0001085146-23-002422.txt : 20230515 0001085146-23-002422.hdr.sgml : 20230515 20230515162424 ACCESSION NUMBER: 0001085146-23-002422 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230515 DATE AS OF CHANGE: 20230515 EFFECTIVENESS DATE: 20230515 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: 23922935 BUSINESS ADDRESS: STREET 1: ONE GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: ONE 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 X0202 13F-HR LIVE false false false 0001167456 XXXXXXXX 03-31-2023 03-31-2023 false AQR Arbitrage LLC

ONE GREENWICH PLAZA Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 000114626 801-60678 N Henry Parkin 203-742-3600 /s/ Henry Parkin Greenwich CT 05-15-2023 2 1049 3266128242 false 1 0001633376 028-16752 AQR Capital Management Holdings, LLC 2 0001167557 028-10120 000111883 801-55543 AQR CAPITAL MANAGEMENT LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 10X CAP VENTURE ACQSTN CORP *W EXP 04/19/202 G87076116 14487 114164 SH DFND 114164 0 0 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 66622 785641 SH DFND 785641 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 7271 367218 SH DFND 367218 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 2760 100000 SH DFND 100000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 7039175 8950000 PRN DFND 8950000 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 18217 173330 SH DFND 173330 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 BBG0133MKD90 3495928 334859 SH DFND 334859 0 0 7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115 10000 100000 SH DFND 100000 0 0 8X8 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09254L107 BBG001SBLZS1 2395087 216554 SH DFND 216554 0 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 1698990 140995 SH DFND 140995 0 0 BLACKROCK MUNIHOLDINGS QUALI COM 09254C107 BBG001S99K21 623303 62082 SH DFND 62082 0 0 BLACKROCK MUNIVEST FD II INC COM 09253T101 BBG001S792S7 861677 80156 SH DFND 80156 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 BBG001S5TGK6 1325263 191512 SH DFND 191512 0 0 BLACKROCK MUNIYIELD FD INC COM 09253W104 BBG001S6FY66 1790176 166528 SH DFND 166528 0 0 BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 719562 64304 SH DFND 64304 0 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 1469568 144785 SH DFND 144785 0 0 BLACKROCK MUNIYIELD PA QLTY COM 09255G107 BBG001S75363 527138 44901 SH DFND 44901 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254E103 BBG001S71893 1682323 148353 SH DFND 148353 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 414686 39989 SH DFND 39989 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 1660264 140225 SH DFND 140225 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 1244994 119711 SH DFND 119711 0 0 BLACKROCK RES & COMMODITIES SHS 09257A108 BBG001TG5XN7 1417100 148543 SH DFND 148543 0 0 BLACKROCK SCIENCE & TECHNOLO SHS BEN INT 09260K101 BBG00P5272Q4 847797 45361 SH DFND 45361 0 0 BLACKSTONE LONG SHORT CR INC COM SHS BN INT 09257D102 BBG001TCJG67 807744 74037 SH DFND 74037 0 0 BLACKSTONE SENI FLTN RAT 202 COM 09256U105 BBG001T6YK55 644536 50851 SH DFND 50851 0 0 BLACKSTONE STRATEGIC CRED 20 COM SHS BEN IN 09257R101 BBG002W5R801 1231321 115617 SH DFND 115617 0 0 BLEUACACIA LTD *W EXP 10/30/202 G11728113 4942 172805 SH DFND 172805 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 BBG011K5CDK8 3200891 312587 SH DFND 312587 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 BBG014FP7C86 13259 339101 SH DFND 339101 0 0 BLOCK INC NOTE 0.250%11/0 852234AK9 7700000 10000000 PRN DFND 10000000 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 21524 191832 SH DFND 191832 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 BBG012D9HKS7 3605000 350000 SH DFND 350000 0 0 BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125 1880 100000 SH DFND 100000 0 0 BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 BBG012Q928P9 1883222 177495 SH DFND 177495 0 0 BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117 BBG013BWHQ21 5250 100000 SH DFND 100000 0 0 BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121 23756 263665 SH DFND 263665 0 0 BLUE OCEAN ACQUISITION CORP CLASS A ORD SHS G1330L105 BBG014RKXDS1 5507624 528056 SH DFND 528056 0 0 BLUE SAFARI GRP ACQUISITN CO CLASS A ORD SHS G1195R106 BBG011FRCYC9 1086085 100100 SH DFND 100100 0 0 BLUE SAFARI GRP ACQUISITN CO RIGHT 09/24/2026 G1195R130 BBG011Y7QRL2 53246 98603 SH DFND 98603 0 0 BLUE WHALE ACQUISITION CORP *W EXP 07/30/202 G1330M129 6020 71921 SH DFND 71921 0 0 BLUE WHALE ACQUISITION CORP CLASS A ORD SHS G1330M103 BBG011RWNMX6 4727414 475595 SH DFND 475595 0 0 BLUE WORLD ACQUISITION CORP *W EXP 01/10/202 G1263E136 7695 161999 SH DFND 161999 0 0 BLUE WORLD ACQUISITION CORP CLASS A ORD SHS G1263E102 BBG01412JQH8 3161132 303663 SH DFND 303663 0 0 BLUE WORLD ACQUISITION CORP RIGHT 08/29/2029 G1263E110 BBG0161FH2J7 31086 310858 SH DFND 310858 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 625 16666 SH DFND 16666 0 0 BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 9750 65000 SH DFND 65000 0 0 BNY MELLON MUN INCOME INC COM 05589T104 BBG001S5NWL6 964953 148683 SH DFND 148683 0 0 BNY MELLON STRATEGIC MUN BD COM 09662E109 BBG001S6D1L3 1113533 185280 SH DFND 185280 0 0 BNY MELLON STRATEGIC MUNS IN COM 05588W108 BBG001S5SRS5 908207 145546 SH DFND 145546 0 0 BOOKING HOLDINGS INC COM 09857L108 BBG001S89N72 13217075 5003 SH DFND 5003 0 0 BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 6260 100000 SH DFND 100000 0 0 BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 BBG00YMWBQG3 13990 100000 SH DFND 100000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 8493253 13120000 PRN DFND 13120000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 6804 40000 SH DFND 40000 0 0 BROAD CAPITAL ACQUISITION CO COM 11125B102 BBG012BF1XS4 2486882 235055 SH DFND 235055 0 0 BROAD CAPITAL ACQUISITION CO RIGHT 01/10/2027 11125B110 BBG012BF4B90 34534 231775 SH DFND 231775 0 0 BROADMARK RLTY CAP INC COM 11135B100 BBG00QV3CJ33 1927982 410209 SH DFND 410209 0 0 BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 32841 355037 SH DFND 355037 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 11792 331225 SH DFND 331225 0 0 BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 BBG013KTYMM6 5225664 501985 SH DFND 501985 0 0 BURTECH ACQUISITION CORP *W EXP 12/18/202 123013112 54678 1180951 SH DFND 1180951 0 0 BURTECH ACQUISITION CORP CLASS A COM 123013104 BBG0127JV7T4 4068000 400000 SH DFND 400000 0 0 BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118 8749 212352 SH DFND 212352 0 0 BYNORDIC ACQUISITION CORP CLASS A COM 124420100 BBG011XR7422 4279890 411924 SH DFND 411924 0 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 11228 75000 SH DFND 75000 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 27214 680347 SH DFND 680347 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 BBG0156KRYN7 15429892 1477959 SH DFND 1477959 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 10160480 13805000 PRN DFND 13805000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 12545200 15800000 PRN DFND 15800000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 5434 98809 SH DFND 98809 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 BBG011WY8GN7 2034768 195088 SH DFND 195088 0 0 CALAMOS LNG SHR EQT DYNAMIC COM 12812C106 BBG00PWZGZZ8 266772 17278 SH DFND 17278 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 14756 496844 SH DFND 496844 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 14559 176255 SH DFND 176255 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 BBG0142498C9 5518422 525564 SH DFND 525564 0 0 CARDIO DIAGNOSTICS HOLDGS IN *W EXP 12/01/202 14159C111 5513 17235 SH DFND 17235 0 0 CARDIOVASCULAR SYS INC DEL COM 141619106 BBG001SQRWL6 10953565 551539 SH DFND 551539 0 0 CARTESIAN GROWTH CORP II *W EXP 07/12/202 G19305120 41314 257893 SH DFND 257893 0 0 CARTESIAN GROWTH CORP II CLASS A ORD G19305112 BBG0149BBMQ7 8077583 770027 SH DFND 770027 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 24542 301497 SH DFND 301497 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 BBG013KBCH95 6065201 575446 SH DFND 575446 0 0 CASCADIA ACQUISITION CORP *W EXP 09/30/202 14739D118 14926 148080 SH DFND 148080 0 0 CBRE GBL REAL ESTATE INC FD COM 12504G100 BBG001SJ9SR5 366916 69099 SH DFND 69099 0 0 CETUS CAP ACQUISITION CORP CLASS A COM 15719Y105 BBG01909CJZ6 3538500 350000 SH DFND 350000 0 0 CETUS CAP ACQUISITION CORP UNIT 01/30/2028 15719Y204 BBG01909BSW0 1191400 115000 SH DFND 115000 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 10000 99998 SH DFND 99998 0 0 CF ACQUISITION CORP VII *W EXP 03/16/202 12521H115 14077 140634 SH DFND 140634 0 0 CF ACQUISITION CORP VII CLASS A COM 12521H107 BBG00ZDR6RS2 6351345 614250 SH DFND 614250 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 4125 75000 SH DFND 75000 0 0 CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 10725 143001 SH DFND 143001 0 0 CHAIN BRIDGE I CLASS A ORD G2061X102 BBG010G6RJ88 2196094 209551 SH DFND 209551 0 0 CHAVANT CAPITAL ACQUISITN CO *W EXP 99/99/999 G2058L111 3664 146546 SH DFND 146546 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 4246000 4825000 PRN DFND 4825000 0 0 CHEGG INC NOTE 9/0 163092AF6 14703348 18495000 PRN DFND 18495000 0 0 CHENGHE ACQUISITION CO *W EXP 04/22/202 G2086M123 13737 225199 SH DFND 225199 0 0 CHENGHE ACQUISITION CO CLASS A ORD G2086M107 BBG016M1QVF5 4561529 434018 SH DFND 434018 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 2335 12499 SH DFND 12499 0 0 CHURCHILL CAPITAL CORP VI *W EXP 02/17/202 17143W119 3183 28937 SH DFND 28937 0 0 CHURCHILL CAPITAL CORP VI COM CL A 17143W101 BBG00YVW7JS1 12566963 1243023 SH DFND 1243023 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 2867 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 