Authorized Signatory

0001085146-24-002595.txt : 20240515 0001085146-24-002595.hdr.sgml : 20240515 20240515160402 ACCESSION NUMBER: 0001085146-24-002595 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240515 DATE AS OF CHANGE: 20240515 EFFECTIVENESS DATE: 20240515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR Arbitrage LLC CENTRAL INDEX KEY: 0001167456 ORGANIZATION NAME: 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: 24950248 BUSINESS ADDRESS: STREET 1: ONE GREENWICH PLAZA STREET 2: SUITE 130 CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: ONE GREENWICH PLAZA STREET 2: SUITE 130 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 03-31-2024 03-31-2024 false AQR Arbitrage LLC

ONE GREENWICH PLAZA SUITE 130 Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 000114626 801-60678 N Henry Parkin Authorized Signatory 203-742-3600 /s/ Henry Parkin Greenwich CT 05-15-2024 2 602 2855878426 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 CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 38958 780731 SH DFND 780731 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 1160 156696 SH DFND 156696 0 0 3D SYS CORP DEL NOTE 11/1 88554DAD8 14067931 17925000 PRN DFND 17925000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 7590500 9400000 PRN DFND 9400000 0 0 99 ACQUISITION GROUP INC *W EXP 08/25/202 65445K119 1170 50000 SH DFND 50000 0 0 99 ACQUISITION GROUP INC CL A 65445K101 BBG01JNV75Y7 5665000 550000 SH DFND 550000 0 0 99 ACQUISITION GROUP INC RIGHT 08/25/2028 65445K127 BBG01JNVB0X4 9000 50000 SH DFND 50000 0 0 A SPAC I ACQUISITION CORP *W EXP 05/21/202 G0542S130 5031 100831 SH DFND 100831 0 0 A SPAC I ACQUISITION CORP RIGHT 12/09/2026 G0542S114 BBG01635TZM7 27681 145688 SH DFND 145688 0 0 A SPAC II ACQUISITION CORP *W EXP 10/15/202 G0543H117 2227 204340 SH DFND 204340 0 0 A SPAC II ACQUISITION CORP ORD SHS CL A G0543H109 BBG016DX8D38 2227967 199997 SH DFND 199997 0 0 A SPAC II ACQUISITION CORP RIGHT 10/15/2026 G0543H133 BBG017TG8NV3 27586 408681 SH DFND 408681 0 0 ABLE VIEW GLOBAL INC *W EXP 08/18/202 G1149B116 8594 175031 SH DFND 175031 0 0 ABRDN EMRG MKTS EQTY INCM FD COM 00301W105 BBG001S5QCR1 500723 99153 SH DFND 99153 0 0 ABRDN GLOBAL DYNAMIC DIVIDEN COM 00302M106 BBG001SMLZ16 2142259 220624 SH DFND 220624 0 0 ABRDN HEALTHCARE INVESTORS SH BEN INT 87911J103 BBG001S5S013 8455998 501542 SH DFND 501542 0 0 ABRDN HEALTHCARE OPPORTUNITI SHS 879105104 BBG0069FLDK9 6720274 334342 SH DFND 334342 0 0 ABRDN LIFE SCIENCES INVESTOR SH BEN INT 87911K100 BBG001S6TBF1 5279035 387310 SH DFND 387310 0 0 ABRDN NATL MUN INCOME FD SH BEN INT 24610T108 BBG001S76Y64 1164153 112370 SH DFND 112370 0 0 ABRDN TOTAL DYNAMIC DIVIDEND COM SH BEN INT 00326L100 BBG001SS0YX4 9299846 1121815 SH DFND 1121815 0 0 ACHARI VENTURES HLDGS CORP I *W EXP 99/99/999 00444X119 1984 98682 SH DFND 98682 0 0 ACRI CAPITAL ACQUISITION COR *W EXP 02/01/202 00501A119 9683 116521 SH DFND 116521 0 0 ACRI CAPITAL ACQUISITION COR COM CL A 00501A101 BBG0160DYTH7 1997415 178500 SH DFND 178500 0 0 ADAM NAT RES FD INC COM 00548F105 BBG001S5V3Q6 2327331 100925 SH DFND 100925 0 0 ADVENT CONV & INCOME FD COM 00764C109 BBG001SJLCH7 1981885 165987 SH DFND 165987 0 0 AERWINS TECHNOLOGIES INC *W EXP 02/03/202 00810J116 448 37023 SH DFND 37023 0 0 AETHERIUM ACQUISITION CORP *W EXP 99/99/999 00809J119 30795 514961 SH DFND 514961 0 0 AETHERIUM ACQUISITION CORP CLASS A COM 00809J101 BBG011XNZVY5 2217835 198909 SH DFND 198909 0 0 AFRICAN AGRICULTURE HOLDINGS *W EXP 12/06/202 00792J118 801 63609 SH DFND 63609 0 0 AGRICULTURE & NAT SOL ACQ CO *W EXP 10/01/202 G0131Y118 120000 750000 SH DFND 750000 0 0 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PRN DFND 27675000 0 0 ALLSPRING INCOME OPPORTUNIT INC OPPTY FD 94987B105 BBG001SJH6Q5 3806891 573327 SH DFND 573327 0 0 ALPHA STAR ACQUISITION CORP *W EXP 12/13/202 G0230C116 1883 188293 SH DFND 188293 0 0 ALPHA STAR ACQUISITION CORP RIGHT 05/30/2023 G0230C132 BBG014KDN842 18848 188293 SH DFND 188293 0 0 ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 2111479 14013 SH DFND 14013 0 0 ALPHATIME ACQUISITION CORP ORDINARY SHARES G0223V105 BBG01BX1YLM7 1699440 155200 SH DFND 155200 0 0 ALPHAVEST ACQUISITION CORP ORDINARY SHARES G0283A108 BBG01BFJ8RY1 1639467 149997 SH DFND 149997 0 0 ALPHAVEST ACQUISITION CORP RIGHT 06/19/2024 G0283A116 BBG01BHZVDY8 27153 344586 SH DFND 344586 0 0 ALTENERGY ACQUISITION CORP *W EXP 10/29/202 02157M116 7714 146656 SH DFND 146656 0 0 AMBIPAR EMERGENCY RESPONSE *W EXP 99/99/999 G02532110 30393 77159 SH DFND 77159 0 0 AMEDISYS INC COM 023436108 BBG001S5NN72 40886692 443649 SH DFND 443649 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 11115555 9570000 PRN DFND 9570000 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 BBG001S5T012 27058855 481303 SH DFND 481303 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 99334 242278 SH DFND 242278 0 0 ANSYS INC COM 03662Q105 BBG001S926L8 39338499 113423 SH DFND 113423 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 4961 124027 SH DFND 124027 0 0 APX ACQUISITION CORP I *W EXP 99/99/999 G0440J125 21370 139672 SH DFND 139672 0 0 AQUARON ACQUISITION CORP COMMON STOCK 03842W105 BBG017T7VX45 2272200 210000 SH DFND 210000 0 0 AQUARON ACQUISITION CORP RIGHT 07/15/2026 03842W113 BBG01B2TXTR9 26053 148114 SH DFND 148114 0 0 ARES ACQUISITION CORP II *W EXP 99/99/999 G33033120 203500 1099999 SH DFND 1099999 0 0 ARES ACQUISITION CORP II SHS CLASS A G33033104 BBG01GWQM3D5 23253989 2199999 SH DFND 2199999 0 0 ARMADA ACQUISITION CORP I *W EXP 99/99/999 04208V111 11464 135025 SH DFND 135025 0 0 AROGO CAPITAL ACQUISITION CO *W EXP 