Authorized Signatory

0001085146-21-001796.txt : 20210517 0001085146-21-001796.hdr.sgml : 20210517 20210517171021 ACCESSION NUMBER: 0001085146-21-001796 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210517 DATE AS OF CHANGE: 20210517 EFFECTIVENESS DATE: 20210517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CNH PARTNERS 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: 21932201 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001167456 XXXXXXXX 03-31-2021 03-31-2021 false CNH PARTNERS LLC

TWO GREENWICH PLAZA Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 N Henry Parkin Authorized Signatory 203-742-3600 /s/ Henry Parkin Greenwich CT 05-05-2021 2 972 2782766 false 1 0001633376 028-16752 AQR Capital Management Holdings, LLC 2 0001167557 028-10120 AQR CAPITAL MANAGEMENT LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 10X CAPITAL VENTURE ACQU COR *W EXP 10/29/202 88025V115 238 132857 SH DFND 132857 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 450 500000 SH DFND 500000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 79 100000 SH DFND 100000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 1940 200000 SH DFND 200000 0 0 4D PHARMA PLC *W EXP 03/22/202 35085K117 136 125000 SH DFND 125000 0 0 4D PHARMA PLC SPONSORED ADS 35085K109 139 11767 SH DFND 11767 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 76 100000 SH DFND 100000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 639 64500 SH DFND 64500 0 0 890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 35 44332 SH DFND 44332 0 0 890 5TH AVE PARTNERS INC COM CL A 28250A105 1289 132996 SH DFND 132996 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 415 42000 SH DFND 42000 0 0 ACCELERATE ACQUISITION CORP UNIT 99/99/9999 00439D201 5958 600000 SH DFND 600000 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 195 100000 SH DFND 100000 0 0 ACIES ACQUISITION CORP *W EXP 11/30/202 G0103T113 76 49999 SH DFND 49999 0 0 ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 1370 135000 SH DFND 135000 0 0 ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 76 83332 SH DFND 83332 0 0 ACON S2 ACQUISITION CORP CL SHS G00748106 687 69998 SH DFND 69998 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 33 65999 SH DFND 65999 0 0 ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 1271 131998 SH DFND 131998 0 0 ADVANCED MERGER PARTNERS INC UNIT 99/99/9999 00777J208 1190 119000 SH DFND 119000 0 0 ADVANTAGE SOLUTIONS INC *W EXP 07/18/202 00791N110 60 18750 SH DFND 18750 0 0 ADVENT CONVERTIBLE & INCOME COM 00764C109 1192 67481 SH 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124224 SH DFND 124224 0 0 CM LIFE SCIENCES II INC UNIT 02/25/2028 125842203 128 10000 SH DFND 10000 0 0 CM LIFE SCIENCES INC *W EXP 09/04/202 18978W117 256 50629 SH DFND 50629 0 0 COHERENT INC COM 192479103 28002 110729 SH DFND 110729 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 120 99999 SH DFND 99999 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 688 70000 SH DFND 70000 0 0 COLICITY INC UNIT 02/24/2026 194170205 1566 155000 SH DFND 155000 0 0 COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 396 179839 SH DFND 179839 0 0 COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 493 50000 SH DFND 50000 0 0 COMPUTE HEALTH ACQUISITIN CO UNIT 99/99/9999 204833206 1359 134700 SH DFND 134700 0 0 CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 208 231666 SH DFND 231666 0 0 CONCORD ACQUISITION CORP COM CL A 206071102 3956 404489 SH DFND 404489 0 0 CONSONANCE HFW ACQUISITION C *W EXP 10/28/202 G2445M111 19 23166 SH DFND 23166 0 0 CONSONANCE HFW ACQUISITION C SHS CL A G2445M103 669 69498 SH DFND 69498 0 0 CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 574 58000 SH DFND 58000 0 0 CONX CORP *W EXP 10/30/202 212873111 147 124999 SH DFND 124999 0 0 CONX CORP COM CL A 212873103 1196 120000 SH DFND 120000 0 0 COOPER TIRE & RUBR CO COM 216831107 15402 275139 SH DFND 275139 0 0 CORAZON CAPITAL V838 MONOCER UNIT 03/24/2026 G24237110 1493 150000 SH DFND 150000 0 0 CORELOGIC INC COM 21871D103 15899 200615 SH DFND 200615 0 0 CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 4638 5000000 PRN DFND 5000000 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 132 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 2142 218800 SH DFND 218800 0 0 CORTEVA INC COM 22052L104 3898 83615 SH DFND 83615 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 2817 1650000 PRN DFND 1650000 0 0 COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 528 53100 SH DFND 53100 0 0 COVETRUS INC COM 22304C100 2966 98951 SH DFND 98951 0 0 CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 852 747213 SH DFND 747213 0 0 CROWN PROPTECH ACQUISITIONS UNIT 99/99/9999 G25741128 497 50000 SH DFND 50000 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 65 46965 SH DFND 46965 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 616 61200 SH DFND 61200 0 0 CUBIC CORP COM 229669106 4664 62548 SH DFND 62548 0 0 CURIOSITYSTREAM INC *W EXP 10/14/202 23130Q115 647 129358 SH DFND 129358 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 9883 9125000 PRN DFND 9125000 0 0 D AND Z MEDIA ACQUISITION CO UNIT 99/99/9999 23305Q205 1226 124000 SH DFND 124000 0 0 D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 278 241736 SH DFND 241736 0 0 D8 HOLDINGS CORP SHS CL A G2614K110 795 80000 SH DFND 80000 0 0 DASEKE INC *W EXP 02/27/202 23753F115 128 378003 SH DFND 378003 0 0 DD3 ACQUISITION CORP II UNIT 99/99/9999 23318M209 1385 135000 SH DFND 135000 0 0 DECARBONIZATION PLUS ACQU CO *W EXP 10/02/202 242797116 566 302500 SH DFND 302500 0 0 DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 1227 122000 SH DFND 122000 0 0 DECARBONIZATION PLUS ACQU II UNIT 03/19/2026 24279D204 6972 700000 SH DFND 700000 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 14 20500 SH DFND 20500 0 0 DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 402 41000 SH DFND 41000 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 45 84000 SH DFND 84000 0 0 DELWINDS INS ACQUISITION COR COM CLS A 24803C102 708 73000 SH DFND 73000 0 0 DESKTOP METAL INC COM CL A 25058X105 3679 246899 SH DFND 246899 0 0 DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 174 17500 SH DFND 17500 0 0 DHB CAPITAL CORP UNIT 03/31/2028 23291W208 1980 200000 SH DFND 200000 0 0 DHC ACQUISITION CORP UNIT 02/25/2026 G2758T125 999 100000 SH DFND 100000 0 0 DIAMONDHEAD HOLDINGS CORP UNIT 01/21/2026 25278L204 1219 123000 SH DFND 123000 0 0 DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 1482 903453 SH DFND 903453 0 0 DIGITAL TRANSFORMATN OPT COR UNIT 03/31/2028 25401K206 1186 120000 SH DFND 120000 0 0 DISCOVERY INC COM SER A 25470F104 5929 138312 SH DFND 138312 0 0 DISCOVERY INC COM SER C 25470F302 1741 47190 SH DFND 47190 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 17662 18325000 PRN DFND 18325000 0 0 DISRUPTIVE ACQUISITION CORP UNIT 03/06/2026 G2770Y110 988 100000 SH DFND 100000 0 0 DMY TECHNOLOGY GROUP INC II *W EXP 07/29/202 233277110 280 66666 SH DFND 66666 0 0 DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 114 49500 SH DFND 49500 0 0 DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 1195 119000 SH DFND 119000 0 0 DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 9238 887437 SH DFND 887437 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 204 163332 SH DFND 163332 0 0 DPCM CAP INC COM CL A 23344P101 852 86400 SH DFND 86400 0 0 DRAGONEER GROWTH OPPTY CORP SHS CL A G28314105 206 20000 SH DFND 20000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 506 50000 SH DFND 50000 0 0 DUDDELL STREET ACQUISITN COR *W EXP 99/99/999 G28553116 165 137500 SH DFND 137500 0 0 DUDDELL STREET ACQUISITN COR CL A G28553108 685 70000 SH DFND 70000 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 