BBG00ZKGBLC2 41171036 4060260 SH DFND 4060260 0 0 CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 21600 172797 SH DFND 172797 0 0 CIIG CAPITAL PARTNERS II INC COM CL A 12561U109 BBG00ZMZ2NB5 2599293 249932 SH DFND 249932 0 0 CLEAN EARTH ACQUISITIONS COR *W EXP 99/99/999 184493112 19000 316136 SH DFND 316136 0 0 CLEAN EARTH ACQUISITIONS COR CLASS A COM 184493104 BBG013NTTJD6 7911803 772637 SH DFND 772637 0 0 CLEAN EARTH ACQUISITIONS COR RIGHT 01/01/2027 184493120 BBG015H887L4 93505 625031 SH DFND 625031 0 0 CLIMATEROCK *W EXP 04/25/202 G2311X118 6102 196842 SH DFND 196842 0 0 CLIMATEROCK CLASS A ORD G2311X100 BBG0161K4219 4072735 392742 SH DFND 392742 0 0 CLIMATEROCK RIGHT 10/31/2028 G2311X134 BBG017XHT8M6 45274 393686 SH DFND 393686 0 0 CLOUGH GLOBAL EQUITY FD COM 18914C100 BBG001SMM7Q0 371024 61225 SH DFND 61225 0 0 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 BBG001SPR742 407542 83342 SH DFND 83342 0 0 CLOVER LEAF CAPITAL CORP RIGHT 05/31/2028 18915E121 BBG012FF6FZ6 26109 290100 SH DFND 290100 0 0 COEPTIS THERAPEUTICS HLDGS I *W EXP 12/31/202 19207A116 13989 95036 SH DFND 95036 0 0 COHEN & STEERS LTD DURATION COM 19248C105 BBG002YMSBV0 310291 17393 SH DFND 17393 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 7285920 10320000 PRN DFND 10320000 0 0 COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 9289 84369 SH DFND 84369 0 0 COLISEUM ACQUISITION CORP CLASS A ORD SHS G2263T123 BBG00ZWXH3J9 6158378 602581 SH DFND 602581 0 0 COLOMBIER ACQUISITION CORP *W EXP 99/99/999 19533H116 35039 161993 SH DFND 161993 0 0 COLOMBIER ACQUISITION CORP CL A 19533H108 BBG00ZSKDKK6 1116377 110205 SH DFND 110205 0 0 COMPASS DIGITAL ACQUISITN CO *W EXP 09/29/202 G2476C123 23774 182735 SH DFND 182735 0 0 COMPASS DIGITAL ACQUISITN CO CLASS A ORD G2476C107 BBG012J859N6 1892110 185501 SH DFND 185501 0 0 COMPOSECURE INC *W EXP 12/27/202 20459V113 82134 69020 SH DFND 69020 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 13490 33724 SH DFND 33724 0 0 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 17103 244330 SH DFND 244330 0 0 CONCORD ACQUISITION CORP II COM CL A 20607U108 BBG00ZVTY6P6 8161574 804889 SH DFND 804889 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 63900 581969 SH DFND 581969 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 BBG00ZVLGBF3 18481701 1783948 SH DFND 1783948 0 0 CONFLUENT INC NOTE 1/1 20717MAB9 11505876 14475000 PRN DFND 14475000 0 0 CONSILIUM ACQUISITN CORP I L *W EXP 06/01/202 G2365L119 13522 361560 SH DFND 361560 0 0 CONSILIUM ACQUISITN CORP I L CLASS A ORD SHS G2365L101 BBG0140F6BP8 7818369 755398 SH DFND 755398 0 0 CONSILIUM ACQUISITN CORP I L RIGHT 07/01/2023 G2365L127 BBG015ST6523 66889 723122 SH DFND 723122 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 1837 19332 SH DFND 19332 0 0 CONX CORP *W EXP 10/30/202 212873111 22587 124999 SH DFND 124999 0 0 CONYERS PARK III ACQSITN COR *W EXP 08/12/202 21289P110 73943 369716 SH DFND 369716 0 0 CONYERS PARK III ACQSITN COR CLASS A COM 21289P102 BBG011PRC6C9 5282900 522542 SH DFND 522542 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 11347 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 8480 113065 SH DFND 113065 0 0 CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 18251 113998 SH DFND 113998 0 0 CORSAIR PARTNERING CORP SHS CL A G2540H108 BBG00ZL7TT26 3974743 389299 SH DFND 389299 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 7642 95523 SH DFND 95523 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 BBG0112C93P4 2008814 192231 SH DFND 192231 0 0 CRIXUS BH3 ACQUISITION CO *W EXP 10/04/202 22677T110 12842 98788 SH DFND 98788 0 0 CRIXUS BH3 ACQUISITION CO CLASS A COM 22677T102 BBG012F020X8 2057990 199999 SH DFND 199999 0 0 CVENT HOLDING CORP COMMON STOCK 126677103 BBG00Y1TJTV2 6664442 797182 SH DFND 797182 0 0 CXAPP INC *W EXP 03/14/202 23248B117 4111 93008 SH DFND 93008 0 0 DA32 LIFE SCNCE TEC ACQSTN C CLASS A COM 23312M106 BBG011PFN3R4 2806559 277328 SH DFND 277328 0 0 DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 2563 98200 SH DFND 98200 0 0 DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 BBG00ZLKW6S5 563010 52667 SH DFND 52667 0 0 DEEP MEDICINE ACQUISITION CO CLASS A COM 243733102 BBG012LSMPG2 795000 75000 SH DFND 75000 0 0 DEEP MEDICINE ACQUISITION CO RIGHT 10/22/2026 243733110 BBG013V14VP5 51833 369711 SH DFND 369711 0 0 DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 BBG001S76Y64 108930 10209 SH DFND 10209 0 0 DENALI CAPITAL ACQUISITN COR *W EXP 03/28/202 G6256B114 9791 163180 SH DFND 163180 0 0 DENALI CAPITAL ACQUISITN COR CLASS A ORD G6256B106 BBG015Q8ZWL9 1700862 162451 SH DFND 162451 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 1185 33865 SH DFND 33865 0 0 DIGITAL HEALTH ACQUISITION C *W EXP 11/02/202 253893119 17955 199500 SH DFND 199500 0 0 DIGITAL HEALTH ACQUISITION C COMMON STOCK 253893101 BBG0130V91H3 1514700 135000 SH DFND 135000 0 0 DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 2937 29999 SH DFND 29999 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 BBG00ZCLLZ47 1530000 150000 SH DFND 150000 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 2113948 2675000 PRN DFND 2675000 0 0 DIRECT SELLING ACQUISITIN CO CL A COM 25460L103 BBG012C78YM8 1809612 172344 SH DFND 172344 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 3238560 6228000 PRN DFND 6228000 0 0 DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 3968 49533 SH DFND 49533 0 0 DISTOKEN ACQUISITION CORP *W EXP 11/30/202 G27740102 5000 125000 SH DFND 125000 0 0 DISTOKEN ACQUISITION CORP ORDINARY SHARES G27740110 BBG00Y49RF08 1271250 125000 SH DFND 125000 0 0 DISTOKEN ACQUISITION CORP RIGHT 99/99/9999 G27740136 BBG01G2GTPY1 16250 125000 SH DFND 125000 0 0 DIVERSEY HLDGS LTD ORD SHS G28923103 BBG00ZHCT069 11699645 1446186 SH DFND 1446186 0 0 DMY SQUARED TECHNOLOGY GROUP *W EXP 99/99/999 233276112 7114 22948 SH DFND 22948 0 0 DMY SQUARED TECHNOLOGY GROUP CL A COM 233276104 BBG019LXCZG5 470465 45899 SH DFND 45899 0 0 DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 7807 98074 SH DFND 98074 0 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 BBG01252TR03 1527578 149468 SH DFND 149468 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 719 37663 SH DFND 37663 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 5720 143001 SH DFND 143001 0 0 DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 BBG0135S4TG0 3178357 304149 SH DFND 304149 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 22744800 32400000 PRN DFND 32400000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 6613431 7572000 PRN DFND 7572000 0 0 DUET ACQUISITION CORP *W EXP 07/19/202 26431Q114 8726 249310 SH DFND 249310 0 0 DUET ACQUISITION CORP CLASS A COM 26431Q106 BBG014GCBXM7 2571012 248407 SH DFND 248407 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 2554 42499 SH DFND 42499 0 0 DWS MUN INCOME TR COM 233368109 BBG001S63VH3 718542 80735 SH DFND 80735 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 39000 300000 SH DFND 300000 0 0 EATON VANCE CALIF MUN BD FD COM 27828A100 BBG001SKX9R7 1414498 156818 SH DFND 156818 0 0 EATON VANCE FLTING RATE INC COM 278279104 BBG001SM29R7 793753 68962 SH DFND 68962 0 0 EATON VANCE MUN BD FD COM 27827X101 BBG001S6S949 1968252 189255 SH DFND 189255 0 0 EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 BBG001SCBSL3 1050319 103684 SH DFND 103684 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 711455 73195 SH DFND 73195 0 0 EATON VANCE SR FLTNG RTE TR COM 27828Q105 BBG001SC5HJ7 859562 75866 SH DFND 75866 0 0 ECARX HOLDINGS INC *W EXP 12/20/202 G29201111 1948 12988 SH DFND 12988 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 1836 61000 SH DFND 61000 0 0 EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 1750 100000 SH DFND 100000 0 0 EDOC ACQUISITION CORP CL A G4000A102 BBG00YFSYHX6 289810 26884 SH DFND 26884 0 0 EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 BBG00YGCK801 14820 100000 SH DFND 100000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 2069 73875 SH DFND 73875 0 0 EF HUTTON ACQUISITION CORP I *W EXP 11/18/202 28201D117 7121 142416 SH DFND 142416 0 0 EF HUTTON ACQUISITION CORP I COM 28201D109 BBG013CY6H73 1457272 143010 SH DFND 143010 0 0 EF HUTTON ACQUISITION CORP I RIGHT 11/18/2027 28201D125 BBG01BWS8PR4 28270 142416 SH DFND 142416 0 0 EG ACQUISITION CORP *W EXP 05/28/202 26846A118 59234 338480 SH DFND 338480 0 0 EG ACQUISITION CORP COM CL A 26846A100 BBG00ZXXLVV7 6546544 643079 SH DFND 643079 0 0 ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 7370 96850 SH DFND 96850 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 BBG00ZSJXTC7 2510025 245000 SH DFND 245000 0 0 ELLSWORTH GROWTH & INCOME FD COM 289074106 BBG001S5QR43 671686 82822 SH DFND 82822 0 0 EMBRACE CHANGE ACQUISITN COR *W EXP 10/25/202 G3034H125 7766 194155 SH DFND 194155 0 0 EMBRACE CHANGE ACQUISITN COR ORDINARY SHARES G3034H109 BBG011YXMSG3 2018007 193481 SH DFND 193481 0 0 EMBRACE CHANGE ACQUISITN COR RIGHT 10/25/2026 G3034H141 BBG019VR7686 23318 194155 SH DFND 194155 0 0 ENERGEM CORP *W EXP 11/15/202 G30449121 10085 120344 SH DFND 120344 0 0 ENPHYS ACQUISITION CORP *W EXP 99/99/999 G3167L117 65244 543699 SH DFND 543699 0 0 ENPHYS ACQUISITION CORP CL A ORD SHS G3167L109 BBG011VF9PP6 7292860 714286 SH DFND 714286 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114 9668 241708 SH DFND 241708 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 BBG013NC99M7 1108327 106060 SH DFND 106060 0 0 EOS ENERGY ENTERPRISES INC *W EXP 11/17/202 29415C119 96406 133897 SH DFND 133897 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 15420 265868 SH DFND 265868 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 31709726 38075000 PRN DFND 38075000 0 0 EUCRATES BIOMEDICAL ACQU COR *W EXP 10/23/202 G3141W122 1856 45832 SH DFND 45832 0 0 EUDA HEALTH HOLDINGS LTD *W EXP 09/24/202 