03/23/202 042644112 8099 299981 SH DFND 299981 0 0 ARRAY TECHNOLOGIES INC 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ACQUISITION CORP *W EXP 07/01/202 124420118 11886 208527 SH DFND 208527 0 0 BYNORDIC ACQUISITION CORP CLASS A COM 124420100 BBG011XR7422 2278325 205347 SH DFND 205347 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 7556 10000 PRN DFND 10000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 11033220 12595000 PRN DFND 12595000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 4940 98809 SH DFND 98809 0 0 CALAMOS GBL DYN INCOME FUND COM 12811L107 BBG001SQN842 4271530 656149 SH DFND 656149 0 0 CALAMOS LNG SHR EQT DYNAMIC COM 12812C106 BBG00PWZGZZ8 2898587 187854 SH DFND 187854 0 0 CALLON PETE CO DEL COM 13123X508 BBG001SB5DH0 24128345 674730 SH DFND 674730 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 99/99/999 13767K119 10241 487676 SH DFND 487676 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 99/99/999 G1889L126 8735 174709 SH DFND 174709 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 BBG0029SNS07 22818018 503709 SH DFND 503709 0 0 CARMELL CORPORATION *W EXP 07/12/202 142922111 13034 85583 SH DFND 85583 0 0 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EXP 03/16/202 12521H115 13147 139709 SH DFND 139709 0 0 CHEFS WHSE INC NOTE 2.375%12/1 163086AE1 21412763 19475000 PRN DFND 19475000 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 7488 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 BBG00ZKGBLC2 5350000 500000 SH DFND 500000 0 0 CLEAN ENERGY SPL SITUATIONS *W EXP 12/01/202 85205U115 1232 49298 SH DFND 49298 0 0 CLIMATEROCK *W EXP 99/99/999 G2311X118 5642 194547 SH DFND 194547 0 0 CLIMATEROCK CLASS A ORD G2311X100 BBG0161K4219 555162 49568 SH DFND 49568 0 0 CLIMATEROCK RIGHT 10/31/2028 G2311X134 BBG017XHT8M6 41594 389095 SH DFND 389095 0 0 CLOUGH GLOBAL EQUITY FD COM 18914C100 BBG001SMM7Q0 2249257 345508 SH DFND 345508 0 0 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 BBG001SPR742 1266906 249391 SH DFND 249391 0 0 CLOVER LEAF CAPITAL CORP RIGHT 05/31/2028 18915E121 BBG012FF6FZ6 35711 290100 SH DFND 290100 0 0 COHEN & STEERS LTD DURATION COM 19248C105 BBG002YMSBV0 1789469 89117 SH DFND 89117 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 8905357 13855000 PRN DFND 13855000 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 5392010 4905000 PRN DFND 4905000 0 0 COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 5568 84369 SH DFND 84369 0 0 COLOMBIER ACQUISITION CORP I *W EXP 11/24/202 G2283U118 197339 428997 SH DFND 428997 0 0 COLOMBIER ACQUISITION CORP I COM SHS CL A G2283U100 BBG01KVS4KM5 13217459 1286997 SH DFND 1286997 0 0 COMPASS DIGITAL ACQUISITN CO *W EXP 99/99/999 G2476C123 16812 182735 SH DFND 182735 0 0 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 27162 244040 SH DFND 244040 0 0 CONDUIT PHARMACEUTICALS INC *W EXP 09/22/202 20678X114 13041 217356 SH DFND 217356 0 0 CONFLUENT INC CLASS A COM 20717M103 BBG007HWGYS3 305017 9994 SH DFND 9994 0 0 CONFLUENT INC NOTE 1/1 20717MAB9 43067 50000 PRN DFND 50000 0 0 CONX CORP *W EXP 10/30/202 212873111 24987 124999 SH DFND 124999 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 20867 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 99/99/999 G2426E120 5653 113065 SH DFND 113065 0 0 CRITICAL METALS CORP *W EXP 02/27/202 G2662B111 11267 70419 SH DFND 70419 0 0 CSLM ACQUISITION CORP *W EXP 99/99/999 G2365L119 43040 358668 SH DFND 358668 0 0 CSLM ACQUISITION CORP RIGHT 07/01/2023 G2365L127 BBG015ST6523 126251 717337 SH DFND 717337 0 0 DIGITAL HEALTH ACQUISITION C *W EXP 99/99/999 253893119 33305 196140 SH DFND 196140 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 15850280 18800000 PRN DFND 18800000 0 0 DIRECT SELLING ACQUISITIN CO CL A COM 25460L103 BBG012C78YM8 4356706 394272 SH DFND 394272 0 0 DISCOVER FINL SVCS COM 254709108 BBG001SS0KV6 37129103 284536 SH DFND 284536 0 0 DISTOKEN ACQUISITION CORP *W EXP 11/30/202 G27740102 2250 125000 SH DFND 125000 0 0 DISTOKEN ACQUISITION CORP ORDINARY SHARES G27740110 BBG00Y49RF08 968378 89998 SH DFND 89998 0 0 DISTOKEN ACQUISITION CORP RIGHT 99/99/9999 G27740136 BBG01G2GTPY1 12963 125000 SH DFND 125000 0 0 DMY SQUARED TECHNOLOGY GROUP *W EXP 99/99/999 233276112 3416 22759 SH DFND 22759 0 0 DP CAP ACQUISITION CORP I *W EXP 99/99/999 G2R05B126 7107 141861 SH DFND 141861 0 0 DUET ACQUISITION CORP *W EXP 07/19/202 26431Q114 7459 247820 SH DFND 247820 0 0 DUFF & PHELPS UTLITY AND INF COM 26433C105 BBG001V0S779 1798207 188097 SH DFND 188097 0 0 DWS MUN INCOME TR NEW COM 233368109 BBG001S63VH3 2228216 246757 SH DFND 246757 0 0 EATON VANCE CALIF MUN BD FD COM 27828A100 BBG001SKX9R7 1151180 121818 SH DFND 121818 0 0 EATON VANCE LTD DURATION INC COM 27828H105 BBG001S9B8R8 4318168 442889 SH DFND 442889 0 0 EATON VANCE MUN BD FD COM 27827X101 BBG001S6S949 3862009 373141 SH DFND 373141 0 0 EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 BBG001SCBSL3 2890592 282009 SH DFND 282009 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 BBG001SKX9S6 324887 33459 SH DFND 33459 0 0 EATON VANCE RISK-MANAGED DIV COM 27829G106 BBG001SV50F6 115823 13871 SH DFND 13871 0 0 EATON VANCE TAX ADVT DIV INC COM 27828G107 BBG001SBKCG6 4715256 199799 SH DFND 199799 0 0 EATON VANCE TAX MNGED BUY WR COM 27828X100 BBG001SDC8B5 627409 45964 SH DFND 45964 0 0 EATON VANCE TAX-ADVANTAGED G COM 27828U106 BBG001SK6L81 1662394 66549 SH DFND 66549 0 0 EATON VANCE TAX-MANAGED GLOB COM 27829C105 BBG001SGGKG2 9360357 1141507 SH DFND 1141507 0 0 EATON VANCE TAX-MANAGED GLOB COM 27829F108 BBG001SPXHX1 13519529 1656805 SH DFND 1656805 0 0 EATON VANCE TX ADV GLBL DIV