0001085146-23-003410.txt : 20230814 0001085146-23-003410.hdr.sgml : 20230814 20230814160336 ACCESSION NUMBER: 0001085146-23-003410 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230814 DATE AS OF CHANGE: 20230814 EFFECTIVENESS DATE: 20230814 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: 231169666 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 06-30-2023 06-30-2023 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 08-14-2023 2 908 2316640109 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 6365 113664 SH DFND 113664 0 0 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 31229 780731 SH DFND 780731 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 3769 336510 SH DFND 336510 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 5240 100000 SH DFND 100000 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 5865100 8900000 PRN DFND 8900000 0 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 19719203 25925000 PRN DFND 25925000 0 0 7GC & CO HOLDINGS INC *W EXP 12/28/202 81786A115 9000 100000 SH DFND 100000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 15350978 17675000 PRN DFND 17675000 0 0 A SPAC I ACQUISITION CORP *W EXP 05/21/202 G0542S130 5076 106869 SH DFND 106869 0 0 A SPAC I ACQUISITION CORP CLASS A ORD SHS G0542S106 BBG011YN5DF8 1485598 140815 SH DFND 140815 0 0 A SPAC I ACQUISITION CORP RIGHT 12/09/2026 G0542S114 BBG01635TZM7 21853 145688 SH DFND 145688 0 0 A SPAC II ACQUISITION CORP *W EXP 10/15/202 G0543H117 2248 204340 SH DFND 204340 0 0 A SPAC II ACQUISITION CORP ORD SHS CL A G0543H109 BBG016DX8D38 4309833 408515 SH DFND 408515 0 0 A SPAC II ACQUISITION CORP RIGHT 10/15/2026 G0543H133 BBG017TG8NV3 38825 408681 SH DFND 408681 0 0 ABRDN EMRG MKTS EQTY INCM FD COM 00301W105 BBG001S5QCR1 90062 17353 SH DFND 17353 0 0 ABRDN GLOBAL DYNAMIC DIVIDEN COM 00302M106 BBG001SMLZ16 595306 62401 SH DFND 62401 0 0 ABRDN GLOBAL INFRA INCOME FU COM SHS BEN INT 00326W106 BBG00VQRLH39 638341 35882 SH DFND 35882 0 0 ABRDN TOTAL DYNAMIC DIVIDEND COM SH BEN INT 00326L100 BBG001SS0YX4 2058722 249240 SH DFND 249240 0 0 ABRI SPAC I INC COMMON STOCK 00085X105 BBG011VF2MP0 530000 50000 SH DFND 50000 0 0 ABSOLUTE SOFTWARE CORP COM 00386B109 BBG001SD56D5 8522550 743678 SH DFND 743678 0 0 ACCRETION ACQUISITION CORP *W EXP 03/01/202 00438Y115 11107 222148 SH DFND 222148 0 0 ACCRETION ACQUISITION CORP COM 00438Y107 BBG01282H7Y0 1042707 100164 SH DFND 100164 0 0 ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123 BBG012G23PV9 55492 444295 SH DFND 444295 0 0 ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 3947 98682 SH DFND 98682 0 0 ACHARI VENTURES HLDGS CORP I COM 00444X101 BBG01223ZV80 535888 49943 SH DFND 49943 0 0 ACRI CAPITAL ACQUISITION COR *W EXP 02/01/202 00501A119 6747 116521 SH DFND 116521 0 0 ACRI CAPITAL ACQUISITION COR COM CL A 00501A101 BBG0160DYTH7 3177760 294237 SH DFND 294237 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 24197 278127 SH DFND 278127 0 0 ACTIVISION BLIZZARD INC COM 00507V109 BBG001S6C009 24437929 291049 SH DFND 291049 0 0 ADAM NAT RES FD INC COM 00548F105 BBG001S5V3Q6 1736471 83404 SH DFND 83404 0 0 ADAMS DIVERSIFIED EQUITY FD COM 006212104 BBG001S5NDV7 2628832 156385 SH DFND 156385 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 5280 65999 SH DFND 65999 0 0 AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 3598 143333 SH DFND 143333 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 BBG001S5RRJ6 22689184 413508 SH DFND 413508 0 0 AERWINS TECHNOLOGIES INC *W EXP 02/03/202 00810J116 5553 148093 SH DFND 148093 0 0 AETHERIUM ACQUISITION CORP *W EXP 12/21/202 00809J119 12359 514961 SH DFND 514961 0 0 AETHERIUM ACQUISITION CORP CLASS A COM 00809J101 BBG011XNZVY5 2088545 198909 SH DFND 198909 0 0 AFTERNEXT HEALTHTECH ACQUISI *W EXP 99/99/999 G01109126 10539 121697 SH DFND 121697 0 0 AFTERNEXT HEALTHTECH ACQUISI SHS CL A G01109100 BBG011VF2KG4 1822117 175880 SH DFND 175880 0 0 AIB ACQUISITION CORPORATION CLASS A ORD G0R45S109 BBG0139TC3N4 1069993 98799 SH DFND 98799 0 0 AIB ACQUISITION CORPORATION RIGHT 10/31/2028 G0R45S117 BBG014XFN077 15339 145810 SH DFND 145810 0 0 AIMFINITY INVESTMENT CORP I *W EXP 04/21/202 G0135E126 20683 475465 SH DFND 475465 0 0 AIMFINITY INVESTMENT CORP I UNIT 04/21/2027 G0135E142 BBG0185KYXC8 5054984 481427 SH DFND 481427 0 0 AIRBNB INC NOTE 3/1 009066AB7 23889591 27318000 PRN DFND 27318000 0 0 ALBERTSONS COS INC COMMON STOCK 013091103 BBG009KG1741 22390232 1028018 SH DFND 1028018 0 0 ALCHEMY INVTS ACQUISITN CORP UNIT 11/30/2027 G0232F117 BBG01BW37M06 4131840 403500 SH DFND 403500 0 0 ALLIANCEBERNSTEIN NATL MUN I COM 01864U106 BBG001SK6452 1753089 163382 SH DFND 163382 0 0 ALLSPRING INCOME OPPORTUNIT INC OPPTY FD 94987B105 BBG001SJH6Q5 984651 152659 SH DFND 152659 0 0 ALLSPRING MULTI SECTOR INCOM COM 94987D101 BBG001SLHRS2 235482 25430 SH DFND 25430 0 0 ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 22095 110475 SH DFND 110475 0 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 BBG00ZL676P7 3949751 383471 SH DFND 383471 0 0 ALPHA PARTNERS TECH MERGR CO *W EXP 03/31/202 G63290103 5026 121099 SH DFND 121099 0 0 ALPHA PARTNERS TECH MERGR CO CLASS A ORD SHS G63290111 BBG00ZKFDJ64 3109995 299038 SH DFND 299038 0 0 ALPHA STAR ACQUISITION CORP *W EXP 12/13/202 G0230C116 1902 188293 SH DFND 188293 0 0 ALPHA STAR ACQUISITION CORP ORDINARY SHARES G0230C108 BBG014KF2P51 1342892 125153 SH DFND 125153 0 0 ALPHA STAR ACQUISITION CORP RIGHT 05/30/2023 G0230C132 BBG014KDN842 15063 188293 SH DFND 188293 0 0 ALPHATIME ACQUISITION CORP ORDINARY SHARES G0223V105 BBG01BX1YLM7 1599558 154100 SH DFND 154100 0 0 ALPHAVEST ACQUISITION CORP ORDINARY SHARES G0283A108 BBG01BFJ8RY1 3569911 344586 SH DFND 344586 0 0 ALPHAVEST ACQUISITION CORP RIGHT 06/19/2024 G0283A116 BBG01BHZVDY8 41729 344586 SH DFND 344586 0 0 ALSET CAPITAL ACQUISITION CO *W EXP 01/31/202 02115M117 7151 178769 SH DFND 178769 0 0 ALSET CAPITAL ACQUISITION CO CLASS A COM 02115M109 BBG01699JWS5 2178060 199822 SH DFND 199822 0 0 ALSET CAPITAL ACQUISITION CO RIGHT 01/31/2027 02115M125 BBG01699N4C9 112946 357538 SH DFND 357538 0 0 ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123 3994 142140 SH DFND 142140 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 BBG0112CBMQ8 14518237 1391969 SH DFND 1391969 0 0 ALTENERGY ACQUISITION CORP *W EXP 10/29/202 02157M116 5133 146656 SH DFND 146656 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 7088 135000 SH DFND 135000 0 0 AMBIPAR EMERGENCY RESPONSE *W EXP 99/99/999 G02532110 60818 121612 SH DFND 121612 0 0 AMEDISYS INC COM 023436108 BBG001S5NN72 5661599 61916 SH DFND 61916 0 0 AMERICAN ACQUISITION OPPT IN *W EXP 05/28/202 02369M110 3820 100000 SH DFND 100000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 22735194 17679000 PRN DFND 17679000 0 0 AMPRIUS TECHNOLOGIES INC *W EXP 09/14/202 03214Q116 185386 386220 SH Put DFND 386220 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 19100 254329 SH DFND 254329 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 BBG0112J4TT3 5398342 507363 SH DFND 507363 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 4158 83332 SH DFND 83332 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 6797 124027 SH DFND 124027 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 BBG013VVS9H1 2667296 247890 SH DFND 247890 0 0 APOLLO SR FLOATING RATE FD I COM 037636107 BBG001TCQ4W7 950912 73657 SH DFND 73657 0 0 APOLLO TACTICAL INCOME FD IN COM 037638103 BBG003NQ4BY4 541888 42702 SH DFND 42702 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 10196 139672 SH DFND 139672 0 0 AQUARON ACQUISITION CORP COMMON STOCK 03842W105 BBG017T7VX45 1537029 148076 SH DFND 148076 0 0 AQUARON ACQUISITION CORP RIGHT 07/15/2026 03842W113 BBG01B2TXTR9 26675 148114 SH DFND 148114 0 0 ARCONIC CORPORATION COM 03966V107 BBG00R45JYC6 10743752 363210 SH DFND 363210 0 0 ARES ACQUISITION CORP II UNIT 99/99/9999 G33033112 BBG01G2RW5G7 22660000 2200000 SH DFND 2200000 0 0 ARES ACQUISITION CORPORATION *W EXP 02/02/202 G33032122 11999 14999 SH DFND 14999 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 BBG00YZC2ZB8 4210390 398334 SH DFND 398334 0 0 ARES DYNAMIC CR ALLOCATION F COM 04014F102 BBG001V0WD35 1226860 99502 SH DFND 99502 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 BBG001S9F698 14593821 492868 SH DFND 492868 0 0 ARMADA ACQUISITION CORP I *W EXP 08/13/202 04208V111 13665 135025 SH DFND 135025 0 0 ARMADA ACQUISITION CORP I COM 04208V103 BBG011XR7315 2100000 200000 SH DFND 200000 0 0 AROGO CAPITAL ACQUISITION CO *W EXP 03/23/202 042644112 12929 299981 SH DFND 299981 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 41736040 36403000 PRN DFND 36403000 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 15250 61000 SH DFND 61000 0 0 ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 7176 246599 SH DFND 246599 0 0 ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 BBG0112H7JL4 4801789 451296 SH DFND 451296 0 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 BBG011LN0WM7 505598 48850 SH DFND 48850 0 0 ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114 9728 163767 SH DFND 163767 0 0 ATHENA CONSUMER ACQ CORP CL A 04684M106 BBG011Y74LG5 2063569 199668 SH DFND 199668 0 0 ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113 42263 845264 SH DFND 845264 0 0 ATHENA TECHNOLOGY ACQ CORP I CL A COM 04687C105 BBG014106TB6 1033560 99000 SH DFND 99000 0 0 ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 6697 296331 SH DFND 296331 0 0 ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116 19850 652964 SH DFND 652964 0 0 ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108 BBG013X0S889 3647000 350000 SH DFND 350000 0 0 AURA FAT PROJS ACQUISITION C *W EXP 03/31/202 G06362126 26819 668803 SH DFND 668803 0 0 AURA FAT PROJS ACQUISITION C CLASS A ORD G06362100 BBG016B1Y3V2 1058000 100000 SH DFND 100000 0 0 AURORA ACQUISITION CORP *W EXP 03/02/202 G0698L129 316 12500 SH DFND 12500 0 0 AURORA TECHNOLOGY ACQUISITIO *W EXP 01/27/202 G06984127 13157 933094 SH DFND 933094 0 0 AURORA TECHNOLOGY