0001085146-22-002200.txt : 20220516 0001085146-22-002200.hdr.sgml : 20220516 20220516163353 ACCESSION NUMBER: 0001085146-22-002200 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220516 DATE AS OF CHANGE: 20220516 EFFECTIVENESS DATE: 20220516 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR Arbitrage LLC CENTRAL INDEX KEY: 0001167456 IRS NUMBER: 134172062 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10114 FILM NUMBER: 22929923 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 FORMER COMPANY: FORMER CONFORMED NAME: CNH PARTNERS LLC DATE OF NAME CHANGE: 20020213 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001167456 XXXXXXXX 03-31-2022 03-31-2022 false AQR Arbitrage LLC

TWO GREENWICH PLAZA Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 N Henry Parkin 203-742-3600 /s/ Henry Parkin Greenwich CT 05-16-2022 2 1361 3831487 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 *W EXP 04/19/202 G87076116 107 117164 SH DFND 117164 0 0 10X CAPITAL VENTURE ACQ III UNIT 99/99/9999 G87077122 16250 1625000 SH DFND 1625000 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 269 512134 SH DFND 512134 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 11783 13575000 PRN DFND 13575000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 51 100000 SH DFND 100000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 674 68200 SH DFND 68200 0 0 4D PHARMA PLC *W EXP 03/22/202 35085K117 25 63026 SH DFND 63026 0 0 51JOB INC SPONSORED ADS 316827104 12956 221285 SH DFND 221285 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 52 173330 SH DFND 173330 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 3442 346660 SH DFND 346660 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 24 100000 SH DFND 100000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 362 36880 SH DFND 36880 0 0 8I ACQUISITION 2 CORP *W EXP 09/24/202 G2956R137 75 250000 SH DFND 250000 0 0 8I ACQUISITION 2 CORP ORDINARY SHARES G2956R103 702 71263 SH DFND 71263 0 0 8I ACQUISITION 2 CORP RIGHT 09/24/2026 G2956R129 81 250000 SH DFND 250000 0 0 A SPAC I ACQUISITION CORP UNIT 12/09/2026 G0542S122 1502 150000 SH DFND 150000 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 734 74800 SH DFND 74800 0 0 ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 77 199999 SH DFND 199999 0 0 ACCRETION ACQUISITION CORP *W EXP 03/01/202 00438Y115 38 224999 SH DFND 224999 0 0 ACCRETION ACQUISITION CORP COM 00438Y107 2021 205762 SH DFND 205762 0 0 ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123 72 449997 SH DFND 449997 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 70 100000 SH DFND 100000 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 563 56010 SH DFND 56010 0 0 ACHARI VENTURES HLDGS CORP I UNIT 09/30/2026 00444X200 1005 100000 SH DFND 100000 0 0 ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 1393 135000 SH DFND 135000 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 134 282327 SH DFND 282327 0 0 ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 2982 307093 SH DFND 307093 0 0 ACTIVISION BLIZZARD INC COM 00507V109 41011 511931 SH DFND 511931 0 0 ADAMS DIVERSIFIED EQUITY FD COM 006212104 447 24230 SH DFND 24230 0 0 ADARA ACQUISITION CORP COM CL A 00653H102 158 16038 SH DFND 16038 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 30 65999 SH DFND 65999 0 0 ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 12 19833 SH DFND 19833 0 0 AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 138 175000 SH DFND 175000 0 0 AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 28 143333 SH DFND 143333 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 17038 432990 SH DFND 432990 0 0 AESTHER HEALTHCARE ACQSTN CO *W EXP 09/14/202 00809L114 12 49997 SH DFND 49997 0 0 AESTHER HEALTHCARE ACQSTN CO CLASS A COM 00809L106 416 41347 SH DFND 41347 0 0 AETHERIUM ACQUISITION CORP UNIT 12/21/2026 00809J200 5298 532467 SH DFND 532467 0 0 AF ACQUISITION CORP *W EXP 03/23/202 