26 42499 SH DFND 42499 0 0 DUNE ACQUISITION CORP COM CL A 265334102 383 39231 SH DFND 39231 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 158 166666 SH DFND 166666 0 0 E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 1365 139998 SH DFND 139998 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 243 300000 SH DFND 300000 0 0 EAST RES ACQUISITION CO COM CL A 274681105 822 84000 SH DFND 84000 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 74 275000 SH DFND 275000 0 0 EAST STONE ACQUISITION CORP RIGHT 12/31/2026 G2911D132 88 275000 SH DFND 275000 0 0 EAST STONE ACQUISITION CORP SHS G2911D108 300 30000 SH DFND 30000 0 0 EATON VANCE TX ADV GLBL DIV COM 27828S101 315 16481 SH DFND 16481 0 0 ECP ENVIRONMENTAL GW OPT COR UNIT 03/01/2026 26829T209 1204 120000 SH DFND 120000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 31 61000 SH DFND 61000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 1177 122000 SH DFND 122000 0 0 EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 35 100000 SH DFND 100000 0 0 EDOC ACQUISITION CORP CL A G4000A102 450 45000 SH DFND 45000 0 0 EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 39 100000 SH DFND 100000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 33 73875 SH DFND 73875 0 0 EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 649 66000 SH DFND 66000 0 0 EJF ACQUISITION CORP UNIT 03/10/2026 G2955B117 388 39000 SH DFND 39000 0 0 EMPOWER LTD *W EXP 11/30/202 G3R39W110 197 166666 SH DFND 166666 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 32 63499 SH DFND 63499 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 1228 126998 SH DFND 126998 0 0 ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 1303 129000 SH DFND 129000 0 0 EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 2900 325839 SH DFND 325839 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 69 83332 SH DFND 83332 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 524 53748 SH DFND 53748 0 0 EQ HEALTH ACQUISITION CORP UNIT 02/02/2028 26886A200 1487 150000 SH DFND 150000 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 162 149999 SH DFND 149999 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2182 220198 SH DFND 220198 0 0 ESM ACQUISITION CORPORATION UNIT 99/99/9999 G3195H120 994 100000 SH DFND 100000 0 0 ETSY INC COM 29786A106 7223 35818 SH DFND 35818 0 0 EUCRATES BIOMEDICAL ACQU COR SHS G3141W106 756 76424 SH DFND 76424 0 0 EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 442 44000 SH DFND 44000 0 0 EUROPEAN SUSTAINABLE GROWTH UNIT 01/18/2024 G3194F125 150 15000 SH DFND 15000 0 0 EVO ACQUISITION CORP UNIT 99/99/9999 30052G207 1221 123000 SH DFND 123000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 16123 12450000 PRN DFND 12450000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 15098 11000000 PRN DFND 11000000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 27496 14650000 PRN DFND 14650000 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 105 125000 SH DFND 125000 0 0 EXECUTIVE NETWORK PARTNERING CL A 30158L100 3038 312500 SH DFND 312500 0 0 EXPERIENCE INVT CORP *W EXP 09/01/202 30217C117 453 181279 SH DFND 181279 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 15066 764763 SH DFND 764763 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 4507 5500000 PRN DFND 5500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301AF3 3685 4000000 PRN DFND 4000000 0 0 FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 51 33332 SH DFND 33332 0 0 FALCON MINERALS CORP *W EXP 07/21/202 30607B208 54 222879 SH DFND 222879 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 39 35000 SH DFND 35000 0 0 FAR PEAK ACQUISITION CORP SHS CL A G3312L103 684 70000 SH DFND 70000 0 0 FAST ACQUISITION CORP *W EXP 08/25/202 311875116 1053 363067 SH DFND 363067 0 0 FAST ACQUISITION CORP II UNIT 03/16/2026 311874200 1491 150000 SH DFND 150000 0 0 FG NEW AMER ACQUISITION CORP *W EXP 08/31/202 30259V114 135 87500 SH DFND 87500 0 0 FIFTH WALL ACQUISITION CORP COM CL A 316790104 366 36627 SH DFND 36627 0 0 FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 1603 158400 SH DFND 158400 0 0 FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 403 116948 SH DFND 116948 0 0 FINSERV ACQUISITION CORP II UNIT 02/17/2026 31809Y202 1186 119000 SH DFND 119000 0 0 FINTECH ACQUISITION CORP IV *W EXP 12/31/202 31810N112 145 100000 SH DFND 100000 0 0 FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 120 49999 SH DFND 49999 0 0 FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 395 40000 SH DFND 40000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 19514 17250000 PRN DFND 17250000 0 0 FIRST RESERVE SUSTAINABLE GW UNIT 03/05/2026 336169206 1168 117000 SH DFND 117000 0 0 FIRST TR DYNAMIC EUROPE EQUI COM SHS 33740D107 606 47751 SH DFND 47751 0 0 FIRST TR ENERGY INCOME & GRO COM 33738G104 465 34710 SH DFND 34710 0 0 FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 194 125000 SH DFND 125000 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 1750 175000 SH DFND 175000 0 0 FISKER INC *W EXP 12/01/202 33813J114 672 78585 SH DFND 78585 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 25146 667532 SH DFND 667532 0 0 FLAME ACQUISITION CORP UNIT 99/99/9999 33850F207 1986 200000 SH DFND 200000 0 0 FLIR SYS INC COM 302445101 27715 490797 SH DFND 490797 0 0 FLY LEASING LTD SPONSORED ADR 34407D109 2101 124682 SH DFND 124682 0 0 FOLEY TRASIMENE ACQUISTN COR *W EXP 05/26/202 34431F112 445 278261 SH DFND 278261 0 0 FORESIGHT ACQUISITION CORP UNIT 01/29/2026 34552Y205 1988 200000 SH DFND 200000 0 0 FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 1215 122000 SH DFND 122000 0 0 FOREST ROAD ACQUISITION CORP *W EXP 12/31/202 34619R110 134 49998 SH DFND 49998 0 0 FORTERRA INC COM 34960W106 16119 693286 SH DFND 693286 0 0 FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 1208 122000 SH DFND 122000 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 10 10599 SH DFND 10599 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 520 52995 SH DFND 52995 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 29 28179 SH DFND 28179 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 605 61200 SH DFND 61200 0 0 FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 3465 350000 SH DFND 350000 0 0 FORTRESS VALUE ACQUISITION I *W EXP 08/10/202 349642116 111 70000 SH DFND 70000 0 0 FORUM MERGER III CORP *W EXP 08/24/202 349885111 447 235332 SH DFND 235332 0 0 FORUM MERGER IV CORP UNIT 03/15/2028 349875203 5940 600000 SH DFND 600000 0 0 FOXWAYNE ENTERPRIS AQSTN COR UNIT 01/12/2026 35166L208 518 50000 SH DFND 50000 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 249 25000 SH DFND 25000 0 0 FREEDOM ACQUISITION I CORP UNIT 99/99/9999 G3663X102 379 38000 SH DFND 38000 0 0 FRONTIER ACQUISITION CORP UNIT 03/01/2026 G36826116 745 75000 SH DFND 75000 0 0 FS DEVELOPMENT CORP II COM CL A 30318F100 498 50000 SH DFND 50000 0 0 FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 503 50000 SH DFND 50000 0 0 FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 999 100000 SH DFND 100000 0 0 FTAC OLYMPUS ACQUISITION COR *W EXP 08/28/202 G37288126 183 86009 SH DFND 86009 0 0 FTAC PARNASSUS ACQUISITN COR UNIT 03/10/2026 30319B207 2483 250000 SH DFND 250000 0 0 FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 290 250000 SH DFND 250000 0 0 FUSION ACQUISITION CORP II UNIT 02/29/2028 36118N201 1211 122000 SH DFND 122000 0 0 FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 949 202776 SH DFND 202776 0 0 G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 360 36000 SH DFND 36000 0 0 G&P ACQUISITION CORP UNIT 02/28/2028 36146G202 4960 500000 SH DFND 500000 0 0 GABELLI DIVID & INCOME TR COM 36242H104 1062 44327 SH DFND 44327 0 0 GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 179 325000 SH DFND 325000 0 0 GALILEO ACQUISITION CORP SHS G3770A102 300 30000 SH DFND 30000 0 0 GAMCO NAT RES GOLD & INCOME SH BEN INT 36465E101 102 20385 SH DFND 20385 0 0 GAMING & HOSPITALITY ACQU CO UNIT 02/04/2028 364681205 1198 121000 SH DFND 121000 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 783 669086 SH DFND 669086 0 0 GENESIS PK ACQUISITION CORP *W EXP 05/27/202 G38245125 126 57714 SH DFND 57714 0 0 GENMARK DIAGNOSTICS INC COM 372309104 20185 844567 SH DFND 844567 0 0 GENWORTH FINL INC COM CL A 37247D106 10236 3083242 SH DFND 3083242 0 0 GIGCAPITAL2 INC *W EXP 02/28/202 375036118 574 765000 SH DFND 765000 0 0 GIGCAPITAL2 INC RIGHT 02/28/2026 375036126 252 765000 SH DFND 765000 0 0 GIGCAPITAL3 INC *W EXP 05/18/202 37519D115 771 361743 SH DFND 361743 0 0 GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 1481 150000 SH DFND 150000 0 0 GLASS HOUSES ACQUISITION COR UNIT 03/25/2028 37714P202 2006 200000 SH DFND 200000 0 0 GLENFARNE MERGER CORP UNIT 03/17/2026 378579205 2480 250000 SH DFND 250000 0 0 GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 363 299999 SH DFND 299999 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 399 40995 SH DFND 40995 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 13 24999 SH DFND 24999 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 485 49998 SH DFND 49998 0 0 GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 268 1850000 SH DFND 1850000 0 0 GLU MOBILE INC COM 379890106 5706 457206 SH DFND 457206 0 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 255 283332 SH DFND 283332 0 0 GO ACQUISITION CORP COM 362019101 1639 166398 SH DFND 166398 0 0 GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 1286 128000 SH DFND 128000 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 247 32232 SH DFND 32232 0 0 GOLDEN ARROW MERGER CORP UNIT 07/31/2026 380799205 5970 600000 SH DFND 600000 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 62 87500 SH DFND 87500 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 437 45150 SH DFND 45150 0 0 GOLDENBRIDGE ACQUISITION LTD UNIT 03/02/2026 G3970D112 340 34000 SH DFND 34000 0 0 GOOD WORKS ACQUISITION CORP *W EXP 10/22/202 38216X115 334 174999 SH DFND 174999 0 0 GORES GUGGENHEIM INC UNIT 03/25/2028 38286Q206 9930 1000000 SH DFND 1000000 0 0 GORES HLDGS V INC *W EXP 08/05/202 382864114 155 100000 SH DFND 100000 0 0 GORES HLDGS VIII INC UNIT 02/01/2028 382863207 1190 119000 SH DFND 119000 0 0 GORES HOLDINGS VII INC UNIT 02/12/2028 38286T200 1185 119000 SH DFND 119000 0 0 GORES METROPOULOS II INC UNIT 01/31/2028 382873206 1204 119000 SH DFND 119000 0 0 GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 1176 118000 SH DFND 118000 0 0 GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 1184 118000 SH DFND 118000 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 3307 2375000 PRN DFND 2375000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 2992 3100000 PRN DFND 3100000 0 0 GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 5667 5187000 PRN DFND 5187000 0 0 GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 65 150000 SH DFND 150000 0 0 GREENCITY ACQUISITION CORP COM G4086B107 352 35000 SH DFND 35000 0 0 GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 141 169748 SH DFND 169748 0 0 GREENROSE ACQUISITION CORP COM 395392103 299 30000 SH DFND 30000 0 0 GREENVISION ACQUISITION CORP *W EXP 10/28/202 39678G111 165 170000 SH DFND 170000 0 0 GREENVISION ACQUISITION CORP RIGHT 06/01/2021 39678G129 99 170000 SH DFND 170000 0 0 GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 925 152104 SH DFND 152104 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 28 41997 SH DFND 41997 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 1235 126000 SH DFND 126000 0 0 GROWTH CAP ACQUISITION CORP UNIT 06/01/2027 39986V206 1733 175000 SH DFND 175000 0 0 GRUBHUB INC COM 400110102 23545 392417 SH DFND 392417 0 0 GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 55 25000 SH DFND 25000 0 0 GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 1043 100000 SH DFND 100000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 15921 13920000 PRN DFND 13920000 0 0 GUGGENHEIM ENHANCED EQUITY I COM 40167B100 991 137474 SH DFND 137474 0 0 GW PHARMACEUTICALS PLC ADS 36197T103 26942 124215 SH DFND 124215 0 0 GX ACQUISITION CORP *W EXP 05/24/202 36251A115 721 655534 SH DFND 655534 0 0 GX ACQUISITION CORP COM CL A 36251A107 302 30000 SH DFND 30000 0 0 GX ACQUISITION CORP II UNIT 03/17/2026 36260F204 5958 600000 SH DFND 600000 0 0 H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 1587 155000 SH DFND 155000 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 1589 963122 SH DFND 963122 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 30 42999 SH DFND 42999 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 1258 128997 SH DFND 128997 0 0 HARMONIC INC DBCV 2.000% 9/0 413160AD4 10385 9200000 PRN DFND 9200000 0 0 HAYMAKER ACQUISITION CORP II UNIT 03/01/2026 42087R207 1173 118000 SH DFND 118000 0 0 HAYWARD HLDGS INC COM 421298100 430 25500 SH DFND 25500 0 0 HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 7732 6000000 PRN DFND 6000000 0 0 HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 300 115832 SH DFND 115832 0 0 HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 307 30000 SH DFND 30000 0 0 HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 1520 154000 SH DFND 154000 0 0 HEALTHCARE SERVICES ACQU COR *W EXP 99/99/999 42227K112 47 75000 SH DFND 75000 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 375 38700 SH DFND 38700 0 0 HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 390 39000 SH DFND 39000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3383 3500000 PRN DFND 3500000 0 0 HENNESSY CAPITAL INVS CORP V UNIT 01/15/2025 42589T206 1235 122000 SH DFND 122000 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1251 1220000 PRN DFND 1220000 0 0 HH&L ACQUISITION CO UNIT 99/99/9999 G39714111 649 64300 SH DFND 64300 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 30 24285 SH DFND 24285 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 713 72855 SH DFND 72855 0 0 HIMS & HERS HEALTH INC *W EXP 01/20/202 433000114 293 66666 SH DFND 66666 0 0 HMS HLDGS CORP COM 40425J101 16058 434291 SH DFND 434291 0 0 HOLICITY INC *W EXP 08/04/202 435063110 522 180666 SH DFND 180666 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1060 1075000 PRN DFND 1075000 0 0 HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 92 83332 SH DFND 83332 0 0 HORIZON ACQUISITION CORP COM CL A G46049105 741 74998 SH DFND 74998 0 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 102 49999 SH DFND 49999 0 0 HORIZON ACQUISITION CORPORAT SHS CL A G46044106 663 64999 SH DFND 64999 0 0 HPX CORP *W EXP 07/14/202 G32219126 121 150000 SH DFND 150000 0 0 HPX CORP SHS CL A G32219100 687 70000 SH DFND 70000 0 0 HUDSON EXECUTIVE INVES III UNIT 02/22/2026 44376L206 2480 250000 SH DFND 250000 0 0 HUDSON EXECUTIVE INVS CORP I UNIT 01/31/2027 443760202 1197 122000 SH DFND 122000 0 0 HUDSON EXECUTIVE INVT CORP *W EXP 06/21/202 443761119 399 275000 SH DFND 275000 0 0 HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 33 24999 SH DFND 24999 0 0 HUMANCO ACQUISITION CORP COM CL A 44487N109 193 19445 SH DFND 19445 0 0 HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 615 1182900 SH DFND 1182900 0 0 IAA INC COM 449253103 2971 53984 SH DFND 53984 0 0 IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 740 75000 SH DFND 75000 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 300 312500 SH DFND 312500 0 0 IG ACQUISITION CORP COM CL A 449534106 2070 209500 SH DFND 209500 0 0 IGNYTE ACQUISITION CORP UNIT 01/05/2026 45175H205 501 50000 SH DFND 50000 0 0 IHS MARKIT LTD