ACQUISITIO CLASS A ORD SHS G06984119 BBG0165YKZJ5 1547522 145855 SH DFND 145855 0 0 AURORA TECHNOLOGY ACQUISITIO RIGHT 01/27/2027 G06984135 BBG0165YQJG8 111971 933094 SH DFND 933094 0 0 AXONPRIME INFRSTCTR AQSTN CO *W EXP 05/31/202 05467C116 4426 163915 SH DFND 163915 0 0 AXONPRIME INFRSTCTR AQSTN CO CLASS A COM 05467C108 BBG011QPW6L0 2457931 238866 SH DFND 238866 0 0 BANCROFT FD LTD COM 059695106 BBG001S5P2V9 382611 22388 SH DFND 22388 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 13058317 16500000 PRN DFND 16500000 0 0 BANDWIDTH INC NOTE 0.500% 4/0 05988JAD5 1378985 2125000 PRN DFND 2125000 0 0 BANNIX ACQUISITION CORP *W EXP 07/31/202 066644113 2564 64098 SH DFND 64098 0 0 BANNIX ACQUISITION CORP COM 066644105 BBG00ZDRD4L2 274595 26277 SH DFND 26277 0 0 BANNIX ACQUISITION CORP RIGHT 07/31/2026 066644121 BBG011VMS2Z0 9031 64098 SH DFND 64098 0 0 BANYAN ACQUISITION CORPORATI *W EXP 09/30/202 06690B115 114199 519088 SH DFND 519088 0 0 BANYAN ACQUISITION CORPORATI CL A COM 06690B107 BBG0124VV2Q4 4156000 400000 SH DFND 400000 0 0 BARINGS GLOBAL SHORT DURATIO COM 06760L100 BBG0034WH517 403484 30942 SH DFND 30942 0 0 BARK INC *W EXP 05/01/202 68622E112 21011 149968 SH DFND 149968 0 0 BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124 47243 530225 SH DFND 530225 0 0 BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119 14874 212479 SH DFND 212479 0 0 BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 BBG00ZLKVT42 2624736 249737 SH DFND 249737 0 0 BELLEVUE LIFE SCNCS AQSTN CO *W EXP 02/09/202 079174116 7800 100000 SH DFND 100000 0 0 BELLEVUE LIFE SCNCS AQSTN CO COM 079174108 BBG01752PQK6 1026000 100000 SH DFND 100000 0 0 BELLEVUE LIFE SCNCS AQSTN CO RIGHT 02/09/2028 079174124 BBG01FVKWVY5 23000 100000 SH DFND 100000 0 0 BELONG ACQUISITION CORP *W EXP 03/23/202 08069M110 2327 148200 SH DFND 148200 0 0 BENEFICIENT *W EXP 06/07/202 08178Q119 5123 107851 SH DFND 107851 0 0 BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 1512 90000 SH DFND 90000 0 0 BETTER WORLD ACQUISITION COR COM 08772B104 BBG00XV4BRB0 1578024 145039 SH DFND 145039 0 0 BILANDER ACQUISITION CORP *W EXP 05/19/202 09001T114 10986 135129 SH DFND 135129 0 0 BILANDER ACQUISITION CORP CL A COM 09001T106 BBG00ZGG1089 2846344 280428 SH DFND 280428 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 43413 294525 SH DFND 294525 0 0 BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 BBG011WZRG71 5143875 482993 SH DFND 482993 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 6547 81833 SH DFND 81833 0 0 BITE ACQUISITION CORP COMMON STOCK 09175K105 BBG00Z1JNXW6 267929 25937 SH DFND 25937 0 0 BLACK KNIGHT INC COM 09215C105 BBG00GX77ML3 17157211 288066 SH DFND 288066 0 0 BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116 22299 425562 SH DFND 425562 0 0 BLACK MOUNTAIN ACQ CORP CL A COM 09216A108 BBG012JCKW59 947314 89285 SH DFND 89285 0 0 BLACK SPADE ACQUISITION CO *W EXP 07/16/202 G11537118 19525 125000 SH DFND 125000 0 0 BLACK SPADE ACQUISITION CO SHS CL A G11537100 BBG011N5B5W0 2280446 220546 SH DFND 220546 0 0 BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 BBG001S5WLM9 228874 19298 SH DFND 19298 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 BBG001SJQLG3 336070 37676 SH DFND 37676 0 0 BLACKROCK CR ALLOCATION INCO COM 092508100 BBG001SS72L0 1111689 109526 SH DFND 109526 0 0 BLACKROCK DEBT STRATEGIES FD COM NEW 09255R202 BBG001S9L8L3 1090626 111402 SH DFND 111402 0 0 BLACKROCK ENERGY & RES TR COM 09250U101 BBG001SMMW12 573863 47663 SH DFND 47663 0 0 BLACKROCK ENHANCED GLOBAL DI COM 092501105 BBG001SB82H1 1744154 173203 SH DFND 173203 0 0 BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 BBG001SSV2L3 1520627 279527 SH DFND 279527 0 0 BLACKROCK FLOATING RATE INC COM 091941104 BBG001SCPXR1 818275 70178 SH DFND 70178 0 0 BLACKROCK FLOATING RATE INCO COM 09255X100 BBG001SBM043 807179 66108 SH DFND 66108 0 0 BLACKROCK HEALTH SCIENCES TE COM SHS 09260E105 BBG00R28MSY7 195234 11890 SH DFND 11890 0 0 BLACKROCK INNOVATION AND GRW SHS BEN INT 09260Q108 BBG00ZSNML46 1135620 144665 SH DFND 144665 0 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 BBG001S72D73 662038 56925 SH DFND 56925 0 0 BLACKROCK MUN INCOME QUALITY COM 092479104 BBG001S99KD9 1101938 97950 SH DFND 97950 0 0 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 BBG001SFL2F9 2369279 238358 SH DFND 238358 0 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 BBG003BPM0W5 358580 17256 SH DFND 17256 0 0 BLACKROCK MUNI INCOME TR II COM 09249N101 BBG001SKZFD6 2328311 223661 SH DFND 223661 0 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG001SLPP25 2655647 232137 SH DFND 232137 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 BBG001S5PKX7 1963340 175769 SH DFND 175769 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 BBG001SB8M69 1477575 140990 SH DFND 140990 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 BBG001SBLZS1 2727657 251397 SH DFND 251397 0 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 BBG001S66J14 2359634 202892 SH DFND 202892 0 0 BLACKROCK MUNIHOLDINGS QUALI COM 09254C107 BBG001S99K21 1019268 104971 SH DFND 104971 0 0 BLACKROCK MUNIVEST FD II INC COM 09253T101 BBG001S792S7 1197661 112668 SH DFND 112668 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 BBG001S5TGK6 1893916 281414 SH DFND 281414 0 0 BLACKROCK MUNIYIELD FD INC COM 09253W104 BBG001S6FY66 2125146 203558 SH DFND 203558 0 0 BLACKROCK MUNIYIELD MICH QU COM 09254V105 BBG001S75345 1196483 108279 SH DFND 108279 0 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 BBG001S6TRK0 1765608 174295 SH DFND 174295 0 0 BLACKROCK MUNIYIELD PA QLTY COM 09255G107 BBG001S75363 639618 54715 SH DFND 54715 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254E103 BBG001S71893 2434303 222514 SH DFND 222514 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 BBG001S742F6 736905 73251 SH DFND 73251 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 BBG001S6Y4Q9 2442103 211072 SH DFND 211072 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 BBG001SFL1C4 1471475 142309 SH DFND 142309 0 0 BLACKROCK RES & COMMODITIES SHS 09257A108 BBG001TG5XN7 2029712 223783 SH DFND 223783 0 0 BLACKROCK SCIENCE & TECHNOLO SHS BEN INT 09260K101 BBG00P5272Q4 1770941 97788 SH DFND 97788 0 0 BLACKSTONE LONG SHORT CR INC COM SHS BN INT 09257D102 BBG001TCJG67 1154083 101771 SH DFND 101771 0 0 BLACKSTONE SENI FLTN RAT 202 COM 09256U105 BBG001T6YK55 1053125 82147 SH DFND 82147 0 0 BLACKSTONE STRATEGIC CRED 20 COM SHS BEN IN 09257R101 BBG002W5R801 1953235 178704 SH DFND 178704 0 0 BLEUACACIA LTD *W EXP 10/30/202 G11728113 6339 168595 SH DFND 168595 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 BBG011K5CDK8 1536000 150000 SH DFND 150000 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 BBG014FP7C86 21215 330960 SH DFND 330960 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 10595 189873 SH DFND 189873 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 BBG012D9HKS7 3731000 350000 SH DFND 350000 0 0 BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121 11327 262802 SH DFND 262802 0 0 BLUE OCEAN ACQUISITION CORP CLASS A ORD SHS G1330L105 BBG014RKXDS1 5576225 527552 SH DFND 527552 0 0 BLUE WHALE ACQUISITION CORP *W EXP 07/30/202 G1330M129 6890 71546 SH DFND 71546 0 0 BLUE WHALE ACQUISITION CORP CLASS A ORD SHS G1330M103 BBG011RWNMX6 6839760 673868 SH DFND 673868 0 0 BLUE WORLD ACQUISITION CORP *W EXP 01/10/202 G1263E136 15747 157472 SH DFND 157472 0 0 BLUE WORLD ACQUISITION CORP CLASS A ORD SHS G1263E102 BBG01412JQH8 1606725 151435 SH DFND 151435 0 0 BLUE WORLD ACQUISITION CORP RIGHT 08/29/2029 G1263E110 BBG0161FH2J7 68099 308142 SH DFND 308142 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 528 16666 SH DFND 16666 0 0 BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 3510 65000 SH DFND 65000 0 0 BNY MELLON MUN INCOME INC COM 05589T104 BBG001S5NWL6 1123809 178666 SH DFND 178666 0 0 BNY MELLON STRATEGIC MUN BD COM 09662E109 BBG001S6D1L3 1463942 256832 SH DFND 256832 0 0 BNY MELLON STRATEGIC MUNS IN COM 05588W108 BBG001S5SRS5 1103982 177489 SH DFND 177489 0 0 BOOKING HOLDINGS INC COM 09857L108 BBG001S89N72 13509751 5003 SH DFND 5003 0 0 BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 14000 100000 SH DFND 100000 0 0 BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 BBG00YMWBQG3 10060 100000 SH DFND 100000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 2773807 4482000 PRN DFND 4482000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 9920 40000 SH DFND 40000 0 0 BROAD CAPITAL ACQUISITION CO COM 11125B102 BBG012BF1XS4 2474824 231292 SH DFND 231292 0 0 BROAD CAPITAL ACQUISITION CO RIGHT 01/10/2027 11125B110 BBG012BF4B90 28688 228043 SH DFND 228043 0 0 BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 7036 350033 SH DFND 350033 0 0 BROWN FORMAN CORP CL B 115637209 BBG001S5P4H1 412048 6173 SH DFND 6173 0 0 BURTECH ACQUISITION CORP *W EXP 12/18/202 123013112 23458 1172880 SH DFND 1172880 0 0 BURTECH ACQUISITION CORP CLASS A COM 123013104 BBG0127JV7T4 5108626 489332 SH DFND 489332 0 0 BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118 23480 208527 SH DFND 208527 0 0 BYNORDIC ACQUISITION CORP CLASS A COM 124420100 BBG011XR7422 4349239 410693 SH DFND 410693 0 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 12615 75000 SH DFND 75000 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 33486 677864 SH DFND 677864 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 BBG0156KRYN7 7921960 743846 SH DFND 743846 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 10381538 13705000 PRN DFND 13705000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 12892688 15675000 PRN DFND 15675000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 3952 98809 SH DFND 98809 0 0 CALAMOS GBL DYN INCOME FUND COM 12811L107 BBG001SQN842 569179 94548 SH DFND 94548 0 0 CALAMOS LNG SHR EQT DYNAMIC COM 12812C106 BBG00PWZGZZ8 701626 45354 SH DFND 45354 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 11363 487676 SH DFND 487676 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 