001040112 46 183331 SH DFND 183331 0 0 AF ACQUISITION CORP UNIT 03/23/2028 001040203 2958 300000 SH DFND 300000 0 0 AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 6 29997 SH DFND 29997 0 0 AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 1703 173566 SH DFND 173566 0 0 AFTERNEXT HEALTHTECH ACQUISI *W EXP 99/99/999 G01109126 53 125497 SH DFND 125497 0 0 AFTERNEXT HEALTHTECH ACQUISI SHS CL A G01109100 121 12498 SH DFND 12498 0 0 AGILE GROWTH CORP *W EXP 03/09/202 G01202111 5 16666 SH DFND 16666 0 0 AGILE GROWTH CORP CLASS A ORD G01202103 471 48300 SH DFND 48300 0 0 AGRICO ACQUISITION CORP *W EXP 07/08/202 G41089114 24 114198 SH DFND 114198 0 0 AHREN ACQUISITION CORP UNIT 12/09/2026 G01322117 5030 500000 SH DFND 500000 0 0 AIB ACQUISITION CORPORATION CLASS A ORD G0R45S109 3458 350000 SH DFND 350000 0 0 AIB ACQUISITION CORPORATION RIGHT 10/31/2028 G0R45S117 21 150000 SH DFND 150000 0 0 AIRBNB INC COM CL A 009066101 399 2322 SH DFND 2322 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 28834 24975000 PRN DFND 24975000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 5759 6775000 PRN DFND 6775000 0 0 ALLEGHANY CORP MD COM 017175100 10882 12848 SH DFND 12848 0 0 ALLSPRING MULTI SECTOR INCOM COM 94987D101 250 24050 SH DFND 24050 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 1034 104430 SH DFND 104430 0 0 ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 80 112500 SH DFND 112500 0 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 4344 446000 SH DFND 446000 0 0 ALPHA PARTNERS TECH MERGR CO *W EXP 03/31/202 G63290103 46 124999 SH DFND 124999 0 0 ALPHA PARTNERS TECH MERGR CO CLASS A ORD SHS G63290111 2946 304997 SH DFND 304997 0 0 ALPHA STAR ACQUISITION CORP *W EXP 12/13/202 G0230C116 16 200000 SH DFND 200000 0 0 ALPHA STAR ACQUISITION CORP ORDINARY SHARES G0230C108 1393 140668 SH DFND 140668 0 0 ALPHA STAR ACQUISITION CORP RIGHT 05/30/2023 G0230C132 36 200000 SH DFND 200000 0 0 ALPINE ACQUISITION CORPORATI UNIT 05/01/2026 02083L208 758 75000 SH DFND 75000 0 0 ALSET CAPITAL ACQUISITION CO UNIT 01/31/2027 02115M208 3756 370000 SH DFND 370000 0 0 ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123 37 148542 SH DFND 148542 0 0 ALSP ORCHID ACQUISITION CORP CLASS A ORD G0231L107 2138 213972 SH DFND 213972 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 2904 297500 SH DFND 297500 0 0 ALTENERGY ACQUISITION CORP *W EXP 10/29/202 02157M116 30 148946 SH DFND 148946 0 0 ALTENERGY ACQUISITION CORP COM CL A 02157M108 2952 297892 SH DFND 297892 0 0 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 4067 4625000 PRN DFND 4625000 0 0 ALTIMAR ACQUISITION CORP III *W EXP 03/08/202 G0370U116 7 12500 SH DFND 12500 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 571 58320 SH DFND 58320 0 0 ALTIMETER GROWTH CORP 2 COM CL A G0371B109 4840 492829 SH DFND 492829 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 23 135000 SH DFND 135000 0 0 AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118 87 150750 SH DFND 150750 0 0 AMCI ACQUISITION CORP II CLASS A COM 00166R100 2923 299500 SH DFND 299500 0 0 AMERICAN ACQUISITION OPPT IN *W EXP 05/28/202 02369M110 15 100000 SH DFND 100000 0 0 AMERICAN ACQUISITION OPPT IN CLASS A COM 02369M102 1539 149850 SH DFND 149850 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 40749 29679000 PRN DFND 29679000 0 0 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 13568 71755 SH DFND 71755 0 0 AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 23 178863 SH DFND 178863 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 3 30000 SH DFND 30000 0 0 AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 157 15288 SH DFND 15288 0 0 ANAPLAN INC COM 03272L108 26053 400503 SH DFND 400503 0 0 ANDRETTI ACQUISITION CORP UNIT 99/99/9999 G26735111 5376 534950 SH DFND 534950 0 0 ANGEL POND HOLDINGS CORP *W EXP 99/99/999 G0447J128 59 86952 SH DFND 86952 0 0 ANGEL POND HOLDINGS CORP SHS CL A G0447J102 1727 175000 SH DFND 