0001085146-21-003356.txt : 20211115 0001085146-21-003356.hdr.sgml : 20211115 20211115163108 ACCESSION NUMBER: 0001085146-21-003356 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211115 DATE AS OF CHANGE: 20211115 EFFECTIVENESS DATE: 20211115 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: 211411323 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 09-30-2021 09-30-2021 false CNH PARTNERS LLC

TWO GREENWICH PLAZA Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 N Henry Parkin 203-742-3600 /s/ Henry Parkin Greenwich CT 11-15-2021 2 1167 3488801 false 1 0001633376 028-16752 AQR Capital Management Holdings, LLC 2 0001167557 028-10120 AQR CAPITAL MANAGEMENT LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 10X CAP VENTURE ACQSTN CORP UNIT 04/19/2028 G87076124 3483 350000 SH DFND 350000 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 136 147473 SH DFND 147473 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 16233 17025000 PRN DFND 17025000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 83 100000 SH DFND 100000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 663 68200 SH DFND 68200 0 0 4D PHARMA PLC *W EXP 03/22/202 35085K117 54 77566 SH DFND 77566 0 0 51JOB INC SPONSORED ADS 316827104 11442 164569 SH DFND 164569 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 55 100000 SH DFND 100000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 742 76380 SH DFND 76380 0 0 890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 55 44332 SH DFND 44332 0 0 890 5TH AVE PARTNERS INC COM CL A 28250A105 1559 157296 SH DFND 157296 0 0 A K A BRANDS HLDG CORP COM 00152K101 397 46358 SH DFND 46358 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 747 76700 SH DFND 76700 0 0 ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 188 199999 SH DFND 199999 0 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 1304 134055 SH DFND 134055 0 0 ACCELERON PHARMA INC COM 00434H108 7077 41122 SH DFND 41122 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 59 100000 SH DFND 100000 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 555 56010 SH DFND 56010 0 0 ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 1380 135000 SH DFND 135000 0 0 ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 103 83332 SH DFND 83332 0 0 ACON S2 ACQUISITION CORP CL SHS G00748106 782 78308 SH DFND 78308 0 0 ACROPOLIS INFRASTRUCTURE ACQ UNIT 99/99/9999 005029202 8453 846990 SH DFND 846990 0 0 ADARA ACQUISITION CORP COM CL A 00653H102 157 16038 SH DFND 16038 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 33 65999 SH DFND 65999 0 0 ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 1489 152840 SH DFND 152840 0 0 ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 18 19833 SH DFND 19833 0 0 AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 114 175000 SH DFND 175000 0 0 AEA-BRIDGES IMPACT CORP SHS CL A G01046104 882 90199 SH DFND 90199 0 0 AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 86 143333 SH DFND 143333 0 0 AEQUI ACQUISITION CORP COM CL A 00775W102 2822 289409 SH DFND 289409 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 28759 660366 SH DFND 660366 0 0 AESTHER HEALTHCARE ACQSTN CO UNIT 09/14/2026 00809L205 1014 99879 SH DFND 99879 0 0 AEYE INC *W EXP 09/30/202 008183113 133 114228 SH DFND 114228 0 0 AF ACQUISITION CORP *W EXP 03/23/202 001040112 97 183331 SH DFND 183331 0 0 AF ACQUISITION CORP CLASS A COM 001040104 1592 163437 SH DFND 163437 0 0 AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 14 29997 SH DFND 29997 0 0 AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 1055 108566 SH DFND 108566 0 0 AFTERNEXT HEALTHTECH ACQUISI UNIT 99/99/9999 G01109118 3735 375000 SH DFND 375000 0 0 AGILE GROWTH CORP *W EXP 03/09/202 G01202111 11 16666 SH DFND 16666 0 0 AGILE GROWTH CORP CLASS A ORD G01202103 955 98298 SH DFND 98298 0 0 AGRICO ACQUISITION CORP *W EXP 03/31/202 G41089114 51 114198 SH DFND 114198 0 0 AGRICO ACQUISITION CORP CLASS A ORD SHS G41089106 2286 228397 SH DFND 228397 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 18345 15052000 PRN DFND 15052000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 51593 47040000 PRN DFND 47040000 0 0 ALDEL FINANCIAL INC *W EXP 99/99/999 01407X112 121 60000 SH DFND 60000 0 0 ALDEL FINANCIAL INC CL A COM 01407X104 1692 167710 SH DFND 167710 0 0 ALKURI GLOBAL ACQUISITION CO *W EXP 02/09/202 66981N111 73 51449 SH DFND 51449 0 0 ALKURI GLOBAL ACQUISITION CO COM CL A 66981N103 1494 149816 SH DFND 149816 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 3.500% 6/1 01741RAK8 15282 11410000 PRN DFND 11410000 0 0 ALPHA CAPITAL ACQUISITION CO *W EXP 02/16/202 G0316P122 14 25000 SH DFND 25000 0 0 ALPHA CAPITAL ACQUISITION CO CL A ORD SHS G0316P130 1015 104430 SH DFND 104430 0 0 ALPHA HEALTHCARE ACQU CORP I UNIT 04/01/2026 02073F203 4455 450000 SH DFND 450000 0 0 ALPHA PARTNERS TECH MERGR CO UNIT 03/31/2028 G63290129 3709 375000 SH DFND 375000 0 0 ALPINE ACQUISITION CORPORATI UNIT 05/01/2026 02083L208 755 74908 SH DFND 74908 0 0 ALTABANCORP COM 021347109 4956 112223 SH DFND 112223 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 2453 250000 SH DFND 250000 0 0 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 4290 4625000 PRN DFND 4625000 0 0 ALTIMAR ACQUISITION CORP II *W EXP 02/09/202 G03709121 14 13050 SH DFND 13050 0 0 ALTIMAR ACQUISITION CORP III *W EXP 08/03/202 G0370U116 13 12500 SH DFND 12500 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 568 58320 SH DFND 58320 0 0 ALTIMETER GROWTH CORP *W EXP 09/30/202 G0370L116 22 10000 SH DFND 10000 0 0 ALTIMETER GROWTH CORP 2 COM CL A G0371B109 287 29000 SH DFND 29000 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 86 135000 SH DFND 135000 0 0 ALTITUDE ACQUISITION CORP COM CL A 02156Y103 1377 139955 SH DFND 139955 0 0 AMCI ACQUISITION CORP II UNIT 03/24/2026 00166R209 2976 300000 SH DFND 300000 0 0 AMERICAN ACQUISITION OPPT IN *W EXP 05/28/202 02369M110 56 100000 SH DFND 100000 0 0 AMERICAN ACQUISITION OPPT IN CLASS A COM 02369M102 2579 261004 SH DFND 261004 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 50448 32904000 PRN DFND 32904000 0 0 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 8115 42929 SH DFND 42929 0 0 AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 7 35034 SH DFND 35034 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 15 30000 SH DFND 30000 0 0 AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 1072 106748 SH DFND 106748 0 0 ANGEL POND HOLDINGS CORP *W EXP 99/99/999 G0447J128 69 86952 SH DFND 86952 0 0 ANGEL POND HOLDINGS CORP SHS CL A G0447J102 2520 260858 SH DFND 260858 0 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 6757 1279000 PRN DFND 1279000 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 53 83332 SH DFND 83332 0 0 ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 2993 308576 SH DFND 308576 0 0 APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 782 775000 PRN DFND 775000 0 0 APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 26 32223 SH DFND 32223 0 0 APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 583 59700 SH DFND 59700 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 472 48300 SH DFND 48300 0 0 ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 447 400000 PRN DFND 400000 0 0 ARCHER AVIATION INC *W EXP 09/16/202 03945R110 302 189999 SH DFND 189999 0 0 ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 2344 235600 SH DFND 235600 0 0 ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 21 20000 SH DFND 20000 0 0 ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 976 100000 SH DFND 100000 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 14 18749 SH DFND 18749 0 0 ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 692 70924 SH DFND 70924 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 13 14999 SH DFND 14999 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 582 59710 SH DFND 59710 0 0 ARGUS CAPITAL CORP UNIT 08/31/2028 04026L204 1513 149820 SH DFND 149820 0 0 ARIES I ACQUISITION CORP *W EXP 03/18/202 G0542N123 50 90505 SH DFND 90505 0 0 ARIES I ACQUISITION CORP CLASS A ORD SHS G0542N107 1278 128010 SH DFND 128010 0 0 ARMADA ACQUISITION CORP I UNIT 08/13/2026 04208V202 2739 275000 SH DFND 275000 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 35 61000 SH DFND 61000 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 1738 179210 SH DFND 179210 0 0 ARTEMIS STRATEGIC INVT CORP UNIT 09/30/2026 04303A202 5009 499404 SH DFND 499404 0 0 ARTISAN ACQUISITION CORP *W EXP 03/26/202 G0509L128 98 86269 SH DFND 86269 0 0 ARTISAN ACQUISITION CORP CLASS A ORD SHS G0509L102 2567 258809 SH DFND 258809 0 0 ARYA SCIENCES ACQU CORP IV CL A G31659108 362 36000 SH DFND 36000 0 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 494 50000 SH DFND 50000 0 0 ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 52 66499 SH DFND 66499 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 1917 192088 SH DFND 192088 0 0 ATHENA TECHNOLOGY ACQUISI CO *W EXP 03/31/202 04687A117 91 66666 SH DFND 66666 0 0 ATHENE HOLDING LTD CL A G0684D107 23229 337286 SH DFND 337286 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 47 66499 SH DFND 66499 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 1560 159536 SH DFND 159536 0 0 ATLANTIC AVE ACQUISITION COR *W EXP 10/06/202 04906P119 136 203431 SH DFND 203431 0 0 ATLANTIC AVE ACQUISITION COR COM CL A 04906P101 1081 110280 SH DFND 110280 0 0 ATLANTIC CAP BANCSHARES INC COM 048269203 2912 109918 SH DFND 109918 0 0 ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 163 296331 SH DFND 296331 0 0 ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 546 56340 SH DFND 56340 0 0 ATLANTICA SUSTAINABLE INFRA NOTE 4.000% 7/1 04916EAB0 2119 1825000 PRN DFND 1825000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7088 5950000 PRN DFND 5950000 0 0 ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 25 29999 SH DFND 29999 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 502 51482 SH DFND 51482 0 0 ATOTECH LTD COM G0625A105 18251 755748 SH DFND 755748 0 0 AURORA ACQUISITION CORP *W EXP 03/02/202 G0698L129 20 12500 SH DFND 12500 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 540 54319 SH DFND 54319 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 30 17500 SH DFND 17500 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 18 17500 SH DFND 17500 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 584 59890 SH DFND 59890 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 45 66500 SH DFND 66500 0 0 AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 1855 191210 SH DFND 191210 0 0 AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 65 100000 SH DFND 100000 0 0 AVANTI ACQUISITION CORP SHS CL A G0682V109 665 67900 SH DFND 67900 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 7789 7400000 PRN DFND 7400000 0 0 AVISTA PUB ACQUISITION CORP UNIT 04/06/2026 G07247110 2535 250000 SH DFND 250000 0 0 AXONPRIME INFRSTCTR AQSTN CO UNIT 05/31/2028 05467C207 4950 500000 SH DFND 500000 0 0 B RILEY PRIN 250 MERGER CORP *W EXP 04/01/202 05602L112 150 214059 SH DFND 214059 0 0 B RILEY PRIN 250 MERGER CORP CLASS A COM 05602L104 975 100512 SH DFND 100512 0 0 B RILEY PRINCIPAL 150 MERGER *W EXP 03/01/202 05601V111 32 40332 SH DFND 40332 0 0 B RILEY PRINCIPAL 150 MERGER COM CL A 05601V103 1511 154928 SH DFND 154928 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 11664 9700000 PRN DFND 