COM 27828S101 BBG001SJ9S68 8501927 465859 SH DFND 465859 0 0 ECD AUTOMOTIVE DESIGN INC *W EXP 12/12/202 27877D112 3163 126510 SH DFND 126510 0 0 ELLSWORTH GROWTH & INCOME FD COM 289074106 BBG001S5QR43 1146495 141194 SH DFND 141194 0 0 EMBRACE CHANGE ACQUISITN COR *W EXP 10/25/202 G3034H125 4347 193214 SH DFND 193214 0 0 EMBRACE CHANGE ACQUISITN COR ORDINARY SHARES G3034H109 BBG011YXMSG3 2148451 193206 SH DFND 193206 0 0 EMBRACE CHANGE ACQUISITN COR RIGHT 10/25/2026 G3034H141 BBG019VR7686 21022 193214 SH DFND 193214 0 0 ENERPLUS CORP COM 292766102 BBG001SGHVD0 36029525 1832631 SH DFND 1832631 0 0 ENPHYS ACQUISITION CORP *W EXP 99/99/999 G3167L117 30447 543699 SH DFND 543699 0 0 ENVESTNET INC COM 29404K106 BBG001T7SQ20 4252852 73439 SH DFND 73439 0 0 ENVESTNET INC NOTE 2.625%12/0 29404KAG1 53075 50000 PRN DFND 50000 0 0 EQUITRANS MIDSTREAM CORP COM 294600101 BBG00K53L401 70341863 5665877 SH DFND 5665877 0 0 ESGL HLDGS LTD *W EXP 10/19/202 G3R95P116 500 74664 SH DFND 74664 0 0 ESH ACQUISITION CORP COM 296424104 BBG0180WRZK1 10110750 975000 SH DFND 975000 0 0 ESH ACQUISITION CORP RIGHT 99/99/9999 296424112 BBG01HHQZHS9 48600 600000 SH DFND 600000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 47790 45000 PRN DFND 45000 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 33606600 42540000 PRN DFND 42540000 0 0 EUDA HEALTH HOLDINGS LTD *W EXP 09/24/202 G3142E121 29252 139231 SH DFND 139231 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 48399 367217 SH DFND 367217 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 9947049 11815000 PRN DFND 11815000 0 0 EVERBRIDGE INC COM 29978A104 BBG0022FMPG2 13289108 381542 SH DFND 381542 0 0 EVERBRIDGE INC NOTE 3/1 29978AAE4 9800000 10000000 PRN DFND 10000000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 35696 188966 SH DFND 188966 0 0 EVERGREEN CORPORATION *W EXP 02/08/202 G3312W117 29896 332544 SH DFND 332544 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 11719543 12678000 PRN DFND 12678000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 13114473 13688000 PRN DFND 13688000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 7941 147064 SH DFND 147064 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 BBG012TVXTM0 2406800 220000 SH DFND 220000 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 4845073 4875000 PRN DFND 4875000 0 0 FEDERATED HERMES PREM MUNI I COM 31423P108 BBG001SFSHM1 1360348 122886 SH DFND 122886 0 0 FEUTUNE LIGHT ACQUISITION CO *W EXP 06/01/202 31561T110 12216 359290 SH DFND 359290 0 0 FEUTUNE LIGHT ACQUISITION CO RIGHT 06/01/2029 31561T128 BBG0192Y59N2 32372 359290 SH DFND 359290 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 5120 232724 SH DFND 232724 0 0 FINTECH ECOSYSTEM DEVE *W EXP 04/01/202 318136116 233 12334 SH DFND 12334 0 0 FINTECH ECOSYSTEM DEVE CLASS A COM 318136108 BBG0110XD972 1007732 91612 SH DFND 91612 0 0 FINTECH ECOSYSTEM DEVE RIGHT 04/01/2026 318136124 BBG0110XF0D2 2960 24669 SH DFND 24669 0 0 FIRST TR ENERGY INCOME & GRO COM 33738G104 BBG001SB1L77 1381612 84554 SH DFND 84554 0 0 FIRST TR HIGH YIELD OPPRT 20 COM 33741Q107 BBG00TJJ13N1 1529550 105196 SH DFND 105196 0 0 FIRST TR SR FLTG RATE INCOME COM 33733U108 BBG001SLKS51 735916 71103 SH DFND 71103 0 0 FLAHERTY & CRUMRINE PFD INCO COM 33848E106 BBG001S6ZT10 633464 75055 SH DFND 75055 0 0 FLAHERTY & CRUMRINE PFD INCO COM 338480106 BBG001S6PG82 1322717 124667 SH DFND 124667 0 0 FLAHERTY & CRUMRINE PFD SECS COM 338478100 BBG001SJF1Q8 7193489 484410 SH DFND 484410 0 0 FLAHERTY & CRUMRINE TOTAL RE COM 338479108 BBG001SLJ198 2071810 134011 SH DFND 134011 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 99/99/999 34417L117 5635 122225 SH DFND 122225 0 0 FOCUS IMPACT BH3 ACQUISITION *W EXP 99/99/999 22677T110 6019 98673 SH DFND 98673 0 0 FOCUS IMPACT BH3 ACQUISITION CLASS A COM 22677T102 BBG012F020X8 1505963 143836 SH DFND 143836 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 6234 155473 SH DFND 155473 0 0 FOUR LEAF ACQUISITION CORP *W EXP 03/15/202 35088F115 19110 464956 SH DFND 464956 0 0 FOUR LEAF ACQUISITION CORP COM CL A 35088F107 BBG019M65D98 5007576 464956 SH DFND 464956 0 0 FRANKLIN LTD DURATION INCOME COM 35472T101 BBG001SLW549 2292908 365695 SH DFND 365695 0 0 FREIGHTOS LTD *W EXP 99/99/999 G51405119 3044 34990 SH DFND 34990 0 0 FTAC EMERALD ACQUISITION COR *W EXP 10/19/202 29103K118 39874 329268 SH DFND 329268 0 0 FUSION PHARMACEUTICALS INC COM 36118A100 BBG00V9VQ4K4 1834373 86040 SH DFND 86040 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 7817 111677 SH DFND 111677 0 0 FUTURETECH II ACQUISITION CO *W EXP 08/18/202 36119D111 4524 116001 SH DFND 116001 0 0 GABELLI DIVID & INCOME TR COM 36242H104 BBG001SDC273 11255052 489776 SH DFND 489776 0 0 GABELLI HLTHCARE & WELLNESS SHS 36246K103 BBG001SQ5J84 2101791 205253 SH DFND 205253 0 0 GCT SEMICONDUCTOR HLDG INC CLASS A COM 36170N107 BBG00ZVLGBF3 3306000 100000 SH DFND 100000 0 0 GENERAL AMERN INVS CO INC COM 368802104 BBG001S5RG46 3544434 76208 SH DFND 76208 0 0 GENERATION ASIA I ACQUISITIO *W EXP 99/99/999 G38258128 17968 217532 SH DFND 217532 0 0 GENERATION ASIA I ACQUISITIO CL A ORD SHS G38258102 BBG01386JXN2 575828 52253 SH DFND 52253 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 99/99/999 37961B120 7201 654647 SH DFND 654647 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 BBG017779PJ5 1615500 150000 SH DFND 150000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 BBG0185KW808 45825 654647 SH DFND 654647 0 0 GLOBAL GAS CORP DEL *W EXP 12/21/202 37892P115 939 23405 SH DFND 23405 0 0 GLOBAL PMTS INC COM 37940X102 BBG001SGS2Z8 6678331 50300 SH DFND 50300 0 0 GLOBAL STAR