175000 0 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 8932 1279000 PRN DFND 1279000 0 0 ANTHEMIS DIGITAL ACQUISITION *W EXP 11/01/202 G03959114 94 359631 SH DFND 359631 0 0 ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106 4782 480580 SH DFND 480580 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 20 83332 SH DFND 83332 0 0 ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 2771 283578 SH DFND 283578 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 34 131419 SH DFND 131419 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 2631 262838 SH DFND 262838 0 0 APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 28 164129 SH DFND 164129 0 0 APEIRON CAPITAL INVEST CORP CL A COM 03752A101 3276 328260 SH DFND 328260 0 0 APOLLO COML REAL ESTATE FIN NOTE 4.750% 8/2 03762UAB1 775 775000 PRN DFND 775000 0 0 APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 44 32223 SH DFND 32223 0 0 APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 594 59700 SH DFND 59700 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 6353 648300 SH DFND 648300 0 0 APX ACQUISITION CORP I UNIT 12/07/2026 G0440J117 2982 296978 SH DFND 296978 0 0 ARBE ROBOTICS LTD *W EXP 10/07/202 M1R95N118 74 80157 SH DFND 80157 0 0 ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112 22 115848 SH DFND 115848 0 0 ARBOR RAPHA CAP BIOHLDS CORP CLASS A COM 03881F104 3479 347545 SH DFND 347545 0 0 ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 416 400000 PRN DFND 400000 0 0 ARCHER AVIATION INC *W EXP 09/16/202 03945R110 97 106944 SH DFND 106944 0 0 ARCHIMEDES TECH SPAC PARTNR *W EXP 04/10/202 039562111 41 58900 SH DFND 58900 0 0 ARCHIMEDES TECH SPAC PARTNR UNIT 99/99/9999 039562301 2340 235600 SH DFND 235600 0 0 ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 27 20000 SH DFND 20000 0 0 ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 198 20000 SH DFND 20000 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 6 18749 SH DFND 18749 0 0 ARENA FORTIFY ACQUISITION CO *W EXP 11/10/202 04005A112 23 91851 SH DFND 91851 0 0 ARENA FORTIFY ACQUISITION CO CLASS A COM 04005A104 1835 183702 SH DFND 183702 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 6 14999 SH DFND 14999 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 3074 313334 SH DFND 313334 0 0 ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 32 74999 SH DFND 74999 0 0 ARGUS CAPITAL CORP CLASS A COM 04026L105 1176 117831 SH DFND 117831 0 0 ARIES I ACQUISITION CORP *W EXP 03/18/202 G0542N123 34 90505 SH DFND 90505 0 0 ARIES I ACQUISITION CORP CLASS A ORD SHS G0542N107 564 56010 SH DFND 56010 0 0 ARMADA ACQUISITION CORP I *W EXP 08/13/202 04208V111 42 138250 SH DFND 138250 0 0 ARMADA ACQUISITION CORP I COM 04208V103 2697 274665 SH DFND 274665 0 0 AROGO CAPITAL ACQUISITION CO *W EXP 03/23/202 042644112 49 309459 SH DFND 309459 0 0 AROGO CAPITAL ACQUISITION CO CLASS A COM 042644104 3076 309459 SH DFND 309459 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 15 61000 SH DFND 61000 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 558 57210 SH DFND 57210 0 0 ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 87 249999 SH DFND 249999 0 0 ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 2050 205396 SH DFND 205396 0 0 ARTISAN ACQUISITION CORP *W EXP 05/18/202 G0509L128 23 86269 SH DFND 86269 0 0 ARTISAN ACQUISITION CORP CLASS A ORD SHS G0509L102 2554 258809 SH DFND 258809 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 4154 3550000 PRN DFND 3550000 0 0 ARYA SCIENCES ACQU CORP IV CL A G31659108 352 36000 SH DFND 36000 0 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 479 49250 SH DFND 49250 0 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 59 148563 SH DFND 148563 0 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 2145 214267 SH DFND 214267 0 0 ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 1885 16058 SH DFND 16058 0 0 ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 11 