9700000 0 0 BANNER ACQUISITION CORP UNIT 09/07/2026 06654K200 993 99879 SH DFND 99879 0 0 BANNIX ACQUISITION CORP UNIT 07/31/2026 066644204 665 64922 SH DFND 64922 0 0 BELONG ACQUISITION CORP UNIT 03/23/2026 08069M201 2994 300000 SH DFND 300000 0 0 BENESSERE CAPITAL ACQUSTN CO *W EXP 99/99/999 08179B111 33 75000 SH DFND 75000 0 0 BENESSERE CAPITAL ACQUSTN CO COM CL A 08179B103 969 96145 SH DFND 96145 0 0 BENESSERE CAPITAL ACQUSTN CO RIGHT 99/99/9999 08179B129 32 100000 SH DFND 100000 0 0 BENSON HILL INC *W EXP 99/99/999 082490111 42 29679 SH DFND 29679 0 0 BERENSON ACQUISITION CORP I UNIT 99/99/9999 083690206 739 74910 SH DFND 74910 0 0 BERKSHIRE GREY INC *W EXP 07/21/202 084656115 67 55628 SH DFND 55628 0 0 BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 57 90000 SH DFND 90000 0 0 BETTER WORLD ACQUISITION COR COM 08772B104 1037 102930 SH DFND 102930 0 0 BIG CYPRESS ACQUISITION CORP *W EXP 07/25/202 089115117 45 50000 SH DFND 50000 0 0 BIG CYPRESS ACQUISITION CORP COM 089115109 1138 112856 SH DFND 112856 0 0 BIG SKY GROWTH PARTNERS INC UNIT 04/01/2026 08954L201 5277 528764 SH DFND 528764 0 0 BILANDER ACQUISITION CORP UNIT 05/19/2026 09001T205 5462 547280 SH 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BLUESCAPE OPPORTUNITIES ACQU SHS G1195N105 765 78050 SH DFND 78050 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 25 42497 SH DFND 42497 0 0 BOA ACQUISITION CORP COM CL A 05601A109 1791 184471 SH DFND 184471 0 0 BOOKING HOLDINGS INC COM 09857L108 17071 7198 SH DFND 7198 0 0 BOWX ACQUISITION CORP *W EXP 08/03/202 103085114 312 149999 SH DFND 149999 0 0 BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 52 100000 SH DFND 100000 0 0 BREEZE HOLDINGS ACQUISITN CO COM 106762107 743 73581 SH DFND 73581 0 0 BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 21 100000 SH DFND 100000 0 0 BRIDGETOWN 2 HOLDINGS LTD CL A G1355V103 357 36000 SH DFND 36000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 50 40000 SH DFND 40000 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 487 49620 SH DFND 49620 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 50 52499 SH DFND 52499 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 1497 153688 SH DFND 153688 0 0 BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 143 1189227 SH DFND 1189227 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 22 29249 SH DFND 29249 0 0 BROADSCALE ACQUISITION CORP COM CL A 11134Y101 102 10492 SH DFND 10492 0 0 BROADSTONE ACQUISITION CORP *W EXP 09/15/202 G1739V126 152 140625 SH DFND 140625 0 0 BROADSTONE ACQUISITION CORP SHS CL A G1739V100 1417 142410 SH DFND 142410 0 0 BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 213 426566 SH DFND 426566 0 0 BRYN MAWR BK CORP COM 117665109 2712 59017 SH DFND 59017 0 0 BUILD ACQUISITION CORP *W EXP 03/15/202 12008J113 131 200000 SH DFND 200000 0 0 BUILD ACQUISITION CORP COM CLASS A 12008J105 1895 195578 SH DFND 195578 0 0 BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 34 130000 SH DFND 130000 0 0 BULL HORN HLDGS CORP SHS G1686P106 1544 155130 SH DFND 155130 0 0 BURGUNDY TECHNOLOGY ACQU COR *W EXP 08/31/202 G1702T124 121 177227 SH DFND 177227 0 0 BURGUNDY TECHNOLOGY ACQU COR CL A G1702T116 968 97280 SH DFND 97280 0 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 45 75000 SH DFND 75000 0 0 BYTE ACQUISITION CORP CLASS A ORD SHS G1R25Q105 1037 106787 SH DFND 106787 0 0 CADENCE BANCORPORATION CL A 12739A100 16731 761882 SH DFND 761882 0 0 CAI INTERNATIONAL INC COM 12477X106 13050 233411 SH DFND 233411 0 0 CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 174 200000 SH DFND 200000 0 0 CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 485 48924 SH DFND 48924 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 5840 872942 SH DFND 872942 0 0 CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 974 775000 PRN DFND 775000 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 129 195714 SH DFND 195714 0 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 2431 248792 SH DFND 248792 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 54 50713 SH DFND 50713 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 803 81330 SH DFND 81330 0 0 CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 99 159916 SH DFND 159916 0 0 CASCADE ACQUISITION CORP COM CL A 147151104 1321 132752 SH DFND 132752 0 0 CASCADIA ACQUISITION CORP UNIT 09/30/2028 14739D209 2963 299634 SH DFND 299634 0 0 CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 51 60000 SH DFND 60000 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 11 16666 SH DFND 16666 0 0 CATCHA INVESTMENT CORP SHS CL A G1962Y102 957 98198 SH DFND 98198 0 0 CBRE ACQUISITION HLDGS INC *W EXP 99/99/999 12510J114 82 49998 SH DFND 49998 0 0 CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 169 167800 SH DFND 167800 0 0 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 629 64078 SH DFND 64078 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 684 70049 SH DFND 70049 0 0 CELULARITY INC *W EXP 05/24/202 151190113 136 117969 SH DFND 117969 0 0 CENAQ ENERGY CORP UNIT 02/04/2026 15130M201 3015 300000 SH DFND 300000 0 0 CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 58 58332 SH DFND 58332 0 0 CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 1408 180261 SH DFND 180261 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 86 99998 SH DFND 99998 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 897 92139 SH DFND 92139 0 0 CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 39 40666 SH DFND 40666 0 0 CF ACQUISITION CORP V CL A 12520R106 1155 116669 SH DFND 116669 0 0 CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 30 38000 SH DFND 38000 0 0 CF ACQUISITION CORP VI COM CL A 12521J103 1499 154400 SH DFND 154400 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 77 75000 SH DFND 75000 0 0 CF ACQUISITION CORP VIII CLASS A COM 12520C109 826 82820 SH DFND 82820 0 0 CHANGE HEALTHCARE INC COM 15912K100 16704 797684 SH DFND 797684 0 0 CHAVANT CAPITAL ACQUISITN CO *W EXP 99/99/999 G2058L111 71 147846 SH DFND 147846 0 0 CHAVANT CAPITAL ACQUISITN CO ORDINARY SHARES G2058L103 1946 197128 SH DFND 197128 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 11428 7925000 PRN DFND 7925000 0 0 CHEGG INC NOTE 9/0 163092AF6 20706 20905000 PRN DFND 20905000 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 264 479757 SH DFND 479757 0 0 CHP MERGER CORP COM CL A 12558Y106 968 96580 SH DFND 96580 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 16 12499 SH DFND 12499 0 0 CHURCHILL CAPITAL CORP VI *W EXP 02/17/202 17143W119 28 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 22 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 582 59830 SH DFND 59830 0 0 CIIG CAPITAL PARTNERS II INC UNIT 02/28/2028 12561U208 3524 349575 SH DFND 349575 0 0 CIT GROUP INC COM NEW 125581801 16499 317596 SH DFND 317596 0 0 CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 158 200000 SH DFND 200000 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 952 95530 SH DFND 95530 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 59 95022 SH DFND 95022 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 2519 256283 SH DFND 256283 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 37 63999 SH DFND 63999 0 0 CLASS ACCELERATION CORP COM 18274B106 727 74810 SH DFND 74810 0 0 CLEARWATER ANALYTICS HLDGS I CL A 185123106 237 9272 SH DFND 9272 0 0 CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 17610 6863000 PRN DFND 6863000 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 26 24399 SH DFND 24399 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 594 60750 SH DFND 60750 0 0 CLOUDERA INC COM 18914U100 11403 714054 SH DFND 714054 0 0 CLOVER LEAF CAPITAL CORP UNIT 99/99/9999 18915E204 3111 300000 SH DFND 300000 0 0 CM LIFE SCIENCES III INC CLASS A COM 125841106 1070 107813 SH DFND 107813 0 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 36281 29025000 PRN DFND 29025000 0 0 COHERENT INC COM 192479103 20972 83857 SH DFND 83857 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 16320 14645000 PRN DFND 14645000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 90 99999 SH DFND 99999 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 663 67550 SH DFND 67550 0 0 COLICITY INC *W EXP 02/24/202 194170114 26 30999 SH DFND 30999 0 0 COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 59 86289 SH DFND 86289 0 0 COLISEUM ACQUISITION CORP CLASS A ORD SHS G2263T123 2514 258868 SH DFND 258868 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7489 7500000 PRN DFND 7500000 0 0 COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 2274 1000000 PRN DFND 1000000 0 0 COLOMBIER ACQUISITION CORP *W EXP 99/99/999 19533H116 92 164603 SH DFND 164603 0 0 COLOMBIER ACQUISITION CORP CL A 19533H108 849 87810 SH DFND 87810 0 0 COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 8 10139 SH DFND 10139 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 543 55534 SH DFND 55534 0 0 COLUMBIA PPTY TR INC COM NEW 198287203 21875 1150110 SH DFND 1150110 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 33 33674 SH DFND 33674 0 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 552 56530 SH DFND 56530 0 0 CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 410 231666 SH DFND 231666 0 0 CONCORD ACQUISITION CORP II UNIT 99/99/9999 20607U207 7080 710107 SH DFND 710107 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 13 19332 SH DFND 19332 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 989 101296 SH DFND 101296 0 0 CONX CORP *W EXP 10/30/202 212873111 144 124999 SH DFND 124999 0 0 CONX CORP COM CL A 212873103 818 83440 SH DFND 83440 0 0 CONYERS PARK III ACQSITN COR UNIT 07/30/2026 21289P201 11261 1125000 SH DFND 1125000 0 0 COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 31848 18300000 PRN DFND 18300000 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 38 50000 SH DFND 50000 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 1455 150000 SH DFND 150000 0 0 CORE & MAIN INC CL A 21874C102 934 35640 SH DFND 35640 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 113 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 732 75017 SH DFND 75017 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 120 116665 SH DFND 116665 0 0 CORNER GROWTH ACQUISITN CORP CLASS A ORD SHS G2426E104 3451 349998 SH DFND 349998 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 29061 507533 SH DFND 507533 0 0 CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 3399 350000 SH DFND 350000 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 15 26549 SH DFND 26549 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 563 58028 SH DFND 58028 0 0 COVANTA HLDG CORP COM 22282E102 28540 1418513 SH DFND 1418513 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 9 16666 SH DFND 16666 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 487 49998 SH DFND 49998 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 39 46965 SH DFND 46965 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 1268 129630 SH DFND 129630 0 0 CRYOLIFE INC NOTE 4.250% 7/0 228903AB6 5009 4050000 PRN DFND 4050000 0 0 CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111 95 43652 SH DFND 43652 0 0 CYXTERA TECHNOLOGIES INC *W EXP 09/10/202 23284C110 150 72900 SH DFND 72900 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 26 41332 SH DFND 41332 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1854 