ACQUISITION INC *W EXP 07/15/202 37962G110 3348 205392 SH DFND 205392 0 0 GLOBAL STAR ACQUISITION INC CLASS A COM 37962G102 BBG0191FHR33 3702088 345344 SH DFND 345344 0 0 GLOBAL STAR ACQUISITION INC RIGHT 06/21/2024 37962G128 BBG0191G42V9 14480 205392 SH DFND 205392 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 99/99/999 G3934N115 2476 98647 SH DFND 98647 0 0 GLOBALINK INVT INC *W EXP 12/03/202 37892F125 4811 192445 SH DFND 192445 0 0 GLOBALINK INVT INC RIGHT 12/06/2026 37892F117 BBG0147P8X33 21169 192445 SH DFND 192445 0 0 GOAL ACQUISITIONS CORP *W EXP 99/99/999 38021H115 806 128000 SH DFND 128000 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 40266 211702 SH DFND 211702 0 0 GOLDEN STAR ACQUISITION CORP RIGHT 03/30/2025 G4023C119 BBG01H6YFW67 34594 140000 SH DFND 140000 0 0 GOLDEN STAR ACQUISITION CORP USD ORD SHS G4023C101 BBG01GHNFHL7 1489600 140000 SH DFND 140000 0 0 GOLDENSTONE ACQUISITION LTD *W EXP 07/15/202 38136Y110 1124 107060 SH DFND 107060 0 0 GOLDENSTONE ACQUISITION LTD RIGHT 07/15/2026 38136Y128 BBG016R0D224 9314 107060 SH DFND 107060 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 10364451 11433000 PRN DFND 11433000 0 0 GORES HOLDINGS IX INC *W EXP 01/14/202 38287A119 427792 1527830 SH DFND 1527830 0 0 GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 589030 575000 PRN DFND 575000 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 32955602 29635000 PRN DFND 29635000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 22650218 33095000 PRN DFND 33095000 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 1888 188752 SH DFND 188752 0 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 124579 140000 PRN DFND 140000 0 0 HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6 13198422 13550000 PRN DFND 13550000 0 0 HANCOCK JOHN INCOME SECS TR COM 410123103 BBG001S5SH16 556988 49820 SH DFND 49820 0 0 HANCOCK JOHN PREM DIVID FD COM SH BEN INT 41013T105 BBG001S6DZY4 2337141 200613 SH DFND 200613 0 0 HANCOCK JOHN TAX-ADVANTAGED COM 41013V100 BBG001S98632 3800986 193336 SH DFND 193336 0 0 HAWAIIAN HOLDINGS INC COM 419879101 BBG001S5RRT5 15265036 1145164 SH DFND 1145164 0 0 HAYMAKER ACQUISITION CORP IV *W EXP 05/31/202 G4375F116 30000 150000 SH DFND 150000 0 0 HAYMAKER ACQUISITION CORP IV CLASS A G4375F108 BBG01J7X1WJ5 7293979 699998 SH DFND 699998 0 0 HAYNES INTL INC COM NEW 420877201 BBG001SL1ZT0 7198228 119731 SH DFND 119731 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 12/07/202 G4373K117 12069 275549 SH DFND 275549 0 0 HENNESSY CAPITAL INVST CORP *W EXP 99/99/999 42600H116 58519 558924 SH DFND 558924 0 0 HESS CORP COM 42809H107 BBG001S5NHS2 40189925 264477 SH DFND 264477 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 742 24420 SH DFND 24420 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 BBG013G491B2 2576 24420 SH DFND 24420 0 0 HIGHLAND GLOBAL ALLOCATION F COM 43010T104 BBG00MJH5GZ4 2043680 266799 SH DFND 266799 0 0 HIGHLAND OPPORTUNITIES HIGHLAND INCOME 43010E404 BBG001V1HXF3 942878 134122 SH DFND 134122 0 0 HNR ACQUISITION CORP *W EXP 02/04/202 40472A128 5964 42630 SH DFND 42630 0 0 HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 BBG001SPCJQ8 23943264 936015 SH DFND 936015 0 0 HORIZON SPACE ACQUSTN I CORP *W EXP 03/02/202 G4619M117 6596 246133 SH DFND 246133 0 0 HORIZON SPACE ACQUSTN I CORP RIGHT 03/02/2024 G4619M125 BBG01D7WLS16 17229 246133 SH DFND 246133 0 0 HUDSON ACQUISITION I CORP COMMON STOCK 44364H100 BBG0174QTG77 1776668 167927 SH DFND 167927 0 0 HUDSON ACQUISITION I CORP RIGHT 99/99/9999 44364H118 BBG01C4HQH86 38842 167927 SH DFND 167927 0 0 IB ACQUISITION CORP UNIT 03/26/2029 44934N207 BBG01K7N39J3 7503750 750000 SH DFND 750000 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 5775 144383 SH DFND 144383 0 0 INCEPTION GROWTH ACQUSTN LTD COMMON STOCK 45333D104 BBG011M22120 2706630 249000 SH DFND 249000 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 BBG014QZBMX7 56800 288767 SH DFND 288767 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 6336590 6170000 PRN DFND 6170000 0 0 INFINERA CORP NOTE 3.750% 8/0 45667GAG8 25607132 23045000 PRN DFND 23045000 0 0 INFLECTION PT ACQUISITN CRP *W EXP 08/31/202 G4790U110 37500 249998 SH DFND 249998 0 0 INFLECTION PT ACQUISITN CRP CL A ORD SHS G4790U102 BBG01HFW5YQ6 13032616 1244758 SH DFND 1244758 0 0 INHIBRX INC COM 45720L107 BBG00P80N9V6 3418179 97774 SH DFND 97774 0 0 INNOVIVA INC NOTE 2.125% 3/1 45781MAD3 12677341 14273000 PRN DFND 14273000 0 0 INOTIV INC NOTE 3.250%10/1 45783QAB6 2708335 4450000 PRN DFND 4450000 0 0 INSIGHT ACQUISITION CORP *W EXP 08/26/202 45784L118 1608 61625 SH DFND 61625 0 0 INSIGHT SELECT INCOME FD COM 45781W109 BBG001S63V10 663393 40230 SH DFND 40230 0 0 INTEGRAL ACQUISITION CORP 1 *W EXP 05/31/202 45827K119 16745 167451 SH DFND 167451 0 0 INTEGRATED WELLNESS ACQ CORP *W EXP 10/31/202 G4828B118 8349 237873 SH DFND 237873 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 BBG001S7GY72 3115854 366571 SH DFND 366571 0 0 INVESCO CALIF VALUE MUN INCO COM 46132H106 BBG001S6XHW4 3600301 361476 SH DFND 361476 0 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 BBG001S72CS2 4715265 484611 SH DFND 484611 0 0 INVESCO MUNICIPAL TRUST COM 46131J103 BBG001S702W1 4188984 431854 SH DFND 431854 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 BBG001S75GP3 1235463 120533 SH DFND 120533 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 BBG001S746Q5 3827985 395453 SH DFND 395453 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 BBG001S70Z49 4378984 444116 SH DFND 444116 0 0 INVESCO TR INVT GRADE NEW YO COM 46131T101 BBG001S71JD4 1409540 131120 SH DFND 131120 0 0 