G3142E121 19520 162669 SH DFND 162669 0 0 EURONAV NV SHS B38564108 BBG001SKWXZ6 2058974 122631 SH DFND 122631 0 0 EVE HLDG INC *W EXP 05/09/202 29970N112 42994 106421 SH DFND 106421 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 18523 370452 SH DFND 370452 0 0 EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109 BBG014VV1871 7287522 698373 SH DFND 698373 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 9215220 11860000 PRN DFND 11860000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 15367 192085 SH DFND 192085 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 BBG014FP37G2 3962566 381016 SH DFND 381016 0 0 EVERGREEN CORPORATION *W EXP 02/08/202 G3312W117 30178 335312 SH DFND 335312 0 0 EVERGREEN CORPORATION CLASS A ORD SHS G3312W109 BBG016GBM4F4 4539190 430255 SH DFND 430255 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 9840 61500 SH DFND 61500 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 BBG00DPDYDP2 35548209 714968 SH DFND 714968 0 0 EXACT SCIENCES CORP DEBT 2.000% 3/0 30063PAD7 14772688 13375000 PRN DFND 13375000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 21956152 24863000 PRN DFND 24863000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 6350036 6788000 PRN DFND 6788000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 8672 147225 SH DFND 147225 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 BBG012TVXTM0 6363740 612487 SH DFND 612487 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 4454873 4875000 PRN DFND 4875000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 20155538 25725000 PRN DFND 25725000 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 17074 37525 SH DFND 37525 0 0 FAT PROJECTS ACQUISITION COR *W EXP 08/31/202 G3400W110 4699 78319 SH DFND 78319 0 0 FAT PROJECTS ACQUISITION COR CLASS A ORD SHS G3400W102 BBG011FPX1F9 836400 80000 SH DFND 80000 0 0 FEDERATED HERMES PREM MUNI I COM 31423P108 BBG001SFSHM1 978647 90448 SH DFND 90448 0 0 FEUTUNE LIGHT ACQUISITION CO *W EXP 06/01/202 31561T110 23845 361287 SH DFND 361287 0 0 FEUTUNE LIGHT ACQUISITION CO CL A COM 31561T102 BBG016QY23W8 3748308 360068 SH DFND 360068 0 0 FEUTUNE LIGHT ACQUISITION CO RIGHT 06/01/2029 31561T128 BBG0192Y59N2 57806 361287 SH DFND 361287 0 0 FG MERGER CORP *W EXP 06/17/202 30324Y119 15514 221633 SH DFND 221633 0 0 FG MERGER CORP COMMON STOCK 30324Y101 BBG015LGWTJ9 3024445 290812 SH DFND 290812 0 0 FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 BBG0104PDMH7 3704055 362432 SH DFND 362432 0 0 FINANCIAL STRATEGIES ACQUISI *W EXP 03/31/202 31772T115 11959 341682 SH DFND 341682 0 0 FINANCIAL STRATEGIES ACQUISI CLASS A COM 31772T107 BBG0135B2CD9 526729 48998 SH DFND 48998 0 0 FINANCIAL STRATEGIES ACQUISI RIGHT 07/01/2023 31772T123 BBG014FPDG80 37072 352400 SH DFND 352400 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 4716 234621 SH DFND 234621 0 0 FINNOVATE ACQUISITION CORP CLASS A ORD SHS G3R34K103 BBG01396HWX4 199317 19110 SH DFND 19110 0 0 FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 1101 29748 SH DFND 29748 0 0 FINTECH ECOSYSTEM DEVE *W EXP 04/01/202 318136116 433 12348 SH DFND 12348 0 0 FINTECH ECOSYSTEM DEVE CLASS A COM 318136108 BBG0110XD972 210247 19976 SH DFND 19976 0 0 FINTECH ECOSYSTEM DEVE RIGHT 04/01/2026 318136124 BBG0110XF0D2 2472 24697 SH DFND 24697 0 0 FIRST HORIZON CORPORATION COM 320517105 BBG001SCW8R8 19837290 1120118 SH DFND 1120118 0 0 FIRST LT ACQUISITION GROUP I *W EXP 03/14/202 320703119 2024 49364 SH DFND 49364 0 0 FIRST LT ACQUISITION GROUP I CL A 320703101 BBG012QFCL93 1084348 105584 SH DFND 105584 0 0 FIRST TR ENERGY INCOME & GRO COM 33738G104 BBG001SB1L77 359546 27700 SH DFND 27700 0 0 FIRST TR HIGH INCOME LONG / COM 33738E109 BBG001T9DWN6 178433 15721 SH DFND 15721 0 0 FIRST TR HIGH YIELD OPPRT 20 COM 33741Q107 BBG00TJJ13N1 391145 28019 SH DFND 28019 0 0 FIRST TR SR FLTG RATE INCOME COM 33733U108 BBG001SLKS51 1081127 108656 SH DFND 108656 0 0 FISCALNOTE HOLDINGS INC *W EXP 07/29/202 337655112 23276 72737 SH DFND 72737 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 56999 99999 SH DFND 99999 0 0 FOCUS FINL PARTNERS INC COM CL A 34417P100 BBG00L0YTFP6 22304722 430012 SH DFND 430012 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 6118 122361 SH DFND 122361 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 BBG010WX5503 3884706 374610 SH DFND 374610 0 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 22279 159019 SH DFND 159019 0 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 BBG013QQHCT0 4853501 460484 SH DFND 460484 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 14056000 14000000 PRN DFND 14000000 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 4843 24399 SH DFND 24399 0 0 FORGEROCK INC CL A 34631B101 BBG006NSMS49 17095507 829879 SH DFND 829879 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 8083 156351 SH DFND 156351 0 0 FORTUNE RISE ACQUISITION COR CL A 34969G102 BBG011XR74L1 2841828 266588 SH DFND 266588 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 18750 150000 SH DFND 150000 0 0 FOUR LEAF ACQUISITION CORP UNIT 03/15/2028 35088F206 BBG019M64XF8 4766250 465000 SH DFND 465000 0 0 FOXO TECHNOLOGIES INC *W EXP 08/01/202 351471115 421 13113 SH DFND 13113 0 0 FRANKLIN LTD DURATION INCOME COM 35472T101 BBG001SLW549 1328131 214908 SH DFND 214908 0 0 FREIGHTOS LTD *W EXP 99/99/999 G51405119 15331 76694 SH DFND 76694 0 0 FRONTIER INVESTMENT CORP *W EXP 06/29/202 G36816125 22637 146804 SH DFND 146804 0 0 FRONTIER INVESTMENT CORP CLASS A ORD SHS G36816109 BBG011FRSJL5 4456901 436096 SH DFND 436096 0 0 FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118 34868 331443 SH DFND 331443 0 0 FTAC EMERALD ACQUISITION COR CLASS A COM 29103K100 BBG0142PTS63 16112392 1576555 SH DFND 1576555 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 BBG00ZL7DSJ7 16018566 1556712 SH DFND 1556712 0 0 FUSION FUEL GREEN PLC *W EXP 12/10/202 G3R25D100 4324 13180 SH DFND 13180 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 6709 111814 SH DFND 111814 0 0 FUTURETECH II ACQUISITION CO *W EXP 08/18/202 36119D111 2955 116784 SH DFND 116784 0 0 FUTURETECH II ACQUISITION CO CLASS A COM 36119D103 BBG0149PS3F2 2206079 211108 SH DFND 211108 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 1907 47680 SH DFND 47680 0 0 G SQUARED ASCEND II INC COM CL A G42041106 BBG0112C5LC2 1477897 143346 SH DFND 143346 0 0 GABELLI DIVID & INCOME TR COM 36242H104 BBG001SDC273 1607483 77320 SH DFND 77320 0 0 GABELLI HLTHCARE & WELLNESS SHS 36246K103 BBG001SQ5J84 320055 31720 SH DFND 31720 0 0 GALATA ACQUISITION CORP *W EXP 99/99/999 G3R23A116 7712 85688 SH DFND 85688 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 16731 246776 SH DFND 246776 0 0 GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 BBG014RL1QB3 2103821 199983 SH DFND 199983 0 0 GARDINER HEALTHCARE ACQTS CO *W EXP 07/30/202 365506112 14355 150000 SH DFND 150000 0 0 GARDINER HEALTHCARE ACQTS CO COMMON STOCK 365506104 BBG01356YD34 836790 79999 SH DFND 79999 0 0 GDL FD COM SH BEN IT 361570104 BBG001SQ2JP8 238031 30341 SH DFND 30341 0 0 GENERAL AMERN INVS CO INC COM 368802104 BBG001S5RG46 234588 6029 SH DFND 6029 0 0 GENERATION ASIA I ACQUISITIO *W EXP 99/99/999 G38258128 32252 223973 SH DFND 223973 0 0 GENERATION ASIA I ACQUISITIO CL A ORD SHS G38258102 BBG01386JXN2 6254232 606618 SH DFND 606618 0 0 GENESIS GRWT TECH ACQUSTN CO *W EXP 99/99/999 G3R23D128 8489 490689 SH DFND 490689 0 0 GENESIS UNICORN CAPITAL CORP *W EXP 06/30/202 37187C118 19684 207200 SH DFND 207200 0 0 GENESIS UNICORN CAPITAL CORP CLASS A COM 37187C100 BBG011WZQ120 2070159 197158 SH DFND 197158 0 0 GETAROUND INC *W EXP 03/09/202 37427G119 976 20774 SH DFND 20774 0 0 GIGCAPITAL 5 INC *W EXP 03/28/202 37519U117 7436 296254 SH DFND 296254 0 0 GIGCAPITAL 5 INC COMMON STOCK 37519U109 BBG00ZLKV688 3015523 286100 SH DFND 286100 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120 21410 658783 SH DFND 658783 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 BBG017779PJ5 6740129 656293 SH DFND 656293 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 BBG0185KW808 52703 658783 SH DFND 658783 0 0 GLOBAL STAR ACQUISITION INC *W EXP 07/15/202 37962G110 10314 206278 SH DFND 206278 0 0 GLOBAL STAR ACQUISITION INC CLASS A COM 37962G102 BBG0191FHR33 2528942 245767 SH DFND 245767 0 0 GLOBAL STAR ACQUISITION INC RIGHT 06/21/2024 37962G128 BBG0191G42V9 29580 206278 SH DFND 206278 0 0 GLOBAL SYSTEMS DYNAMICS INC *W EXP 04/01/202 37653T116 9120 148050 SH DFND 148050 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 9016 98647 SH DFND 98647 0 0 GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 BBG011RT8KP3 2046792 195678 SH DFND 195678 0 0 GLOBALINK INVT INC *W EXP 12/03/202 37892F125 1938 193810 SH DFND 193810 0 0 GLOBALINK INVT INC COM 37892F109 BBG01413QRQ6 5986250 576710 SH DFND 576710 0 0 GLOBALINK INVT INC RIGHT 12/06/2026 37892F117 BBG0147P8X33 17443 193810 SH DFND 193810 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 6029 128000 SH DFND 128000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 56536 96634 SH DFND 96634 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 BBG011FRFHH8 2144710 203290 SH DFND 203290 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 10627 211702 SH DFND 211702 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 21000 87500 SH DFND 87500 0 0 GOLDENBRIDGE ACQUISITION LTD *W EXP 10/28/202 G3970D120 2955 34000 SH DFND 34000 0 0 GOLDENBRIDGE ACQUISITION LTD RIGHT 10/28/2025 G3970D138 BBG01041T1Y0 15416 34000 SH DFND 34000 0 0 GOLDENSTONE ACQUISITION LTD *W EXP 07/15/202 38136Y110 3327 108728 SH DFND 108728 0 0 GOLDENSTONE ACQUISITION LTD COM 38136Y102 BBG011K3YXF1 2675381 257868 SH DFND 257868 0 0 GOLDENSTONE ACQUISITION LTD RIGHT 07/15/2026 38136Y128 BBG016R0D224 13456 107647 SH DFND 107647 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 5374756 5933000 