190596 SH DFND 190596 0 0 DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 39 100000 SH DFND 100000 0 0 DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 1005 100000 SH DFND 100000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 37399 22585000 PRN DFND 22585000 0 0 DD3 ACQUISITION CORP II *W EXP 12/10/202 23318M118 81 67499 SH DFND 67499 0 0 DD3 ACQUISITION CORP II COM CL A 23318M100 1339 134998 SH DFND 134998 0 0 DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 50 40665 SH DFND 40665 0 0 DECARBONIZATION PLUS ACQU II *W EXP 03/19/202 24279D113 490 233332 SH DFND 233332 0 0 DECARBONIZATION PLUS ACQU II COM CL A 242794105 1236 124989 SH DFND 124989 0 0 DECARBONIZATION PLUS ACQUISI UNIT 07/15/2026 G2773W129 3039 300000 SH DFND 300000 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 16 20500 SH DFND 20500 0 0 DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 500 51330 SH DFND 51330 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 55 84000 SH DFND 84000 0 0 DELWINDS INS ACQUISITION COR COM CLS A 24803C102 768 77900 SH DFND 77900 0 0 DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 712 71760 SH DFND 71760 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 43 66666 SH DFND 66666 0 0 DHB CAPITAL CORP CL A COM 23291W109 2429 250438 SH DFND 250438 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 23 33865 SH DFND 33865 0 0 DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1131 115754 SH DFND 115754 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 18 30749 SH DFND 30749 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 528 54270 SH DFND 54270 0 0 DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 21 29999 SH DFND 29999 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 1665 171626 SH DFND 171626 0 0 DIGITAL WORLD ACQUISITION CO UNIT 06/30/2028 25400Q204 1518 149818 SH DFND 149818 0 0 DILA CAPITAL ACQUISITION COR UNIT 99/99/9999 254028202 1280 125000 SH DFND 125000 0 0 DIRECT SELLING ACQUISITIN CO UNIT 99/99/9999 25460L202 2517 249702 SH DFND 249702 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 31133 29878000 PRN DFND 29878000 0 0 DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 22 33333 SH DFND 33333 0 0 DISRUPTIVE ACQUISITION CORP CLASS A ORD SHS G2770Y102 971 99999 SH DFND 99999 0 0 DISRUPTIVE ACQUISITION CORP UNIT 03/06/2026 G2770Y110 477 48600 SH DFND 48600 0 0 DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 171 49500 SH DFND 49500 0 0 DMY TECHNOLOGY GROUP INC IV *W EXP 03/04/202 23344K110 45 23800 SH DFND 23800 0 0 DMY TECHNOLOGY GROUP INC IV COM CL A 23344K102 1080 109000 SH DFND 109000 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 210 148888 SH DFND 148888 0 0 DOMTAR CORP COM NEW 257559203 26098 478519 SH DFND 478519 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 101 163332 SH DFND 163332 0 0 DPCM CAP INC COM CL A 23344P101 1249 127854 SH DFND 127854 0 0 DRAGONEER GROWTH OPPTY CORP SHS CL A G28314105 199 20000 SH DFND 20000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 490 50000 SH DFND 50000 0 0 DTRT HEALTH ACQUISITION CORP UNIT 08/31/2029 23344T202 3023 299633 SH DFND 299633 0 0 DUDDELL STREET ACQUISITN COR *W EXP 99/99/999 G28553116 92 137500 SH DFND 137500 0 0 DUDDELL STREET ACQUISITN COR CL A G28553108 861 88090 SH DFND 88090 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 28 42499 SH DFND 42499 0 0 DUNE ACQUISITION CORP COM CL A 265334102 656 66308 SH DFND 66308 0 0 DYNAMICS SPECIAL PURPOSE COR CLASS A COM 268010105 2162 217505 SH DFND 217505 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 116 166666 SH DFND 166666 0 0 E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 963 98080 SH DFND 98080 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 192 300000 SH DFND 300000 0 0 EAST RES ACQUISITION CO COM CL A 274681105 837 85090 SH DFND 85090 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 66 275000 SH DFND 275000 0 0 EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 116 275000 SH DFND 275000 0 0 EAST STONE ACQUISITION CORP SHS G2911D108 306 30000 SH DFND 30000 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 11192 234592 SH DFND 234592 0 0 ECP ENVIRONMENTAL GW OPT COR *W EXP 03/01/202 26829T118 25 29999 SH DFND 29999 0 0 ECP ENVIRONMENTAL GW OPT COR COM CL A 26829T100 1664 168466 SH DFND 168466 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 35 61000 SH DFND 61000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 1756 181040 SH DFND 181040 0 0 EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 24 100000 SH DFND 100000 0 0 EDOC ACQUISITION CORP CL A G4000A102 681 67210 SH DFND 67210 0 0 EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 40 100000 SH DFND 100000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 38 73875 SH DFND 73875 0 0 EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 1133 113560 SH DFND 113560 0 0 EG ACQUISITION CORP *W EXP 05/28/202 26846A118 154 261608 SH DFND 261608 0 0 EG ACQUISITION CORP COM CL A 26846A100 338 34830 SH DFND 34830 0 0 EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 21 12999 SH DFND 12999 0 0 EJF ACQUISITION CORP CL A SHS G2955B109 863 87547 SH DFND 87547 0 0 ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 110 100000 SH DFND 100000 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 1412 145000 SH DFND 145000 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 48 63499 SH DFND 63499 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 1913 195598 SH DFND 195598 0 0 ENDURANCE ACQUISITION CORP UNIT 09/01/2026 G3041W123 1985 199592 SH DFND 199592 0 0 ENOVIX CORPORATION *W EXP 11/30/202 293594115 303 34682 SH DFND 34682 0 0 ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 65 64500 SH DFND 64500 0 0 ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1857 187716 SH DFND 187716 0 0 EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 1312 260818 SH DFND 260818 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 73 83332 SH DFND 83332 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1015 103878 SH DFND 103878 0 0 EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 43 75000 SH DFND 75000 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 2136 218640 SH DFND 218640 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 135 149999 SH DFND 149999 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 667 67940 SH DFND 67940 0 0 ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 22 33332 SH DFND 33332 0 0 ESM ACQUISITION CORPORATION SHS CL A G3195H104 1449 148446 SH DFND 148446 0 0 EUCRATES BIOMEDICAL ACQU COR *W EXP 10/23/202 G3141W122 33 45832 SH DFND 45832 0 0 EUCRATES BIOMEDICAL ACQU COR SHS G3141W106 833 85153 SH DFND 85153 0 0 EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 9 14666 SH DFND 14666 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 969 100208 SH DFND 100208 0 0 EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 627 63200 SH DFND 63200 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 33 61500 SH DFND 61500 0 0 EVO ACQUISITION CORP COM CL A 30052G108 1422 146780 SH DFND 146780 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 3735 3220000 PRN DFND 3220000 0 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 3079 1700000 PRN DFND 1700000 0 0 EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 346 241797 SH DFND 241797 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 18821 17450000 PRN DFND 17450000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 17290 15200000 PRN DFND 15200000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 9794 6675000 PRN DFND 6675000 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 101 125000 SH DFND 125000 0 0 EXECUTIVE NETWORK PARTNERING CL A 30158L100 1154 117528 SH DFND 117528 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 5060 5500000 PRN DFND 5500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301AF3 4178 4000000 PRN DFND 4000000 0 0 FALCON MINERALS CORP *W EXP 07/21/202 30607B208 32 222879 SH DFND 222879 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 61 35000 SH DFND 35000 0 0 FARADAY FUTRE INTLGT ELCTR I *W EXP 03/20/202 307359117 237 140033 SH DFND 140033 0 0 FAST ACQUISITION CORP *W EXP 08/25/202 311875116 462 77725 SH DFND 77725 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 34 37500 SH DFND 37500 0 0 FAST ACQUISITION CORP II CL A 311874101 465 47900 SH DFND 47900 0 0 FERRO CORP COM 315405100 12953 636818 SH DFND 636818 0 0 FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 3192 325000 SH DFND 325000 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 42 39600 SH DFND 39600 0 0 FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 26 29748 SH DFND 29748 0 0 FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 104 49999 SH DFND 49999 0 0 FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 80 74998 SH DFND 74998 0 0 FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 2988 299993 SH DFND 299993 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 9 13333 SH DFND 13333 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 506 52220 SH DFND 52220 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 12016 11250000 PRN DFND 11250000 0 0 FIRST LT ACQUISITION GROUP I UNIT 99/99/9999 320703200 993 99879 SH DFND 99879 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 20591 1083183 SH DFND 1083183 0 0 FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 24 29249 SH DFND 29249 0 0 FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 1539 155446 SH DFND 155446 0 0 FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 158 125000 SH DFND 125000 0 0 FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 470 47950 SH DFND 47950 0 0 FIVE9 INC COM 338307101 21838 136709 SH DFND 136709 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 26861 19845000 PRN DFND 19845000 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 38426 756709 SH DFND 756709 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 60 99999 SH DFND 99999 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 2022 208049 SH DFND 208049 0 0 FORESIGHT ACQUISITION CORP *W EXP 01/29/202 34552Y114 59 66665 SH DFND 66665 0 0 FORESIGHT ACQUISITION CORP CL A 34552Y106 1501 152274 SH DFND 152274 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 21 24399 SH DFND 24399 0 0 FOREST ROAD ACQUISITION COR CL A 34619V103 525 53805 SH DFND 53805 0 0 FORGEROCK INC CL A 34631B101 289 7417 SH DFND 7417 0 0 FORTERRA INC COM 34960W106 26085 1107166 SH DFND 1107166 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 42 60999 SH DFND 60999 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 1283 131317 SH DFND 131317 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 9 10599 SH DFND 10599 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 751 76810 SH DFND 76810 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 23 28179 SH DFND 28179 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 560 57430 SH DFND 57430 0 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 36 44936 SH DFND 44936 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 674 69206 SH DFND 69206 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 164 150000 SH DFND 150000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 1180 120912 SH DFND 120912 0 0 FOXWAYNE ENTERPRIS AQSTN COR *W EXP 01/12/202 35166L117 24 50000 SH DFND 50000 0 0 FOXWAYNE ENTERPRIS AQSTN COR COM CL A 35166L109 990 100340 