INVESCO VALUE MUN INCOME TR COM 46132P108 BBG001S77KX3 3938316 328193 SH DFND 328193 0 0 INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113 22165 633294 SH DFND 633294 0 0 INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127 17283 288058 SH DFND 288058 0 0 INVESTCORP INDIA ACQUISTN CO CLASS A ORD SHS G49219101 BBG011FRCMX2 2820507 251831 SH DFND 251831 0 0 IRIS ACQUISITION CORP *W EXP 02/28/202 89601Y119 3859 81248 SH DFND 81248 0 0 IRON HORSE ACQUISITIONS CORP *W EXP 99/99/999 462837113 14352 460000 SH DFND 460000 0 0 IRON HORSE ACQUISITIONS CORP COM 462837105 BBG00JPYYX97 4593100 460000 SH DFND 460000 0 0 IRON HORSE ACQUISITIONS CORP RIGHT 99/99/9999 462837121 BBG01LGZ90Y0 93564 460000 SH DFND 460000 0 0 ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119 27850 397864 SH DFND 397864 0 0 ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101 BBG0166KJBF3 2452500 225000 SH DFND 225000 0 0 IX ACQUISITION CORP *W EXP 07/31/202 G5000D111 4406 146851 SH DFND 146851 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 3763 17500 SH DFND 17500 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 6913633 7875000 PRN DFND 7875000 0 0 JOHN HANCOCK HEDGED EQUITY & COM 47804L102 BBG001V12GM8 1369879 130589 SH DFND 130589 0 0 JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 38000138 1025368 SH DFND 1025368 0 0 JVSPAC ACQUISITION CORP UNIT 03/11/2024 G5212E139 BBG01JYF8B30 2094036 203700 SH DFND 203700 0 0 KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128 1765 88229 SH DFND 88229 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 BBG014MY5SY7 14117 176458 SH DFND 176458 0 0 KAMAN CORP COM 483548103 BBG001S5SJM9 21757701 474334 SH DFND 474334 0 0 KEEN VISION ACQUISITION CORP *W EXP 03/15/202 G52443127 6738 125000 SH DFND 125000 0 0 KEEN VISION ACQUISITION CORP SHS G52443119 BBG01HN1BXB6 7053750 675000 SH DFND 675000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 15293 252780 SH DFND 252780 0 0 KERNEL GROUP HOLDINGS INC *W EXP 99/99/999 G5259L129 1837 37499 SH DFND 37499 0 0 KEYARCH ACQUISITION CORP *W EXP 99/99/999 G5260A112 17632 340377 SH DFND 340377 0 0 KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120 BBG015QMR9Z3 174267 697905 SH DFND 697905 0 0 LAKELAND BANCORP INC COM 511637100 BBG001S93HH8 6162119 509266 SH DFND 509266 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 99/99/999 G5338L124 9458 94582 SH DFND 94582 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 BBG012W6BRL0 810980 82000 SH DFND 82000 0 0 LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9 10376163 9350000 PRN DFND 9350000 0 0 LAVORO LTD *W EXP 02/27/202 G5391L110 39296 76273 SH DFND 76273 0 0 LAZARD GLOBAL TOTAL RETURN & COM 52106W103 BBG001SLD6T1 2084818 127668 SH DFND 127668 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 27255988 27650000 PRN DFND 27650000 0 0 LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113 2635 87827 SH DFND 87827 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 3596 79900 SH DFND 79900 0 0 LEGATO MERGER CORP III UNIT 99/99/9999 G5451A129 BBG01KH6R7H9 15202500 1500000 SH DFND 1500000 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 8601788 9187000 PRN DFND 9187000 0 0 LIBERTY ALL-STAR GROWTH FD I COM 529900102 BBG001S8MP72 54922 10004 SH DFND 10004 0 0 LIBERTY MEDIA CORP DEL COM LBTY SRM S C 531229789 BBG01HLMB7B9 3460181 116898 SH DFND 116898 0 0 LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5 61660 60000 PRN DFND 60000 0 0 LIBERTY MEDIA CORP DEL NOTE 3.750% 3/1 531229AP7 12786800 10400000 PRN DFND 10400000 0 0 LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6 18583363 23924000 PRN DFND 23924000 0 0 M D C HLDGS INC COM 552676108 BBG001S5T272 24090567 382937 SH DFND 382937 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 18855950 14900000 PRN DFND 14900000 0 0 MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 54002975 28925000 PRN DFND 28925000 0 0 MAQUIA CAPITAL ACQUISITION C *W EXP 99/99/999 56564V119 6270 196555 SH DFND 196555 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 15467 1380948 SH DFND 1380948 0 0 MARIADB PLC *W EXP 12/16/202 G5920M118 3058 33983 SH DFND 33983 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 3.250%12/1 57164YAF4 13857385 14695000 PRN DFND 14695000 0 0 MARS ACQUISITION CORP ORDINARY SHARES G5870E108 BBG017V5VKB6 1599000 150000 SH DFND 150000 0 0 MARS ACQUISITION CORP RIGHT 02/09/2028 G5870E124 BBG01FT7NPL4 36225 175000 SH DFND 175000 0 0 MASONITE INTL CORP COM 575385109 BBG001T51RT2 43840941 333518 SH DFND 333518 0 0 MCGRATH RENTCORP COM 580589109 BBG001S5T593 55098646 446613 SH DFND 446613 0 0 METAL SKY STAR ACQUISITION C *W EXP 03/31/202 G6053N121 4268 435555 SH DFND 435555 0 0 METAL SKY STAR ACQUISITION C RIGHT 03/30/2024 G6053N113 BBG017TG9XV0 27745 435555 SH DFND 435555 0 0 MFS MUN INCOME TR SH BEN INT 552738106 BBG001S5T4C2 378848 70549 SH DFND 70549 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 204945 150000 PRN DFND 150000 0 0 MONTEREY CAP ACQUISITION COR *W EXP 01/01/202 61244M117 5819 290925 SH DFND 290925 0 0 MONTEREY CAP ACQUISITION COR RIGHT 05/10/2027 61244M125 BBG01710RY25 33867 294492 SH DFND 294492 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 1592 20000 SH DFND 20000 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 10769 153624 SH DFND 153624 0 0 MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 BBG011J09746 37937 200090 SH DFND 200090 0 0 MULTISENSOR AI HOLDINGS INC *W EXP 12/19/202 456948116 4624 90670 SH DFND 90670 0 0 NABORS ENERGY TRANSITION COR *W EXP 09/01/202 G6363K114 55000 499999 SH DFND 499999 0 0 NABORS ENERGY TRANSITION COR CL A G6363K106 