PRN DFND 5933000 0 0 GORES HOLDINGS IX INC *W EXP 01/14/202 38287A119 357700 1555216 SH DFND 1555216 0 0 GORES HOLDINGS IX INC CLASS A COM 38287A101 BBG0146ZHK30 29356397 2912341 SH DFND 2912341 0 0 GRAF ACQUISITION CORP IV *W EXP 05/31/202 384272118 17959 128188 SH DFND 128188 0 0 GRAF ACQUISITION CORP IV COM 384272100 BBG00ZFCTT31 709100 70000 SH DFND 70000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 2726293 2850000 PRN DFND 2850000 0 0 GRANITE RIDGE RESOURCES INC *W EXP 10/24/202 387432115 62308 97357 SH DFND 97357 0 0 GREEN VISOR FIN TEC ACQ CORP *W EXP 10/27/202 G4166K126 6673 95332 SH DFND 95332 0 0 GREEN VISOR FIN TEC ACQ CORP CLASS A ORD G4166K100 BBG0149J39W1 1476650 140366 SH DFND 140366 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 25540988 29925000 PRN DFND 29925000 0 0 GREENCITY ACQUISITION CORP *W EXP 04/30/202 G4086B123 3750 150000 SH DFND 150000 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 3505739 8875000 PRN DFND 8875000 0 0 GSR II METEORA ACQUISITN COR *W EXP 02/24/202 36263W121 30287 729798 SH DFND 729798 0 0 GSR II METEORA ACQUISITN COR CLASS A COM 36263W105 BBG014C512J9 7536888 728906 SH DFND 728906 0 0 GSR II METEORA ACQUISITN COR RIGHT 02/24/2027 36263W113 BBG016RV0TY6 38766 45607 SH DFND 45607 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 19311050 28595000 PRN DFND 28595000 0 0 HAINAN MANASLU ACQUISTN CORP *W EXP 01/31/202 G4233U131 10681 196351 SH DFND 196351 0 0 HAINAN MANASLU ACQUISTN CORP ORDINARY SHARES G4233U107 BBG013RT4P45 2005867 193991 SH DFND 193991 0 0 HAINAN MANASLU ACQUISTN CORP RIGHT 01/31/2029 G4233U115 BBG019KN7CR3 42520 194155 SH DFND 194155 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 16870 281174 SH DFND 281174 0 0 HAMMERHEAD ENERGY INC *W EXP 02/23/202 408302115 124064 106038 SH DFND 106038 0 0 HAWKS ACQUISITION CORP CL A 42032P108 BBG011ZVWGT7 3745418 368281 SH DFND 368281 0 0 HCM ACQUISITION CO *W EXP 01/20/202 G4365A127 15722 495966 SH DFND 495966 0 0 HCM ACQUISITION CO CLASS A ORD SHS G4365A101 BBG00ZHQPH29 11415947 1087233 SH DFND 1087233 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 45563 283176 SH DFND 283176 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 BBG013NT8NQ6 5655080 541156 SH DFND 541156 0 0 HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117 36301 300750 SH DFND 300750 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 58140 683199 SH DFND 683199 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 BBG015VQ6BB2 10560820 1014488 SH DFND 1014488 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 10128703 7380000 PRN DFND 7380000 0 0 HENNESSY CAPITAL INVST CORP *W EXP 06/10/202 42600H116 89592 559600 SH DFND 559600 0 0 HENNESSY CAPITAL INVST CORP CLASS A COM 42600H108 BBG00ZLKX2G6 509637 49098 SH DFND 49098 0 0 HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 2016 32149 SH DFND 32149 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 1588 24471 SH DFND 24471 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 BBG013G491B2 2589 24471 SH DFND 24471 0 0 HIGHLAND INCOME FD HIGHLAND INCOME 43010E404 BBG001V1HXF3 1268415 144302 SH DFND 144302 0 0 HNR ACQUISITION CORP *W EXP 02/04/202 40472A128 24818 145986 SH DFND 145986 0 0 HNR ACQUISITION CORP COM 40472A102 BBG00Z83TWG8 2184100 209205 SH DFND 209205 0 0 HOME PLATE ACQUISITION CORP *W EXP 09/30/202 43734R111 15653 49377 SH DFND 49377 0 0 HOME PLATE ACQUISITION CORP CL A COM 43734R103 BBG012F0LLS7 991871 98011 SH DFND 98011 0 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 23500 49999 SH DFND 49999 0 0 HORIZON SPACE ACQUSTN I CORP *W EXP 03/02/202 G4619M117 10300 250000 SH DFND 250000 0 0 HORIZON SPACE ACQUSTN I CORP ORDINARY SHARES G4619M109 BBG01BY3M728 2555000 250000 SH DFND 250000 0 0 HORIZON SPACE ACQUSTN I CORP RIGHT 03/02/2024 G4619M125 BBG01D7WLS16 35000 250000 SH DFND 250000 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 BBG001T9M4T2 63805536 584621 SH DFND 584621 0 0 HUB CYBER SECURITY LTD *W EXP 02/27/202 M6000J127 17423 139385 SH DFND 139385 0 0 HUDSON ACQUISITION I CORP COMMON STOCK 44364H100 BBG0174QTG77 1716214 167927 SH DFND 167927 0 0 HUDSON ACQUISITION I CORP RIGHT 99/99/9999 44364H118 BBG01C4HQH86 33552 167927 SH DFND 167927 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 36119 241596 SH DFND 241596 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 BBG013NC55P6 4254987 405044 SH DFND 405044 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 3649 145390 SH DFND 145390 0 0 INCEPTION GROWTH ACQUSTN LTD COMMON STOCK 45333D104 BBG011M22120 4478994 439548 SH DFND 439548 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 BBG014QZBMX7 28729 290781 SH DFND 290781 0 0 INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 10141 181098 SH DFND 181098 0 0 INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 BBG01018YCT4 4042057 388286 SH DFND 388286 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 31842500 23500000 PRN DFND 23500000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 14169238 11565000 PRN DFND 11565000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 17353 96460 SH DFND 96460 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 BBG014C9P2N0 1973393 189476 SH DFND 189476 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 6687 83583 SH DFND 83583 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 20927 241655 SH DFND 241655 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 BBG012VJ0W52 1825032 172825 SH DFND 172825 0 0 INNOVIVA INC NOTE 2.125% 3/1 45781MAD3 11244165 14273000 PRN DFND 14273000 0 0 INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 57103 39655 SH DFND 39655 0 0 INOTIV INC NOTE 3.250%10/1 45783QAB6 2657310 6025000 PRN DFND 6025000 0 0 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 3426352 4225000 PRN DFND 4225000 0 0 INSIGHT ACQUISITION CORP COM CL A 45784L100 BBG0123NSWT8 517479 50634 SH DFND 50634 0 0 INSIGHT SELECT INCOME FD COM 45781W109 BBG001S63V10 566630 35682 SH DFND 35682 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 10884320 14000000 PRN DFND 14000000 0 0 INTEGRAL ACQUISITION CORP 1 *W EXP 05/31/202 45827K119 5707 169853 SH DFND 169853 0 0 INTEGRAL ACQUISITION CORP 1 CLASS A COM 45827K101 BBG01424F4N9 3444087 335681 SH DFND 335681 0 0 INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114 50408 168082 SH DFND 168082 0 0 INTEGRATED WELLNESS ACQ CORP *W EXP 10/31/202 G4828B118 236543 248548 SH DFND 248548 0 0 INTEGRATED WELLNESS ACQ CORP ORD SHS CL A G4828B100 BBG013BWN3Z9 8438955 803710 SH DFND 803710 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 7810 169773 SH DFND 169773 0 0 INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114 2983 31400 SH DFND 31400 0 0 INTERPRIVATE IV INFRATECH PR *W EXP 03/05/202 46064T110 2232 24800 SH DFND 24800 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 589529 1071871 SH DFND 1071871 0 0 INTUITIVE MACHINES INC *W EXP 02/13/202 46125A118 26998 48210 SH DFND 48210 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 BBG001S7GY72 1094112 122796 SH DFND 122796 0 0 INVESCO CALIF VALUE MUN INCO COM 46132H106 BBG001S6XHW4 1644011 161653 SH DFND 161653 0 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 BBG001S72CS2 1710040 174316 SH DFND 174316 0 0 INVESCO MUNICIPAL TRUST COM 46131J103 BBG001S702W1 1593331 160618 SH DFND 160618 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 688051 68531 SH DFND 68531 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 BBG001S746Q5 1573048 157620 SH DFND 157620 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 BBG001S70Z49 1506019 151511 SH DFND 151511 0 0 INVESCO TR INVT GRADE NEW YO COM 46131T101 BBG001S71JD4 451339 43149 SH DFND 43149 0 0 INVESCO VALUE MUN INCOME TR COM 46132P108 BBG001S77KX3 745139 61077 SH DFND 61077 0 0 INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113 65276 652103 SH DFND 652103 0 0 INVESTCORP EUROPE ACQUISITIO CLASS A ORD SHS G4923T105 BBG013QQG945 2615000 250000 SH DFND 250000 0 0 INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127 20304 290050 SH DFND 290050 0 0 INVESTCORP INDIA ACQUISTN CO CLASS A ORD SHS G49219101 BBG011FRCMX2 6087434 579204 SH DFND 579204 0 0 IRIS ACQUISITION CORP *W EXP 02/28/202 89601Y119 6973 81273 SH DFND 81273 0 0 IROBOT CORP COM 462726100 BBG001SPB1K4 25667957 588175 SH DFND 588175 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 1258839 1250000 PRN DFND 1250000 0 0 ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119 56000 400000 SH DFND 400000 0 0 ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101 BBG0166KJBF3 4092000 400000 SH DFND 400000 0 0 IX ACQUISITION CORP *W EXP 07/31/202 G5000D111 5448 146851 SH DFND 146851 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 BBG00ZXPYVT3 9962593 968182 SH DFND 968182 0 0 JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130 71849 718486 SH DFND 718486 0 0 JAGUAR GLOBAL GROWTH CORP I CLASS A ORD SHS G5S11A106 BBG0135WF9B8 15587255 1500217 SH DFND 1500217 0 0 JAGUAR GLOBAL GROWTH CORP I RIGHT 01/01/2027 G5S11A155 BBG016JQ3P17 245723 1436974 SH DFND 1436974 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 9694 62499 SH DFND 62499 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 BBG00ZHCPYY8 10407904 1024400 SH DFND 1024400 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 7259 48425 SH DFND 48425 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 BBG00Z92X467 3114697 304467 SH DFND 304467 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 1902 17500 SH DFND 17500 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 18470100 23925000 PRN DFND 23925000 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 14549 145491 SH DFND 145491 0 0 JUNIPER II CORP CL A COM 48203N103 BBG00ZXZ1KQ4 8969345 864932 SH DFND 864932 0 0 JUPITER ACQUISITION CORP *W EXP 08/17/202 482082112 19905 222150 SH DFND 222150 0 0 JUPITER ACQUISITION