SH DFND 100340 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 223 22892 SH DFND 22892 0 0 FREEDOM ACQUISITION I CORP SHS CL A G3663X110 875 89890 SH DFND 89890 0 0 FRESHWORKS INC CLASS A COM 358054104 317 7417 SH DFND 7417 0 0 FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 17 18750 SH DFND 18750 0 0 FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 469 48400 SH DFND 48400 0 0 FRONTIER INVESTMENT CORP UNIT 06/29/2026 G36816117 4393 447340 SH DFND 447340 0 0 FS DEVELOPMENT CORP II COM CL A 30318F100 387 38900 SH DFND 38900 0 0 FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 16 12500 SH DFND 12500 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 340 34387 SH DFND 34387 0 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 25 24999 SH DFND 24999 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 631 64764 SH DFND 64764 0 0 FTAC PARNASSUS ACQUISITN COR *W EXP 03/10/202 30319B116 60 62499 SH DFND 62499 0 0 FTAC PARNASSUS ACQUISITN COR CLASS A COM 30319B108 1073 110096 SH DFND 110096 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 27 40665 SH DFND 40665 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 491 50600 SH DFND 50600 0 0 FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 459 124988 SH DFND 124988 0 0 FUTURE HEALTH ESG CORP UNIT 09/09/2026 36118W201 2262 226212 SH DFND 226212 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 32 48918 SH DFND 48918 0 0 G SQUARED ASCEND II INC COM CL A G42041106 668 68346 SH DFND 68346 0 0 G&P ACQUISITION CORP *W EXP 02/28/202 36146G111 135 249999 SH DFND 249999 0 0 G&P ACQUISITION CORP COM CL A 36146G103 412 41766 SH DFND 41766 0 0 G3 VRM ACQUISITION CORP CLASS A COM 362425100 1430 143000 SH DFND 143000 0 0 G3 VRM ACQUISITION CORP RIGHT 06/29/2026 362425126 95 300000 SH DFND 300000 0 0 GALATA ACQUISITION CORP *W EXP 99/99/999 G3R23A116 38 86939 SH DFND 86939 0 0 GALATA ACQUISITION CORP SHS CL A G3R23A108 1721 173879 SH DFND 173879 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 28 40333 SH DFND 40333 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 1206 123099 SH DFND 123099 0 0 GIGCAPITAL 5 INC UNIT 99/99/9999 37519U208 3080 299642 SH DFND 299642 0 0 GIGCAPITAL4 INC *W EXP 02/08/202 37518G119 52 49999 SH DFND 49999 0 0 GIGCAPITAL4 INC COM 37518G101 1746 177107 SH DFND 177107 0 0 GIGINTERNATIONAL1 INC *W EXP 04/19/202 37518W114 233 277250 SH DFND 277250 0 0 GIGINTERNATIONAL1 INC COM 37518W106 2385 241600 SH DFND 241600 0 0 GLADSTONE ACQUISITION CORP UNIT 04/01/2024 37653T207 3057 300000 SH DFND 300000 0 0 GLASS HOUSES ACQUISITION COR *W EXP 03/25/202 37714P111 70 99999 SH DFND 99999 0 0 GLASS HOUSES ACQUISITION COR CLASS A COM 37714P103 2545 260268 SH DFND 260268 0 0 GLAUKOS CORP NOTE 2.750% 6/1 377322AB8 5296 4425000 PRN DFND 4425000 0 0 GLENFARNE MERGER CORP *W EXP 03/17/202 378579114 56 83332 SH DFND 83332 0 0 GLENFARNE MERGER CORP CLASS A COM 378579106 2422 249996 SH DFND 249996 0 0 GLOBAL CONSUMER ACQUISITN CO *W EXP 05/21/202 37892B116 105 222695 SH DFND 222695 0 0 GLOBAL CONSUMER ACQUISITN CO COM 37892B108 705 71390 SH DFND 71390 0 0 GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 886 91335 SH DFND 91335 0 0 GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K137 970 95000 SH DFND 95000 0 0 GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K103 175 17500 SH DFND 17500 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 14 24999 SH DFND 24999 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 924 94300 SH DFND 94300 0 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 208 283332 SH DFND 283332 0 0 GO ACQUISITION CORP COM 362019101 470 47900 SH DFND 47900 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 75 128000 SH DFND 128000 0 0 GOAL ACQUISITIONS CORP COM 38021H107 1598 164370 SH DFND 164370 0 0 GOBI ACQUISITION CORP CLASS A ORD SHS G4022Y104 1934 200000 SH DFND 200000 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 246 32232 SH DFND 32232 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 108 211702 SH DFND 211702 0 0 GOLDEN ARROW MERGER CORP CLASS A COM 380799106 2808 287157 SH DFND 287157 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 54 87500 SH DFND 87500 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 802 82280 SH DFND 82280 0 0 GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 9647 555397 SH DFND 555397 0 0 GOLDEN PATH ACQUISITION CORP *W EXP 01/31/202 G4028H121 8 35000 SH DFND 35000 0 0 GOLDEN PATH ACQUISITION CORP ORDINARY SHARES G4028H105 347 35000 SH DFND 35000 0 0 GOLDEN PATH ACQUISITION CORP RIGHT 01/31/2028 G4028H113 13 35000 SH DFND 35000 0 0 GOLDENBRIDGE ACQUISITION LTD UNIT 03/02/2026 G3970D112 353 34000 SH DFND 34000 0 0 GOOD WKS II ACQUISITION CORP *W EXP 02/01/202 38216G112 184 287818 SH DFND 287818 0 0 GOOD WKS II ACQUISITION CORP COMMON STOCK 38216G104 1640 167890 SH DFND 167890 0 0 GORES GUGGENHEIM INC *W EXP 03/25/202 38286Q115 416 199999 SH DFND 199999 0 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 17 14874 SH DFND 14874 0 0 GORES HLDGS VIII INC CL A 382863108 1169 118992 SH DFND 118992 0 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 18 14874 SH DFND 14874 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 1164 118992 SH DFND 118992 0 0 GORES METROPOULOS II INC *W EXP 01/31/202 382873115 40 23799 SH DFND 23799 0 0 GORES METROPOULOS II INC CL A 382873107 1142 115611 SH DFND 115611 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 28 23599 SH DFND 23599 0 0 GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 395 39900 SH DFND 39900 0 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 26 23600 SH DFND 23600 0 0 GRAF ACQUISITION CORP IV *W EXP 05/31/202 384272118 151 130528 SH DFND 130528 0 0 GRAF ACQUISITION CORP IV COM 384272100 2787 287640 SH DFND 287640 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 3313 2375000 PRN DFND 2375000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 3131 3100000 PRN DFND 3100000 0 0 GREAT WESTERN BANCORP INC COM 391416104 6591 201328 SH DFND 201328 0 0 GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 5547 4350000 PRN DFND 4350000 0 0 GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 35 150000 SH DFND 150000 0 0 GREENCITY ACQUISITION CORP COM G4086B107 446 43886 SH DFND 43886 0 0 GREENSKY INC CL A 39572G100 14046 1256337 SH DFND 1256337 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 34 42000 SH DFND 42000 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 1848 189774 SH DFND 189774 0 0 GROWTH CAP ACQUISITION CORP *W EXP 06/01/202 39986V115 82 87500 SH DFND 87500 0 0 GROWTH CAP ACQUISITION CORP CL A 39986V107 2354 238220 SH DFND 238220 0 0 GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 53 25000 SH DFND 25000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 15521 13920000 PRN DFND 13920000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 103 199998 SH DFND 199998 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 2377 246076 SH DFND 246076 0 0 H I G ACQUISITION CORP *W EXP 99/99/999 G44898123 35 51666 SH DFND 51666 0 0 H I G ACQUISITION CORP COM CL A G44898107 2176 222688 SH DFND 222688 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 188 277713 SH DFND 277713 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 34 42999 SH DFND 42999 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 1869 192712 SH DFND 192712 0 0 HARMONIC INC DBCV 2.000% 9/0 413160AD4 11156 9200000 PRN DFND 9200000 0 0 HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 24 29499 SH DFND 29499 0 0 HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 1619 166196 SH DFND 166196 0 0 HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 119 115832 SH DFND 115832 0 0 HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 778 79520 SH DFND 79520 0 0 HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 53 76999 SH DFND 76999 0 0 HEALTHCARE CAPITAL CORP COM CL A 42228C101 2027 205528 SH DFND 205528 0 0 HEALTHCARE SERVICES ACQU COR *W EXP 99/99/999 42227K112 50 75000 SH DFND 75000 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 881 90570 SH DFND 90570 0 0 HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 1012 102220 SH DFND 102220 0 0 HEALTHWELL ACQUISITION CORP UNIT 08/05/2028 42227R208 5904 600000 SH DFND 600000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3321 3500000 PRN DFND 3500000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 5226 5000000 PRN DFND 5000000 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 38 30500 SH DFND 30500 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 104 10495 SH DFND 10495 0 0 HENNESSY CAPITAL INVST CORP UNIT 99/99/9999 42600H207 16895 1697970 SH DFND 1697970 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1276 1220000 PRN DFND 1220000 0 0 HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 15 32149 SH DFND 32149 0 0 HH&L ACQUISITION CO SHS CL A G39714103 715 73546 SH DFND 73546 0 0 HHG CAPITAL CORPORATION UNIT 02/25/2026 G4R23P137 255 24949 SH DFND 24949 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 36 24285 SH DFND 24285 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1365 137575 SH DFND 137575 0 0 HILLMAN SOLUTIONS CORP *W EXP 10/01/202 431636117 958 330462 SH DFND 330462 0 0 HILL-ROM HLDGS INC COM 431475102 24266 161775 SH DFND 161775 0 0 HOME PLATE ACQUISITION CORP UNIT 09/30/2026 43734R202 985 99881 SH DFND 99881 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1073 1075000 PRN DFND 1075000 0 0 HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 142 83332 SH DFND 83332 0 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 45 49999 SH DFND 49999 0 0 HORIZON ACQUISITION CORPORAT SHS CL A G46044106 842 85920 SH DFND 85920 0 0 HPX CORP *W EXP 07/14/202 G32219126 97 150000 SH DFND 150000 0 0 HPX CORP SHS CL A G32219100 797 81006 SH DFND 81006 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 43 50498 SH DFND 50498 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 549 56380 SH DFND 56380 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 28 30500 SH DFND 30500 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1814 186040 SH DFND 186040 0 0 HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 26 24999 SH DFND 24999 0 0 HUMANCO ACQUISITION CORP COM CL A 44487N109 580 58617 SH DFND 58617 0 0 IBERE PHARMACEUTICALS *W EXP 03/01/202 G46843119 22 37500 SH DFND 37500 0 0 IBERE PHARMACEUTICALS SHS CL A G46843101 745 76900 SH DFND 76900 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 256 312500 SH DFND 312500 0 0 IG ACQUISITION CORP COM CL A 449534106 2410 246125 SH DFND 246125 0 0 IGNYTE ACQUISITION CORP UNIT 01/05/2026 45175H205 500 50000 SH DFND 50000 0 0 IHS MARKIT LTD SHS G47567105 34449 295398 SH DFND 295398 0 0 ILLUMINA INC COM 452327109 4288 10571 SH DFND 10571 0 0 IMMATICS N.V *W EXP 07/01/202 N44445117 203 48210 SH DFND 48210 0 0 INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 16 15000 SH DFND 15000 0 0 INDIE SEMICONDUCTOR INC *W EXP 06/15/202 45569U119 729 205938 SH DFND 205938 0 0 INDUSTRIAL TECH ACQU INC *W EXP 08/06/202 456357110 405 375000 SH DFND 375000 0 0 INDUSTRIAL TECH ACQU INC COM CL A 456357102 1162 116999 SH DFND 116999 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 6249 5625000 PRN DFND 5625000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 23683 17840000 PRN DFND 17840000 0 0 INFLECTION POINT ACQUSTN COR UNIT 09/21/2026 G47874105 4437 449083 SH DFND 449083 0 0 INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 9401 7795000 PRN DFND 7795000 0 0 INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 291 179839 SH DFND 179839 0 0 INOVALON HLDGS INC COM CL A 45781D101 29343 728304 SH DFND 728304 0 0 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 6861 5000000 PRN DFND 5000000 0 0 INSIGHT ACQUISITION CORP UNIT 99/99/9999 45784L209 1242 124847 SH DFND 124847 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 14675 10450000 PRN DFND 10450000 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 33 33332 SH DFND 33332 0 0 INSU ACQUISITION CORP III COM CL A 457817104 739 75229 SH DFND 75229 0 0 INTERPRIVATE II ACQUISITION *W EXP 09/03/202 46064Q116 31 31428 SH DFND 31428 0 0 INTERPRIVATE II ACQUISITION CL A COM 46064Q108 1772 181180 SH DFND 181180 0 0 INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114 40 31400 SH DFND 31400 0 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1689 170500 SH DFND 170500 0 0 INTERPRIVATE IV INFRATECH PR *W EXP 03/05/202 46064T110 16 24800 SH DFND 24800 0 0 INTERPRIVATE IV INFRATECH PR CLASS A COM 46064T102 1659 171730 SH DFND 171730 0 0 INTERSECT ENT INC COM 46071F103 9846 361999 SH DFND 361999 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 820 1050986 SH DFND 1050986 0 0 INTREXON CORP NOTE 3.500% 7/0 46122TAA0 2853 3450000 PRN DFND 3450000 0 0 INVESTINDUSTRIAL ACQUISITION *W EXP 10/30/202 G4771L113 31 24285 SH DFND 24285 0 0 INVESTINDUSTRIAL ACQUISITION SHS CL A G4771L105 952 95852 SH DFND 95852 0 0 INVESTORS BANCORP INC NEW COM 46146L101 53546 3543748 SH DFND 3543748 0 0 ION ACQUISITION CORP 2 LTD SHS CL A G49393104 248 24992 SH DFND 24992 0 0 ION ACQUISITION CORP 3 LTD SHS CL A G4940J114 875 89609 SH DFND 89609 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 12882 14050000 PRN DFND 14050000 0 0 IRON SPARK I INC CLASS A COM 46301G103 2228 222814 SH DFND 222814 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 9119 7700000 PRN DFND 7700000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 9780 8100000 PRN DFND 8100000 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 55 99999 SH DFND 99999 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 636 64717 SH DFND 64717 0 0 ISOS ACQUISITION CORPORATION *W EXP 03/01/202 G4962C104 23 16666 SH DFND 16666 0 0 ISOS ACQUISITION CORPORATION SHARES CL A G4962C112 470 47096 SH DFND 47096 0 0 ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 16 25000 SH DFND 25000 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 1123 115180 SH DFND 115180 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 10 19500 SH DFND 19500 0 0 ITIQUIRA ACQUISITION CORP CL A SHS G49773107 853 87450 SH DFND 87450 0 0 IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 17 11666 SH DFND 11666 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 14 23190 SH DFND 23190 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 1088 111628 SH DFND 111628 0 0 JATT ACQUISITION CORP UNIT 99/99/9999 G50752115 1505 150000 SH DFND 150000 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 72 62499 SH DFND 62499 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 2430 249996 SH DFND 249996 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 60 50000 SH DFND 50000 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 1932 200000 SH DFND 200000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 20 17500 SH DFND 17500 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 561 57430 SH DFND 57430 0 0 JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 27 38999 SH DFND 38999 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 1680 173757 SH DFND 173757 0 0 JOYY INC NOTE 1.375% 6/1 98426TAF3 1395 1500000 PRN DFND 1500000 0 0 JUPITER ACQUISITION CORP UNIT 09/11/2027 482082203 4424 450000 SH DFND 450000 0 0 KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 119 237499 SH DFND 237499 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 2165 222278 SH DFND 222278 0 0 KADMON HLDGS INC COM 48283N106 31940 3667074 SH DFND 3667074 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 18 31346 SH DFND 31346 0 0 KAIROS ACQUISITION CORP CL A SHS G52110114 1072 110842 SH DFND 110842 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 18174 67151 SH DFND 67151 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5268 7000000 PRN DFND 7000000 0 0 KATAPULT HOLDINGS INC *W EXP 06/09/202 485859110 178 116948 SH DFND 116948 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 8238 5125000 PRN DFND 5125000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 02/23/202 49006L112 33 29249 SH DFND 29249 0 0 KENSINGTON CAPITAL ACQUISITI COM CL A 49006L104 1059 105896 SH DFND 105896 0 0 KENSINGTON CAPITAL ACQUISITI UNIT 99/99/9999 G5251K111 3570 350000 SH DFND 350000 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 22 37499 SH DFND 37499 0 0 KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1381 141798 SH DFND 141798 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1817 185378 SH DFND 185378 0 0 KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 93 193622 SH DFND 193622 0 0 KINGSWOOD ACQUISITION CORP COM CL A 496861105 1264 125308 SH DFND 125308 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 1062 106860 SH DFND 106860 0 0 KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 7 13332 SH DFND 13332 0 0 KISMET ACQUISITION THREE COR CL A SHARES G5276C110 552 56648 SH DFND 56648 0 0 KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 11 15000 SH DFND 15000 0 0 KISMET ACQUISITION TWO CORP CL A SHS G52807107 908 93400 SH DFND 93400 0 0 KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 39 40750 SH DFND 40750 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 563 57730 SH DFND 57730 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 28 38665 SH DFND 38665 0 0 KL ACQUISITION CORP COM CL A 49837C109 1472 150699 SH DFND 150699 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 32 49999 SH DFND 49999 0 0 KLUDEIN I ACQUISITION CORP CL A 49878L109 711 72099 SH DFND 72099 0 0 KRATON CORP COM 50077C106 10830 237300 SH DFND 237300 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 23 33332 SH DFND 33332 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 1343 138026 SH DFND 138026 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 39 65000 SH DFND 65000 0 0 L&F ACQUISITION CORP SHS CL A G53702109 636 63610 SH DFND 63610 0 0 LAKESHORE ACQUISITION I CORP *W EXP 07/15/202 G53521111 15 28125 SH DFND 28125 0 0 LAKESHORE ACQUISITION I CORP ORDINARY SHARES G53521103 366 37500 SH DFND 37500 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 136 125000 SH DFND 125000 0 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 955 98100 SH DFND 98100 0 0 LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 260 1041928 SH DFND 1041928 0 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2164 4100000 PRN DFND 4100000 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 8 10000 SH DFND 10000 0 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 678 69650 SH DFND 69650 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 832 85095 SH DFND 85095 0 0 LEAD EDGE GROWTH OPRTUNTS LT COM G54085108 383 39700 SH DFND 39700 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 183 226666 SH DFND 226666 0 0 LEFTERIS ACQUISITION CORP COM CL A 52470X109 472 48167 SH DFND 48167 0 0 LEGATO MERGER CORP *W EXP 12/31/202 52473X114 321 128300 SH DFND 128300 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 20468 23927000 PRN DFND 23927000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 8 12499 SH DFND 12499 0 0 LEO HLDGS CORP II COM CL A G5463R102 651 66870 SH DFND 66870 0 0 LEO HOLDINGS III CORP *W EXP 03/02/202 G5463T124 8 10000 SH DFND 10000 0 0 LEO HOLDINGS III CORP SHS CL A G5463T108 398 40000 SH DFND 40000 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 466 47900 SH DFND 47900 0 0 LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 36 41666 SH DFND 41666 0 0 LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 715 73299 SH DFND 73299 0 0 LIBERTY MEDIA ACQUISITION CO *W EXP 01/22/202 53073L112 36 23600 SH DFND 23600 0 0 LIBERTY MEDIA ACQUISITION CO COM SR A 53073L104 952 94412 SH DFND 94412 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1366 1000000 PRN DFND 1000000 0 0 LI-CYCLE HOLDINGS CORP *W EXP 08/10/202 50202P113 187 78103 SH DFND 78103 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 27 50000 SH DFND 50000 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 925 93950 SH DFND 93950 0 0 LILIUM N V *W EXP 09/14/202 N52586117 113 50000 SH DFND 50000 0 0 LIMELIGHT NETWORKS INC NOTE 3.500% 8/0 53261MAB0 1309 1500000 PRN DFND 1500000 0 0 LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 488 525000 SH DFND 525000 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 9879 109245 SH DFND 109245 0 0 LIVE OAK ACQUISITION CORP II *W EXP 12/07/202 53804W114 169 88750 SH DFND 88750 0 0 LIVE OAK ACQUISITION CORP II COM CL A 53804W106 105 10527 SH DFND 10527 0 0 LIVE OAK CRESTVIEW CLIMATE A UNIT 99/99/9999 538086208 3919 399522 SH DFND 399522 0 0 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 25 25680 SH DFND 25680 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1804 186580 SH DFND 186580 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 22 50000 SH DFND 50000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 564 56169 SH DFND 56169 0 0 LOGISTICS INNOVTN TECHNLGS C *W EXP 06/15/202 54141L118 155 169078 SH DFND 169078 0 0 LOGISTICS INNOVTN TECHNLGS C CLASS A COM 54141L100 4890 507235 SH DFND 507235 0 0 LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 59 46000 SH DFND 46000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20721 14096000 PRN DFND 14096000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 31843 28860000 PRN DFND 28860000 0 0 LUMIRADX LIMITED *W EXP 09/28/202 G5709L117 79 63000 SH DFND 63000 0 0 LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 218 189998 SH DFND 189998 0 0 LUX HEALTH TECH ACQUISITION COM CL A 55068A100 125 12708 SH DFND 12708 0 0 LYDALL INC COM 550819106 13007 209488 SH DFND 209488 0 0 M3 BRIGADE ACQUISITION II CO *W EXP 09/03/202 553800111 670 499999 SH DFND 499999 0 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 348 35127 SH DFND 35127 0 0 MACONDRAY CAP ACQUISITN CORP *W EXP 05/31/202 G5853A115 67 128192 SH DFND 128192 0 0 MACONDRAY CAP ACQUISITN CORP CLASS A ORD SHS G5853A107 3784 384576 SH DFND 384576 0 0 MAGELLAN HEALTH INC COM NEW 559079207 27209 287775 SH DFND 287775 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 6895 388225 SH DFND 388225 0 0 MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 58 49999 SH DFND 49999 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 232 23414 SH DFND 23414 0 0 MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 80 200000 SH DFND 200000 0 0 MALACCA STRAITS ACQUISITION COM CL A G5859B117 576 57927 SH DFND 57927 0 0 MALLARD ACQUISITION CORP COM 561204108 602 60390 SH DFND 60390 0 0 MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 110 200155 SH DFND 200155 0 0 MAQUIA CAPITAL ACQUISITION C CLASS A COM 56564V101 977 97700 SH DFND 97700 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 12 14405 SH DFND 14405 0 0 MARLIN TECHNOLOGY CORP CL A SHS G58411102 967 99028 SH DFND 99028 0 0 MARQUEE RAINE ACQUISITION CO *W EXP 12/01/202 G58442123 17 12499 SH DFND 12499 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 48 66665 SH