BBG01J5SN479 10399969 999997 SH DFND 999997 0 0 NABORS INDS INC NOTE 1.750% 6/1 62957HAL9 11626480 15298000 PRN DFND 15298000 0 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 BBG008HNHYZ2 8274767 16820 SH DFND 16820 0 0 NATURES MIRACLE HLDG INC *W EXP 02/15/202 63903P118 1921 53503 SH DFND 53503 0 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 26404585 27850000 PRN DFND 27850000 0 0 NEUBERGER BERMAN MUN FD INC COM 64124P101 BBG001SHWP71 2341322 223622 SH DFND 223622 0 0 NEW AMER HIGH INCOME FD INC COM NEW 641876800 BBG001S5S2K8 1250675 171796 SH DFND 171796 0 0 NEW GERMANY FD INC COM 644465106 BBG001S6GLF3 858040 98512 SH DFND 98512 0 0 NEW HORIZON AIRCRAFT LTD *W EXP 99/99/999 64550A115 2597 51832 SH DFND 51832 0 0 NEW PROVIDENCE ACQSITN CORP *W EXP 11/09/202 64823D110 7162 143529 SH DFND 143529 0 0 NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 6345 150000 SH DFND 150000 0 0 NIOCORP DEVS LTD *W EXP 03/17/202 654484153 50152 128594 SH DFND 128594 0 0 NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8 16104624 13187000 PRN DFND 13187000 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 129 24799 SH DFND 24799 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 8339 217170 SH DFND 217170 0 0 NORTHVIEW ACQUISITION CORP RIGHT 99/99/9999 66718N129 BBG014RLXKR4 66267 441777 SH DFND 441777 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 1981 72560 SH DFND 72560 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 BBG012R641M0 13569 72560 SH DFND 72560 0 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 BBG001SHZCF8 7824345 643979 SH DFND 643979 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG001SKQWJ3 9386807 847950 SH DFND 847950 0 0 NUVEEN ARIZONA QLTY MUN INC COM 67061W104 BBG001S75CC6 734430 66888 SH DFND 66888 0 0 NUVEEN CA QUALTY MUN INCOME COM 67066Y105 BBG001SCTG12 6435118 583949 SH DFND 583949 0 0 NUVEEN CALIFORNIA AMT QLT MU COM 670651108 BBG001S94NN7 3585647 295115 SH DFND 295115 0 0 NUVEEN DOW 30 DYNMC OVERWRT SHS 67075F105 BBG007PPRJB8 5919195 403765 SH DFND 403765 0 0 NUVEEN FLOATING RATE INCOME COM 67072T108 BBG001SJ9S31 2719308 311490 SH DFND 311490 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 BBG001S97B05 7459362 609425 SH DFND 609425 0 0 NUVEEN NASDAQ 100 DYNAMIC OV COM SHS 670699107 BBG007SRSSP5 437682 18131 SH DFND 18131 0 0 NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 BBG001SHM0F8 2001439 165682 SH DFND 165682 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 BBG001S90BW7 3195465 293971 SH DFND 293971 0 0 NUVEEN NEW YORK QLT MUN INC COM 67066X107 BBG001SCTFW0 2430396 221954 SH DFND 221954 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 BBG001S6PT66 1707754 144480 SH DFND 144480 0 0 NUVEEN PFD & INCOME OPPORTUN COM 67073B106 BBG001S6R664 13075669 1818591 SH DFND 1818591 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG001SCTFM1 8803148 768163 SH DFND 768163 0 0 NUVEEN REAL ASSET INCOME & G COM 67074Y105 BBG002G9B700 1938149 163419 SH DFND 163419 0 0 NUVEEN REAL ESTATE INCOME FD COM 67071B108 BBG001SJX6L2 2320388 293720 SH DFND 293720 0 0 NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 BBG001S7ZM04 2157601 163084 SH DFND 163084 0 0 NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 BBG001S78JZ3 944548 85325 SH DFND 85325 0 0 NWTN INC *W EXP 12/31/202 G6693P114 1128 12548 SH DFND 12548 0 0 OAK WOODS ACQUISITION CORP *W EXP 99/99/999 67190B112 1900 95000 SH DFND 95000 0 0 OAK WOODS ACQUISITION CORP CL A 67190B104 BBG01G2R5D70 1018400 95000 SH DFND 95000 0 0 OAK WOODS ACQUISITION CORP RIGHT 03/23/2028 67190B120 BBG01GP115B8 18991 95000 SH DFND 95000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 7422 95769 SH DFND 95769 0 0 OLINK HLDG AB SPONSORED ADS 680710100 BBG00ZHZXZ84 6169118 262404 SH DFND 262404 0 0 ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9 18380565 18585000 PRN DFND 18585000 0 0 ONYX ACQUISITION CO I *W EXP 11/30/202 G6755Q117 4254 141788 SH DFND 141788 0 0 OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 12668 422280 SH DFND 422280 0 0 PALO ALTO NETWORKS INC COM 697435105 BBG001T9NWN5 203721 717 SH DFND 717 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 21213 600926 SH DFND 600926 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 BBG01517T2P7 508345 46982 SH DFND 46982 0 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 BBG001S6L063 365576 31060 SH DFND 31060 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 99/99/999 G69454117 31818 578509 SH DFND 578509 0 0 PATRIA LATIN AMRCN OPPRNTY A CLASS A ORD SHS G69454109 BBG0157FL9D9 5798939 513635 SH DFND 513635 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 25744967 19875000 PRN DFND 19875000 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 BBG001S88KW1 693405 189455 SH DFND 189455 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 99/99/999 G44525114 14729 363673 SH DFND 363673 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 64262 169111 SH DFND 169111 0 0 PERCEPTION CAPITAL CORP III *W EXP 99/99/999 G7185D114 4279 77950 SH DFND 77950 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 649343 653000 PRN DFND 653000 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 BBG002R1BH76 141123 10864 SH DFND 10864 0 0 PGIM SHORT DUR HIG YLD OPP F COM 69355J104 BBG00XTHQGX8 1923346 125055 SH DFND 125055 0 0 PHP VENTURES ACQUISITION COR *W EXP 08/16/202 69291C114 866 34370 SH DFND 34370 0 0 PHP VENTURES ACQUISITION COR RIGHT 01/01/2023 69291C122 BBG011F50MP2 9184 68740 SH DFND 68740 0 0 PIMCO CALIF MUN INCOME FD II COM 72200M108 BBG001SKRFR0 391800 67903 SH DFND 67903 0 0 PINSTRIPES HOLDINGS INC *W EXP 