CORP CL A 482082104 BBG0112HDHC1 4958661 488538 SH DFND 488538 0 0 JUPITER WELLNESS ACQUISITION CLASS A COM 48208E108 BBG013CWWN84 5947531 563747 SH DFND 563747 0 0 JUPITER WELLNESS ACQUISITION RIGHT 12/31/2028 48208E116 BBG013CXMVG6 171069 427672 SH DFND 427672 0 0 KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128 8183 90927 SH DFND 90927 0 0 KAIROUS ACQUISITION CORP LTD ORDINARY SHARES G52131110 BBG013QF2X32 2246019 210696 SH DFND 210696 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 BBG014MY5SY7 26854 178076 SH DFND 178076 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 63476 253905 SH DFND 253905 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 BBG011WGWC58 2622412 251671 SH DFND 251671 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 4500 37499 SH DFND 37499 0 0 KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112 17503 350056 SH DFND 350056 0 0 KEYARCH ACQUISITION CORP ORD SHS CL A G5260A104 BBG015QML863 7048529 682997 SH DFND 682997 0 0 KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120 BBG015QMR9Z3 114305 714405 SH DFND 714405 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 BBG00Z8MT2C6 16714949 1646793 SH DFND 1646793 0 0 KIMBELL TIGER ACQUISITION CO *W EXP 09/15/202 49436K114 61021 554733 SH DFND 554733 0 0 KIMBELL TIGER ACQUISITION CO COM CL A 49436K106 BBG011ZVTZM6 8305422 788739 SH DFND 788739 0 0 KKR INCOME OPPORTUNITIES FD COM 48249T106 BBG004NRD5Z2 1518205 138270 SH DFND 138270 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 79342 566730 SH DFND 566730 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 BBG0148P1RY8 8831147 848333 SH DFND 848333 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 16669 33332 SH DFND 33332 0 0 LAKELAND BANCORP INC COM 511637100 BBG001S93HH8 5883221 376165 SH DFND 376165 0 0 LAKESHORE ACQUISITION II COR *W EXP 11/18/202 G5352N121 1819 60620 SH DFND 60620 0 0 LAKESHORE ACQUISITION II COR ORDINARY SHARES G5352N105 BBG0156KRK20 1048000 100000 SH DFND 100000 0 0 LAKESHORE ACQUISITION II COR RIGHT 11/18/2026 G5352N113 BBG016R0FFR6 25461 121242 SH DFND 121242 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 3051 95345 SH DFND 95345 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 BBG012W6BRL0 1464181 140113 SH DFND 140113 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 20575 125000 SH DFND 125000 0 0 LANDSEA HOMES CORP *W EXP 01/08/202 51509P111 109570 774897 SH DFND 774897 0 0 LANZATECH GLOBAL INC *W EXP 01/01/202 51655R119 40865 139997 SH DFND 139997 0 0 LATAMGROWTH SPAC *W EXP 01/20/202 G5380L121 37801 564201 SH DFND 564201 0 0 LATAMGROWTH SPAC CLASS A ORD SHS G5380L105 BBG013RTC5W9 3139025 300098 SH DFND 300098 0 0 LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110 5627 75021 SH DFND 75021 0 0 LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102 BBG013B719K1 1564531 150003 SH DFND 150003 0 0 LAVORO LTD *W EXP 02/27/202 G5391L110 78900 124526 SH DFND 124526 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 25303950 27700000 PRN DFND 27700000 0 0 LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113 5518 157668 SH DFND 157668 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 1823 79936 SH DFND 79936 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 BBG00ZVV8Q76 1641249 159810 SH DFND 159810 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 13204320 17587000 PRN DFND 17587000 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 24941 167390 SH DFND 167390 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 BBG013CY3JP2 4197438 399756 SH DFND 399756 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 13717 144386 SH DFND 144386 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 BBG012F73SZ9 1090971 103902 SH DFND 103902 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 26435 517320 SH DFND 517320 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 BBG014FPV4N0 7331205 702896 SH DFND 702896 0 0 LIVE OAK CRESTVIEW CLIMATE A *W EXP 09/27/202 538086117 46081 131698 SH DFND 131698 0 0 LIVE OAK CRESTVIEW CLIMATE A CL A COM 538086109 BBG00ZL6MKG9 3957725 391854 SH DFND 391854 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 5070000 8450000 PRN DFND 8450000 0 0 LMP CAP & INCOME FD INC COM 50208A102 BBG001S985R8 274640 22493 SH DFND 22493 0 0 LOGISTICS INNOVTN TECHNLGS C *W EXP 06/15/202 54141L118 18339 166571 SH DFND 166571 0 0 LOGISTICS INNOVTN TECHNLGS C CLASS A COM 54141L100 BBG00ZMYTWY4 11243155 1107700 SH DFND 1107700 0 0 LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6 25446954 33204000 PRN DFND 33204000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 16290074 18450000 PRN DFND 18450000 0 0 M3 BRIGADE ACQUISITION II CO *W EXP 03/09/202 553800111 55000 499999 SH DFND 499999 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 117782 327171 SH DFND 327171 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 BBG0112C9J51 8364484 810512 SH DFND 810512 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 1202877 1487000 PRN DFND 1487000 0 0 MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 3755 49999 SH DFND 49999 0 0 MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 18110563 18875000 PRN DFND 18875000 0 0 MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109 19760 200000 SH DFND 200000 0 0 MALACCA STRAITS ACQUISITION COM CL A G5859B117 BBG00VSH0FZ1 612868 57927 SH DFND 57927 0 0 MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 3676 196555 SH DFND 196555 0 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 6379242 16435000 PRN DFND 16435000 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 207254 1382615 SH DFND 1382615 0 0 MARIADB PLC *W EXP 12/16/202 G5920M118 16161 66642 SH DFND 66642 0 0 MARS ACQUISITION CORP ORDINARY SHARES G5870E108 BBG017V5VKB6 1776250 175000 SH DFND 175000 0 0 MARS ACQUISITION CORP RIGHT 02/09/2028 G5870E124 BBG01FT7NPL4 35000 175000 SH DFND 175000 0 0 MAXAR TECHNOLOGIES INC COM 57778K105 BBG00MT6CG16 26266694 514428 SH DFND 514428 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 4093 66665 SH DFND 66665 0 0 MELI KASZEK PIONEER CORP CLASS A ORD G5S74L106 BBG012HQ70J0 9838033 964513 SH DFND 964513 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 21528 215280 SH DFND 215280 0 0 MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108 BBG013QQ8S51 1563010 150001 SH DFND 150001 0 0 METAL SKY STAR ACQUISITION C *W EXP 03/31/202 G6053N121 17517 437930 SH DFND 437930 0 0 METAL SKY STAR ACQUISITION C ORDINARY SHARES G6053N105 BBG016M8Z3C5 770548 73878 SH DFND 73878 0 0 METAL SKY STAR ACQUISITION C RIGHT 03/30/2024 G6053N113 BBG017TG9XV0 70069 437930 SH DFND 437930 0 0 METALS ACQUISITION CORP *W EXP 99/99/999 G60405126 76979 105451 SH DFND 105451 0 0 METALS ACQUISITION CORP SHS CL A G60405100 BBG011S292J7 2477645 242431 SH DFND 242431 0 0 MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 719464 134731 SH DFND 134731 0 0 MINORITY EQUALITY OPPORTUNIT *W EXP 08/26/202 60436Q118 4936 98720 SH DFND 98720 0 0 MINORITY EQUALITY OPPORTUNIT CLASS A COM 60436Q100 BBG011ZPZWB1 644266 59876 SH DFND 59876 0 0 MOBIV ACQUISITION CORP *W EXP 07/31/202 60742N114 22341 406197 SH DFND 406197 0 0 MOBIV ACQUISITION CORP CLASS A COM 60742N106 BBG0185G2C56 4228899 405067 SH DFND 405067 0 0 MOMENTIVE GLOBAL INC COM 60878Y108 BBG00LVGQZM3 17874073 1917819 SH DFND 1917819 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 BBG001SM0819 16591745 1592298 SH DFND 1592298 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 5244 88139 SH DFND 88139 0 0 MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 629 20966 SH DFND 20966 0 0 MONTEREY BIO ACQUISITION COR COM 61240F108 BBG012F7PY55 755538 71076 SH DFND 71076 0 0 MONTEREY CAP ACQUISITION COR *W EXP 01/01/202 61244M117 21227 292786 SH DFND 292786 0 0 MONTEREY CAP ACQUISITION COR CLASS A COM 61244M109 BBG01710KZH3 2992483 291665 SH DFND 291665 0 0 MONTEREY CAP ACQUISITION COR RIGHT 05/10/2027 61244M125 BBG01710RY25 52460 299769 SH DFND 299769 0 0 MOOLEC SCIENCE SA *W EXP 12/30/202 L64875112 1680 14974 SH DFND 14974 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 1784 20000 SH DFND 20000 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 45650 290950 SH DFND 290950 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 BBG013JZ9BP3 9119720 873955 SH DFND 873955 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 10067 154882 SH DFND 154882 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 BBG013BWJT23 2439910 228456 SH DFND 228456 0 0 MOUNTAIN CREST ACQSITN CORP COM 62404B107 BBG0132V8RT2 1024000 100000 SH DFND 100000 0 0 MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 BBG011J09746 38017 200090 SH DFND 200090 0 0 MURPHY CANYON ACQUISITION CO *W EXP 01/25/202 626642110 26592 295467 SH DFND 295467 0 0 MURPHY CANYON ACQUISITION CO CLASS A COM 626642102 BBG015879NG6 778859 74036 SH DFND 74036 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 70502 340591 SH DFND 340591 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 BBG011C70NY9 4482366 426892 SH DFND 426892 0 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 18888644 26375000 PRN DFND 26375000 0 0 NEAR INTELLIGENCE INC *W EXP 03/22/202 639494111 5753 42997 SH DFND 42997 0 0 NEUBERGER BERMAN MUN FD INC COM 64124P101 BBG001SHWP71 916701 83717 SH DFND 83717 0 0 NEW AMER HIGH INCOME FD INC COM NEW 641876800 BBG001S5S2K8 341998 50220 SH DFND 50220 0 0 NEW GERMANY FD INC COM 644465106 BBG001S6GLF3 104735 11522 SH DFND 11522 0 0 NEW PROVIDENCE ACQSITN CORP *W EXP 11/09/202 64823D110 4804 144272 SH DFND 144272 0 0 NEW PROVIDENCE ACQSITN CORP CLASS A COM 64823D102 BBG00ZFCX155 6076150 586218 SH DFND 586218 0 0 NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 6750 150000 SH DFND 150000 0 0 NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129 4827 144965 SH DFND 144965 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 