DFND 66665 0 0 MCAP ACQUISITION CORP *W EXP 03/02/202 55282T117 73 66666 SH DFND 66666 0 0 MCAP ACQUISITION CORP COM CL A 55282T109 461 46754 SH DFND 46754 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 69 125000 SH DFND 125000 0 0 MDH ACQUISITION CORP COM CL A 55283P106 1983 201280 SH DFND 201280 0 0 MEDALLIA INC COM 584021109 25634 756847 SH DFND 756847 0 0 MEDICUS SCIENCES ACQUISITION CL A SHS G5960S108 962 98630 SH DFND 98630 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 55 66665 SH DFND 66665 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 1214 122230 SH DFND 122230 0 0 MELI KASZEK PIONEER CORP CLASS A ORD G5S74L106 553 50000 SH DFND 50000 0 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 412 349563 SH DFND 349563 0 0 MERIDA MERGER CORP I COM 58953M106 988 98932 SH DFND 98932 0 0 MERIDIAN BANCORP INC MD COM 58958U103 6676 321583 SH DFND 321583 0 0 MERITOR INC NOTE 3.250%10/1 59001KAF7 7883 7500000 PRN DFND 7500000 0 0 METALS ACQUISITION CORP UNIT 99/99/9999 G60405118 3221 325000 SH DFND 325000 0 0 MGM GROWTH PPTYS LLC CL A COM 55303A105 19862 518592 SH DFND 518592 0 0 MICROVAST HOLDINGS INC *W EXP 04/01/202 59516C114 250 120297 SH DFND 120297 0 0 MINORITY EQUALITY OPPORTUNIT UNIT 08/26/2026 60436Q209 1035 99878 SH DFND 99878 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 29 50700 SH DFND 50700 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 2028 208660 SH DFND 208660 0 0 MODEL PERFORMANCE ACQU CORP *W EXP 04/29/202 G6246M139 14 30000 SH DFND 30000 0 0 MODEL PERFORMANCE ACQU CORP RIGHT 04/29/2026 G6246M121 25 60000 SH DFND 60000 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 243 250000 SH DFND 250000 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 3976 213176 SH DFND 213176 0 0 MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 499 335000 SH DFND 335000 0 0 MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 2301 230082 SH DFND 230082 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 37 64500 SH DFND 64500 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 1928 197520 SH DFND 197520 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 12 20000 SH DFND 20000 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 485 50000 SH DFND 50000 0 0 MOTION ACQUISITION CORP *W EXP 10/02/202 61980M115 244 185896 SH DFND 185896 0 0 MOTION ACQUISITION CORP COM CL A 61980M107 2346 235761 SH DFND 235761 0 0 MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 17 13333 SH DFND 13333 0 0 MOTIVE CAPITAL CORP SHS CL A G6293A103 974 98350 SH DFND 98350 0 0 MOUNTAIN CREST ACQUSITN CRP COM 62403K108 1949 200290 SH DFND 200290 0 0 MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 78 200290 SH DFND 200290 0 0 MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 46 40000 SH DFND 40000 0 0 MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 1940 200000 SH DFND 200000 0 0 MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 102 173507 SH DFND 173507 0 0 NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 284 143425 SH DFND 143425 0 0 NATURAL ORDER ACQUISITION CO COM 63889L107 470 47950 SH DFND 47950 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 14552 8500000 PRN DFND 8500000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 75 35000 PRN DFND 35000 0 0 NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 4192 4125000 PRN DFND 4125000 0 0 NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 706 239247 SH DFND 239247 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2666 2625000 PRN DFND 2625000 0 0 NEW VISTA ACQUISITION CORP CL A SHS G6529L105 472 48500 SH DFND 48500 0 0 NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 379 38000 SH DFND 38000 0 0 NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 74 150000 SH DFND 150000 0 0 NEWBURY STREET ACQUISITN COR COM 65101L104 2602 267650 SH DFND 267650 0 0 NEXTERS INC *W EXP 08/26/202 G6529J118 231 275000 SH DFND 275000 0 0 NEXTGEN ACQUISITION CORP II *W EXP 03/23/202 G65317128 82 48688 SH DFND 48688 0 0 NEXTGEN ACQUISITION CORP II CLASS A ORD SHS G65317102 737 74387 SH DFND 74387 0 0 NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 21 24199 SH DFND 24199 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 536 54825 SH DFND 54825 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 34 50000 SH DFND 50000 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 563 58030 SH DFND 58030 0 0 NOCTURNE ACQUISITION CORP ORDINARY SHARES G6580S114 475 47560 SH DFND 47560 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 13 17666 SH DFND 17666 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 636 65180 SH DFND 65180 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 134 150000 SH DFND 150000 0 0 NORTH MOUNTAIN MERGER CORP COM CL A 661204107 909 92865 SH DFND 92865 0 0 NORTHERN GENESIS ACQU CORP I *W EXP 12/31/202 66516W115 90 97701 SH DFND 97701 0 0 NORTHERN GENESIS ACQU CORP I COM 66516W107 3816 393004 SH DFND 393004 0 0 NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 42 38999 SH DFND 38999 0 0 NORTHERN LIGHTS ACQUISITN CO *W EXP 11/01/202 66538L113 44 99998 SH DFND 99998 0 0 NORTHERN LIGHTS ACQUISITN CO CLASS A COM 66538L105 1998 199996 SH DFND 199996 0 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 20 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 1169 119988 SH DFND 119988 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 18 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1648 168188 SH DFND 168188 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 35 24799 SH DFND 24799 0 0 NOVA VISION ACQUISITION CORP UNIT 07/20/2026 G6759A126 767 75000 SH DFND 75000 0 0 NOVUS CAPITAL CORPORATION II *W EXP 02/02/202 67012W112 73 66666 SH DFND 66666 0 0 NOVUS CAPITAL CORPORATION II COM CL A 67012W104 687 69387 SH DFND 69387 0 0 NRX PHARMACEUTICALS INC *W EXP 05/24/202 629444118 255 54256 SH DFND 54256 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 26227 476513 SH DFND 476513 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 9730 10050000 PRN DFND 10050000 0 0 NUVASIVE INC NOTE 1.000% 6/0 670704AL9 512 500000 PRN DFND 500000 0 0 OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 30 33613 SH DFND 33613 0 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 1345 137272 SH DFND 137272 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 51 95769 SH DFND 95769 0 0 OCA ACQUISITION CORP COM CL A 670865104 2047 206721 SH DFND 206721 0 0 OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115 113 257010 SH DFND 257010 0 0 OCEANTECH ACQUISITIONS I COR CLASS A COM 675507107 563 57010 SH DFND 57010 0 0 OFFERPAD SOLUTIONS INC *W EXP 10/16/202 67623L117 286 163333 SH DFND 163333 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 22021 15546000 PRN DFND 15546000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 21947 17902000 PRN DFND 17902000 0 0 OLAPLEX HLDGS INC COM 679369108 1363 55629 SH DFND 55629 0 0 OMEGA ALPHA SPAC CL A G6749V107 154 15793 SH DFND 15793 0 0 OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 287 341600 SH DFND 341600 0 0 OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 3088 311957 SH DFND 311957 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 26 39999 SH DFND 39999 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 1662 170767 SH DFND 170767 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2422 1950000 PRN DFND 1950000 0 0 ORION ACQUISITION CORP *W EXP 02/19/202 68626A116 25 38999 SH DFND 38999 0 0 ORION ACQUISITION CORP COM CL A 68626A108 1984 204546 SH DFND 204546 0 0 ORION BIOTECH OPPORTUNTES CO *W EXP 04/15/202 G6780C117 35 40000 SH DFND 40000 0 0 ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS G6780C109 1932 200000 SH DFND 200000 0 0 OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 210 427320 SH DFND 427320 0 0 OSIRIS ACQUISITION CORP CL A 68829A103 2669 271840 SH DFND 271840 0 0 OTONOMO TECHNOLOGIES LTD *W EXP 08/13/202 M7571L111 399 498700 SH DFND 498700 0 0 OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 53 99999 SH DFND 99999 0 0 OTR ACQUISITION CORP COM CL A 67113Q105 1433 142486 SH DFND 142486 0 0 OWLET INC *W EXP 09/14/202 69120X115 94 100523 SH DFND 100523 0 0 OXBRIDGE ACQUISITION CORP UNIT 07/30/2026 G6855L125 1280 125000 SH DFND 125000 0 0 OXUS ACQUISITION CORP UNIT 99/99/9999 G6859L113 762 74847 SH DFND 74847 0 0 OYSTER ENTERPRISES ACQ CORP *W EXP 01/20/202 69242M112 37 69000 SH DFND 69000 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 1846 189330 SH DFND 189330 0 0 PACIFICO ACQUISITION CORP UNIT 09/13/2026 69512X202 507 49940 SH DFND 49940 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 24112 22300000 PRN DFND 22300000 0 0 PAE INC *W EXP 09/11/202 69290Y117 435 324608 SH DFND 324608 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 75414 45538000 PRN DFND 45538000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 135 74000 PRN DFND 74000 0 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 1691 173400 SH DFND 173400 0 0 PARABELLUM ACQUISITION CORP UNIT 99/99/9999 69901P208 797 79904 SH DFND 79904 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2703 3050000 PRN DFND 3050000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 27804 27590000 PRN DFND 27590000 0 0 PATHFINDER ACQUISITION CORP CL A G04119106 836 84635 SH DFND 84635 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 1914 189455 SH DFND 189455 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 36519 2090396 SH DFND 2090396 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 16 19999 SH DFND 19999 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 469 48300 SH DFND 48300 0 0 PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 2468 100000 SH DFND 100000 0 0 PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 36 27777 SH DFND 27777 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 6718 5578000 PRN DFND 5578000 0 0 PETRA ACQUISITION INC COM 716421102 567 56281 SH DFND 56281 0 0 PHP VENTURES ACQUISITION COR UNIT 01/01/2023 69291C205 713 70000 SH DFND 70000 0 0 PHUNWARE INC *W EXP 12/26/202 71948P118 4 21724 SH DFND 21724 0 0 PINDUODUO INC NOTE 12/0 722304AC6 20779 22500000 PRN DFND 22500000 0 0 PINE IS ACQUISITION CORP *W EXP 10/19/202 722615119 190 226666 SH DFND 226666 0 0 PINE IS ACQUISITION CORP CL A 722615101 760 77900 SH DFND 77900 0 0 PINE TECHNOLOGY ACQUISITN CO *W EXP 03/31/202 722850112 210 299999 SH DFND 299999 0 0 PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 2248 233001 SH DFND 233001 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 18 16666 SH DFND 16666 0 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 21 24199 SH DFND 24199 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 569 58470 SH DFND 58470 0 0 PLUG POWER INC NOTE 3.750% 6/0 72919PAD5 12523 2450000 PRN DFND 2450000 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 24 30000 SH DFND 30000 0 0 PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 2018 208720 SH DFND 208720 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 169 250000 SH DFND 250000 0 0 PMV CONSUMER ACQUISITION COR COM 693486102 929 94650 SH DFND 94650 0 0 PNM RES INC COM 69349H107 25131 507896 SH DFND 507896 0 0 POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 22 24999 SH DFND 24999 0 0 POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 736 74636 SH DFND 74636 0 0 PONO CAPITAL CORP UNIT 09/30/2028 732450200 2910 285000 SH DFND 285000 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 