SHS G47567105 29790 308134 SH DFND 308134 0 0 ILLUMINA INC COM 452327109 3700 9633 SH DFND 9633 0 0 IMMATICS N.V *W EXP 07/01/202 N44445117 148 50000 SH DFND 50000 0 0 INDEPENDENCE HOLDINGS CORP UNIT 03/02/2026 G4761A119 750 75000 SH DFND 75000 0 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 2821 121976 SH DFND 121976 0 0 INDUSTRIAL TECH ACQU INC *W EXP 08/06/202 456357110 431 375000 SH DFND 375000 0 0 INDUSTRIAL TECH ACQU INC COM CL A 456357102 522 52078 SH DFND 52078 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 6695 5625000 PRN DFND 5625000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 18509 12775000 PRN DFND 12775000 0 0 INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 8128 7700000 PRN DFND 7700000 0 0 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 8732 5000000 PRN DFND 5000000 0 0 INPHI CORP COM 45772F107 24085 135216 SH DFND 135216 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 15406 10450000 PRN DFND 10450000 0 0 INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 996 100000 SH DFND 100000 0 0 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1531 30950 SH DFND 30950 0 0 INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 1207 122000 SH DFND 122000 0 0 INTERPRIVATE III FINANCIAL P UNIT 99/99/9999 46064R205 1203 122000 SH DFND 122000 0 0 INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 1207 122000 SH DFND 122000 0 0 INTREXON CORP NOTE 3.500% 7/0 46122TAA0 2961 3450000 PRN DFND 3450000 0 0 INVESCO TR INVT GRADE NEW YO COM 46131T101 150 11477 SH DFND 11477 0 0 INVESTINDUSTRIAL ACQUISITION *W EXP 10/30/202 G4771L113 20 24285 SH DFND 24285 0 0 INVESTINDUSTRIAL ACQUISITION SHS CL A G4771L105 710 72855 SH DFND 72855 0 0 ION ACQUISITION CORP 2 LTD UNIT 99/99/9999 G49393120 356 35000 SH DFND 35000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 18282 19050000 PRN DFND 19050000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 8532 7700000 PRN DFND 7700000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 13038 11500000 PRN DFND 11500000 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 47 99999 SH DFND 99999 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1938 200000 SH DFND 200000 0 0 ISOS ACQUISITION CORPORATION UNIT 99/99/9999 G4962C120 498 50000 SH DFND 50000 0 0 ITHAX ACQUISITION CORP UNIT 12/31/2027 G49775110 502 50000 SH DFND 50000 0 0 ITIQUIRA ACQUISITION CORP UNIT 02/03/2026 G49773123 388 39000 SH DFND 39000 0 0 IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 16 11666 SH DFND 11666 0 0 IVANHOE CAPITAL ACQUISTIN CO COM CL A G4R87P114 347 34998 SH DFND 34998 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 11 21599 SH DFND 21599 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 417 43198 SH DFND 43198 0 0 JAWS ACQUISITION CORP *W EXP 99/99/999 G50744112 330 103896 SH DFND 103896 0 0 JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 711 70000 SH DFND 70000 0 0 JAWS SPITFIRE ACQUISITION CO *W EXP 12/01/202 G50740110 39 20000 SH DFND 20000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 769 750000 PRN DFND 750000 0 0 JOANN INC COM 47768J101 259 25500 SH DFND 25500 0 0 JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 1164 117000 SH DFND 117000 0 0 JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 564 205171 SH DFND 205171 0 0 KADEM SUSTAINABLE IMPACT COR UNIT 03/17/2026 48284E204 4703 475000 SH DFND 475000 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 17 31346 SH DFND 31346 0 0 KAIROS ACQUISITION CORP CL A SHS G52110114 611 62692 SH DFND 62692 0 0 KALEYRA INC *W EXP 11/25/202 483379111 4871 1106970 SH DFND 1106970 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 19780 75762 SH DFND 75762 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 4249 4100000 PRN DFND 4100000 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 8107 5125000 PRN DFND 5125000 0 0 KENSINGTON CAPITAL ACQUISITI UNIT 99/99/9999 49006L203 1200 117000 SH DFND 117000 0 0 KERNEL GROUP HOLDINGS INC UNIT 99/99/9999 G5259L111 749 75000 SH DFND 75000 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 1212 120000 SH DFND 120000 0 0 KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 4036 400000 SH DFND 400000 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4995 500000 SH DFND 500000 0 0 KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 103 193622 SH DFND 193622 0 0 KINGSWOOD ACQUISITION CORP COM CL A 496861105 783 78748 SH DFND 78748 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 65 99999 SH DFND 99999 0 0 KINS TECHNOLOGY GROUP INC COM CL A 49714K109 422 43000 SH DFND 43000 0 0 KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 240 300000 SH DFND 300000 0 0 KISMET ACQUISITION THREE COR UNIT 99/99/9999 G5276C128 395 40000 SH DFND 40000 0 0 KISMET ACQUISITION TWO CORP UNIT 99/99/9999 G52807123 447 45000 SH DFND 45000 0 0 KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 1632 163000 SH DFND 163000 0 0 KKR INCOME OPPORTUNITIES FD COM 48249T106 529 33421 SH DFND 33421 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 25 38665 SH DFND 38665 0 0 KL ACQUISITION CORP COM CL A 49837C109 1130 115995 SH DFND 115995 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 28 49999 SH DFND 49999 0 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 412 42332 SH DFND 42332 0 0 KONTOOR BRANDS INC COM 50050N103 3968 81771 SH DFND 81771 0 0 L CATTERTON ASIA ACQUISITION UNIT 03/11/2026 G5346G109 995 100000 SH DFND 100000 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 44 65000 SH DFND 65000 0 0 L&F ACQUISITION CORP SHS CL A G53702109 1281 130000 SH DFND 130000 0 0 LANDCADIA HOLDINGS III INC *W EXP 10/01/202 51476H118 625 416665 SH DFND 416665 0 0 LANDCADIA HOLDINGS IV INC UNIT 05/01/2025 51477A203 4950 500000 SH DFND 500000 0 0 LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 263 1043236 SH DFND 1043236 0 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2537 4100000 PRN DFND 4100000 0 0 LAZARD GROWTH ACQUISITION CO UNIT 99/99/9999 G54035129 500 50000 SH DFND 50000 0 0 LDH GROWTH CORP I UNIT 03/17/2026 G54094118 374 37000 SH DFND 37000 0 0 LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 389 39000 SH DFND 39000 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 265 226666 SH DFND 226666 0 0 LEFTERIS ACQUISITION CORP COM CL A 52470X109 1622 165134 SH DFND 165134 0 0 LEGATO MERGER CORP *W EXP 12/31/202 52473X114 63 132000 SH DFND 132000 0 0 LEGATO MERGER CORP COM 52473X106 477 49286 SH DFND 49286 0 0 LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 495 596379 SH DFND 596379 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 9 12499 SH DFND 12499 0 0 LEO HLDGS CORP II COM CL A G5463R102 486 49996 SH DFND 49996 0 0 LEO HOLDINGS III CORP UNIT 99/99/9999 G5463T116 490 50000 SH DFND 50000 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 341 34500 SH DFND 34500 0 0 LEVERE HOLDINGS CORP UNIT 03/09/2026 G5462L114 1245 125000 SH DFND 125000 0 0 LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 72 57500 SH DFND 57500 0 0 LIBERTY MEDIA ACQUISITION CO UNIT 01/22/2026 53073L203 1264 118000 SH DFND 118000 0 0 LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 1862 4000000 PRN DFND 4000000 0 0 LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 1366 1367341 PRN DFND 1367341 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1278 1000000 PRN DFND 1000000 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 25 50000 SH DFND 50000 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 446 46000 SH DFND 46000 0 0 LION GROUP HOLDING LTD *W EXP 06/17/202 53620U110 218 400000 SH DFND 400000 0 0 LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 378 525000 SH DFND 525000 0 0 LIONHEART ACQUISITION CORP I COM CL A 53625R104 644 65630 SH DFND 65630 0 0 LIV CAP ACQUISITION CORP *W