BBG00ZS3RMG0 632788 60323 SH DFND 60323 0 0 NEWHOLD INVESTMENT CORP II *W EXP 10/21/202 651450116 21304 148562 SH DFND 148562 0 0 NEWHOLD INVESTMENT CORP II COM CL A 651450108 BBG00ZTHHSS3 3026969 297930 SH DFND 297930 0 0 NEXTERS INC *W EXP 08/26/202 G6529J118 0 159632 SH DFND 159632 0 0 NEXTNAV INC *W EXP 10/28/202 65345N114 33976 59806 SH DFND 59806 0 0 NIOCORP DEVS LTD *W EXP 03/17/202 654484153 130920 197318 SH DFND 197318 0 0 NOCTURNE ACQUISITION CORP ORDINARY SHARES G6580S114 BBG00Z71WZL6 516977 47560 SH DFND 47560 0 0 NOGIN INC *W EXP 08/26/202 65528N113 3722 131521 SH DFND 131521 0 0 NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119 4025 50000 SH DFND 50000 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 620 24799 SH DFND 24799 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 17489 218607 SH DFND 218607 0 0 NORTHVIEW ACQUISITION CORP COM 66718N103 BBG011J0RMT6 1033990 99999 SH DFND 99999 0 0 NORTHVIEW ACQUISITION CORP RIGHT 99/99/9999 66718N129 BBG014RLXKR4 76478 449872 SH DFND 449872 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 2859 74060 SH DFND 74060 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 BBG012R641M0 21477 74060 SH DFND 74060 0 0 NUBIA BRAND INTERNATIONAL CO *W EXP 11/16/202 67022R111 118630 494497 SH DFND 494497 0 0 NUBIA BRAND INTERNATIONAL CO CLASS A COM 67022R103 BBG013KL71K1 10217275 965716 SH DFND 965716 0 0 NUBURU INC *W EXP 01/31/202 67021W111 27367 534516 SH DFND 534516 0 0 NUVASIVE INC COM 670704105 BBG001SK3C57 29611277 725411 SH DFND 725411 0 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 3078385 261323 SH DFND 261323 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 3621339 325660 SH DFND 325660 0 0 NUVEEN AMT-FREE MUN VALUE FD COM 670695105 BBG001S6RMX9 262236 19044 SH DFND 19044 0 0 NUVEEN CA QUALTY MUN INCOME COM 67066Y105 BBG001SCTG12 2677390 243178 SH DFND 243178 0 0 NUVEEN CALIFORNIA AMT QLT MU COM 670651108 BBG001S94NN7 614185 52765 SH DFND 52765 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 BBG001SLL7N6 896003 175343 SH DFND 175343 0 0 NUVEEN FLOATING RATE INCOME COM SHS 6706EN100 BBG001SM3CC5 455039 56738 SH DFND 56738 0 0 NUVEEN GEORGIA QLTY MUN INC COM 67072B107 BBG001SBJW10 190332 18715 SH DFND 18715 0 0 NUVEEN MASSACHUSETS QLT MUN COM 67061E104 BBG001S78716 122605 11523 SH DFND 11523 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 3425145 286623 SH DFND 286623 0 0 NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 BBG001SHM0F8 895850 76503 SH DFND 76503 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 1577964 149287 SH DFND 149287 0 0 NUVEEN NEW YORK QLT MUN INC COM 67066X107 BBG001SCTFW0 1132494 102581 SH DFND 102581 0 0 NUVEEN OHIO QLTY MUN INCOME COM 670980101 BBG001S6WLQ3 584444 45983 SH DFND 45983 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 1121032 98078 SH DFND 98078 0 0 NUVEEN PFD & INCOME OPPORTUN COM 67073B106 BBG001S6R664 1034527 157223 SH DFND 157223 0 0 NUVEEN PFD & INCOME SECS FD COM 67072C105 BBG001SFPML4 2105760 325969 SH DFND 325969 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 3361791 291569 SH DFND 291569 0 0 NUVEEN REAL ASSET INCOME & G COM 67074Y105 BBG002G9B700 649551 55328 SH DFND 55328 0 0 NUVEEN SHORT DURATION CR OPP COM 67074X107 BBG001V05BM8 217967 18582 SH DFND 18582 0 0 NWTN INC *W EXP 12/31/202 G6693P114 35919 175214 SH DFND 175214 0 0 OAK STR HEALTH INC COM 67181A107 BBG00W0L8HN1 38857851 1004598 SH DFND 1004598 0 0 OAK WOODS ACQUISITION CORP UNIT 03/23/2028 67190B203 BBG01FF0XMP6 969000 95000 SH DFND 95000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 7566 95769 SH DFND 95769 0 0 OCEAN BIOMEDICAL INC *W EXP 02/14/202 67644C112 8025 28671 SH DFND 28671 0 0 OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115 16301 256310 SH DFND 256310 0 0 OCULIS HOLDING AG *W EXP 03/06/202 H5870P110 4370 10266 SH DFND 10266 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 6439688 7523000 PRN DFND 7523000 0 0 OMNIAB INC *W EXP 11/01/202 68218J111 33092 59928 SH DFND 59928 0 0 OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116 6431 131513 SH DFND 131513 0 0 ONYX ACQUISITION CO I *W EXP 11/30/202 G6755Q117 14310 142955 SH DFND 142955 0 0 ONYX ACQUISITION CO I SHS CL A G6755Q109 BBG012WDXG08 2976487 282936 SH DFND 282936 0 0 OPY ACQUISITION CORP I *W EXP 09/22/202 671005114 14706 97974 SH DFND 97974 0 0 OPY ACQUISITION CORP I COM CL A 671005106 BBG01359RQB8 2557290 253448 SH DFND 253448 0 0 ORION BIOTECH OPPORTUNTES CO *W EXP 04/15/202 G6780C117 2697 38200 SH DFND 38200 0 0 ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS G6780C109 BBG00ZHCWKP0 1951884 190800 SH DFND 190800 0 0 OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 50800 422280 SH DFND 422280 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 8050 122900 SH DFND 122900 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 3662 73389 SH DFND 73389 0 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 BBG00ZL82BD0 1689854 165672 SH DFND 165672 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 24411 611797 SH DFND 611797 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 BBG01517T2P7 9109250 875048 SH DFND 875048 0 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 BBG001S6L063 2624518 120446 SH DFND 120446 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117 52609 581963 SH DFND 581963 0 0 PATRIA LATIN AMRCN OPPRNTY A CLASS A ORD SHS G69454109 BBG0157FL9D9 9649513 916383 SH DFND 916383 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 1589000 1750000 PRN DFND 1750000 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 BBG001S88KW1 1670993 189455 SH DFND 189455 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 44904 374204 SH DFND 374204 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 BBG014BVZX53 7367341 705684 SH DFND 705684 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 21984 169111 SH DFND 169111 0 0 PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 BBG0135VZ5F2 726536 69525 SH DFND 69525 0 0 PEPPERLIME HEALTH ACQUSTN CO *W EXP 10/01/202 G70021111 28530 299999 SH DFND 299999 0 0 PEPPERLIME HEALTH ACQUSTN CO CLASS A ORD SHS G70021103 BBG013NCBTZ6 1017000 100000 SH DFND 100000 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 19010 172822 SH DFND 172822 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 BBG00ZZMJPN4 2569575 243331 SH DFND 243331 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 572355 653000 PRN DFND 653000 0 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 BBG0037TDYM9 678089 61813 SH DFND 61813 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 BBG002R1BH76 462624 37920 SH DFND 37920 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 12349 246982 SH DFND 246982 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 BBG012LSLH99 854389 79999 SH DFND 79999 0 0 PHP VENTURES ACQUISITION COR *W EXP 08/16/202 69291C114 3431 35120 SH DFND 35120 0 0 PHP VENTURES ACQUISITION COR CLASS A COM 69291C106 BBG011BZ92H4 350130 33000 SH DFND 33000 0 0 PHP VENTURES ACQUISITION COR RIGHT 01/01/2023 69291C122 BBG011F50MP2 11484 70240 SH DFND 70240 0 0 PIONEER FLOATING RATE FUND I COM 72369J102 BBG001SML8F1 756813 86990 SH DFND 86990 0 0 PIONEER HIGH INCOME FUND INC COM 72369H106 BBG001SKDJR7 935778 141143 SH DFND 141143 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1041441 126542 SH DFND 126542 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1087896 122373 SH DFND 122373 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 7105 37394 SH DFND 37394 0 0 PLUTONIAN ACQUISITION CORP *W EXP 10/26/202 72942P120 4304 77000 SH DFND 77000 0 0 PLUTONIAN ACQUISITION CORP COM 72942P104 BBG019ZZVB59 782930 76458 SH DFND 76458 0 0 PLUTONIAN ACQUISITION CORP RIGHT 10/26/2027 72942P112 BBG019ZZVCC9 15400 77000 SH DFND 77000 0 0 PNM RES INC COM 69349H107 BBG001S5V9J1 40305336 827965 SH DFND 827965 0 0 PONO CAP THREE INC UNIT 01/11/2028 G71704129 BBG01BGV5PS7 2348300 230000 SH DFND 230000 0 0 PONO CAP TWO INC *W EXP 07/31/202 73245B115 22203 370051 SH DFND 370051 0 0 PONO CAP TWO INC COM CL A 73245B107 BBG019TC4TM9 3813981 366025 SH DFND 366025 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 3033 17666 SH DFND 17666 0 0 PONTEM CORPORATION SHS CL A G71707106 BBG00YPZQGF0 2582500 250000 SH DFND 250000 0 0 PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 11693 77950 SH DFND 77950 0 0 PORTAGE FINTECH ACQUISITN CO CLASS A ORD SHS G7185D106 BBG011JF2F79 4378767 428032 SH DFND 428032 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 14852 99010 SH DFND 99010 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 BBG0112J3623 4343605 429210 SH DFND 429210 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 50707 422205 SH DFND 422205 0 0 POWER & DIGITAL INFRASTRUCTU CLASS A COM 73919C100 BBG014FPNHD1 12325195 1202458 SH DFND 1202458 0 0 POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129 27222 651245 SH DFND 651245 0 0 POWERUP ACQUISITION CORP CLASS A ORDI SHS G7207P103 BBG015STV142 8845036 843992 SH DFND 843992 0 0 PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114 5402 52239 SH DFND 52239 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 5333 133333 SH DFND 133333 0 0 PRIME NO ACQUISITION I CORP *W EXP 07/31/202 74168P115 3110 73187 SH DFND 73187 0 0 PRIME NO ACQUISITION I CORP COM CL A 74168P107 BBG015BCFZC1 1509165 145813 SH DFND 145813 0 0 PRIME NO ACQUISITION I CORP RIGHT 07/31/2027 74168P123 BBG018MDWK53 24865 148096 SH DFND 148096 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 2750 50000 SH DFND 50000 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 3658 66500 SH DFND 66500 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 15487 216907 SH DFND 216907 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 BBG00ZV9JFM0 4481506 438933 SH DFND 438933 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 16511 213875 