13 17666 SH DFND 17666 0 0 PONTEM CORPORATION SHS CL A G71707106 600 61820 SH DFND 61820 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 47 62444 SH DFND 62444 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 1296 132537 SH DFND 132537 0 0 PORTAGE FINTECH ACQUISITN CO UNIT 07/08/2026 G7185D122 1368 138000 SH DFND 138000 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 90 100000 SH DFND 100000 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 579 60110 SH DFND 60110 0 0 POWER & DIGITAL INFRA ACQ CO *W EXP 02/12/202 739190114 74 29749 SH DFND 29749 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 10 16666 SH DFND 16666 0 0 POWERED BRANDS CL A G7209M108 1037 105428 SH DFND 105428 0 0 PPD INC COM 69355F102 29308 626382 SH DFND 626382 0 0 PRECIGEN INC COM 74017N105 119 23855 SH DFND 23855 0 0 PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 17 20500 SH DFND 20500 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 669 68570 SH DFND 68570 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 93 133333 SH DFND 133333 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 1355 138030 SH DFND 138030 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 31 50000 SH DFND 50000 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 1492 153000 SH DFND 153000 0 0 PROCAPS GROUP SA *W EXP 04/01/202 L7756P110 79 73086 SH DFND 73086 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 37 66500 SH DFND 66500 0 0 PROGRESS ACQUISITION CORP COM CL A 74327P105 1449 147740 SH DFND 147740 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 77 112500 SH DFND 112500 0 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 2486 256300 SH DFND 256300 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 73 85596 SH DFND 85596 0 0 PROPTECH INVESTMENT CORP II COM CL A 743497109 1395 142341 SH DFND 142341 0 0 PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 972 896000 PRN DFND 896000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 12 16666 SH DFND 16666 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 821 84080 SH DFND 84080 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 12 20499 SH DFND 20499 0 0 PROVIDENT ACQUISITION CORP CL A G7282L100 679 69614 SH DFND 69614 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 41 49999 SH DFND 49999 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2405 249995 SH DFND 249995 0 0 QAD INC CL A 74727D306 8049 92106 SH DFND 92106 0 0 QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 576 58470 SH DFND 58470 0 0 QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 11 13333 SH DFND 13333 0 0 QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 776 78599 SH DFND 78599 0 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 16434 6042000 PRN DFND 6042000 0 0 RAPID7 INC NOTE 2.250% 5/0 753422AD6 17668 9075000 PRN DFND 9075000 0 0 RAVEN INDS INC COM 754212108 8240 143029 SH DFND 143029 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 160 250000 SH DFND 250000 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 2586 262047 SH DFND 262047 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 27 33333 SH DFND 33333 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 964 97940 SH DFND 97940 0 0 REE AUTOMOTIVE LTD *W EXP 07/22/202 M8287R111 115 132457 SH DFND 132457 0 0 REINVENT TECHNOLOGY PARTNERS CLASS A ORD SHS G7484L106 358 36051 SH DFND 36051 0 0 REMITLY GLOBAL INC COM 75960P104 272 7417 SH DFND 7417 0 0 RETAIL PPTYS AMER INC CL A 76131V202 5221 405338 SH DFND 405338 0 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 57 142700 SH DFND 142700 0 0 REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 22 23399 SH DFND 23399 0 0 REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 1432 147184 SH DFND 147184 0 0 RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 48 30248 SH DFND 30248 0 0 RICE ACQUISITION CORP II SHS CL A G75529100 1199 120998 SH DFND 120998 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 13373 13500000 PRN DFND 13500000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 14481 15395000 PRN DFND 15395000 0 0 RIVERVIEW ACQUISITION CORP UNIT 07/29/2026 769395203 4450 449000 SH DFND 449000 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 14 15660 SH DFND 15660 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 768 78900 SH DFND 78900 0 0 ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 10 12500 SH DFND 12500 0 0 ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 962 98450 SH DFND 98450 0 0 ROCKLEY PHOTONICS HOLDINGS L *W EXP 08/11/202 G7614L117 260 108942 SH DFND 108942 0 0 ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 443 275000 SH DFND 275000 0 0 ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 3516 347794 SH DFND 347794 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 23 41665 SH DFND 41665 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 1795 185015 SH DFND 185015 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 44 49999 SH DFND 49999 0 0 ROSS ACQUISITION CORP II SHS CL A G7641C106 473 48850 SH DFND 48850 0 0 ROTH CH ACQUISITION III CO *W EXP 02/26/202 77867Q110 38 29498 SH DFND 29498 0 0 ROTH CH ACQUISITION IV CO UNIT 07/01/2026 77867P203 2117 210000 SH DFND 210000 0 0 RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 20 26400 SH DFND 26400 0 0 RXR ACQUISITION CORP CLASS A COM 74981W107 1283 132000 SH DFND 132000 0 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 33 40666 SH DFND 40666 0 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 1656 170498 SH DFND 170498 0 0 SANDERSON FARMS INC COM 800013104 39466 211416 SH DFND 211416 0 0 SANTANDER CONSUMER USA HLDGS COM 80283M101 16614 398418 SH DFND 398418 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 31 33333 SH DFND 33333 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 722 73244 SH DFND 73244 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 28 40333 SH DFND 40333 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 1835 188939 SH DFND 188939 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 26 33333 SH DFND 33333 0 0 SCION TECH GROWTH I CL A SHS G31067104 630 64780 SH DFND 64780 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 11 16666 SH DFND 16666 0 0 SCION TECH GROWTH II CL A SHS G31070108 779 79855 SH DFND 79855 0 0 SCORE MEDIA & GAMING INC CL A SUB VTG SHS 80919D202 12246 357764 SH DFND 357764 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 37 63499 SH DFND 63499 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1785 183438 SH DFND 183438 0 0 SCVX CORP *W EXP 01/24/202 G79448117 20 25000 SH DFND 25000 0 0 SCVX CORP COM G79448208 964 97050 SH DFND 97050 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 25272 24850000 PRN DFND 24850000 0 0 SEAPORT GLOBAL ACQUISITN COR *W EXP 12/15/202 812227114 153 162498 SH DFND 162498 0 0 SEAPORT GLOBAL ACQUISITN COR COM CL A 812227106 1461 145100 SH DFND 145100 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 661 67660 SH DFND 67660 0 0 SEVEN OAKS ACQUISITION CORP *W EXP 12/22/202 81787X114 79 100000 SH DFND 100000 0 0 SEVEN OAKS ACQUISITION CORP COM CL A 81787X106 1909 192287 SH DFND 192287 0 0 SHAPEWAYS HOLDINGS INC *W EXP 99/99/999 81947T110 322 325000 SH DFND 325000 0 0 SHAPEWAYS HOLDINGS INC COMMON STOCK 81947T102 554 54930 SH DFND 54930 0 0 SHELTER ACQUISITION CORP I *W EXP 02/25/202 822821112 113 226993 SH DFND 226993 0 0 SHELTER ACQUISITION CORP I CLASS A COM 822821104 4413 453987 SH DFND 453987 0 0 SIERRA LAKE ACQUISITION CORP UNIT 03/31/2028 826332207 1990 199757 SH DFND 199757 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 14 21499 SH DFND 21499 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 997 101378 SH DFND 101378 0 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 27 25000 SH DFND 25000 0 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 980 100000 SH DFND 100000 0 0 SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 33 45666 SH DFND 45666 0 0 SILVERBOX ENGAGED MERGER CO COM CL A 82836L101 468 47900 SH DFND 47900 0 0 SILVERSPAC INC UNIT 09/09/2026 G8136V120 2970 299391 SH DFND 299391 0 0 SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 24 24400 SH DFND 24400 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 466 47810 SH DFND 47810 0 0 SKYDECK ACQUISITION CORP *W EXP 05/13/202 G82220115 94 124999 SH DFND 124999 0 0 SKYDECK ACQUISITION CORP CLASS A ORD SHS G82220123 3619 374998 SH DFND 374998 0 0 SLAM CORP CL A SHS G8210L105 546 55990 SH DFND 55990 0 0 SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 23698 18025000 PRN DFND 18025000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 89 26000 PRN DFND 26000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 121 37000 PRN DFND 37000 0 0 SOAR TECHNOLOGY ACQUISN CORP UNIT 99/99/9999 G82472104 3039 299382 SH DFND 299382 0 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1960 200000 SH DFND 200000 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 713 72667 SH DFND 72667 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 1976 200000 SH DFND 200000 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 1990 200000 SH DFND 200000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G82514111 39 22500 SH DFND 22500 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 70 37500 SH DFND 37500 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 911 90000 SH DFND 90000 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 25 29999 SH DFND 29999 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1533 156786 SH DFND 156786 0 0 SOFTWARE ACQUISITN GRP INC I UNIT 03/01/2028 83407J202 4040 400000 SH DFND 400000 0 0 SPARTACUS ACQUISITION CORP *W EXP 10/31/202 84677L117 600 375000 SH DFND 375000 0 0 SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 34 30498 SH DFND 30498 0 0 SPARTAN ACQUISITION CORP III COM CL A 84677R106 1582 160142 SH DFND 160142 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 14391 14601000 PRN DFND 14601000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 9308 7610000 PRN DFND 7610000 0 0 SPORTRADAR GROUP AG CLASS A ORD SHS H8088L103 252 11126 SH DFND 11126 0 0 SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 356 150000 SH DFND 150000 0 0 SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 11 18320 SH DFND 18320 0 0 SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 1006 103410 SH DFND 103410 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 23219 1319253 SH DFND 1319253 0 0 SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 101 112500 SH DFND 112500 0 0 SPORTSTEK ACQUISITION CORP COM CL A 849196100 2303 236200 SH DFND 236200 0 0 SPRING VY ACQUISITION CORP *W EXP 05/20/202 G8377A124 36 49999 SH DFND 49999 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 2329 268028 SH DFND 268028 0 0 SPRINGWATER SPL SITUATIONS C UNIT 12/01/2027 85205U206 997 99878 SH DFND 99878 0 0 SQUARE INC NOTE 0.125% 3/0 852234AF0 52067 25619000 PRN DFND 25619000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 99 32000 PRN DFND 32000 0 0 STAMPS COM INC COM NEW 852857200 19185 58174 SH DFND 58174 0 0 STATE AUTO FINL CORP COM 855707105 6448 126546 SH DFND 126546 0 0 STERLING BANCORP DEL COM 85917A100 25555 1023835 SH DFND 1023835 0 0 STONEBRIDGE ACQUISITION CORP UNIT 04/11/2026 G85094111 2520 250000 SH DFND 250000 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 126 200000 SH DFND 200000 0 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 