09/30/202 06690B115 116729 471633 SH DFND 471633 0 0 PINSTRIPES HOLDINGS INC CL A COM 06690B107 BBG0124VV2Q4 325000 100000 SH DFND 100000 0 0 PIONEER FLOATING RATE FUND I COM 72369J102 BBG001SML8F1 547210 56530 SH DFND 56530 0 0 PIONEER HIGH INCOME FUND INC COM 72369H106 BBG001SKDJR7 677473 88443 SH DFND 88443 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 2376581 291605 SH DFND 291605 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 2853817 322830 SH DFND 322830 0 0 PIONEER NAT RES CO COM 723787107 BBG001S7V1J4 57685740 220604 SH DFND 220604 0 0 PLUM ACQUISITION CORP I *W EXP 03/18/202 G7134L118 14584 37394 SH DFND 37394 0 0 PLUM ACQUISITION CORP III *W EXP 03/31/202 G63290103 16348 121099 SH DFND 121099 0 0 PLUM ACQUISITION CORP III CLASS A ORD SHS G63290111 BBG00ZKFDJ64 2979200 280000 SH DFND 280000 0 0 PLUTONIAN ACQUISITION CORP *W EXP 10/26/202 72942P120 2277 75916 SH DFND 75916 0 0 PLUTONIAN ACQUISITION CORP COM 72942P104 BBG019ZZVB59 2364162 220332 SH DFND 220332 0 0 PLUTONIAN ACQUISITION CORP RIGHT 10/26/2027 72942P112 BBG019ZZVCC9 13007 76066 SH DFND 76066 0 0 PONO CAP TWO INC *W EXP 99/99/999 73245B115 12785 365274 SH DFND 365274 0 0 POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129 19494 647633 SH DFND 647633 0 0 POWERUP ACQUISITION CORP CLASS A ORDI SHS G7207P103 BBG015STV142 1654500 150000 SH DFND 150000 0 0 PPL CAP FDG INC NOTE 2.875% 3/1 69352PAS2 6408203 6670000 PRN DFND 6670000 0 0 PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114 224 21504 SH DFND 21504 0 0 PRIVETERRA ACQUISITION CORP *W EXP 01/07/202 876545112 4941 120504 SH DFND 120504 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 99/99/999 G72556114 32514 216907 SH DFND 216907 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 BBG00ZV9JFM0 2750000 250000 SH DFND 250000 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 2426 96661 SH DFND 96661 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 BBG012TW2W09 2178330 195717 SH DFND 195717 0 0 QOMOLANGMA ACQUISITION CORP *W EXP 09/29/202 74738V113 1585 99041 SH DFND 99041 0 0 QOMOLANGMA ACQUISITION CORP COM 74738V105 BBG0184HP9D8 400313 36726 SH DFND 36726 0 0 QOMOLANGMA ACQUISITION CORP RIGHT 09/29/2027 74738V121 BBG01BPH5MK3 12202 99041 SH DFND 99041 0 0 QUADRO ACQUISITION ONE CORP *W EXP 06/30/202 G52807115 561 15000 SH DFND 15000 0 0 QUETTA ACQUISITION CORP COM 74841A105 BBG01JRVRDJ1 5055500 496611 SH DFND 496611 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 6349 118227 SH DFND 118227 0 0 REDFIN CORP NOTE 0.500% 4/0 75737FAE8 4968880 8873000 PRN DFND 8873000 0 0 REDWOODS ACQUISITION CORP *W EXP 03/15/202 758083117 19387 245716 SH DFND 245716 0 0 REDWOODS ACQUISITION CORP RIGHT 03/15/2027 758083125 BBG015Z29HS7 54092 243658 SH DFND 243658 0 0 RELATIVITY ACQUISITION CORP *W EXP 12/15/202 75944B114 5 455187 SH DFND 455187 0 0 RF ACQUISITION CORP *W EXP 05/01/202 74954L112 4012 374950 SH DFND 374950 0 0 RF ACQUISITION CORP RIGHT 05/01/2028 74954L120 BBG0146Z8KY6 34604 379435 SH DFND 379435 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 50113 212704 SH DFND 212704 0 0 RIVERNORTH FLEXIBLE MUNI INC COM 76883Y107 BBG00W0H3NK5 242003 17249 SH DFND 17249 0 0 RMG ACQUISITION CORP III *W EXP 99/99/999 G76088122 940 15660 SH DFND 15660 0 0 ROADZEN INC *W EXP 11/30/202 G7606H116 9725 104565 SH DFND 104565 0 0 ROTH CH ACQUISITION CO *W EXP 99/99/999 G88935120 4769 338259 SH DFND 338259 0 0 ROTH CH ACQUISITION V CO *W EXP 12/10/202 77867R118 6792 89490 SH DFND 89490 0 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 73025550 25650000 PRN DFND 25650000 0 0 ROYALTY MGMT HLDG CORP *W EXP 05/28/202 02369M110 1547 71640 SH DFND 71640 0 0 ROYCE MICRO-CAP TR INC COM 780915104 BBG001S6DP67 1512510 160054 SH DFND 160054 0 0 ROYCE VALUE TR INC COM 780910105 BBG001S5VTQ9 7912460 521586 SH DFND 521586 0 0 SABA CAPITAL INCOME & OPRNT SHS NEW 78518H202 BBG001S6Q335 108657 14905 SH DFND 14905 0 0 SCREAMING EAGLE ACQUISITN CO *W EXP 99/99/999 G79407121 1382408 2925732 SH DFND 2925732 0 0 SCREAMING EAGLE ACQUISITN CO CLASS A ORD SHS G79407105 BBG014KDWB90 2870617 268282 SH DFND 268282 0 0 SDCL EDGE ACQUISITION CORP *W EXP 99/99/999 G79471127 40342 266635 SH DFND 266635 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 19037925 22150000 PRN DFND 22150000 0 0 SEMTECH CORP NOTE 1.625%11/0 816850AF8 4920738 4980000 PRN DFND 4980000 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 7972875 8550000 PRN DFND 8550000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 43000 40000 PRN DFND 40000 0 0 SILVERBOX CORP III *W EXP 02/28/202 82836N115 24919 166129 SH DFND 166129 0 0 SILVERBOX CORP III COM CL A 82836N107 BBG01F7S5TD3 9666773 922402 SH DFND 922402 0 0 SK GROWTH OPPORTUNITIES CORP *W EXP 06/28/202 G8192N111 241231 473002 SH DFND 473002 0 0 SK GROWTH OPPORTUNITIES CORP CLASS A COM G8192N103 BBG01959FB58 9172953 829756 SH DFND 829756 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 32352111 42318000 PRN DFND 42318000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 129836 135000 PRN DFND 135000 0 0 SNAP INC NOTE 5/0 83304AAF3 60660 75000 PRN DFND 75000 0 0 SOUTHERN CO NOTE 3.875%12/1 842587DP9 14943750 15000000 PRN DFND 15000000 0 0 SOUTHLAND HLDGS INC *W EXP 02/14/202 84445C118 35118 79308 SH DFND 79308 0 0 SOUTHWESTERN ENERGY CO COM 845467109 BBG001S5WHW7 74652289 9848587 SH DFND 9848587 0 0 SP PLUS CORP COM 78469C103 BBG001S7TNN4 8818287 168868 SH DFND 168868 0 0 SPARK I ACQUISITION CORP *W EXP 10/01/203 G8316B118 54300 300001 SH DFND 300001 0 0 SPARK I ACQUISITION CORP ORD SHS G8316B100 BBG01HCZC8S9 6155990 599999 SH DFND 599999 0 0 SPECTAIRE HLDGS INC *W