SH DFND 213875 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 BBG014L7QJG4 3788072 363190 SH DFND 363190 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 1580 16666 SH DFND 16666 0 0 PROVENTION BIO INC COM 74374N102 BBG00H1L1L97 14540856 603355 SH DFND 603355 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 11599 96661 SH DFND 96661 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 BBG012TW2W09 2056007 195717 SH DFND 195717 0 0 QOMOLANGMA ACQUISITION CORP *W EXP 09/29/202 74738V113 2982 99398 SH DFND 99398 0 0 QOMOLANGMA ACQUISITION CORP COM 74738V105 BBG0184HP9D8 1007138 98066 SH DFND 98066 0 0 QOMOLANGMA ACQUISITION CORP RIGHT 09/29/2027 74738V121 BBG01BPH5MK3 15904 99398 SH DFND 99398 0 0 QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115 308 15000 SH DFND 15000 0 0 QUALTRICS INTL INC COM CL A 747601201 BBG00M9BHQ01 11269059 632028 SH DFND 632028 0 0 RADIUS GLOBAL INFRASTRCTRE I COM CL A 750481103 BBG00J7HYGP3 20762422 1415298 SH DFND 1415298 0 0 RANGER OIL CORPORATION CLASS A COM 70788V102 BBG00F7W5422 4922445 120530 SH DFND 120530 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 11334 119181 SH DFND 119181 0 0 RCF ACQUISITION CORP CL A COM G7330C102 BBG01386KXT4 1831143 175565 SH DFND 175565 0 0 REDFIN CORP NOTE 0.500% 4/0 75737FAE8 11873838 19198000 PRN DFND 19198000 0 0 REDFIN CORP NOTE 10/1 75737FAC2 863256 1200000 PRN DFND 1200000 0 0 REDWOODS ACQUISITION CORP *W EXP 03/15/202 758083117 18297 248605 SH DFND 248605 0 0 REDWOODS ACQUISITION CORP COM 758083109 BBG015Z24BT4 2522018 244145 SH DFND 244145 0 0 REDWOODS ACQUISITION CORP RIGHT 03/15/2027 758083125 BBG015Z29HS7 24488 244877 SH DFND 244877 0 0 RELATIVITY ACQUISITION CORP *W EXP 12/15/202 75944B114 21439 455187 SH DFND 455187 0 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 88797 639750 SH DFND 639750 0 0 REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 BBG013SVT5S0 13418926 1306614 SH DFND 1306614 0 0 RF ACQUISITION CORP *W EXP 05/01/202 74954L112 11308 376920 SH DFND 376920 0 0 RF ACQUISITION CORP CLASS A COM 74954L104 BBG0146Z8935 4637946 450286 SH DFND 450286 0 0 RF ACQUISITION CORP RIGHT 05/01/2028 74954L120 BBG0146Z8KY6 57750 385000 SH DFND 385000 0 0 RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 42577 29067 SH DFND 29067 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 28480 215757 SH DFND 215757 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 BBG013B54K63 3297557 315254 SH DFND 315254 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 2271 15660 SH DFND 15660 0 0 ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 BBG013FX4VB8 5902045 565872 SH DFND 565872 0 0 ROC ENERGY ACQUISITION CORP RIGHT 11/30/2028 77118V116 BBG0149BKNV9 161424 461212 SH DFND 461212 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 6333 99260 SH DFND 99260 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 3757 41698 SH DFND 41698 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 13100 49999 SH DFND 49999 0 0 ROTH CH ACQUISITION IV CO *W EXP 07/01/202 77867P112 28494 103992 SH DFND 103992 0 0 ROTH CH ACQUISITION V CO *W EXP 12/10/202 77867R118 4910 90933 SH DFND 90933 0 0 ROTH CH ACQUISITION V CO COM 77867R100 BBG013J4Q4T5 1873782 181568 SH DFND 181568 0 0 ROYCE VALUE TR INC COM 780910105 BBG001S5VTQ9 351952 25936 SH DFND 25936 0 0 RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117 15933 332639 SH DFND 332639 0 0 SABA CAPITAL INCOME & OPRNT SHS NEW 78518H202 BBG001S6Q335 380499 46687 SH DFND 46687 0 0 SAGALIAM ACQUISITION CORP COM CL A 78661R106 BBG01174BZ28 941487 89495 SH DFND 89495 0 0 SAGALIAM ACQUISITION CORP RIGHT 05/31/2028 78661R114 BBG01174D0L2 16375 198000 SH DFND 198000 0 0 SATIXFY COMMUNICATIONS LTD *W EXP 99/99/999 M82363132 8205 47734 SH DFND 47734 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 5928 74095 SH DFND 74095 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 BBG00ZMG1Y06 4145849 397112 SH DFND 397112 0 0 SCREAMING EAGLE ACQUISITN CO *W EXP 01/05/202 G79407121 419929 1908768 SH DFND 1908768 0 0 SCREAMING EAGLE ACQUISITN CO CLASS A ORD SHS G79407105 BBG014KDWB90 57338670 5649130 SH DFND 5649130 0 0 SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 46062 460620 SH DFND 460620 0 0 SCULPTOR ACQUISITION CORP I CL A COM G7T983103 BBG013B88F55 6864640 658163 SH DFND 658163 0 0 SDCL EDGE ACQUISITION CORP *W EXP 99/99/999 G79471127 51647 266635 SH DFND 266635 0 0 SDCL EDGE ACQUISITION CORP CL A ORD SHS G79471101 BBG00ZSDVSX1 5509578 536473 SH DFND 536473 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 15572875 19750000 PRN DFND 19750000 0 0 SEAGEN INC COM 81181C104 BBG001S9M4Q6 19656193 97082 SH DFND 97082 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 7953 132329 SH DFND 132329 0 0 SEAPORT GLOBAL ACQUISITION I CLASS A COM 81221H105 BBG013TCFJT5 2040000 200000 SH DFND 200000 0 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 2475 24752 SH DFND 24752 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 11984 238259 SH DFND 238259 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 3910 99999 SH DFND 99999 0 0 SHF HOLDINGS INC *W EXP 09/28/202 824430110 1656 60211 SH DFND 60211 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 26060038 27475000 PRN DFND 27475000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 13016900 14725000 PRN DFND 14725000 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 8524 311101 SH DFND 311101 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 BBG0149Q6NC3 12156455 1173403 SH DFND 1173403 0 0 SHUAA PARTNERS ACQUISTN CORP *W EXP 02/24/202 G81173117 30000 199997 SH DFND 199997 0 0 SHUAA PARTNERS ACQUISTN CORP CLASS A ORD SHS G81173109 BBG0148QTCF0 4071396 388492 SH DFND 388492 0 0 SIGNAL HILL ACQUISITION CORP *W EXP 02/10/202 82664R113 16972 283819 SH DFND 283819 0 0 SIGNAL HILL ACQUISITION CORP CLASS A COM 82664R105 BBG015879WP6 7804158 751122 SH DFND 751122 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 BBG001SP0YQ8 29238038 446246 SH DFND 446246 0 0 SILVERBOX CORP III UNIT 02/28/2028 82836N206 BBG01F7S4GB4 5010000 500000 SH DFND 500000 0 0 SILVERSPAC INC *W EXP 09/09/202 G8136V112 17772 98676 SH DFND 98676 0 0 SILVERSPAC INC CLASS A ORD G8136V104 BBG011WZMBB2 4041413 395055 SH DFND 395055 0 0 SITIO ROYALTIES CORP *W EXP 08/23/202 82983N116 12482 320047 SH DFND 320047 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 33185 97602 SH DFND 97602 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 BBG00ZMYZ0G7 1565969 149997 SH DFND 149997 0 0 SK GROWTH OPPORTUNITIES CORP *W EXP 06/28/202 G8192N111 76253 475690 SH DFND 475690 0 0 SK GROWTH OPPORTUNITIES CORP CLASS A COM G8192N103 BBG01959FB58 9863547 945690 SH DFND 945690 0 0 SKYDECK ACQUISITION CORP *W EXP 05/13/202 G82220115 4012 123432 SH DFND 123432 0 0 SKYDECK ACQUISITION CORP CLASS A ORD SHS G82220123 BBG00ZQT1X97 2521016 246193 SH DFND 246193 0 0 SMX SEC MATTERS PLC *W EXP 03/07/202 G8267K117 5720 114409 SH DFND 114409 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 20731536 29344000 PRN DFND 29344000 0 0 SNAP INC NOTE 5/0 83304AAF3 2328863 3175000 PRN DFND 3175000 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 BBG0119BQFF4 742657 72667 SH DFND 72667 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 BBG0119BQ147 1970729 192454 SH DFND 192454 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 3213 30024 SH DFND 30024 0 0 SOUND POINT ACQUISITION CORP *W EXP 02/25/202 G8274F119 38834 477658 SH DFND 477658 0 0 SOUND POINT ACQUISITION CORP CLASS A ORD SHS G8274F101 BBG0165K7LY4 10055490 953127 SH DFND 953127 0 0 SOUTHLAND HLDGS INC *W EXP 09/01/202 84445C118 151027 191186 SH DFND 191186 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 22416 486250 SH DFND 486250 0 0 SOUTHPORT ACQUISITION CORP CL A COM 84465L105 BBG013SVSJB9 6538314 628684 SH DFND 628684 0 0 SPIRIT AIRLS INC COM 848577102 BBG001S70KL3 25965659 1512269 SH DFND 1512269 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 2599988 3025000 PRN DFND 3025000 0 0 SPORTSMAP TECH ACQUISITIN CO *W EXP 09/01/202 84921J116 6669 148193 SH DFND 148193 0 0 SPORTSMAP TECH ACQUISITIN CO COM 84921J108 BBG012TGHD28 7051980 678075 SH DFND 678075 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 9581960 11380000 PRN DFND 11380000 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 9605 318060 SH DFND 318060 0 0 SPREE ACQUISITION CORP 1 LTD CL A ORD SHS G83745102 BBG013RTCRX0 8608994 826199 SH DFND 826199 0 0 SPRING VALLEY ACQUISTN CORP *W EXP 02/25/202 G83752116 43788 230342 SH DFND 230342 0 0 SPRING VALLEY ACQUISTN CORP CLASS A ORD G83752108 BBG00ZCGD4Q2 4750320 459412 SH DFND 459412 0 0 SPRING VALLEY ACQUISTN CORP RIGHT 02/25/2026 G83752132 BBG01B8BLJB4 92137 460687 SH DFND 460687 0 0 SPRINGWATER SPL SITUATIONS C *W EXP 12/01/202 85205U115 1969 49359 SH DFND 49359 0 0 SPRINGWATER SPL SITUATIONS C COM 85205U107 BBG00ZN75WQ7 410547 40448 SH DFND 40448 0 0 SRH TOTAL RETURN FUND INC COM 101507101 BBG001SKK3J3 345915 28169 SH DFND 28169 0 0 ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115 59929 352522 SH DFND 352522 0 0 ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107 BBG013JQWGG6 7327284 705904 SH DFND 705904 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 11247 121850 SH DFND 121850 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 39980 200000 SH DFND 200000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 20896536 20985000 PRN DFND 20985000 0 0 STRYVE FOODS INC *W EXP 07/31/202 863685111 13358 230317 SH DFND 230317 0 0 SUMO LOGIC INC COM 86646P103 BBG002GKBNZ2 14409508 1202797 SH DFND 1202797 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 14733775 20650000 PRN DFND 20650000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 5926 60349 SH DFND 60349 0 0 SWIFTMERGE ACQUISITION CORP *W EXP 12/13/202 G63836111 25187 206115 SH DFND 206115 0 0 SWIFTMERGE ACQUISITION