14064 174709 SH DFND 174709 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 BBG0142498C9 4236000 400000 SH DFND 400000 0 0 CARTESIAN GROWTH CORP II *W EXP 07/12/202 G19305120 40194 256173 SH DFND 256173 0 0 CARTESIAN GROWTH CORP II CLASS A ORD G19305112 BBG0149BBMQ7 7117552 667062 SH DFND 667062 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 13489 299098 SH DFND 299098 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 BBG013KBCH95 4340343 406780 SH DFND 406780 0 0 CASCADIA ACQUISITION CORP *W EXP 09/30/202 14739D118 13045 147897 SH DFND 147897 0 0 CBRE GBL REAL ESTATE INC FD COM 12504G100 BBG001SJ9SR5 1947124 372299 SH DFND 372299 0 0 CENTRAL SECS CORP COM 155123102 BBG001S5PP20 642430 17596 SH DFND 17596 0 0 CETUS CAP ACQUISITION CORP *W EXP 01/31/202 15719Y113 11471 114712 SH DFND 114712 0 0 CETUS CAP ACQUISITION CORP CLASS A COM 15719Y105 BBG01909CJZ6 4766519 464573 SH DFND 464573 0 0 CETUS CAP ACQUISITION CORP RIGHT 03/31/2024 15719Y121 BBG01G0DJMG8 26430 114912 SH DFND 114912 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 6340 99998 SH DFND 99998 0 0 CF ACQUISITION CORP VII *W EXP 03/16/202 12521H115 20565 139709 SH DFND 139709 0 0 CF ACQUISITION CORP VII CLASS A COM 12521H107 BBG00ZDR6RS2 6522262 612419 SH DFND 612419 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 3720 75000 SH DFND 75000 0 0 CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 7519 141861 SH DFND 141861 0 0 CHAVANT CAPITAL ACQUISITN CO *W EXP 99/99/999 G2058L111 5876 146546 SH DFND 146546 0 0 CHEGG INC NOTE 9/0 163092AF6 6725680 8920000 PRN DFND 8920000 0 0 CHENGHE ACQUISITION CO *W EXP 04/22/202 G2086M123 11274 220635 SH DFND 220635 0 0 CHENGHE ACQUISITION CO CLASS A ORD G2086M107 BBG016M1QVF5 3832943 358219 SH DFND 358219 0 0 CHINOOK THERAPEUTICS INC COM 16961L106 BBG001T20HH5 4361362 113518 SH DFND 113518 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 2251 12499 SH DFND 12499 0 0 CHURCHILL CAPITAL CORP VI *W EXP 02/17/202 17143W119 5209 28937 SH DFND 28937 0 0 CHURCHILL CAPITAL CORP VI COM CL A 17143W101 BBG00YVW7JS1 12086072 1173405 SH DFND 1173405 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 3276 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 BBG00ZKGBLC2 40341571 3909067 SH DFND 3909067 0 0 CIRCOR INTL INC COM 17273K109 BBG001S6PMR8 4920351 87163 SH DFND 87163 0 0 CLEAN EARTH ACQUISITIONS COR *W EXP 99/99/999 184493112 10831 310334 SH DFND 310334 0 0 CLEAN EARTH ACQUISITIONS COR CLASS A COM 184493104 BBG013NTTJD6 2616898 249704 SH DFND 249704 0 0 CLEAN EARTH ACQUISITIONS COR RIGHT 01/01/2027 184493120 BBG015H887L4 80739 621068 SH DFND 621068 0 0 CLIMATEROCK *W EXP 04/25/202 G2311X118 6323 194547 SH DFND 194547 0 0 CLIMATEROCK CLASS A ORD G2311X100 BBG0161K4219 529386 49568 SH DFND 49568 0 0 CLIMATEROCK RIGHT 10/31/2028 G2311X134 BBG017XHT8M6 46691 389095 SH DFND 389095 0 0 CLOUGH GLOBAL EQUITY FD COM 18914C100 BBG001SMM7Q0 739715 118544 SH DFND 118544 0 0 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 BBG001SPR742 417543 83342 SH DFND 83342 0 0 CLOVER LEAF CAPITAL CORP RIGHT 05/31/2028 18915E121 BBG012FF6FZ6 34812 290100 SH DFND 290100 0 0 COEPTIS THERAPEUTICS HLDGS I *W EXP 12/31/202 19207A116 5564 77599 SH DFND 77599 0 0 COHEN & STEERS LTD DURATION COM 19248C105 BBG002YMSBV0 512021 28133 SH DFND 28133 0 0 COHEN & STEERS TAX ADVAN PFD COM 19249X108 BBG00RP7J3T9 415653 23847 SH DFND 23847 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 6424200 10320000 PRN DFND 10320000 0 0 COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 12647 84369 SH DFND 84369 0 0 COLOMBIER ACQUISITION CORP *W EXP 99/99/999 19533H116 124330 161993 SH DFND 161993 0 0 COLOMBIER ACQUISITION CORP CL A 19533H108 BBG00ZSKDKK6 1013752 98710 SH DFND 98710 0 0 COMPASS DIGITAL ACQUISITN CO *W EXP 09/29/202 G2476C123 27191 182735 SH DFND 182735 0 0 COMPASS DIGITAL ACQUISITN CO CLASS A ORD G2476C107 BBG012J859N6 1927355 185501 SH DFND 185501 0 0 COMPOSECURE INC *W EXP 12/27/202 20459V113 41731 39744 SH DFND 39744 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 16837 33674 SH DFND 33674 0 0 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 9762 244040 SH DFND 244040 0 0 CONCORD ACQUISITION CORP II COM CL A 20607U108 BBG00ZVTY6P6 17516313 1707243 SH DFND 1707243 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 11563 578133 SH DFND 578133 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 BBG00ZVLGBF3 4160000 400000 SH DFND 400000 0 0 CONSILIUM ACQUISITN CORP I L *W EXP 06/01/202 G2365L119 10760 358668 SH DFND 358668 0 0 CONSILIUM ACQUISITN CORP I L CLASS A ORD SHS G2365L101 BBG0140F6BP8 6601722 629035 SH DFND 629035 0 0 CONSILIUM ACQUISITN CORP I L RIGHT 07/01/2023 G2365L127 BBG015ST6523 100427 717337 SH DFND 717337 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 1191 19332 SH DFND 19332 0 0 CONX CORP *W EXP 10/30/202 212873111 22500 124999 SH DFND 124999 0 0 CONYERS PARK III ACQSITN COR *W EXP 08/12/202 21289P110 18461 369216 SH DFND 369216 0 0 CONYERS PARK III ACQSITN COR CLASS A COM 21289P102 BBG011PRC6C9 10236209 1002567 SH DFND 1002567 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 17333 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 11307 113065 SH DFND 113065 0 0 CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 923 113998 SH DFND 113998 0 0 CORSAIR PARTNERING CORP SHS CL A G2540H108 BBG00ZL7TT26 7330259 707554 SH DFND 707554 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 4596 94760 SH DFND 94760 0 0 CRIXUS BH3 ACQUISITION CO *W EXP 10/04/202 22677T110 2220 98673 SH DFND 98673 0 0 CRIXUS BH3 ACQUISITION CO CLASS A COM 22677T102 BBG012F020X8 2071605 199769 SH DFND 199769 0 0 CUTERA INC NOTE 2.250% 6/0 232109AD0 9779041 15613000 PRN DFND 15613000 0 0 DA32 LIFE SCNCE TEC ACQSTN C CLASS A COM 23312M106 BBG011PFN3R4 4123289 401880 SH DFND 401880 0 0 DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 2455 98200 SH DFND 98200 0 0 DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 BBG00ZLKW6S5 576177 52667 SH DFND 52667 0 0 DEEP MEDICINE ACQUISITION CO CLASS A COM 243733102 BBG012LSMPG2 860913 74862 SH DFND 74862 0 0 DEEP MEDICINE ACQUISITION CO RIGHT 10/22/2026 243733110 BBG013V14VP5 59088 369302 SH DFND 369302 0 0 DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 BBG001S76Y64 309081 30785 SH DFND 30785 0 0 DENALI CAPITAL ACQUISITN COR *W EXP 03/28/202 G6256B114 8112 162244 SH DFND 162244 0 0 DENALI CAPITAL ACQUISITN COR CLASS A ORD G6256B106 BBG015Q8ZWL9 1735294 162177 SH DFND 162177 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 1598 33865 SH DFND 33865 0 0 DICE THERAPEUTICS INC COM 23345J104 BBG00WLPGZD1 15883884 341883 SH DFND 341883 0 0 DIGITAL HEALTH ACQUISITION C *W EXP 11/02/202 253893119 14201 196140 SH DFND 196140 0 0 DIGITAL HEALTH ACQUISITION C COMMON STOCK 253893101 BBG0130V91H3 1531160 132568 SH DFND 132568 0 0 DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 4626 29999 SH DFND 29999 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 BBG00ZCLLZ47 1546813 149885 SH DFND 149885 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 2063479 2625000 PRN DFND 2625000 0 0 DIRECT SELLING ACQUISITIN CO CL A COM 25460L103 BBG012C78YM8 1828849 172046 SH DFND 172046 0 0 DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 4547 49533 SH DFND 49533 0 0 DISTOKEN ACQUISITION CORP *W EXP 11/30/202 G27740102 3688 125000 SH DFND 125000 0 0 DISTOKEN ACQUISITION CORP ORDINARY SHARES G27740110 BBG00Y49RF08 1290000 125000 SH DFND 125000 0 0 DISTOKEN ACQUISITION CORP RIGHT 99/99/9999 G27740136 BBG01G2GTPY1 25813 125000 SH DFND 125000 0 0 DIVERSEY HLDGS LTD ORD SHS G28923103 BBG00ZHCT069 10594112 1262707 SH DFND 1262707 0 0 DMY SQUARED TECHNOLOGY GROUP *W EXP 99/99/999 233276112 3539 22759 SH DFND 22759 0 0 DMY SQUARED TECHNOLOGY GROUP CL A COM 233276104 BBG019LXCZG5 471429 45899 SH DFND 45899 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 613 36491 SH DFND 36491 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 5802 141861 SH DFND 141861 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 18314100 24225000 PRN DFND 24225000 0 0 DRILLING TOOLS INTL CORP COM 26205E107 BBG013FX4VB8 54404 12478 SH DFND 12478 0 0 DUET ACQUISITION CORP *W EXP 07/19/202 26431Q114 6815 247820 SH DFND 247820 0 0 DUET ACQUISITION CORP CLASS A COM 26431Q106 BBG014GCBXM7 2603800 247745 SH DFND 247745 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 1798 42499 SH DFND 42499 0 0 DWS MUN INCOME TR COM 233368109 BBG001S63VH3 1149762 133538 SH DFND 133538 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 82200 300000 SH DFND 300000 0 0 EATON VANCE CALIF MUN BD FD COM 27828A100 BBG001SKX9R7 1449187 162830 SH DFND 162830 0 0 EATON VANCE FLTING RATE INC COM 278279104 BBG001SM29R7 1334604 114264 SH DFND 114264 0 0 EATON VANCE LTD DURATION INC COM 27828H105 BBG001S9B8R8 2180487 232958 SH DFND 232958 0 0 EATON VANCE MUN BD FD COM 27827X101 BBG001S6S949 2504455 251704 SH DFND 251704 0 0 EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 BBG001SCBSL3 1598219 160625 SH DFND 160625 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 616828 65620 SH DFND 65620 0 0 EATON VANCE SHORT DURATION D COM 27828V104 BBG001SF3JF2 163729 16690 SH DFND 16690 0 0 EATON VANCE SR FLTNG RTE TR COM 27828Q105 BBG001SC5HJ7 1236288 105216 SH DFND 105216 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 1983 61000 SH DFND 61000 0 0 EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 900 100000 SH DFND 100000 0 0 EDOC ACQUISITION CORP CL A G4000A102 BBG00YFSYHX6 295993 26884 SH DFND 26884 0 0 EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 BBG00YGCK801 12510 100000 SH DFND 100000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 1610 73875 SH DFND 73875 0 0 EF HUTTON ACQUISITION CORP I *W EXP 11/18/202 28201D117 5673 141822 SH DFND 141822 0 0 EF HUTTON ACQUISITION CORP I COM 28201D109 BBG013CY6H73 1472003 141675 SH DFND 141675 0 0 EF HUTTON ACQUISITION CORP I RIGHT 11/18/2027 28201D125 BBG01BWS8PR4 19446 141422 SH DFND 141422 0 0 EG ACQUISITION CORP *W EXP 05/28/202 26846A118 