EXP 12/13/202 G5510C116 91 160000 SH DFND 160000 0 0 LIV CAP ACQUISITION CORP CL A G5510C108 381 38367 SH DFND 38367 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 4424 52447 SH DFND 52447 0 0 LIVE OAK ACQUISITION CORP II *W EXP 12/07/202 53804W114 127 88750 SH DFND 88750 0 0 LIVE OAK ACQUISITION CORP II COM CL A 53804W106 692 69250 SH DFND 69250 0 0 LIVE OAK MOBILITY ACQUISI CO UNIT 03/01/2028 538126202 1281 128400 SH DFND 128400 0 0 LIVENT CORP COM 53814L108 2884 166534 SH DFND 166534 0 0 LMF ACQUISITION OPPORTUNIT I UNIT 99/99/9999 502015209 508 50000 SH DFND 50000 0 0 LMP CAP & INCOME FD INC COM 50208A102 610 48036 SH DFND 48036 0 0 LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 1357 135000 SH DFND 135000 0 0 LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 2309 230000 SH DFND 230000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 30639 19096000 PRN DFND 19096000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 27772 23775000 PRN DFND 23775000 0 0 LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 283 189998 SH DFND 189998 0 0 LUX HEALTH TECH ACQUISITION COM CL A 55068A100 678 65998 SH DFND 65998 0 0 M3 BRIGADE ACQUISITION II CO UNIT 99/99/9999 553800202 14880 1500000 SH DFND 1500000 0 0 MACQUARIE GLOBAL INFRASTRUCT COM 55608D101 578 26432 SH DFND 26432 0 0 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 2050 25056 SH DFND 25056 0 0 MAGELLAN HEALTH INC COM NEW 559079207 20517 220043 SH DFND 220043 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5160 207240 SH DFND 207240 0 0 MAGNUM OPUS ACQUISITION LTD UNIT 06/03/2026 G5S70A120 989 100000 SH DFND 100000 0 0 MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 136 200000 SH DFND 200000 0 0 MALACCA STRAITS ACQUISITION COM CL A G5859B117 1283 130000 SH DFND 130000 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 11 14405 SH DFND 14405 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 415 43215 SH DFND 43215 0 0 MARQUEE RAINE ACQUISITION CO *W EXP 12/01/202 G58442123 15 12499 SH DFND 12499 0 0 MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 494 50000 SH DFND 50000 0 0 MASON INDUSTRIAL TECHNOLGY I UNIT 99/99/9999 57520Y205 1988 200000 SH DFND 200000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 28700 314112 SH DFND 314112 0 0 MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 1990 200000 SH DFND 200000 0 0 MDH ACQUISITION CORP UNIT 99/99/9999 55283P205 2485 250000 SH DFND 250000 0 0 MEDICUS SCIENCES ACQUISITION UNIT 99/99/9999 G5960S116 394 40000 SH DFND 40000 0 0 MEDTECH ACQUISITION CORP *W EXP 12/18/202 58507N113 73 66665 SH DFND 66665 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 622 64500 SH DFND 64500 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 21193 6325000 PRN DFND 6325000 0 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 405 349563 SH DFND 349563 0 0 MERIDA MERGER CORP I COM 58953M106 318 32222 SH DFND 32222 0 0 METROMILE INC *W EXP 02/09/202 591697115 412 133332 SH DFND 133332 0 0 MFS MUN INCOME TR SH BEN INT 552738106 264 38748 SH DFND 38748 0 0 MICHAELS COS INC COM 59408Q106 15880 723786 SH DFND 723786 0 0 MILLER HOWARD HIGH INC EQTY COM SHS BEN IN 600379101 298 31050 SH DFND 31050 0 0 MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 1513 152100 SH DFND 152100 0 0 MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 285 335000 SH DFND 335000 0 0 MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 2472 252800 SH DFND 252800 0 0 MONUMENT CIRCLE ACQUISITN CO UNIT 01/14/2026 61531M200 1272 129000 SH DFND 129000 0 0 MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 397 40000 SH DFND 40000 0 0 MOTION ACQUISITION CORP *W EXP 10/02/202 61980M115 195 185896 SH DFND 185896 0 0 MOTION ACQUISITION CORP COM CL A 61980M107 2439 247644 SH DFND 247644 0 0 MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 12 13333 SH DFND 13333 0 0 MOTIVE CAPITAL CORP SHS CL A G6293A103 392 40000 SH DFND 40000 0 0 MSD ACQUISITION CORP UNIT 03/25/2026 G5709C117 2030 200000 SH DFND 200000 0 0 MSG NETWORK INC CL A 553573106 3680 244703 SH DFND 244703 0 0 MTS SYS CORP COM 553777103 4728 81243 SH DFND 81243 0 0 MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 214 340000 SH DFND 340000 0 0 MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 3044 309000 SH DFND 309000 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 72 75000 SH DFND 75000 0 0 NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 553 259500 SH DFND 259500 0 0 NAVISTAR INTL CORP NEW COM 63934E108 11354 257870 SH DFND 257870 0 0 NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 651 412300 SH DFND 412300 0 0 NESCO HLDGS INC *W EXP 01/01/202 64083J112 167 83328 SH DFND 83328 0 0 NEW BEGINNINGS ACQUISITION C *W EXP 11/01/202 64222H118 66 100000 SH DFND 100000 0 0 NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 701 239247 SH DFND 239247 0 0 NEW PROVIDENCE ACQUISITION *W EXP 99/99/999 64822P114 528 147993 SH DFND 147993 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2566 2625000 PRN DFND 2625000 0 0 NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 380 38000 SH DFND 38000 0 0 NEWBURY STREET ACQUISITN COR UNIT 04/30/2028 65101L203 2967 300000 SH DFND 300000 0 0 NEWHOLD INVESTMENT CORP *W EXP 03/10/202 651448110 498 300000 SH DFND 300000 0 0 NEWS CORP NEW CL A 65249B109 946 37214 SH DFND 37214 0 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 2876 50000 SH DFND 50000 0 0 NEXTGEN ACQUISITION CORP *W EXP 10/06/202 G65305123 77 41666 SH DFND 41666 0 0 NEXTGEN ACQUISITION CORP II UNIT 03/23/2026 G65317110 2970 300000 SH DFND 300000 0 0 NIC INC COM 62914B100 16730 493076 SH DFND 493076 0 0 NIGHTDRAGON ACQUISITION CORP UNIT 02/26/20266 65413D204 1234 121000 SH DFND 121000 0 0 NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 1484 150000 SH DFND 150000 0 0 NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 527 53000 SH DFND 53000 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 165 150000 SH DFND 150000 0 0 NORTH MOUNTAIN MERGER CORP COM CL A 661204107 743 75556 SH DFND 75556 0 0 NORTHERN GENESIS ACQU CORP I UNIT 99/99/9999 66516W206 3443 345000 SH DFND 345000 0 0 NORTHERN GENESIS ACQUISITION *W EXP 07/31/202 66516T112 878 147615 SH DFND 147615 0 0 NORTHERN GENESIS ACQUISITION UNIT 99/99/9999 66516U200 1198 117000 SH DFND 117000 0 0 NORTHERN STAR ACQUISITION CO *W EXP 08/29/202 665742110 1003 333110 SH DFND 333110 0 0 NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 1194 120000 SH DFND 120000 0 0 NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 1190 120000 SH DFND 120000 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 34 24799 SH DFND 24799 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 45454 2400000 PRN DFND 2400000 0 0 NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 2000 200000 SH DFND 200000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 11568 11300000 PRN DFND 11300000 0 0 NUVATION BIO INC *W EXP 07/07/202 67080N119 44 16666 SH DFND 16666 0 0 NUVEEN DIVERSIFIED DIVID & I COM 6706EP105 292 30804 SH DFND 30804 0 0 NUVEEN DOW 30 DYNAMIC OVERWR SHS 67075F105 846 52080 SH DFND 52080 0 0 NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 202 13919 SH DFND 13919 0 0 NUVEEN REAL ESTATE INCOME FD COM 67071B108 508 52940 SH DFND 52940 0 0 NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 861 63857 SH DFND 63857 0 0 NUVEEN S&P 500 DYNAMIC OVERW COM 6706EW100 173 10486 SH DFND 10486 0 0 NUVEEN SHT DUR CR OPP FD COM 67074X107 189 13402 SH DFND 13402 0 0 NUVEEN TAX-ADVANTAGED DIVID COM 67073G105 480 31798 SH DFND 31798 0 0 NUVEEN TX ADV TOTAL RET STRG COM 67090H102 293 27277 SH DFND 27277 0 0 OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 1371 134452 SH DFND 134452 0 0 OCA ACQUISITION CORP UNIT 01/14/2026 670865203 1913 191538 SH