 66666 0 0 VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 1936 199998 SH DFND 199998 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 9123 5475000 PRN DFND 5475000 0 0 VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 390 39999 SH DFND 39999 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 628 64517 SH DFND 64517 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 977 100000 SH DFND 100000 0 0 VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 14219 6500000 PRN DFND 6500000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 383 39332 SH DFND 39332 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 1644 169076 SH DFND 169076 0 0 VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 550 118522 SH DFND 118522 0 0 VENTOUX CCM ACQUISITION CORP COM 92280L101 565 56480 SH DFND 56480 0 0 VEONEER INC COM 92336X109 26694 752369 SH DFND 752369 0 0 VERSO CORP CL A 92531L207 2189 81017 SH DFND 81017 0 0 VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 831 123525 SH DFND 123525 0 0 VIACOMCBS INC CL B 92556H206 3635 120446 SH DFND 120446 0 0 VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 398 39615 SH DFND 39615 0 0 VICKERS VANTAGE CORP I SHS G9440B107 1315 130968 SH DFND 130968 0 0 VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 197 19999 SH DFND 19999 0 0 VIRGIN ORBIT HOLDINGS INC *W EXP 99/99/999 92771A119 391 48688 SH DFND 48688 0 0 VISION SENSING ACQUISITION C UNIT 10/21/2026 92838J202 1275 125000 SH DFND 125000 0 0 VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 2426 238545 SH DFND 238545 0 0 VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 1508 148309 SH DFND 148309 0 0 VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 601 60000 SH DFND 60000 0 0 VMG CONSUMER ACQUISITION COR UNIT 11/08/2026 91842V201 4220 415738 SH DFND 415738 0 0 VONAGE HLDGS CORP COM 92886T201 38067 1831020 SH DFND 1831020 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 10992 8200000 PRN DFND 8200000 0 0 VPC IMPACT ACQU HOLDI III IN *W EXP 09/03/202 91835J116 384 37499 SH DFND 37499 0 0 VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 1486 144996 SH DFND 144996 0 0 VPC IMPACT ACQUISITION HLDG *W EXP 03/05/202 G9460L118 368 37499 SH DFND 37499 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 196 20000 SH DFND 20000 0 0 WALDENCAST ACQUISITION CORP *W EXP 03/11/202 G9460C118 248 25000 SH DFND 25000 0 0 WALDENCAST ACQUISITION CORP CLASS A ORD SHS G9460C100 149 15000 SH DFND 15000 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 146 15000 SH DFND 15000 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 570 58180 SH DFND 58180 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 614 62950 SH DFND 62950 0 0 WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 795 80894 SH DFND 80894 0 0 WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 814 82832 SH DFND 82832 0 0 WAVERLEY CAPITAL ACQUIS CORP *W EXP 09/15/202 G06536117 490 50500 SH DFND 50500 0 0 WAVERLEY CAPITAL ACQUIS CORP SHS CL A G06536109 1454 149850 SH DFND 149850 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 22757 24892000 PRN DFND 24892000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 13302 8842000 PRN DFND 8842000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 44 25000 PRN DFND 25000 0 0 WELBILT INC COM 949090104 25773 1084246 SH DFND 1084246 0 0 WELSBACH TECH METALS ACQU CO UNIT 12/22/2026 950415208 257 25600 SH DFND 25600 0 0 WILLIAMS ROWLAND ACQUISITION *W EXP 12/11/202 96951B110 2467 249999 SH DFND 249999 0 0 WILLIAMS ROWLAND ACQUISITION COM 96951B102 2377 240832 SH DFND 240832 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 26711 19950000 PRN DFND 19950000 0 0 WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1926 1600000 PRN DFND 1600000 0 0 WIX COM LTD NOTE 8/1 92940WAD1 7812 8700000 PRN DFND 8700000 0 0 WORLD QUANTUM GROWTH ACQUISI *W EXP 08/04/202 G5596W127 1479 150750 SH DFND 150750 0 0 WORLD QUANTUM GROWTH ACQUISI SHS CL A G5596W101 103 10500 SH DFND 10500 0 0 WORLDWIDE WEBB ACQUISITION C UNIT 10/20/2026 G97775129 4927 493734 SH DFND 493734 0 0 XILINX INC COM 983919101 28393 133911 SH DFND 133911 0 0 XOS INC *W EXP 10/06/202 98423B116 104 32916 SH DFND 32916 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 966 100498 SH DFND 100498 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 2849 296496 SH DFND 296496 0 0 YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 2543 250000 SH DFND 250000 0 0 YELLOWSTONE ACQUISITION CO COM CL A 98566K105 3455 339701 SH DFND 339701 0 0 ZANITE ACQUISITION CORP *W EXP 10/08/202 98907K111 1782 175000 SH DFND 175000 0 0 ZANITE ACQUISITION CORP COM CL A 98907K103 1203 118160 SH DFND 118160 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 6020 5025000 PRN DFND 5025000 0 0 ZIMMER ENERGY TRANSITION ACQ UNIT 06/16/2026 989570205 8750 891000 SH DFND 891000 0 0 ZOGENIX INC NOTE 2.750%10/0 98978LAB1 13121 13250000 PRN DFND 13250000 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 405 41665 SH DFND 41665 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 804 82665 SH DFND 82665 0 0