102935 338480 SH DFND 338480 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 BBG00ZSJXTC7 2538200 245000 SH DFND 245000 0 0 ELLSWORTH GROWTH & INCOME FD COM 289074106 BBG001S5QR43 893979 103951 SH DFND 103951 0 0 EMBRACE CHANGE ACQUISITN COR *W EXP 10/25/202 G3034H125 2918 193214 SH DFND 193214 0 0 EMBRACE CHANGE ACQUISITN COR ORDINARY SHARES G3034H109 BBG011YXMSG3 2044119 193206 SH DFND 193206 0 0 EMBRACE CHANGE ACQUISITN COR RIGHT 10/25/2026 G3034H141 BBG019VR7686 30914 193214 SH DFND 193214 0 0 ENERGEM CORP *W EXP 11/15/202 G30449121 8010 119380 SH DFND 119380 0 0 ENPHYS ACQUISITION CORP *W EXP 99/99/999 G3167L117 27185 543699 SH DFND 543699 0 0 ENPHYS ACQUISITION CORP CL A ORD SHS G3167L109 BBG011VF9PP6 7421432 714286 SH DFND 714286 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114 13294 241708 SH DFND 241708 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 BBG013NC99M7 1133781 106060 SH DFND 106060 0 0 EOS ENERGY ENTERPRISES INC *W EXP 11/17/202 29415C119 118819 84871 SH DFND 84871 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 19568 265868 SH DFND 265868 0 0 ESH ACQUISITION CORP UNIT 06/13/2028 296424203 BBG017TG0NB3 6084000 600000 SH DFND 600000 0 0 ETSY INC NOTE 0.125% 9/0 29786AAL0 838529 1000000 PRN DFND 1000000 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 29428375 37850000 PRN DFND 37850000 0 0 EUDA HEALTH HOLDINGS LTD *W EXP 09/24/202 G3142E121 13724 143707 SH DFND 143707 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 14285 367217 SH DFND 367217 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 9784500 11860000 PRN DFND 11860000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 21448 188966 SH DFND 188966 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 BBG014FP37G2 4046915 379992 SH DFND 379992 0 0 EVERGREEN CORPORATION *W EXP 02/08/202 G3312W117 10043 332544 SH DFND 332544 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 15101847 14688000 PRN DFND 14688000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 12507798 11588000 PRN DFND 11588000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 11177 147064 SH DFND 147064 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 BBG012TVXTM0 5195000 500000 SH DFND 500000 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 4507842 4875000 PRN DFND 4875000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 20916219 25625000 PRN DFND 25625000 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 26209 37500 SH DFND 37500 0 0 FAT PROJECTS ACQUISITION COR *W EXP 08/31/202 G3400W110 3892 78319 SH DFND 78319 0 0 FEDERATED HERMES PREM MUNI I COM 31423P108 BBG001SFSHM1 1105924 104038 SH DFND 104038 0 0 FEUTUNE LIGHT ACQUISITION CO *W EXP 06/01/202 31561T110 11677 359290 SH DFND 359290 0 0 FEUTUNE LIGHT ACQUISITION CO CL A COM 31561T102 BBG016QY23W8 3419011 325001 SH DFND 325001 0 0 FEUTUNE LIGHT ACQUISITION CO RIGHT 06/01/2029 31561T128 BBG0192Y59N2 35929 359290 SH DFND 359290 0 0 FG MERGER CORP *W EXP 06/17/202 30324Y119 15184 217533 SH DFND 217533 0 0 FG MERGER CORP COMMON STOCK 30324Y101 BBG015LGWTJ9 3067629 289946 SH DFND 289946 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 6656 232724 SH DFND 232724 0 0 FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 732 29748 SH DFND 29748 0 0 FINTECH ECOSYSTEM DEVE *W EXP 04/01/202 318136116 278 12334 SH DFND 12334 0 0 FINTECH ECOSYSTEM DEVE CLASS A COM 318136108 BBG0110XD972 210651 19948 SH DFND 19948 0 0 FINTECH ECOSYSTEM DEVE RIGHT 04/01/2026 318136124 BBG0110XF0D2 2731 24669 SH DFND 24669 0 0 FIRST LT ACQUISITION GROUP I *W EXP 03/14/202 320703119 6410 49304 SH DFND 49304 0 0 FIRST LT ACQUISITION GROUP I CL A 320703101 BBG012QFCL93 424467 40464 SH DFND 40464 0 0 FIRST TR ENERGY INCOME & GRO COM 33738G104 BBG001SB1L77 901187 64694 SH DFND 64694 0 0 FIRST TR HIGH INCOME LONG / COM 33738E109 BBG001T9DWN6 335581 29334 SH DFND 29334 0 0 FIRST TR HIGH YIELD OPPRT 20 COM 33741Q107 BBG00TJJ13N1 793633 57845 SH DFND 57845 0 0 FIRST TR SR FLTG RATE INCOME COM 33733U108 BBG001SLKS51 1455617 147032 SH DFND 147032 0 0 FISCALNOTE HOLDINGS INC *W EXP 07/29/202 337655112 20494 46314 SH DFND 46314 0 0 FLAHERTY & CRUMRINE TOTAL RE COM 338479108 BBG001SLJ198 211900 14746 SH DFND 14746 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 31240 99999 SH DFND 99999 0 0 FOCUS FINL PARTNERS INC COM CL A 34417P100 BBG00L0YTFP6 13343789 254119 SH DFND 254119 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 9057 122225 SH DFND 122225 0 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 66779 155300 SH DFND 155300 0 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 BBG013QQHCT0 4927989 459272 SH DFND 459272 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 15407000 14000000 PRN DFND 14000000 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 3660 24399 SH DFND 24399 0 0 FORGEROCK INC CL A 34631B101 BBG006NSMS49 13247725 644972 SH DFND 644972 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 8147 155473 SH DFND 155473 0 0 FORTUNE RISE ACQUISITION COR CL A 34969G102 BBG011XR74L1 1611644 149781 SH DFND 149781 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 75 150000 SH DFND 150000 0 0 FOUR LEAF ACQUISITION CORP *W EXP 03/15/202 35088F115 57050 464956 SH DFND 464956 0 0 FOUR LEAF ACQUISITION CORP COM CL A 35088F107 BBG019M65D98 4793696 464956 SH DFND 464956 0 0 FRANCHISE GROUP INC COM 35180X105 BBG003385QC6 11559390 403610 SH DFND 403610 0 0 FRANKLIN LTD DURATION INCOME COM 35472T101 BBG001SLW549 1729745 279894 SH DFND 279894 0 0 FREIGHTOS LTD *W EXP 99/99/999 G51405119 16224 68398 SH DFND 68398 0 0 FRONTIER INVESTMENT CORP *W EXP 06/29/202 G36816125 36701 146804 SH DFND 146804 0 0 FRONTIER INVESTMENT CORP CLASS A ORD SHS G36816109 BBG011FRSJL5 4504872 436096 SH DFND 436096 0 0 FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118 19756 329268 SH DFND 329268 0 0 FTAC EMERALD ACQUISITION COR CLASS A COM 29103K100 BBG0142PTS63 17364417 1676102 SH DFND 1676102 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 BBG00ZL7DSJ7 16019107 1536605 SH DFND 1536605 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 2234 111677 SH DFND 111677 0 0 FUTURETECH II ACQUISITION CO *W EXP 08/18/202 36119D111 6635 116001 SH DFND 116001 0 0 FUTURETECH II ACQUISITION CO CLASS A COM 36119D103 BBG0149PS3F2 2252436 210508 SH DFND 210508 0 0 GABELLI DIVID & INCOME TR COM 36242H104 BBG001SDC273 2723065 128872 SH DFND 128872 0 0 GABELLI HLTHCARE & WELLNESS SHS 36246K103 BBG001SQ5J84 554433 55666 SH DFND 55666 0 0 GALATA ACQUISITION CORP *W EXP 99/99/999 G3R23A116 4927 85688 SH DFND 85688 0 0 GARDINER HEALTHCARE ACQTS CO *W EXP 07/30/202 365506112 10313 147334 SH DFND 147334 0 0 GARDINER HEALTHCARE ACQTS CO COMMON STOCK 365506104 BBG01356YD34 841435 79008 SH DFND 79008 0 0 GDEV INC *W EXP 08/26/202 G6529J118 2 159632 SH DFND 159632 0 0 GDL FD COM SH BEN IT 361570104 BBG001SQ2JP8 214569 27351 SH DFND 27351 0 0 GENERAL AMERN INVS CO INC COM 368802104 BBG001S5RG46 873283 20932 SH DFND 20932 0 0 GENERATION ASIA I ACQUISITIO *W EXP 99/99/999 G38258128 8658 217532 SH DFND 217532 0 0 GENERATION ASIA I ACQUISITIO CL A ORD SHS G38258102 BBG01386JXN2 549702 52253 SH DFND 52253 0 0 GENESIS GRWT TECH ACQUSTN CO *W EXP 99/99/999 G3R23D128 61983 476794 SH DFND 476794 0 0 GENESIS UNICORN CAPITAL CORP *W EXP 06/30/202 37187C118 16169 203381 SH DFND 203381 0 0 GENESIS UNICORN CAPITAL CORP CLASS A COM 37187C100 BBG011WZQ120 2106807 195982 SH DFND 195982 0 0 GIGCAPITAL 5 INC COMMON STOCK 37519U109 BBG00ZLKV688 3046965 286100 SH DFND 286100 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120 7267 654647 SH DFND 654647 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 BBG017779PJ5 6897966 654456 SH DFND 654456 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 BBG0185KW808 72077 654647 SH DFND 654647 0 0 GLOBAL STAR ACQUISITION INC *W EXP 07/15/202 37962G110 6182 205392 SH DFND 205392 0 0 GLOBAL STAR ACQUISITION INC CLASS A COM 37962G102 BBG0191FHR33 2566298 245344 SH DFND 245344 0 0 GLOBAL STAR ACQUISITION INC RIGHT 06/21/2024 37962G128 BBG0191G42V9 26475 205392 SH DFND 205392 0 0 GLOBAL SYSTEMS DYNAMICS INC *W EXP 04/01/202 37653T116 5892 147300 SH DFND 147300 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 6856 98647 SH DFND 98647 0 0 GLOBALINK INVT INC *W EXP 12/03/202 37892F125 7505 192445 SH DFND 192445 0 0 GLOBALINK INVT INC COM 37892F109 BBG01413QRQ6 1792272 169482 SH DFND 169482 0 0 GLOBALINK INVT INC RIGHT 12/06/2026 37892F117 BBG0147P8X33 20322 192445 SH DFND 192445 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 3072 128000 SH DFND 128000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 93275 95179 SH DFND 95179 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 BBG011FRFHH8 2254486 203290 SH DFND 203290 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 6351 211702 SH DFND 211702 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 11375 87500 SH DFND 87500 0 0 GOLDEN STAR ACQUISITION CORP UNIT 05/01/2028 G4023C127 BBG0140F6VX5 1457400 140000 SH DFND 140000 0 0 GOLDENSTONE ACQUISITION LTD *W EXP 07/15/202 38136Y110 3319 107060 SH DFND 107060 0 0 GOLDENSTONE ACQUISITION LTD COM 38136Y102 BBG011K3YXF1 2717574 257346 SH DFND 257346 0 0 GOLDENSTONE ACQUISITION LTD RIGHT 07/15/2026 38136Y128 BBG016R0D224 16851 107060 SH DFND 107060 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 5265538 5933000 PRN DFND 5933000 0 0 GORES HOLDINGS IX INC *W EXP 01/14/202 38287A119 259731 1527830 SH DFND 1527830 0 0 GORES HOLDINGS IX INC CLASS A COM 38287A101 BBG0146ZHK30 24340450 2374678 SH DFND 2374678 0 0 GRAF ACQUISITION CORP IV *W EXP 05/31/202 384272118 25638 128188 SH DFND 128188 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 2793195 2850000 PRN DFND 2850000 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 29388150 29700000 PRN DFND 29700000 0 0 GSR II METEORA ACQUISITN COR *W EXP 02/24/202 36263W121 97340 721036 SH DFND 721036 0 0 GSR II METEORA ACQUISITN COR CLASS A COM 36263W105 BBG014C512J9 7333200 700000 SH DFND 700000 0 0 GSR II METEORA ACQUISITN COR RIGHT 