DFND 191538 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 6772 5000000 PRN DFND 5000000 0 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 9366 7500000 PRN DFND 7500000 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 2199 1825000 PRN DFND 1825000 0 0 OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 273 341600 SH DFND 341600 0 0 OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 2864 293465 SH DFND 293465 0 0 ON24 INC COM 68339B104 304 6267 SH DFND 6267 0 0 ONE *W EXP 08/17/202 G7000X121 50 18749 SH DFND 18749 0 0 ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 1196 120000 SH DFND 120000 0 0 OPENDOOR TECHNOLOGIES INC *W EXP 12/18/202 683712111 380 37209 SH DFND 37209 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2613 1950000 PRN DFND 1950000 0 0 ORION ACQUISITION CORP UNIT 02/19/2026 68626A207 1209 121000 SH DFND 121000 0 0 ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 1209 62667 SH DFND 62667 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 8286 7650000 PRN DFND 7650000 0 0 OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 556 329114 SH DFND 329114 0 0 OTIS WORLDWIDE CORP COM 68902V107 1756 25656 SH DFND 25656 0 0 OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 61 99999 SH DFND 99999 0 0 OTR ACQUISITION CORP COM CL A 67113Q105 783 78696 SH DFND 78696 0 0 OUSTER INC *W EXP 03/11/202 68989M111 221 105199 SH DFND 105199 0 0 OYSTER ENTERPRISES ACQ CORP UNIT 01/20/2026 69242M203 1365 138000 SH DFND 138000 0 0 PAE INC *W EXP 09/11/202 69290Y117 714 324608 SH DFND 324608 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 22881 17275000 PRN DFND 17275000 0 0 PANDION THERAPEUTICS INC COM 698340106 2725 45385 SH DFND 45385 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2758 3050000 PRN DFND 3050000 0 0 PATHFINDER ACQUISITION CORP UNIT 02/17/2026 G04119114 376 38000 SH DFND 38000 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 343 34442 SH DFND 34442 0 0 PAYSAFE LIMITED *W EXP 08/11/202 G6964L115 688 158877 SH DFND 158877 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 11385 638523 SH DFND 638523 0 0 PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 140 83403 SH DFND 83403 0 0 PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 994 100000 SH DFND 100000 0 0 PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 2455 100000 SH DFND 100000 0 0 PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 226 27777 SH DFND 27777 0 0 PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 917 38183 SH DFND 38183 0 0 PERSPECTA INC COM 715347100 16988 584773 SH DFND 584773 0 0 PETCO HEALTH & WELLNESS CO I COM 71601V105 694 31333 SH DFND 31333 0 0 PHUNWARE INC *W EXP 12/26/202 71948P118 24 58632 SH DFND 58632 0 0 PINDUODUO INC NOTE 12/0 722304AC6 5317 5000000 PRN DFND 5000000 0 0 PINE IS ACQUISITION CORP *W EXP 10/19/202 722615119 329 226666 SH DFND 226666 0 0 PINE IS ACQUISITION CORP CL A 722615101 1671 166901 SH DFND 166901 0 0 PINE TECHNOLOGY ACQUISITN CO UNIT 03/31/2028 722850203 8928 900000 SH DFND 900000 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 16 16666 SH DFND 16666 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 486 49998 SH DFND 49998 0 0 PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 1210 121000 SH DFND 121000 0 0 PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 1493 150000 SH DFND 150000 0 0 PLURALSIGHT INC COM CL A 72941B106 6445 288488 SH DFND 288488 0 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 6024 6100000 PRN DFND 6100000 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 193 250000 SH DFND 250000 0 0 PMV CONSUMER ACQUISITION COR COM 693486102 1048 108000 SH DFND 108000 0 0 PNM RES INC COM 69349H107 23983 488953 SH DFND 488953 0 0 POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 501 50000 SH DFND 50000 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 13 17666 SH DFND 17666 0 0 PONTEM CORPORATION SHS CL A G71707106 513 52998 SH DFND 52998 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 66 62444 SH DFND 62444 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 711 72132 SH DFND 72132 0 0 PORCH GROUP INC *W EXP 12/23/202 733245112 1446 235125 SH DFND 235125 0 0 POWER & DIGITAL INFRA ACQ CO UNIT 99/99/9999 739190205 1204 119000 SH DFND 119000 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 12 16666 SH DFND 16666 0 0 POWERED BRANDS CL A G7209M108 485 49998 SH DFND 49998 0 0 PRA HEALTH SCIENCES INC COM 69354M108 27193 177352 SH DFND 177352 0 0 PRECIGEN INC COM 74017N105 164 23855 SH DFND 23855 0 0 PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 420 41000 SH DFND 41000 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 109 133333 SH DFND 133333 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 681 70000 SH DFND 70000 0 0 PRIVETERRA ACQUISITION CORP UNIT 99/99/9999 74275N201 1491 150000 SH DFND 150000 0 0 PROGRESS ACQUISITION CORP UNIT 12/25/2025 74327P204 1315 133000 SH DFND 133000 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 921 355599 SH DFND 355599 0 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 4433 450000 SH DFND 450000 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 86 85596 SH DFND 85596 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 821 83811 SH DFND 83811 0 0 PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 969 896000 PRN DFND 896000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 16 16666 SH DFND 16666 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 486 49998 SH DFND 49998 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 17 20499 SH DFND 20499 0 0 PROVIDENT ACQUISITION CORP CL A G7282L100 401 40998 SH DFND 40998 0 0 PURECYCLE TECHNOLOGIES INC *W EXP 01/28/202 74623V111 1042 74836 SH DFND 74836 0 0 PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 2468 250000 SH DFND 250000 0 0 QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 86 50000 SH DFND 50000 0 0 QUDIAN INC NOTE 1.000% 7/0 747798AB2 2011 2500000 PRN DFND 2500000 0 0 QUEENS GAMBIT GROWTH CAPITAL UNIT 01/19/2026 G7315C127 403 40000 SH DFND 40000 0 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 11107 6042000 PRN DFND 6042000 0 0 REALPAGE INC COM 75606N109 15129 173497 SH DFND 173497 0 0 REALPAGE INC NOTE 1.500% 5/1 75606NAC3 5297 4128000 PRN DFND 4128000 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 193 250000 SH DFND 250000 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 2465 252000 SH DFND 252000 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 45 32999 SH DFND 32999 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 701 70497 SH DFND 70497 0 0 REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 502 50000 SH DFND 50000 0 0 REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 579 463261 SH DFND 463261 0 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 115 250000 SH DFND 250000 0 0 REVOLUTION ACCELERTN ACQU CO *W EXP 12/01/202 76156P114 125 63333 SH DFND 63333 0 0 REVOLUTION HEALTHCAR AQ CORP UNIT 03/18/20266 76155Y207 1176 117000 SH DFND 117000 0 0 RICE ACQUISITION CORP *W EXP 10/26/202 762594117 537 362750 SH DFND 362750 0 0 RICE ACQUISITION CORP COM CL A 762594109 4090 404577 SH DFND 404577 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 19261 17500000 PRN DFND 17500000 0 0 RMG ACQUISITION CORP II *W EXP 12/27/202 G76083123 43 30512 SH DFND 30512 0 0 RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 779 78300 SH DFND 78300 0 0 ROCKET INTERNET GRWT OPRT CO UNIT 99/99/9999 G7613T111 501 50000 SH DFND 50000 0 0 RODGERS SILICON VALLEY AQ CO *W EXP 11/30/202 774873111 302 75000 SH DFND 75000 0 0 ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 208 275000 SH DFND 275000 0 0 ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 2786 280000 SH DFND 280000 0 0 ROSECLIFF ACQUISITION CORP