EXP 10/17/202 84753T117 3101 123529 SH DFND 123529 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4713000 10000000 PRN DFND 10000000 0 0 SPRING VALLEY ACQUISTN CORP *W EXP 02/25/202 G83752116 25250 229541 SH DFND 229541 0 0 SPRING VALLEY ACQUISTN CORP RIGHT 02/25/2026 G83752132 BBG01B8BLJB4 55090 459084 SH DFND 459084 0 0 SPROTT FOCUS TR INC COM 85208J109 BBG001S5RF39 556375 69287 SH DFND 69287 0 0 SRH TOTAL RETURN FUND INC COM 101507101 BBG001SKK3J3 4852724 322226 SH DFND 322226 0 0 SRIVARU HOLDING LIMITED *W EXP 12/08/202 G8403L110 5773 363083 SH DFND 363083 0 0 STERLING CHECK CORP COM 85917T109 BBG012BTZSC5 12608537 784113 SH DFND 784113 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 29441500 22220000 PRN DFND 22220000 0 0 SWIFTMERGE ACQUISITION CORP *W EXP 12/13/202 G63836111 11425 204376 SH DFND 204376 0 0 SWISS HELVETIA FD INC COM 870875101 BBG001S5WJ35 311435 39273 SH DFND 39273 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 12622 165647 SH DFND 165647 0 0 TECHNOLOGY & TELECOM ACQ COR *W EXP 04/15/202 G87119114 9664 542947 SH DFND 542947 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 15896985 18813000 PRN DFND 18813000 0 0 TEMPLETON EMERGING MKTS FD COM 880191101 BBG001S5QVH0 816827 68411 SH DFND 68411 0 0 TENX KEANE ACQUISITION RIGHT 06/30/2028 G8708L112 BBG01163JNY5 22118 121392 SH DFND 121392 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 22301 139380 SH DFND 139380 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 BBG00ZVC1Q84 1025000 100000 SH DFND 100000 0 0 TLGY ACQUISITION CORPORATION *W EXP 99/99/999 G8656T125 7591 278062 SH DFND 278062 0 0 TMT ACQUISITION CORP RIGHT 03/27/2028 G89229135 BBG012ST6CY0 18000 100000 SH DFND 100000 0 0 TMT ACQUISITION CORP SHS G89229119 BBG012ST1KJ4 1069500 100000 SH DFND 100000 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 8750 84456 SH DFND 84456 0 0 TRAILBLAZER MERGER CORP I CL A 89278D109 BBG018LSVK98 6258551 588763 SH DFND 588763 0 0 TRAILBLAZER MERGER CORP I RIGHT 04/21/2028 89278D125 BBG01GM7Q0B2 40192 538763 SH DFND 538763 0 0 TRAVERE THERAPEUTICS INC NOTE 2.250% 3/0 89422GAA5 4885650 7700000 PRN DFND 7700000 0 0 TRI CONTL CORP COM 895436103 BBG001S5WZ75 1542156 50070 SH DFND 50070 0 0 TRICON RESIDENTIAL INC COM NPV 89612W102 BBG001T7VFV8 46097244 4134282 SH DFND 4134282 0 0 TRISTAR ACQUISITION I CORP *W EXP 99/99/999 G9074V114 22579 324880 SH DFND 324880 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 4700 49999 SH DFND 49999 0 0 UBER TECHNOLOGIES INC COM 90353T100 BBG002B04MW4 16131561 209528 SH DFND 209528 0 0 UNDER ARMOUR INC CL A 904311107 BBG001SJLLQ7 12348415 1673227 SH DFND 1673227 0 0 UNITED STATES STL CORP NEW COM 912909108 BBG001S5XL75 20691935 507404 SH DFND 507404 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 10764518 12627000 PRN DFND 12627000 0 0 UTZ BRANDS INC COM CL A 918090101 BBG00M8652J9 645400 35000 SH DFND 35000 0 0 VALUENCE MERGER CORP I *W EXP 99/99/999 G9R16L118 7105 242499 SH DFND 242499 0 0 VAST RENEWABLES LIMITED *W EXP 07/01/202 Q9379E113 21846 258537 SH DFND 258537 0 0 VIRTUS DIVIDEND INTEREST & P COM 92840R101 BBG001SNN4Q4 7385485 577894 SH DFND 577894 0 0 VIRTUS TOTAL RETURN FD INC COM 92835W107 BBG001S5XNL5 3495955 627640 SH DFND 627640 0 0 VISION SENSING ACQUISITION C *W EXP 99/99/999 92838J111 2409 92314 SH DFND 92314 0 0 VIZIO HLDG CORP CL A COM 92858V101 BBG00ZHDJWD0 28002221 2559618 SH DFND 2559618 0 0 VOYA EMERGING MKTS HIGH DIVI COM 92912P108 BBG001T99QY2 173362 32896 SH DFND 32896 0 0 VOYA GLBL ADV & PREM OPP FD COM 92912R104 BBG001SP8VG7 1519100 168042 SH DFND 168042 0 0 VOYA GLBL EQTY DIV & PREM OP COM 92912T100 BBG001SMKRM2 2251011 424719 SH DFND 424719 0 0 VOYA INFRASTRUCTURE INDLS & COM 92912X101 BBG001T63ZK9 627108 59611 SH DFND 59611 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 8818978 9515000 PRN DFND 9515000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 6919625 7025000 PRN DFND 7025000 0 0 WAYFAIR INC NOTE 3.250% 9/1 94419LAP6 30625288 23245000 PRN DFND 23245000 0 0 WELLTOWER INC COM 95040Q104 BBG001S5RTQ4 5701241 61100 SH DFND 61100 0 0 WELSBACH TECH METALS ACQU CO RIGHT 12/22/2026 950415117 BBG014QZN044 1919 25547 SH DFND 25547 0 0 WESTERN ACQSTN VENTURES CORP *W EXP 99/99/999 95758L115 12781 423227 SH DFND 423227 0 0 WESTERN ASSET INTER MUNI FD COM 958435109 BBG001S70803 577328 72895 SH DFND 72895 0 0 WESTERN ASSET MANAGED MUNS F COM 95766M105 BBG001S6J994 4457604 426565 SH DFND 426565 0 0 WESTERN ASSET MUN HIGH INCOM COM 95766N103 BBG001S645R8 570537 84026 SH DFND 84026 0 0 WESTROCK CO COM 96145D105 BBG008NXC581 35734312 731511 SH DFND 731511 0 0 WISDOMTREE INC NOTE 5.750% 8/1 97717PAF1 12351563 10625000 PRN DFND 10625000 0 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 4502025 7650000 PRN DFND 7650000 0 0 WOLFSPEED INC NOTE 1.875%12/0 977852AD4 56185 100000 PRN DFND 100000 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 15748945 20601000 PRN DFND 20601000 0 0 YOTTA ACQUISITION CORPORATIO *W EXP 03/15/202 98741Y111 13382 541763 SH DFND 541763 0 0 YOTTA ACQUISITION CORPORATIO RIGHT 03/15/2027 98741Y129 BBG018G23S04 65012 541763 SH DFND 541763 0 0 ZALATORIS ACQUISITION CORP *W EXP 99/99/999 89301B112 11148 171770 SH DFND 171770 0 0 ZALATORIS II ACQUISITION COR CLASS A ORD G9831X106 BBG0112Z5QZ5 475870 43940 SH DFND 43940 0 0 ZILLOW GROUP INC CL C CAP STK 98954M200 BBG009NRSWK2 3586745 73529 SH DFND 73529 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 116738 110000 PRN DFND 110000 0 0 ZOOMCAR HLDGS INC *W EXP 05/31/202 45784G119 4697 151503 SH DFND 151503 0 0 ZURA BIO LTD *W EXP 99/99/999 G9TY5A119 7252 26858 SH DFND 26858 0 0