02/24/2027 36263W113 BBG016RV0TY6 142236 45298 SH DFND 45298 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 20443359 28395000 PRN DFND 28395000 0 0 HAINAN MANASLU ACQUISTN CORP *W EXP 01/31/202 G4233U131 7130 193214 SH DFND 193214 0 0 HAINAN MANASLU ACQUISTN CORP ORDINARY SHARES G4233U107 BBG013RT4P45 2044119 193206 SH DFND 193206 0 0 HAINAN MANASLU ACQUISTN CORP RIGHT 01/31/2029 G4233U115 BBG019KN7CR3 77286 193214 SH DFND 193214 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 13722 269053 SH DFND 269053 0 0 HAMMERHEAD ENERGY INC *W EXP 02/23/202 408302115 59771 42391 SH DFND 42391 0 0 HANCOCK JOHN INCOME SECS TR COM 410123103 BBG001S5SH16 147463 13692 SH DFND 13692 0 0 HAWKS ACQUISITION CORP CL A 42032P108 BBG011ZVWGT7 3769058 367713 SH DFND 367713 0 0 HCM ACQUISITION CO *W EXP 01/20/202 G4365A127 10969 485346 SH DFND 485346 0 0 HCM ACQUISITION CO CLASS A ORD SHS G4365A101 BBG00ZHQPH29 3189000 300000 SH DFND 300000 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 24111 275549 SH DFND 275549 0 0 HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117 69000 300000 SH DFND 300000 0 0 HEALTHWELL ACQUISITION CORP CLASS A COM 42227R109 BBG00ZGFZ823 1285781 125076 SH DFND 125076 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 9304 679120 SH DFND 679120 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 BBG015VQ6BB2 9225968 875329 SH DFND 875329 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 9785880 7380000 PRN DFND 7380000 0 0 HENNESSY CAPITAL INVST CORP *W EXP 06/10/202 42600H116 47732 558924 SH DFND 558924 0 0 HENNESSY CAPITAL INVST CORP CLASS A COM 42600H108 BBG00ZLKX2G6 505709 49098 SH DFND 49098 0 0 HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 643 32149 SH DFND 32149 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 308 24420 SH DFND 24420 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 BBG013G491B2 2833 24420 SH DFND 24420 0 0 HIGHLAND GLOBAL ALLOCATION F COM 43010T104 BBG00MJH5GZ4 310449 35890 SH DFND 35890 0 0 HIGHLAND OPPORTUNITIES HIGHLAND INCOME 43010E404 BBG001V1HXF3 1720468 190528 SH DFND 190528 0 0 HNR ACQUISITION CORP *W EXP 02/04/202 40472A128 13777 145022 SH DFND 145022 0 0 HNR ACQUISITION CORP COM 40472A102 BBG00Z83TWG8 1526859 143772 SH DFND 143772 0 0 HOME PLATE ACQUISITION CORP *W EXP 09/30/202 43734R111 1050 49318 SH DFND 49318 0 0 HOME PLATE ACQUISITION CORP CL A COM 43734R103 BBG012F0LLS7 997376 97782 SH DFND 97782 0 0 HORIZON SPACE ACQUSTN I CORP *W EXP 03/02/202 G4619M117 14743 246133 SH DFND 246133 0 0 HORIZON SPACE ACQUSTN I CORP ORDINARY SHARES G4619M109 BBG01BY3M728 2557322 246133 SH DFND 246133 0 0 HORIZON SPACE ACQUSTN I CORP RIGHT 03/02/2024 G4619M125 BBG01D7WLS16 36551 246133 SH DFND 246133 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 BBG001T9M4T2 44441279 432098 SH DFND 432098 0 0 HUB CYBER SECURITY LTD *W EXP 02/27/202 M6000J127 2729 86629 SH DFND 86629 0 0 HUDSON ACQUISITION I CORP COMMON STOCK 44364H100 BBG0174QTG77 1739724 167927 SH DFND 167927 0 0 HUDSON ACQUISITION I CORP RIGHT 99/99/9999 44364H118 BBG01C4HQH86 38606 167927 SH DFND 167927 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 19062 241596 SH DFND 241596 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 5949 144383 SH DFND 144383 0 0 INCEPTION GROWTH ACQUSTN LTD COMMON STOCK 45333D104 BBG011M22120 4140996 399903 SH DFND 399903 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 BBG014QZBMX7 49090 288767 SH DFND 288767 0 0 INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 10694 178238 SH DFND 178238 0 0 INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 BBG01018YCT4 989472 94777 SH DFND 94777 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 23535250 23500000 PRN DFND 23500000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 10749843 11565000 PRN DFND 11565000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 12509 94054 SH DFND 94054 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 BBG014C9P2N0 1987403 188023 SH DFND 188023 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 3889 82915 SH DFND 82915 0 0 INFLECTION PT ACQUISITN CRP UNIT 08/29/2031 G4790U128 BBG01G53MK93 5060000 500000 SH DFND 500000 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 15103 241655 SH DFND 241655 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 BBG012VJ0W52 1885521 172825 SH DFND 172825 0 0 INNOVIVA INC NOTE 2.125% 3/1 45781MAD3 11759317 14273000 PRN DFND 14273000 0 0 INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 28044 33386 SH DFND 33386 0 0 INOTIV INC NOTE 3.250%10/1 45783QAB6 5541751 10775000 PRN DFND 10775000 0 0 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 3227900 4225000 PRN DFND 4225000 0 0 INSIGHT ACQUISITION CORP *W EXP 08/26/202 45784L118 2027 61625 SH DFND 61625 0 0 INSIGHT ACQUISITION CORP COM CL A 45784L100 BBG0123NSWT8 525013 50482 SH DFND 50482 0 0 INSIGHT SELECT INCOME FD COM 45781W109 BBG001S63V10 571098 36518 SH DFND 36518 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 2678906 3175000 PRN DFND 3175000 0 0 INTEGRAL ACQUISITION CORP 1 *W EXP 05/31/202 45827K119 15071 167451 SH DFND 167451 0 0 INTEGRAL ACQUISITION CORP 1 CLASS A COM 45827K101 BBG01424F4N9 1047678 99874 SH DFND 99874 0 0 INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114 64973 166597 SH DFND 166597 0 0 INTEGRATED WELLNESS ACQ CORP *W EXP 10/31/202 G4828B118 199813 237873 SH DFND 237873 0 0 INTEGRATED WELLNESS ACQ CORP ORD SHS CL A G4828B100 BBG013BWN3Z9 2677500 250000 SH DFND 250000 0 0 INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114 1535 31400 SH DFND 31400 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 647708 1059211 SH DFND 1059211 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 BBG001S7GY72 1491320 177327 SH DFND 177327 0 0 INVESCO CALIF VALUE MUN INCO COM 46132H106 BBG001S6XHW4 2075268 216625 SH DFND 216625 0 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 BBG001S72CS2 2192393 231754 SH DFND 231754 0 0 INVESCO MUNICIPAL TRUST COM 46131J103 BBG001S702W1 2030977 215374 SH DFND 215374 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 864091 87636 SH DFND 87636 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 BBG001S746Q5 1957056 204713 SH DFND 204713 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 BBG001S70Z49 1963954 202261 SH DFND 202261 0 0 INVESCO TR INVT GRADE NEW YO COM 46131T101 BBG001S71JD4 737261 72139 SH DFND 72139 0 0 INVESCO VALUE MUN INCOME TR COM 46132P108 BBG001S77KX3 1399653 118414 SH DFND 118414 0 0 INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113 123302 633294 SH DFND 633294 0 0 INVESTCORP EUROPE ACQUISITIO CLASS A ORD SHS G4923T105 BBG013QQG945 2657581 249304 SH DFND 249304 0 0 INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127 12386 288058 SH DFND 288058 0 0 INVESTCORP INDIA ACQUISTN CO CLASS A ORD SHS G49219101 BBG011FRCMX2 5319197 496889 SH DFND 496889 0 0 IRIS ACQUISITION CORP *W EXP 02/28/202 89601Y119 2941 81248 SH DFND 81248 0 0 IROBOT CORP COM 462726100 BBG001SPB1K4 10198264 225376 SH DFND 225376 0 0 ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119 55303 397864 SH DFND 397864 0 0 ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101 BBG0166KJBF3 4133807 397864 SH DFND 397864 0 0 IVERIC BIO INC COM 46583P102 BBG001TG36J3 17717202 450361 SH DFND 450361 0 0 IX ACQUISITION CORP *W EXP 07/31/202 G5000D111 4406 146851 SH DFND 146851 0 0 JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130 32066 712583 SH DFND 712583 0 0 JAGUAR GLOBAL GROWTH CORP I CLASS A ORD SHS G5S11A106 BBG0135WF9B8 13018389 1232802 SH DFND 1232802 0 0 JAGUAR GLOBAL GROWTH CORP I RIGHT 01/01/2027 G5S11A155 BBG016JQ3P17 213775 1425167 SH DFND 1425167 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 875 17500 SH DFND 17500 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 19664852 23800000 PRN DFND 23800000 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 4495 144532 SH DFND 144532 0 0 JUNIPER II CORP CL A COM 48203N103 BBG00ZXZ1KQ4 4156520 400000 SH DFND 400000 0 0 JUPITER ACQUISITION CORP *W EXP 08/17/202 482082112 3985 221400 SH DFND 221400 0 0 JUPITER ACQUISITION CORP CL A 482082104 BBG0112HDHC1 1248040 121760 SH DFND 121760 0 0 KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128 1332 88229 SH DFND 88229 0 0 KAIROUS ACQUISITION CORP LTD ORDINARY SHARES G52131110 BBG013QF2X32 2207909 204436 SH DFND 204436 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 BBG014MY5SY7 10587 176458 SH DFND 176458 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 20121 252780 SH DFND 252780 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 BBG011WGWC58 2641806 250171 SH DFND 250171 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 4372 37499 SH DFND 37499 0 0 KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112 9225 341676 SH DFND 341676 0 0 KEYARCH ACQUISITION CORP ORD SHS CL A G5260A104 BBG015QML863 6200814 592812 SH DFND 592812 0 0 KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120 BBG015QMR9Z3 99591 697905 SH DFND 697905 0 0 KKR INCOME OPPORTUNITIES FD COM 48249T106 BBG004NRD5Z2 1439930 124025 SH DFND 124025 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 19710 563131 SH DFND 563131 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 BBG0148P1RY8 13813362 1306846 SH DFND 1306846 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 16333 33332 SH DFND 33332 0 0 LAKELAND BANCORP INC COM 511637100 BBG001S93HH8 6658057 497241 SH DFND 497241 0 0 LAKESHORE ACQUISITION II COR *W EXP 11/18/202 G5352N121 1513 60262 SH DFND 60262 0 0 LAKESHORE ACQUISITION II COR ORDINARY SHARES G5352N105 BBG0156KRK20 1055524 99766 SH DFND 99766 0 0 LAKESHORE ACQUISITION II COR RIGHT 11/18/2026 G5352N113 BBG016R0FFR6 24840 120525 SH DFND 120525 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 8512 94582 SH DFND 94582 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 BBG012W6BRL0 861820 82000 SH DFND 82000 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 20513 125000 SH DFND 125000 0 0 LANZATECH GLOBAL INC *W EXP 01/01/202 51655R119 39117 100018 SH