I UNIT 99/99/9999 77732R202 1240 125000 SH DFND 125000 0 0 ROSS ACQUISITION CORP II UNIT 99/99/9999 G7641C122 1494 150000 SH DFND 150000 0 0 ROTH CH ACQUISITION II CO *W EXP 09/16/202 778673111 64 50000 SH DFND 50000 0 0 ROTH CH ACQUISITION II CO COM 778673103 451 45500 SH DFND 45500 0 0 ROTH CH ACQUISITION III CO UNIT 02/26/2026 77867Q201 1179 118000 SH DFND 118000 0 0 ROTOR ACQUISITION CORP *W EXP 06/15/202 77879W113 41 62499 SH DFND 62499 0 0 ROTOR ACQUISITION CORP COM 77879W105 413 42166 SH DFND 42166 0 0 ROYCE MICRO-CAP TR INC COM 780915104 863 76394 SH DFND 76394 0 0 ROYCE VALUE TR INC COM 780910105 585 32285 SH DFND 32285 0 0 RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 1300 132000 SH DFND 132000 0 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 4702 2525000 PRN DFND 2525000 0 0 SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 330 325000 SH DFND 325000 0 0 SANDBRIDGE X2 CORP UNIT 99/99/9999 799792205 1219 122000 SH DFND 122000 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 4450 3400000 PRN DFND 3400000 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 50 33333 SH DFND 33333 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 826 81744 SH DFND 81744 0 0 SC HEALTH CORP *W EXP 99/99/999 G78516401 445 235428 SH DFND 235428 0 0 SCIENCE STRATEGIC ACQ ALPHA UNIT 01/20/2026 808641203 1203 121000 SH DFND 121000 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 29 33333 SH DFND 33333 0 0 SCION TECH GROWTH I CL A SHS G31067104 971 99200 SH DFND 99200 0 0 SCION TECH GROWTH II UNIT 99/99/9999 G31070124 498 50000 SH DFND 50000 0 0 SCP & CO HEALTHCARE ACQUSTN UNIT 10/27/2025 784065203 1266 127000 SH DFND 127000 0 0 SCVX CORP *W EXP 01/24/202 G79448117 25 25000 SH DFND 25000 0 0 SCVX CORP COM G79448208 296 30000 SH DFND 30000 0 0 SEACOR HOLDINGS INC COM 811904101 4014 98509 SH DFND 98509 0 0 SEAPORT GLOBAL ACQUISITN COR *W EXP 12/15/202 812227114 89 162498 SH DFND 162498 0 0 SEAPORT GLOBAL ACQUISITN COR COM CL A 812227106 801 81664 SH DFND 81664 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 71 99999 SH DFND 99999 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 418 43000 SH DFND 43000 0 0 SEVEN OAKS ACQUISITION CORP UNIT 12/18/2025 81787X205 2038 200000 SH DFND 200000 0 0 SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 3869 3850000 PRN DFND 3850000 0 0 SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 1090 31333 SH DFND 31333 0 0 SIGNIFY HEALTH INC CL A COM 82671G100 229 7833 SH DFND 7833 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 11 21499 SH DFND 21499 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 417 42998 SH DFND 42998 0 0 SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 118 16746 SH DFND 16746 0 0 SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 994 100000 SH DFND 100000 0 0 SILVERBOX ENGAGED MERGER CO UNIT 03/31/2028 82836L200 1358 137000 SH DFND 137000 0 0 SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 1226 122000 SH DFND 122000 0 0 SLACK TECHNOLOGIES INC COM CL A 83088V102 18691 460041 SH DFND 460041 0 0 SLAM CORP UNIT 99/99/9999 G8210L113 377 38000 SH DFND 38000 0 0 SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 17153 13025000 PRN DFND 13025000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 22320 9450000 PRN DFND 9450000 0 0 SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 1012 100000 SH DFND 100000 0 0 SOC TELEMED INC *W EXP 11/30/202 78472F119 319 350000 SH DFND 350000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8252P113 137 25000 SH DFND 25000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 99 37500 SH DFND 37500 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 689 64325 SH DFND 64325 0 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 1040 90000 SH DFND 90000 0 0 SOCIAL LEVERAGE ACQUISN CORP UNIT 99/99/9999 83363K201 1194 120000 SH DFND 120000 0 0 SOFTWARE ACQUISITN GRUP INC *W EXP 09/17/202 83407F119 845 500000 SH DFND 500000 0 0 SOGOU INC ADR REPSTG A 83409V104 12411 1643832 SH DFND 1643832 0 0 SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 2745 55000 SH DFND 55000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 93971 54575000 PRN DFND 54575000 0 0 SPARTACUS ACQUISITION CORP *W EXP 10/31/202 84677L117 240 375000 SH DFND 375000 0 0 SPARTACUS ACQUISITION CORP CL A 84677L109 2769 280000 SH DFND 280000 0 0 SPARTAN ACQUISITION CORP II *W EXP 11/28/202 846775112 265 145000 SH DFND 145000 0 0 SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 1224 122000 SH DFND 122000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 12249 10375000 PRN DFND 10375000 0 0 SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 165 150000 SH DFND 150000 0 0 SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 844 86400 SH DFND 86400 0 0 SPORTS VENTURES ACQUISIN COR UNIT 99/99/9999 G8372A111 550 54962 SH DFND 54962 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 24153 1400965 SH DFND 1400965 0 0 SPORTSTEK ACQUISITION CORP UNIT 02/16/2028 849196209 2237 225000 SH DFND 225000 0 0 SPRING VY ACQUISITION CORP *W EXP 05/20/202 G8377A124 59 49999 SH DFND 49999 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 839 83032 SH DFND 83032 0 0 SPROTT FOCUS TR INC COM 85208J109 91 11597 SH DFND 11597 0 0 STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 541 124357 SH DFND 124357 0 0 STAR PEAK CORP II *W EXP 12/24/202 855179115 44 29679 SH DFND 29679 0 0 STAR PEAK CORP II COM CL A 855179107 1200 118716 SH DFND 118716 0 0 STAR PEAK ENERGY TRANSITION *W EXP 08/11/202 855185112 820 57964 SH DFND 57964 0 0 STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 113 75000 SH DFND 75000 0 0 STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 6000 600000 SH DFND 600000 0 0 SUPERNOVA PARTN ACQ CO III L UNIT 99/99/9999 G8T90F110 1000 100000 SH DFND 100000 0 0 SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 302 163333 SH DFND 163333 0 0 SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 502 50000 SH DFND 50000 0 0 SUSTAINABLE DEVELP ACQU I CO UNIT 02/04/2026 86934L202 1199 120700 SH DFND 120700 0 0 SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 42 46278 SH DFND 46278 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 408 39995 SH DFND 39995 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 354 35000 SH DFND 35000 0 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 354 35000 SH DFND 35000 0 0 SWITCHBACK II CORPORATION COM CL A G8633T115 344 34995 SH DFND 34995 0 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 20782 20475000 PRN DFND 20475000 0 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 561 550000 SH DFND 550000 0 0 TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 742 75000 SH DFND 75000 0 0 TAILWIND TWO ACQUISITION COR UNIT 03/01/2028 G86613117 1482 150000 SH DFND 150000 0 0 TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 45 266666 SH DFND 266666 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 69 119166 SH DFND 119166 0 0 TASTEMAKER ACQUISITION CORP COM CL A 876545104 2321 238332 SH DFND 238332 0 0 TB SA ACQUISITION CORP UNIT 03/25/2028 G8657L113 1478 150000 SH DFND 150000 0 0 TCF FINL CORP COM 872307103 37569 808629 SH DFND 808629 0 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 4975 500000 SH DFND 500000 0 0 TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 5000 500000 SH DFND 500000 0 0 TEKKORP DIGITAL ACQUISITN CO *W EXP 10/26/202 G8739H114 71 75000 SH DFND 75000 0 0 TEKKORP DIGITAL ACQUISITN CO CL A G8739H106 686 70000 SH DFND 70000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 18271 1700000 PRN DFND 1700000 0 0 THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 52 87499 SH DFND 87499 0 0 THAYER VENTURES ACQU CORP COM CL A 88332T100 596 60200 SH DFND 60200 0 0 THE MUSIC ACQUISITION CORP