CORP CLASS A ORD SHS G63836103 BBG011WZGGQ2 4221986 409504 SH DFND 409504 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 BBG00Z4H5MP9 2022000 200000 SH DFND 200000 0 0 TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116 10050 142954 SH DFND 142954 0 0 TALON 1 ACQUISITION CORP CLASS A ORD G86656108 BBG0132PGHQ1 2179672 206604 SH DFND 206604 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 21928 167132 SH DFND 167132 0 0 TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 BBG00ZHZNJY2 8858147 849295 SH DFND 849295 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 18076 120504 SH DFND 120504 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 BBG00ZR8FMS0 1731942 169135 SH DFND 169135 0 0 TECHNOLOGY & TELECOM ACQ COR *W EXP 04/15/202 G87119114 16753 547472 SH DFND 547472 0 0 TECHNOLOGY & TELECOM ACQ COR CLASS A ORD SHS G87119106 BBG015WPQVY2 3045955 284935 SH DFND 284935 0 0 TEGNA INC COM 87901J105 BBG001S5RHD4 17112779 1020440 SH DFND 1020440 0 0 TEKLA HEALTHCARE INVS SH BEN INT 87911J103 BBG001S5S013 1760817 99763 SH DFND 99763 0 0 TEKLA HEALTHCARE OPPORTUNITI SHS 879105104 BBG0069FLDK9 1696804 90448 SH DFND 90448 0 0 TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 BBG001S6TBF1 1305227 93699 SH DFND 93699 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 3105949 4001000 PRN DFND 4001000 0 0 TEMPLETON EMERGING MKTS FD COM 880191101 BBG001S5QVH0 213303 18231 SH DFND 18231 0 0 TEMPO AUTOMATION HOLDINGS IN *W EXP 09/30/202 88024M116 8900 89902 SH DFND 89902 0 0 TENX KEANE ACQUISITION ORD SHS G8708L104 BBG01163HLS8 1262343 121496 SH DFND 121496 0 0 TENX KEANE ACQUISITION RIGHT 06/30/2028 G8708L112 BBG01163JNY5 29730 121893 SH DFND 121893 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 26667 592605 SH DFND 592605 0 0 TG VENTURE ACQUISITION CORP CLASS A COM 87251T109 BBG0124SYDC9 3505172 338664 SH DFND 338664 0 0 THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114 33117 347134 SH DFND 347134 0 0 THE GROWTH FOR GOOD ACQU COR CLASS A ORD SHS G41522106 BBG013RTD0S4 5980540 584608 SH DFND 584608 0 0 THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130 BBG014XC51Y2 124969 694270 SH DFND 694270 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 25088 139380 SH DFND 139380 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 BBG00ZVC1Q84 3847796 380217 SH DFND 380217 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 3164 26346 SH DFND 26346 0 0 TIO TECH A *W EXP 04/12/202 G8T10C114 133 31695 SH DFND 31695 0 0 TIO TECH A CLASS A ORD SHS G8T10C106 BBG00ZGF3YL0 185072 18180 SH DFND 18180 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 48743 338259 SH DFND 338259 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 BBG00YZF3TC3 5200000 500000 SH DFND 500000 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 23143 279505 SH DFND 279505 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 BBG01316BNW9 2608193 248163 SH DFND 248163 0 0 TMT ACQUISITION CORP UNIT 03/27/2028 G89229101 BBG012R6J0N5 1020000 100000 SH DFND 100000 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 8454 84456 SH DFND 84456 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 BBG00ZGY4FB0 3381185 330840 SH DFND 330840 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 BBG001S68BK8 27307106 642974 SH DFND 642974 0 0 TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 BBG00ZKY3DD9 147707 14815 SH DFND 14815 0 0 TRAILBLAZER MERGER CORP I UNIT 04/21/2028 89278D208 BBG018LSQ5L3 5751300 570000 SH DFND 570000 0 0 TRAJECTORY ALPHA ACQUISITION *W EXP 99/99/999 89301B112 16947 172756 SH DFND 172756 0 0 TRAJECTORY ALPHA ACQUISITION COM CL A 89301B104 BBG00ZL7SJN6 3314745 324975 SH DFND 324975 0 0 TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 BBG001SHR063 31506501 364237 SH DFND 364237 0 0 TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118 5956 119127 SH DFND 119127 0 0 TRINE II ACQUISITION CORP CL A ORD SHS G9059F100 BBG00ZCX31P3 8044598 769082 SH DFND 769082 0 0 TRISTAR ACQUISITION I CORP *W EXP 99/99/999 G9074V114 32196 324880 SH DFND 324880 0 0 TRISTAR ACQUISITION I CORP CL A ORD SHS G9074V106 BBG00ZXBS028 4461269 431875 SH DFND 431875 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 2485 49999 SH DFND 49999 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 1451 20702 SH DFND 20702 0 0 TWO COM CL A G9152V101 BBG00ZJYKRS5 1464715 142899 SH DFND 142899 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 10251984 13152000 PRN DFND 13152000 0 0 UNIVAR SOLUTIONS INC COM 91336L107 BBG001T99J05 19673724 561625 SH DFND 561625 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 8830047 11200000 PRN DFND 11200000 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 32241 134338 SH DFND 134338 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 BBG013J4ZPH1 5929713 569617 SH DFND 569617 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 9688 189956 SH DFND 189956 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 BBG013FXFZC6 4415963 421773 SH DFND 421773 0 0 VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 6421 160532 SH DFND 160532 0 0 VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 BBG00ZN8VCF2 5703567 556989 SH DFND 556989 0 0 VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118 10698 243696 SH DFND 243696 0 0 VALUENCE MERGER CORP I CLASS A ORD SHS G9R16L100 BBG016ZD1N33 5132190 485543 SH DFND 485543 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 3516868 3175000 PRN DFND 3175000 0 0 VERDE CLEAN FUELS INC *W EXP 02/15/202 923372114 40691 211714 SH DFND 211714 0 0 VERITONE INC NOTE 1.750%11/1 92347MAB6 1188334 1725000 PRN DFND 1725000 0 0 VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114 18962 290835 SH DFND 290835 0 0 VIRTUS DIVIDEND INTEREST & P COM 92840R101 BBG001SNN4Q4 1709457 145362 SH DFND 145362 0 0 VIRTUS EQUITY & CONV INCM FD COM 92841M101 BBG001SHZGR6 588026 29925 SH DFND 29925 0 0 VIRTUS TOTAL RETURN FD INC COM 92835W107 BBG001S5XNL5 158709 24511 SH DFND 24511 0 0 VISCOGLIOSI BROS ACQUISTN CO *W EXP 03/18/202 92838K118 5103 72904 SH DFND 72904 0 0 VISCOGLIOSI BROS ACQUISTN CO COMMON STOCK 92838K100 BBG014JD14V7 1518963 145634 SH DFND 145634 0 0 VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111 5037 92413 SH DFND 92413 0 0 VISION SENSING ACQUISITION C CLASS A COM 92838J103 BBG012Q6RS01 1047228 99736 SH DFND 99736 0 0 VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 13395 298332 SH DFND 298332 0 0 VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 BBG013BW0446 8193607 790126 SH DFND 790126 0 0 VMWARE INC CL A COM 928563402 BBG001S6TFZ0 46566683 374240 SH DFND 374240 0 0 VOYA EMERGING MKTS HIGH DIVI COM 92912P108 BBG001T99QY2 192370 35823 SH DFND 35823 0 0 VOYA GLBL ADV & PREM OPP FD COM 92912R104 BBG001SP8VG7 270590 31685 SH DFND 31685 0 0 VOYA GLBL EQTY DIV & PREM OP COM 92912T100 BBG001SMKRM2 347927 68221 SH DFND 68221 0 0 VOYA INFRASTRUCTURE INDLS & COM 92912X101 BBG001T63ZK9 428518 44406 SH DFND 44406 0 0 WALDENCAST PLC *W EXP 07/27/202 G9503X111 9673 16750 SH DFND 16750 0 0 WAVERLEY CAPITAL ACQUIS CORP *W EXP 07/15/202 G06536117 16229 172829 SH DFND 172829 0 0 WAVERLEY CAPITAL ACQUIS CORP SHS CL A G06536109 BBG00ZXBKK68 6542362 641408 SH DFND 641408 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 15179600 20575000 PRN DFND 20575000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 5408623 8135000 PRN DFND 8135000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 21738 25000 PRN DFND 25000 0 0 WELSBACH TECH METALS ACQU CO COM 950415109 BBG013XM3GV4 264337 25466 SH DFND 25466 0 0 WELSBACH TECH METALS ACQU CO RIGHT 12/22/2026 950415117 BBG014QZN044 4500 25716 SH DFND 25716 0 0 WESTERN ACQSTN VENTURES CORP *W EXP 09/01/202 95758L115 37782 424513 SH DFND 424513 0 0 WESTERN ACQSTN VENTURES CORP COM 95758L107 BBG0133V47H2 510500 50000 SH DFND 50000 0 0 WESTERN ASSET GBL HIGH INC F COM 95766B109 BBG001SLMLM5 240127 34501 SH DFND 34501 0 0 WESTERN ASSET INTER MUNI FD COM 958435109 BBG001S70803 344499 43570 SH DFND 43570 0 0 WESTERN ASSET MANAGED MUNS F COM 95766M105 BBG001S6J994 1393505 135555 SH DFND 135555 0 0 WESTERN ASSET MUN HIGH INCOM COM 95766N103 BBG001S645R8 353550 53006 SH DFND 53006 0 0 WESTERN ASSET MUN PARTNERS F COM 95766P108 BBG001S76XQ4 222797 18413 SH DFND 18413 0 0 WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 BBG001SB94R5 345913 33913 SH DFND 33913 0 0 WILLIAMS ROWLAND ACQUISITION *W EXP 12/11/202 96951B110 11064 245874 SH DFND 245874 0 0 WILLIAMS ROWLAND ACQUISITION COM 96951B102 BBG011M220W9 511475 49900 SH DFND 49900 0 0 WISDOMTREE INC NOTE 4.250% 6/1 97717PAB0 424600 400000 PRN DFND 400000 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 26575 241591 SH DFND 241591 0 0 WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 BBG012S2R9K8 3344634 323153 SH DFND 323153 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 11997250 17901000 PRN DFND 17901000 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 9700 97198 SH DFND 97198 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 BBG0112Z5QZ5 463942 45440 SH DFND 45440 0 0 YAMANA GOLD INC COM 98462Y100 BBG001S7X4Y9 32990531 5639407 SH DFND 5639407 0 0 YOTTA ACQUISITION CORPORATIO *W EXP 03/15/202 98741Y111 39476 544500 SH DFND 544500 0 0 YOTTA ACQUISITION CORPORATIO COMMON STOCK 98741Y103 BBG015ZHGJJ2 7138163 693699 SH DFND 693699 0 0 YOTTA ACQUISITION CORPORATIO RIGHT 03/15/2027 98741Y129 BBG018G23S04 81675 544500 SH DFND 544500 0 0 YS BIOPHARMA CO LTD *W EXP 03/15/202 G9845F117 13488 86625 SH DFND 86625 0 0 ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111 2093 26036 SH DFND 26036 0 0 ZILLOW GROUP INC CL A 98954M101 BBG001T0LC50 4020400 92000 SH DFND 92000 0 0 ZIMMER ENERGY TRANSITION ACQ *W EXP 06/16/202 989570114 49594 295552 SH DFND 295552 0 0 ZIMMER ENERGY TRANSITION ACQ COM CL A 989570106 BBG0112J4YN8 4097565 404498 SH DFND 404498 0 0