DFND 100018 0 0 LATAMGROWTH SPAC *W EXP 01/20/202 G5380L121 22040 550992 SH DFND 550992 0 0 LATAMGROWTH SPAC CLASS A ORD SHS G5380L105 BBG013RTC5W9 3184990 298220 SH DFND 298220 0 0 LAVORO LTD *W EXP 02/27/202 G5391L110 89524 119365 SH DFND 119365 0 0 LAZARD GLOBAL TOTAL RETURN & COM 52106W103 BBG001SLD6T1 350491 22453 SH DFND 22453 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 26678813 27575000 PRN DFND 27575000 0 0 LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113 4529 149479 SH DFND 149479 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 2397 79900 SH DFND 79900 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 BBG00ZVV8Q76 1675652 159738 SH DFND 159738 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 22804860 29237000 PRN DFND 29237000 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 9154 166444 SH DFND 166444 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 BBG013CY3JP2 4249668 397909 SH DFND 397909 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 7433 143219 SH DFND 143219 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 BBG012F73SZ9 1122601 103561 SH DFND 103561 0 0 LIFE STORAGE INC COM 53223X107 BBG001S7X2Q2 18744435 140978 SH DFND 140978 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 15392 513066 SH DFND 513066 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 BBG014FPV4N0 2116207 199454 SH DFND 199454 0 0 LIVE OAK CRESTVIEW CLIMATE A *W EXP 09/27/202 538086117 4544 131506 SH DFND 131506 0 0 LIVE OAK CRESTVIEW CLIMATE A CL A COM 538086109 BBG00ZL6MKG9 5313241 518365 SH DFND 518365 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 5476250 8425000 PRN DFND 8425000 0 0 LMP CAP & INCOME FD INC COM 50208A102 BBG001S985R8 573606 44778 SH DFND 44778 0 0 LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6 26014196 32873000 PRN DFND 32873000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 16614225 18450000 PRN DFND 18450000 0 0 M3 BRIGADE ACQUISITION II CO *W EXP 03/09/202 553800111 14100 499999 SH DFND 499999 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 143798 326814 SH DFND 326814 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 BBG0112C9J51 6373651 610503 SH DFND 610503 0 0 MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 1920 49999 SH DFND 49999 0 0 MAINSTAY CBRE GLOBAL INFRA COM 56064Q107 BBG0104P5VF8 227927 16637 SH DFND 16637 0 0 MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 18431438 18875000 PRN DFND 18875000 0 0 MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 9042 196555 SH DFND 196555 0 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 5450631 10000000 PRN DFND 10000000 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 77609 1380948 SH DFND 1380948 0 0 MARIADB PLC *W EXP 12/16/202 G5920M118 8354 64258 SH DFND 64258 0 0 MARS ACQUISITION CORP ORDINARY SHARES G5870E108 BBG017V5VKB6 1814750 175000 SH DFND 175000 0 0 MARS ACQUISITION CORP RIGHT 02/09/2028 G5870E124 BBG01FT7NPL4 43715 175000 SH DFND 175000 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 2793 66665 SH DFND 66665 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 13054 214001 SH DFND 214001 0 0 MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108 BBG013QQ8S51 1567577 149151 SH DFND 149151 0 0 METAL SKY STAR ACQUISITION C *W EXP 03/31/202 G6053N121 5227 435555 SH DFND 435555 0 0 METAL SKY STAR ACQUISITION C ORDINARY SHARES G6053N105 BBG016M8Z3C5 809923 73697 SH DFND 73697 0 0 METAL SKY STAR ACQUISITION C RIGHT 03/30/2024 G6053N113 BBG017TG9XV0 74044 435555 SH DFND 435555 0 0 METALS ACQUISITION LIMITED *W EXP 06/15/202 G60409102 134672 96194 SH DFND 96194 0 0 MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 876343 171832 SH DFND 171832 0 0 MINORITY EQUALITY OPPORTUNIT *W EXP 08/26/202 60436Q118 7917 98720 SH DFND 98720 0 0 MINORITY EQUALITY OPPORTUNIT CLASS A COM 60436Q100 BBG011ZPZWB1 667617 59876 SH DFND 59876 0 0 MOBIV ACQUISITION CORP *W EXP 07/31/202 60742N114 9258 404298 SH DFND 404298 0 0 MOBIV ACQUISITION CORP CLASS A COM 60742N106 BBG0185G2C56 4254192 402478 SH DFND 402478 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 2422 64062 SH DFND 64062 0 0 MONTEREY CAP ACQUISITION COR *W EXP 01/01/202 61244M117 7360 290925 SH DFND 290925 0 0 MONTEREY CAP ACQUISITION COR CLASS A COM 61244M109 BBG01710KZH3 3042197 290841 SH DFND 290841 0 0 MONTEREY CAP ACQUISITION COR RIGHT 05/10/2027 61244M125 BBG01710RY25 29479 294492 SH DFND 294492 0 0 MONTEREY INNOVATION ACQUI CO *W EXP 09/30/202 61240F116 555 20940 SH DFND 20940 0 0 MONTEREY INNOVATION ACQUI CO COM 61240F108 BBG012F7PY55 777998 71050 SH DFND 71050 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 1720 20000 SH DFND 20000 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 10139 153624 SH DFND 153624 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 BBG013BWJT23 2483317 228456 SH DFND 228456 0 0 MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 BBG011J09746 42019 200090 SH DFND 200090 0 0 MURPHY CANYON ACQUISITION CO *W EXP 01/25/202 626642110 13285 290071 SH DFND 290071 0 0 MURPHY CANYON ACQUISITION CO CLASS A COM 626642102 BBG015879NG6 786934 73960 SH DFND 73960 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 54000 337499 SH DFND 337499 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 BBG011C70NY9 1990645 187443 SH DFND 187443 0 0 NATIONAL INSTRS CORP COM 636518102 BBG001S8FKK6 18577500 323932 SH DFND 323932 0 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 24403748 26338000 PRN DFND 26338000 0 0 NEUBERGER BERMAN MUN FD INC COM 64124P101 BBG001SHWP71 1144010 111285 SH DFND 111285 0 0 NEUBERGER BERMAN NEXT GENERA COMMON STOCK 64133Q108 BBG00Z4KVBC1 256472 23508 SH DFND 23508 0 0 NEW AMER HIGH INCOME FD INC COM NEW 641876800 BBG001S5S2K8 626935 94276 SH DFND 94276 0 0 NEW GERMANY FD INC COM 644465106 BBG001S6GLF3 199015 22162 SH DFND 22162 0 0 NEW PROVIDENCE ACQSITN CORP *W EXP 11/09/202 64823D110 11769 143529 SH DFND 143529 0 0 NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 28410 150000 SH DFND 150000 0 0 NEWCOURT ACQUISITION CORP *W EXP 01/22/202 G6448C129 1914 144965 SH DFND 144965 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 BBG00ZS3RMG0 660537 60323 SH DFND 60323 0 0 NEXTNAV INC *W EXP 10/28/202 65345N114 37232 53188 SH DFND 53188 0 0 NIOCORP DEVS LTD *W EXP 03/17/202 654484153 128745 190057 SH DFND 190057 0 0 NOGIN INC *W EXP 08/26/202 65528N113 1024 86018 SH DFND 86018 0 0 NORTHERN REVIVAL ACQUISITION *W EXP 01/31/202 G6546R119 2505 50000 SH DFND 50000 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 1146 19998 SH DFND 19998 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 464 24799 SH DFND 24799 0 0 NORTHERN TR CORP COM 665859104 BBG001S5TRG7 368500 5000 SH DFND 5000 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 4995 217170 SH DFND 217170 0 0 NORTHVIEW ACQUISITION CORP COM 66718N103 BBG011J0RMT6 1035206 99348 SH DFND 99348 0 0 NORTHVIEW ACQUISITION CORP RIGHT 99/99/9999 66718N129 BBG014RLXKR4 61849 441777 SH DFND 441777 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 878 72560 SH DFND 72560 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 BBG012R641M0 13228 72560 SH DFND 72560 0 0 NUBIA BRAND INTERNATIONAL CO *W EXP 11/16/202 67022R111 38563 487520 SH DFND 487520 0 0 NUBIA BRAND INTERNATIONAL CO CLASS A COM 67022R103 BBG013KL71K1 2925438 274689 SH DFND 274689 0 0 NUBURU INC *W EXP 01/31/202 67021W111 17172 514132 SH DFND 514132 0 0 NUVASIVE INC COM 670704105 BBG001SK3C57 21455963 516389 SH DFND 516389 0 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 3690625 315438 SH DFND 315438 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 4031531 368850 SH DFND 368850 0 0 NUVEEN ARIZONA QLTY MUN INC COM 67061W104 BBG001S75CC6 211668 19690 SH DFND 19690 0 0 NUVEEN CA QUALTY MUN INCOME COM 67066Y105 BBG001SCTG12 3039877 278377 SH DFND 278377 0 0 NUVEEN CALIFORNIA AMT QLT MU COM 670651108 BBG001S94NN7 1640873 142190 SH DFND 142190 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 BBG001SLL7N6 1338710 265091 SH DFND 265091 0 0 NUVEEN DOW 30 DYNMC OVERWRT SHS 67075F105 BBG007PPRJB8 668645 47388 SH DFND 47388 0 0 NUVEEN FLOATING RATE INCOME COM SHS 6706EN100 BBG001SM3CC5 1751490 224550 SH DFND 224550 0 0 NUVEEN MASSACHUSETS QLT MUN COM 67061E104 BBG001S78716 120300 11523 SH DFND 11523 0 0 NUVEEN MULTI ASSET INCOME FU COM 670750108 BBG013NZJD55 663862 56935 SH DFND 56935 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 4546630 389934 SH DFND 389934 0 0 NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 BBG001SHM0F8 1570392 136913 SH DFND 136913 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 2118190 204656 SH DFND 204656 0 0 NUVEEN NEW YORK QLT MUN INC COM 67066X107 BBG001SCTFW0 1411292 131283 SH DFND 131283 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 1436596 127811 SH DFND 127811 0 0 NUVEEN PFD & INCOME OPPORTUN COM 67073B106 BBG001S6R664 2212408 341421 SH DFND 341421 0 0 NUVEEN PFD & INCOME SECS FD COM 67072C105 BBG001SFPML4 2527884 396220 SH DFND 396220 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 3900941 346135 SH DFND 346135 0 0 NUVEEN REAL ASSET INCOME & G COM 67074Y105 BBG002G9B700 1190501 104247 SH DFND 104247 0 0 NUVEEN REAL ESTATE INCOME FD COM 67071B108 BBG001SJX6L2 306696 41278 SH DFND 41278 0 0 NUVEEN SHORT DURATION CR OPP COM 67074X107 BBG001V05BM8 567671 49149 SH DFND 49149 0 0 NWTN INC *W EXP 12/31/202 G6693P114 26463 91253 SH DFND 91253 0 0 OAK WOODS ACQUISITION CORP *W EXP 03/23/202 67190B112 3078 95000 SH DFND 95000 0 0 OAK WOODS ACQUISITION CORP CL A 67190B104 BBG01G2R5D70 975650 95000 SH DFND 95000 0 0 OAK WOODS ACQUISITION CORP RIGHT 03/23/2028 67190B120 BBG01GP115B8 19950 95000 SH DFND 95000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 3831 95769 SH DFND 95769 0 0 OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115 10586 256310 SH DFND 256310 0 0 OMNIAB INC *W EXP 11/01/202 68218J111 38630 50169 SH DFND 50169 0 0 OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116 7024 130809 SH DFND 130809 0 0 ONYX ACQUISITION CO I *W