UNIT 99/99/9999 62752R209 1238 124000 SH DFND 124000 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 7658 7625000 PRN DFND 7625000 0 0 THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 1210 121000 SH DFND 121000 0 0 THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 503 229696 SH DFND 229696 0 0 THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 1193 120590 SH DFND 120590 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 52 40000 SH DFND 40000 0 0 TIGA ACQUISITION CORP SHS CL A G88672103 803 80000 SH DFND 80000 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 394 425000 PRN DFND 425000 0 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 1192 119000 SH DFND 119000 0 0 TLG ACQUISITION ONE CORP UNIT 99/99/9999 87257M207 1161 117000 SH DFND 117000 0 0 TORTOISE ACQUISITION CORP II *W EXP 06/14/202 G89554128 123 37499 SH DFND 37499 0 0 TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 149 20000 SH DFND 20000 0 0 TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 27 20000 SH DFND 20000 0 0 TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5160 4750000 PRN DFND 4750000 0 0 TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 50 33333 SH DFND 33333 0 0 TREBIA ACQUISITION CORP COM CL A G9027T109 299 30000 SH DFND 30000 0 0 TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 816 80000 SH DFND 80000 0 0 TRI CONTL CORP COM 895436103 421 12991 SH DFND 12991 0 0 TRIBE CAPITAL GROWTH CORP I UNIT 02/24/2026 89601Y200 3310 329396 SH DFND 329396 0 0 TS INNOVATION ACQUISITN CORP *W EXP 99/99/999 87284T118 471 233332 SH DFND 233332 0 0 TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 380 38000 SH DFND 38000 0 0 TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 33 33333 SH DFND 33333 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 934 95613 SH DFND 95613 0 0 TUSCAN HLDGS CORP *W EXP 04/01/202 90069K112 542 168223 SH DFND 168223 0 0 TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 108 135456 SH DFND 135456 0 0 TUSCAN HLDGS CORP II COM 90070A103 706 70000 SH DFND 70000 0 0 TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 219 208239 SH DFND 208239 0 0 TWC TECH HLDGS II CORP COM 90117G105 1771 179999 SH DFND 179999 0 0 TWELVE SEAS INVESTMENT CO II UNIT 99/99/9999 90118T205 1478 150000 SH DFND 150000 0 0 TWIN RIDGE CAPITAL ACQUIS CO UNIT 99/99/9999 G9151L112 495 50000 SH DFND 50000 0 0 TWO COM CL A G9152V101 1990 200000 SH DFND 200000 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 10 16999 SH DFND 16999 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 492 50997 SH DFND 50997 0 0 UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 50 73086 SH DFND 73086 0 0 UNION ACQUISITION CORP II SHS G9402Q100 302 30000 SH DFND 30000 0 0 UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 9903 4550000 PRN DFND 4550000 0 0 USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 1186 118000 SH DFND 118000 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 89 50000 SH DFND 50000 0 0 VARIAN MED SYS INC COM 92220P105 24359 137989 SH DFND 137989 0 0 VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 50 39999 SH DFND 39999 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 1984 200000 SH DFND 200000 0 0 VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 229 80735 SH DFND 80735 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 990 100000 SH DFND 100000 0 0 VELOCITY ACQUISITION CORP UNIT 99/99/9999 92259E203 1163 118000 SH DFND 118000 0 0 VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 180 46893 SH DFND 46893 0 0 VESPER HEALTHCARE ACQSTN COR *W EXP 09/30/202 92538T112 69 33333 SH DFND 33333 0 0 VG ACQUISITION CORP *W EXP 09/29/202 G9446E113 56 33333 SH DFND 33333 0 0 VIACOMCBS INC CL B 92556H206 5354 120446 SH DFND 120446 0 0 VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 3780 2950000 PRN DFND 2950000 0 0 VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 17 39615 SH DFND 39615 0 0 VICKERS VANTAGE CORP I SHS G9440B107 783 79230 SH DFND 79230 0 0 VIEW INC *W EXP 03/08/202 92671V114 319 183332 SH DFND 183332 0 0 VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 993 100000 SH DFND 100000 0 0 VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 45 74999 SH DFND 74999 0 0 VIRTUOSO ACQUISITION CORP COM CL A 92837J104 1450 149998 SH DFND 149998 0 0 VIRTUS ALLIANZGI CONVERTIBLE COM 92838X102 402 71059 SH DFND 71059 0 0 VIRTUS ALLIANZGI CONVERTIBLE COM 92838U108 858 172331 SH DFND 172331 0 0 VIRTUS ALLIANZGI DIVERSIFIED COM 92840N100 217 6898 SH DFND 6898 0 0 VIRTUS ALLIANZGI EQUITY & CO COM 92841M101 639 22822 SH DFND 22822 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12590 11550000 PRN DFND 11550000 0 0 VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 148 238545 SH DFND 238545 0 0 VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 953 96148 SH DFND 96148 0 0 VIZIO HLDG CORP CL A COM 92858V101 618 25500 SH DFND 25500 0 0 VOYA GLBL ADV & PREM OPP FD COM 92912R104 199 20780 SH DFND 20780 0 0 VOYA GLBL EQTY DIV & PREM OP COM 92912T100 96 16775 SH DFND 16775 0 0 VPC IMPACT ACQU HOLDI III IN UNIT 99/99/9999 91835J207 1481 150000 SH DFND 150000 0 0 VPC IMPACT ACQUISITION HLDG UNIT 03/05/2026 G9460L100 1479 150000 SH DFND 150000 0 0 VPC IMPACT ACQUISITION HLDNG *W EXP 10/22/202 G9441E118 250 84863 SH DFND 84863 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 41 20000 SH DFND 20000 0 0 VY GLOBAL GROWTH COM CL A G9444H100 695 68640 SH DFND 68640 0 0 WADDELL & REED FINL INC CL A 930059100 15801 630797 SH DFND 630797 0 0 WALDENCAST ACQUISITION CORP UNIT 03/11/2026 G9460C126 749 75000 SH DFND 75000 0 0 WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 749 75000 SH DFND 75000 0 0 WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 383 38000 SH DFND 38000 0 0 WARRIOR TECHNOLOGIES ACQUI C UNIT 03/31/2028 936273200 1257 127000 SH DFND 127000 0 0 WATFORD HLDGS LTD SHS G94787101 11856 342573 SH DFND 342573 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 41760 18800000 PRN DFND 18800000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 6416 1279000 PRN DFND 1279000 0 0 WESTERN ASSET INTER MUNI FD COM 958435109 142 15288 SH DFND 15288 0 0 WESTERN ASSET MANAGED MUNS F COM 95766M105 498 38318 SH DFND 38318 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1026 1000000 PRN DFND 1000000 0 0 WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 744 344281 SH DFND 344281 0 0 WILLIS TOWERS WATSON PLC LTD SHS G96629103 28083 122696 SH DFND 122696 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 12441 8950000 PRN DFND 8950000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 1324 1000000 PRN DFND 1000000 0 0 WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 6759 3000000 PRN DFND 3000000 0 0 XILINX INC COM 983919101 18744 152121 SH DFND 152121 0 0 YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 200 250000 SH DFND 250000 0 0 YELLOWSTONE ACQUISITION CO COM CL A 98566K105 2766 276832 SH DFND 276832 0 0 YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 111 79166 SH DFND 79166 0 0 YUCAIPA ACQUISITION CORP COM G9879L105 690 70000 SH DFND 70000 0 0 YUNHONG INTL *W EXP 01/31/202 G98882122 51 100000 SH DFND 100000 0 0 YUNHONG INTL CL A SHS G98882106 407 40572 SH DFND 40572 0 0 YUNHONG INTL RIGHT 01/31/2027 G98882130 88 200000 SH DFND 200000 0 0 YY INC NOTE 1.375% 6/1 98426TAF3 1777 1500000 PRN DFND 1500000 0 0 ZANITE ACQUISITION CORP *W EXP 10/08/202 98907K111 221 175000 SH DFND 175000 0 0 ZANITE ACQUISITION CORP COM CL A 98907K103 927 93200 SH DFND 93200 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 10125 3375000 PRN DFND 3375000 0 0 Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 1249 125000 SH DFND 125000 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 8243 6000000 PRN DFND 6000000 0 0