1991 206300 SH DFND 206300 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 23852 23885000 PRN DFND 23885000 0 0 STRYVE FOODS INC *W EXP 07/31/202 863685111 261 334521 SH DFND 334521 0 0 STRYVE FOODS INC CLASS A COM 863685103 224 41780 SH DFND 41780 0 0 SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 86 100000 SH DFND 100000 0 0 SUMMIT HEALTHCRE ACQUISTN CO CLASS A ORD SHS G8566R102 1277 131000 SH DFND 131000 0 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 19 20000 SH DFND 20000 0 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 1533 158000 SH DFND 158000 0 0 SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 10 12500 SH DFND 12500 0 0 SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 500 51343 SH DFND 51343 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 39 60349 SH DFND 60349 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 526 53930 SH DFND 53930 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 381 38808 SH DFND 38808 0 0 SVF INVESTMENT CORP 3 CL A SHS G8601N108 344 35000 SH DFND 35000 0 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 21534 25575000 PRN DFND 25575000 0 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 319 550000 SH DFND 550000 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 16 25000 SH DFND 25000 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 1274 131320 SH DFND 131320 0 0 TAILWIND TWO ACQUISITION COR SHS CL A G86613109 468 48150 SH DFND 48150 0 0 TAILWIND TWO ACQUISITION COR UNIT 03/01/2028 G86613117 1493 150000 SH DFND 150000 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 78 120504 SH DFND 120504 0 0 TASTEMAKER ACQUISITION CORP COM CL A 876545104 533 54100 SH DFND 54100 0 0 TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 29 49999 SH DFND 49999 0 0 TB SA ACQUISITION CORP CLASS A ORD SHS G8657L105 1471 149997 SH DFND 149997 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 559 57110 SH DFND 57110 0 0 TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 4892 496698 SH DFND 496698 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 108 166666 SH DFND 166666 0 0 TEKKORP DIGITAL ACQUISITN CO *W EXP 10/26/202 G8739H114 67 75000 SH DFND 75000 0 0 TEKKORP DIGITAL ACQUISITN CO CL A G8739H106 1256 127910 SH DFND 127910 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 21319 1708000 PRN DFND 1708000 0 0 THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 101 87499 SH DFND 87499 0 0 THAYER VENTURES ACQU CORP COM CL A 88332T100 1173 116070 SH DFND 116070 0 0 THE BEACHBODY COMPANY INC *W EXP 12/31/202 073463119 37 30815 SH DFND 30815 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 46 62000 SH DFND 62000 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 1767 181650 SH DFND 181650 0 0 THE ORIGINAL BARK COMPANY *W EXP 05/01/202 68622E112 480 282603 SH DFND 282603 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6064 5625000 PRN DFND 5625000 0 0 THIMBLE POINT ACQUISITION CO *W EXP 02/04/202 88408P115 38 40333 SH DFND 40333 0 0 THIMBLE POINT ACQUISITION CO COM CL A 88408P107 1831 184169 SH DFND 184169 0 0 THUNDER BRDG CAP PRTNRS IV I UNIT 06/30/2026 88605L206 6962 706800 SH DFND 706800 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 20 26346 SH DFND 26346 0 0 THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 496 50812 SH DFND 50812 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 28 40000 SH DFND 40000 0 0 TIGA ACQUISITION CORP SHS CL A G88672103 714 70440 SH DFND 70440 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 419 425000 PRN DFND 425000 0 0 TIMKENSTEEL CORPORATION NOTE 6.000%12/0 887399AB9 2854 1500000 PRN DFND 1500000 0 0 TIO TECH A *W EXP 04/12/202 G8T10C114 25 33332 SH DFND 33332 0 0 TIO TECH A CLASS A ORD SHS G8T10C106 967 99796 SH DFND 99796 0 0 TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 20 23799 SH DFND 23799 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 29 50702 SH DFND 50702 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 1803 183076 SH DFND 183076 0 0 TORTOISEECOFIN ACQUISITION C UNIT 99/99/9999 G8956E208 3459 347280 SH DFND 347280 0 0 TPB ACQUISITION CORP I UNIT 08/09/2026 G8990L119 3940 400000 SH DFND 400000 0 0 TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 40 20000 SH DFND 20000 0 0 TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 406 41500 SH DFND 41500 0 0 TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5487 4750000 PRN DFND 4750000 0 0 TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 48 33333 SH DFND 33333 0 0 TREBIA ACQUISITION CORP COM CL A G9027T109 786 79320 SH DFND 79320 0 0 TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 26 40000 SH DFND 40000 0 0 TREPONT ACQUISITION CORP I SHS CL A G9095M101 1270 127370 SH DFND 127370 0 0 TRIBE CAPITAL GROWTH CORP I *W EXP 02/28/202 89601Y119 74 81248 SH DFND 81248 0 0 TRIBE CAPITAL GROWTH CORP I CLASS A COM 89601Y101 3171 326592 SH DFND 326592 0 0 TRILLIUM THERAPEUTICS INC COM NEW 89620X506 24476 1393859 SH DFND 1393859 0 0 TRIPLE-S MGMT CORP COM 896749108 2574 72760 SH DFND 72760 0 0 TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 12 19000 SH DFND 19000 0 0 TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 843 86650 SH DFND 86650 0 0 TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 23 33333 SH DFND 33333 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 1242 126903 SH DFND 126903 0 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 91 135456 SH DFND 135456 0 0 TUSCAN HLDGS CORP II COM 90070A103 1378 136270 SH DFND 136270 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 33 49999 SH DFND 49999 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 1483 152683 SH DFND 152683 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 11 16666 SH DFND 16666 0 0 TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 485 49998 SH DFND 49998 0 0 TWO COM CL A G9152V101 2427 247900 SH DFND 247900 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 11 16999 SH DFND 16999 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1155 117937 SH DFND 117937 0 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 8620 4550000 PRN DFND 4550000 0 0 UPHEALTH INC *W EXP 06/08/202 91532B119 190 412607 SH DFND 412607 0 0 USHG ACQUISITION CORP *W EXP 02/24/202 91748P118 34 39332 SH DFND 39332 0 0 USHG ACQUISITION CORP COM CL A 91748P100 470 48410 SH DFND 48410 0 0 VAIL RESORTS INC COM 91879Q109 1286 3851 SH DFND 3851 0 0 VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 53 66666 SH DFND 66666 0 0 VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 1952 199998 SH DFND 199998 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 8430 5475000 PRN DFND 5475000 0 0 VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 31 39999 SH DFND 39999 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 626 64517 SH DFND 64517 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 975 100000 SH DFND 100000 0 0 VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 11598 6500000 PRN DFND 6500000 0 0 VELO3D INC *W EXP 12/01/202 92259N112 31 20000 SH DFND 20000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 28 39332 SH DFND 39332 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 1667 169076 SH DFND 169076 0 0 VENTOUX CCM ACQUISITION CORP COM 92280L101 564 56480 SH DFND 56480 0 0 VEONEER INC COM 92336X109 6383 187407 SH DFND 187407 0 0 VEREIT INC COM 92339V308 24194 534909 SH DFND 534909 0 0 VIACOMCBS INC CL B 92556H206 4759 120446 SH DFND 120446 0 0 VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 20 39615 SH DFND 39615 0 0 VICKERS VANTAGE CORP I SHS G9440B107 1307 130968 SH DFND 130968 0 0 VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 17 19999 SH DFND 19999 0 0 VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 86 74999 SH DFND 74999 0 0 VIRTUOSO ACQUISITION CORP COM CL A 92837J104 1467 147998 SH DFND 147998 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 9858 9550000 PRN DFND 9550000 0 0 VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 167 238545 SH DFND 238545 0 0 VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 1495 148309 SH DFND 148309 0 0 VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 599 60000 SH DFND 60000 0 0 VPC IMPACT ACQU HOLDI III IN *W EXP 09/03/202 91835J116 64 37499 SH DFND 37499 0 0 VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 1437 144996 SH DFND 144996 0 0 VPC IMPACT ACQUISITION HLDG *W EXP 03/05/202 G9460L118 45 37499 SH DFND 37499 0 0 VPC IMPACT ACQUISITION HLDNG *W EXP 10/22/202 G9441E118 139 84863 SH DFND 84863 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 27 20000 SH DFND 20000 0 0 WALDENCAST ACQUISITION CORP *W EXP 03/11/202 G9460C118 20 25000 SH DFND 25000 0 0 WALDENCAST ACQUISITION CORP CLASS A ORD SHS G9460C100 725 75000 SH DFND 75000 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 14 15000 SH DFND 15000 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 616 62950 SH DFND 62950 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 944 96180 SH DFND 96180 0 0 WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 44 80894 SH DFND 80894 0 0 WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 1720 175348 SH DFND 175348 0 0 WAVERLEY CAPITAL ACQUIS CORP UNIT 99/99/9999 G06536125 1479 150000 SH DFND 150000 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 28018 27892000 PRN DFND 27892000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 21079 11342000 PRN DFND 11342000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 56 25000 PRN DFND 25000 0 0 WELBILT INC COM 949090104 25198 1084246 SH DFND 1084246 0 0 WILLIAMS ROWLAND ACQUISITION UNIT 99/99/9999 96951B201 5075 500000 SH DFND 500000 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 37154 27950000 PRN DFND 27950000 0 0 WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1874 1600000 PRN DFND 1600000 0 0 WIX COM LTD NOTE 8/1 92940WAD1 8391 8700000 PRN DFND 8700000 0 0 WM TECHNOLOGY INC *W EXP 06/16/202 92971A117 72 16746 SH DFND 16746 0 0 WORLD QUANTUM GROWTH ACQUISI UNIT 99/99/9999 G5596W119 3015 300000 SH DFND 300000 0 0 XILINX INC COM 983919101 20219 133911 SH DFND 133911 0 0 XOS INC *W EXP 10/06/202 98423B116 40 37296 SH DFND 37296 0 0 XPAC ACQUISITION CORP UNIT 07/27/2021 G9831X114 2949 300000 SH DFND 300000 0 0 YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 233 250000 SH DFND 250000 0 0 YELLOWSTONE ACQUISITION CO COM CL A 98566K105 3448 339701 SH DFND 339701 0 0 YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 84 79166 SH DFND 79166 0 0 YUCAIPA ACQUISITION CORP COM G9879L105 1295 131120 SH DFND 131120 0 0 YUNHONG INTL *W EXP 01/31/202 G98882122 16 100000 SH DFND 100000 0 0 YUNHONG INTL CL A SHS G98882106 698 67954 SH DFND 67954 0 0 YUNHONG INTL RIGHT 01/31/2027 G98882130 40 200000 SH DFND 200000 0 0 ZANITE ACQUISITION CORP *W EXP 10/08/202 98907K111 147 175000 SH DFND 175000 0 0 ZANITE ACQUISITION CORP COM CL A 98907K103 1846 182547 SH DFND 182547 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 6414 5025000 PRN DFND 5025000 0 0 ZIMMER ENERGY TRANSITION ACQ UNIT 06/16/2026 989570205 8955 900000 SH DFND 900000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 13808 7551000 PRN DFND 7551000 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 27 41665 SH DFND 41665 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 1690 173545 SH DFND 173545 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4811 4225000 PRN DFND 4225000 0 0