EXP 11/30/202 G6755Q117 8096 141788 SH DFND 141788 0 0 ONYX ACQUISITION CO I SHS CL A G6755Q109 BBG012WDXG08 3058538 282936 SH DFND 282936 0 0 OPY ACQUISITION CORP I *W EXP 09/22/202 671005114 14679 97863 SH DFND 97863 0 0 OPY ACQUISITION CORP I COM CL A 671005106 BBG01359RQB8 2594171 253337 SH DFND 253337 0 0 OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 45564 422280 SH DFND 422280 0 0 OUSTER INC *W EXP 09/29/202 68989M129 2219 71827 SH DFND 71827 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 5475 121400 SH DFND 121400 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 4204 73236 SH DFND 73236 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 34673 600926 SH DFND 600926 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 BBG01517T2P7 2494625 235342 SH DFND 235342 0 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 BBG001S6L063 246287 15480 SH DFND 15480 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117 26843 578509 SH DFND 578509 0 0 PATRIA LATIN AMRCN OPPRNTY A CLASS A ORD SHS G69454109 BBG0157FL9D9 5516440 513635 SH DFND 513635 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 1708000 1750000 PRN DFND 1750000 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 BBG001S88KW1 1619840 189455 SH DFND 189455 0 0 PDC ENERGY INC COM 69327R101 BBG001S5V439 13625231 191527 SH DFND 191527 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 12801 363673 SH DFND 363673 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 BBG014BVZX53 5940116 562511 SH DFND 562511 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 21984 169111 SH DFND 169111 0 0 PEPPERLIME HEALTH ACQUSTN CO *W EXP 10/01/202 G70021111 6060 299999 SH DFND 299999 0 0 PEPPERLIME HEALTH ACQUSTN CO CLASS A ORD SHS G70021103 BBG013NCBTZ6 1044000 100000 SH DFND 100000 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 18250 172822 SH DFND 172822 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 BBG00ZZMJPN4 1097000 100000 SH DFND 100000 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 604825 653000 PRN DFND 653000 0 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 BBG0037TDYM9 970011 88424 SH DFND 88424 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 BBG002R1BH76 326807 26313 SH DFND 26313 0 0 PGIM SHORT DUR HIG YLD OPP F COM 69355J104 BBG00XTHQGX8 294718 19793 SH DFND 19793 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 15073 246696 SH DFND 246696 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 BBG012LSLH99 862628 79873 SH DFND 79873 0 0 PHP VENTURES ACQUISITION COR *W EXP 08/16/202 69291C114 880 34370 SH DFND 34370 0 0 PHP VENTURES ACQUISITION COR CLASS A COM 69291C106 BBG011BZ92H4 337680 31500 SH DFND 31500 0 0 PHP VENTURES ACQUISITION COR RIGHT 01/01/2023 69291C122 BBG011F50MP2 11686 68740 SH DFND 68740 0 0 PIONEER FLOATING RATE FUND I COM 72369J102 BBG001SML8F1 1252359 144281 SH DFND 144281 0 0 PIONEER HIGH INCOME FUND INC COM 72369H106 BBG001SKDJR7 1254530 186686 SH DFND 186686 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 1294865 163907 SH DFND 163907 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1498184 175637 SH DFND 175637 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 1253 37394 SH DFND 37394 0 0 PLUTONIAN ACQUISITION CORP *W EXP 10/26/202 72942P120 9034 75916 SH DFND 75916 0 0 PLUTONIAN ACQUISITION CORP COM 72942P104 BBG019ZZVB59 789945 76066 SH DFND 76066 0 0 PLUTONIAN ACQUISITION CORP RIGHT 10/26/2027 72942P112 BBG019ZZVCC9 15974 76066 SH DFND 76066 0 0 PNM RES INC COM 69349H107 BBG001S5V9J1 24133100 535102 SH DFND 535102 0 0 PONO CAP THREE INC *W EXP 01/11/202 G71704111 39100 230000 SH DFND 230000 0 0 PONO CAP THREE INC ORD SHS CL A G71704103 BBG01G281PY9 2387400 230000 SH DFND 230000 0 0 PONO CAP TWO INC *W EXP 07/31/202 73245B115 21734 365274 SH DFND 365274 0 0 PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 1559 77950 SH DFND 77950 0 0 PORTAGE FINTECH ACQUISITN CO CLASS A ORD SHS G7185D106 BBG011JF2F79 4447252 428032 SH DFND 428032 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 29271 419356 SH DFND 419356 0 0 POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129 32446 647633 SH DFND 647633 0 0 POWERUP ACQUISITION CORP CLASS A ORDI SHS G7207P103 BBG015STV142 1572000 150000 SH DFND 150000 0 0 PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114 4159 51092 SH DFND 51092 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 5467 133333 SH DFND 133333 0 0 PRIME NO ACQUISITION I CORP *W EXP 07/31/202 74168P115 3636 72719 SH DFND 72719 0 0 PRIME NO ACQUISITION I CORP COM CL A 74168P107 BBG015BCFZC1 1532484 145397 SH DFND 145397 0 0 PRIME NO ACQUISITION I CORP RIGHT 07/31/2027 74168P123 BBG018MDWK53 24899 145439 SH DFND 145439 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 4500 50000 SH DFND 50000 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 14403 216907 SH DFND 216907 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 BBG00ZV9JFM0 3738085 360819 SH DFND 360819 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 15412 212574 SH DFND 212574 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 BBG014L7QJG4 4212648 399682 SH DFND 399682 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 2012 16666 SH DFND 16666 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 9550 96661 SH DFND 96661 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 BBG012TW2W09 2086343 195717 SH DFND 195717 0 0 QOMOLANGMA ACQUISITION CORP *W EXP 09/29/202 74738V113 2922 99041 SH DFND 99041 0 0 QOMOLANGMA ACQUISITION CORP COM 74738V105 BBG0184HP9D8 1020014 97890 SH DFND 97890 0 0 QOMOLANGMA ACQUISITION CORP RIGHT 09/29/2027 74738V121 BBG01BPH5MK3 13866 99041 SH DFND 99041 0 0 QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115 1007 15000 SH DFND 15000 0 0 RADIUS GLOBAL INFRASTRCTRE I COM CL A 750481103 BBG00J7HYGP3 12882048 864567 SH DFND 864567 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 14187 118227 SH DFND 118227 0 0 REDFIN CORP NOTE 0.500% 4/0 75737FAE8 13216031 19173000 PRN DFND 19173000 0 0 REDFIN CORP NOTE 10/1 75737FAC2 491400 600000 PRN DFND 600000 0 0 REDWOODS ACQUISITION CORP *W EXP 03/15/202 758083117 12777 245716 SH DFND 245716 0 0 REDWOODS ACQUISITION CORP COM 758083109 BBG015Z24BT4 1565475 149663 SH DFND 149663 0 0 REDWOODS ACQUISITION CORP RIGHT 03/15/2027 758083125 BBG015Z29HS7 43834 243658 SH DFND 243658 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 42236 632275 SH DFND 632275 0 0 REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 BBG013SVT5S0 3094865 299310 SH DFND 299310 0 0 RF ACQUISITION CORP *W EXP 05/01/202 74954L112 6562 374950 SH DFND 374950 0 0 RF ACQUISITION CORP CLASS A COM 74954L104 BBG0146Z8935 2083611 199198 SH DFND 199198 0 0 RF ACQUISITION CORP RIGHT 05/01/2028 74954L120 BBG0146Z8KY6 36805 379435 SH DFND 379435 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 22142 212704 SH DFND 212704 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 BBG013B54K63 3368599 314235 SH DFND 314235 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 1735 15660 SH DFND 15660 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 2213 99260 SH DFND 99260 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 2500 41665 SH DFND 41665 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 8467 49999 SH DFND 49999 0 0 ROTH CH ACQUISITION V CO *W EXP 12/10/202 77867R118 7159 89490 SH DFND 89490 0 0 ROYCE MICRO-CAP TR INC COM 780915104 BBG001S6DP67 605710 69224 SH DFND 69224 0 0 ROYCE VALUE TR INC COM 780910105 BBG001S5VTQ9 2375905 172167 SH DFND 172167 0 0 RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117 5719 319497 SH DFND 319497 0 0 SABA CAPITAL INCOME & OPRNT SHS NEW 78518H202 BBG001S6Q335 192554 25007 SH DFND 25007 0 0 SAGALIAM ACQUISITION CORP COM CL A 78661R106 BBG01174BZ28 993236 87897 SH DFND 87897 0 0 SAGALIAM ACQUISITION CORP RIGHT 05/31/2028 78661R114 BBG01174D0L2 29277 195179 SH DFND 195179 0 0 SATIXFY COMMUNICATIONS LTD *W EXP 99/99/999 M82363132 4005 44501 SH DFND 44501 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 3034 74009 SH DFND 74009 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 BBG00ZMG1Y06 4155962 396940 SH DFND 396940 0 0 SCREAMING EAGLE ACQUISITN CO *W EXP 01/05/202 G79407121 257222 1892732 SH DFND 1892732 0 0 SCREAMING EAGLE ACQUISITN CO CLASS A ORD SHS G79407105 BBG014KDWB90 39946470 3870782 SH DFND 3870782 0 0 SDCL EDGE ACQUISITION CORP *W EXP 99/99/999 G79471127 27917 266635 SH DFND 266635 0 0 SDCL EDGE ACQUISITION CORP CL A ORD SHS G79471101 BBG00ZSDVSX1 4602033 441019 SH DFND 441019 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 15786625 19550000 PRN DFND 19550000 0 0 SEAGEN INC COM 81181C104 BBG001S9M4Q6 20444448 106227 SH DFND 106227 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 11188 131625 SH DFND 131625 0 0 SEAPORT GLOBAL ACQUISITION I CLASS A COM 81221H105 BBG013TCFJT5 2060972 197980 SH DFND 197980 0 0 SELINA HOSPITALITY PLC *W EXP 10/27/202 G8059B119 899 21051 SH DFND 21051 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 9736 236314 SH DFND 236314 0 0 SHF HOLDINGS INC *W EXP 09/28/202 824430110 272 14777 SH DFND 14777 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 24237275 27325000 PRN DFND 27325000 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 8349 309225 SH DFND 309225 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 BBG0149Q6NC3 4164000 400000 SH DFND 400000 0 0 SHUAA PARTNERS ACQUISTN CORP *W EXP 02/24/202 G81173117 14136 196879 SH DFND 196879 0 0 SHUAA PARTNERS ACQUISTN CORP CLASS A ORD SHS G81173109 BBG0148QTCF0 1603500 150000 SH DFND 150000 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 BBG001SP0YQ8 17182876 239116 SH DFND 239116 0 0 SILVERBOX CORP III *W EXP 02/28/202 82836N115 18224 166129 SH DFND 166129 0 0 SILVERBOX CORP III COM CL A 82836N107 BBG01F7S5TD3 5038723 498390 SH DFND 498390 0 0 SILVERSPAC INC *W EXP 09/09/202 G8136V112 5505 98473 SH DFND 98473 0 0 SILVERSPAC INC CLASS A ORD G8136V104 BBG011WZMBB2 4098294 394446 SH DFND 394446 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 14544 96963 SH DFND 96963 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 BBG00ZMYZ0G7 1583474 148196 SH DFND 148196 0 0 SK GROWTH OPPORTUNITIES CORP *W EXP 06/28/202 G8192N111 70998 473002 SH DFND 473002 0 0 SK GROWTH OPPORTUNITIES CORP CLASS A COM G8192N103 BBG01959FB58 8943806 844552 SH DFND 844552 0 0 SMX SEC MATTERS PLC *W EXP 03/07/202 G8267K117 1537 75714 SH DFND 75714 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 20765704 29104000 PRN DFND 29104000 0 0 SNAP INC NOTE 5/0 83304AAF3 2346750 3150000 PRN DFND 3150000 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 BBG0119BQFF4 752103 72667 SH DFND 72667 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 BBG0119BQ147 1992861 192454 SH DFND 192454 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 5700 29999 SH DFND 29999 0 0 SOURCE CAP INC COM 836144105 BBG001S5W848 405196 10574 SH DFND 10574 0 0 SOUTHLAND HLDGS INC *W EXP 09/01/202 84445C118 159931 152315 SH DFND 152315 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 19088 477203 SH DFND 477203 0 0 SPORTSMAP TECH ACQUISITIN CO *W EXP 09/01/202 84921J116 5936 148023 SH DFND 148023 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 9681485 11330000 PRN DFND 11330000 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 9841 308980 SH DFND 308980 0 0 SPREE ACQUISITION CORP 1 LTD CL A ORD SHS G83745102 BBG013RTCRX0 1592989 149999 SH DFND 149999 0 0 SPRING VALLEY ACQUISTN CORP *W EXP 02/25/202 G83752116 27545 229541 SH DFND 229541 0 0 SPRING VALLEY ACQUISTN CORP CLASS A ORD G83752108 BBG00ZCGD4Q2 4837270 458944 SH DFND 458944 0 0 SPRING VALLEY ACQUISTN CORP RIGHT 02/25/2026 G83752132 BBG01B8BLJB4 68863 459084 SH DFND 459084 0 0 SPRINGWATER SPL SITUATIONS C *W EXP 12/01/202 85205U115 1070 49298 SH DFND 49298 0 0 SPRINGWATER SPL SITUATIONS C COM 85205U107 BBG00ZN75WQ7 1192471 115326 SH DFND 115326 0 0 SRH TOTAL RETURN FUND INC COM 101507101 BBG001SKK3J3 1101762 82964 SH DFND 82964 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 3619 121850 SH DFND 121850 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 400 200000 SH DFND 200000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 19835018 20635000 PRN DFND 20635000 0 0 STRYVE FOODS INC *W EXP 07/20/202 863685111 4631 224807 SH DFND 224807 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 1810 60349 SH DFND 60349 0 0 SWIFTMERGE ACQUISITION CORP *W EXP 12/13/202 G63836111 20029 204376 SH DFND 204376 0 0 SWISS HELVETIA FD INC COM 870875101 BBG001S5WJ35 143077 17406 SH DFND 17406 0 0 SYNEOS HEALTH INC CL A 87166B102 BBG0078Y1DB9 12038092 285669 SH DFND 285669 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 10933 165647 SH DFND 165647 0 0 TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 BBG00ZHZNJY2 1594128 149965 SH DFND 149965 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 2422 120504 SH DFND 120504 0 0 TECHNOLOGY & TELECOM ACQ COR *W EXP 04/15/202 G87119114 12325 542947 SH DFND 542947 0 0 TEKLA HEALTHCARE INVS SH BEN INT 87911J103 BBG001S5S013 2410904 141402 SH DFND 141402 0 0 TEKLA HEALTHCARE OPPORTUNITI SHS 879105104 BBG0069FLDK9 2078935 109016 SH DFND 109016 0 0 TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 BBG001S6TBF1 1943843 143563 SH DFND 143563 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 3200800 4001000 PRN DFND 4001000 0 0 TEMPLETON EMERGING MKTS FD COM 880191101 BBG001S5QVH0 316495 26731 SH DFND 26731 0 0 TEMPO AUTOMATION HOLDINGS IN *W EXP 09/30/202 88024M116 2469 85416 SH DFND 85416 0 0 TENX KEANE ACQUISITION ORD SHS G8708L104 BBG01163HLS8 1277805 121349 SH DFND 121349 0 0 TENX KEANE ACQUISITION RIGHT 06/30/2028 G8708L112 BBG01163JNY5 25492 121392 SH DFND 121392 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 13090 581796 SH DFND 581796 0 0 THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114 27637 344596 SH DFND 344596 0 0 THE GROWTH FOR GOOD ACQU COR CLASS A ORD SHS G41522106 BBG013RTD0S4 4931313 472348 SH DFND 472348 0 0 THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130 BBG014XC51Y2 96487 689193 SH DFND 689193 0 0 THE NECESSITY RETAIL REIT IN COM CLASS A 02607T109 BBG004Z1PW39 965828 142874 SH DFND 142874 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 22482 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 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 9505 338259 SH DFND 338259 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 BBG00YZF3TC3 5268141 498405 SH DFND 498405 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 41709 278062 SH DFND 278062 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 BBG01316BNW9 2657010 246934 SH DFND 246934 0 0 TMT ACQUISITION CORP RIGHT 03/27/2028 G89229135 BBG012ST6CY0 48490 100000 SH DFND 100000 0 0 TMT ACQUISITION CORP SHS G89229119 BBG012ST1KJ4 1029000 100000 SH DFND 100000 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 3893 84456 SH DFND 84456 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 BBG00ZGY4FB0 3424194 330840 SH DFND 330840 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 BBG001S68BK8 15196463 405023 SH DFND 405023 0 0 TRAILBLAZER MERGER CORP I CL A 89278D109 BBG018LSVK98 5484607 538763 SH DFND 538763 0 0 TRAILBLAZER MERGER CORP I RIGHT 04/21/2028 89278D125 BBG01GM7Q0B2 76504 538763 SH DFND 538763 0 0 TRI CONTL CORP COM 895436103 BBG001S5WZ75 700307 25540 SH DFND 25540 0 0 TRISTAR ACQUISITION I CORP *W EXP 99/99/999 G9074V114 8772 324880 SH DFND 324880 0 0 TRISTAR ACQUISITION I CORP CL A ORD SHS G9074V106 BBG00ZXBS028 5181546 495131 SH DFND 495131 0 0 TRITON INTL LTD CL A G9078F107 BBG00BS054X4 17223996 206870 SH DFND 206870 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 3150 49999 SH DFND 49999 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 1132 20702 SH DFND 20702 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 10467195 13027000 PRN DFND 13027000 0 0 UNIVAR SOLUTIONS INC COM 91336L107 BBG001T99J05 13332588 372003 SH DFND 372003 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 8984124 11025000 PRN DFND 11025000 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 BBG001S7F2Q2 3539195 166472 SH DFND 166472 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 8426 133319 SH DFND 133319 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 BBG013J4ZPH1 6014563 569022 SH DFND 569022 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 6427 185764 SH DFND 185764 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 BBG013FXFZC6 4477057 420776 SH DFND 420776 0 0 VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118 19691 242499 SH DFND 242499 0 0 VECTIVBIO HLDG AG ORD SHS H9060V101 BBG00ZR8HCJ0 888172 52648 SH DFND 52648 0 0 VERDE CLEAN FUELS INC *W EXP 02/15/202 923372114 54397 181323 SH DFND 181323 0 0 VERITONE INC NOTE 1.750%11/1 92347MAB6 1129764 1725000 PRN DFND 1725000 0 0 VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114 7270 276443 SH DFND 276443 0 0 VIRTUS DIVIDEND INTEREST & P COM 92840R101 BBG001SNN4Q4 2537409 207814 SH DFND 207814 0 0 VIRTUS TOTAL RETURN FD INC COM 92835W107 BBG001S5XNL5 560783 92234 SH DFND 92234 0 0 VISCOGLIOSI BROS ACQUISTN CO *W EXP 03/18/202 92838K118 2492 72429 SH DFND 72429 0 0 VISCOGLIOSI BROS ACQUISTN CO COMMON STOCK 92838K100 BBG014JD14V7 3062345 290821 SH DFND 290821 0 0 VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111 3646 92314 SH DFND 92314 0 0 VISION SENSING ACQUISITION C CLASS A COM 92838J103 BBG012Q6RS01 1061779 99604 SH DFND 99604 0 0 VMWARE INC CL A COM 928563402 BBG001S6TFZ0 21397022 148911 SH DFND 148911 0 0 VOYA EMERGING MKTS HIGH DIVI COM 92912P108 BBG001T99QY2 186996 35823 SH DFND 35823 0 0 VOYA GLBL ADV & PREM OPP FD COM 92912R104 BBG001SP8VG7 611080 71555 SH DFND 71555 0 0 VOYA GLBL EQTY DIV & PREM OP COM 92912T100 BBG001SMKRM2 961129 186990 SH DFND 186990 0 0 VOYA INFRASTRUCTURE INDLS & COM 92912X101 BBG001T63ZK9 732236 74188 SH DFND 74188 0 0 WALDENCAST PLC *W EXP 07/27/202 G9503X111 8890 15264 SH DFND 15264 0 0 WAVERLEY CAPITAL ACQUIS CORP *W EXP 07/15/202 G06536117 6100 172329 SH DFND 172329 0 0 WAVERLEY CAPITAL ACQUIS CORP SHS CL A G06536109 BBG00ZXBKK68 6635846 639908 SH DFND 639908 0 0 WELSBACH TECH METALS ACQU CO COM 950415109 BBG013XM3GV4 269377 25389 SH DFND 25389 0 0 WELSBACH TECH METALS ACQU CO RIGHT 12/22/2026 950415117 BBG014QZN044 1571 25547 SH DFND 25547 0 0 WESTERN ACQSTN VENTURES CORP *W EXP 09/01/202 95758L115 25563 423227 SH DFND 423227 0 0 WESTERN ACQSTN VENTURES CORP COM 95758L107 BBG0133V47H2 511655 49579 SH DFND 49579 0 0 WESTERN ASSET INTER MUNI FD COM 958435109 BBG001S70803 458335 60149 SH DFND 60149 0 0 WESTERN ASSET MANAGED MUNS F COM 95766M105 BBG001S6J994 1730154 174235 SH DFND 174235 0 0 WESTERN ASSET MUN HIGH INCOM COM 95766N103 BBG001S645R8 359837 54937 SH DFND 54937 0 0 WESTERN ASSET MUN PARTNERS F COM 95766P108 BBG001S76XQ4 371763 31770 SH DFND 31770 0 0 WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 BBG001SB94R5 397420 39001 SH DFND 39001 0 0 WILLIAMS ROWLAND ACQUISITION COM 96951B102 BBG011M220W9 297702 28708 SH DFND 28708 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 4832 241591 SH DFND 241591 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 13542107 17901000 PRN DFND 17901000 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 BBG0112Z5QZ5 455658 43940 SH DFND 43940 0 0 YOTTA ACQUISITION CORPORATIO *W EXP 03/15/202 98741Y111 31206 541763 SH DFND 541763 0 0 YOTTA ACQUISITION CORPORATIO COMMON STOCK 98741Y103 BBG015ZHGJJ2 2090854 199509 SH DFND 199509 0 0 YOTTA ACQUISITION CORPORATIO RIGHT 03/15/2027 98741Y129 BBG018G23S04 100226 541763 SH DFND 541763 0 0 YS BIOPHARMA CO LTD *W EXP 03/15/202 G9845F117 2708 57607 SH DFND 57607 0 0 ZALATORIS ACQUISITION CORP *W EXP 99/99/999 89301B112 17177 171770 SH DFND 171770 0 0 ZALATORIS ACQUISITION CORP COM CL A 89301B104 BBG00ZL7SJN6 3355791 324231 SH DFND 324231 0 0 ZAPP ELEC VEHS GROUP LTD *W EXP 04/28/202 G9889X115 6386 125225 SH DFND 125225 0 0 ZILLOW GROUP INC CL A 98954M101 BBG001T0LC50 4526400 92000 SH DFND 92000 0 0 ZURA BIO LTD *W EXP 03/20/202 G9TY5A119 14081 40231 SH DFND 40231 0 0