66499 SH DFND 66499 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 1877 192088 SH DFND 192088 0 0 ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114 50 165733 SH DFND 165733 0 0 ATHENA CONSUMER ACQ CORP CL A 04684M106 2508 251290 SH DFND 251290 0 0 ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113 182 877029 SH DFND 877029 0 0 ATHENA TECHNOLOGY ACQ CORP I CL A COM 04687C105 14062 1439260 SH DFND 1439260 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 17 66499 SH DFND 66499 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 810 82666 SH DFND 82666 0 0 ATLANTIC AVE ACQUISITION COR *W EXP 10/06/202 04906P119 44 203431 SH DFND 203431 0 0 ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 56 296331 SH DFND 296331 0 0 ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 550 56340 SH DFND 56340 0 0 ATLANTIC COASTAL AQSTN CORP UNIT 01/13/2027 04845A207 12238 1225000 SH DFND 1225000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 6831 5950000 PRN DFND 5950000 0 0 ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 10 29999 SH DFND 29999 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 3928 400000 SH DFND 400000 0 0 ATOTECH LTD COM G0625A105 20158 918344 SH DFND 918344 0 0 AULT DISRUPTIVE TECHS CORP *W EXP 99/99/999 05150A112 29 176031 SH DFND 176031 0 0 AULT DISRUPTIVE TECHS CORP COM 05150A104 2340 234708 SH DFND 234708 0 0 AURORA ACQUISITION CORP *W EXP 03/02/202 G0698L129 6 12500 SH DFND 12500 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 536 54319 SH DFND 54319 0 0 AURORA TECHNOLOGY ACQUISITIO UNIT 01/27/2027 G06984101 9844 977600 SH DFND 977600 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 10 17500 SH DFND 17500 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 10 17500 SH DFND 17500 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 4890 500000 SH DFND 500000 0 0 AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 2369 240000 SH DFND 240000 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 20 66500 SH DFND 66500 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 43 187493 SH DFND 187493 0 0 AVALON ACQUISITION INC CLASS A COM 05338E101 1061 106556 SH DFND 106556 0 0 AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 26 100000 SH DFND 100000 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 7204 7400000 PRN DFND 7400000 0 0 AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 59 83832 SH DFND 83832 0 0 AXIOS SUSTAINABLE GRW ACQ CO *W EXP 99/99/999 G0703K116 43 300000 SH DFND 300000 0 0 AXIOS SUSTAINABLE GRW ACQ CO CL A ORD SHS G0703K108 2991 300000 SH DFND 300000 0 0 AXIOS SUSTAINABLE GRW ACQ CO RIGHT 99/99/9999 G0703K124 45 300000 SH DFND 300000 0 0 AXONPRIME INFRSTCTR AQSTN CO *W EXP 05/31/202 05467C116 75 167165 SH DFND 167165 0 0 AXONPRIME INFRSTCTR AQSTN CO CLASS A COM 05467C108 2358 244830 SH DFND 244830 0 0 B RILEY PRIN 250 MERGER CORP *W EXP 04/01/202 05602L112 107 214059 SH DFND 214059 0 0 B RILEY PRIN 250 MERGER CORP CLASS A COM 05602L104 980 100512 SH DFND 100512 0 0 B RILEY PRINCIPAL 150 MERGER *W EXP 03/01/202 05601V111 36 40332 SH DFND 40332 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 13442 17525000 PRN DFND 17525000 0 0 BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119 21 49635 SH DFND 49635 0 0 BANNER ACQUISITION CORP CLASS A COM 06654K101 978 99270 SH DFND 99270 0 0 BANNIX ACQUISITION CORP *W EXP 07/31/202 066644113 15 65000 SH DFND 65000 0 0 BANNIX ACQUISITION CORP COM 066644105 261 26355 SH DFND 26355 0 0 BANNIX ACQUISITION CORP RIGHT 07/31/2026 066644121 13 65000 SH DFND 65000 0 0 BANYAN ACQUISITION CORPORATI UNIT 09/30/2028 06690B206 10010 1000000 SH DFND 1000000 0 0 BARK INC *W EXP 05/01/202 68622E112 159 245187 SH DFND 245187 0 0 BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124 152 562572 SH DFND 562572 0 0 BATTERY FUTURE ACQUISITION C CL 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SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 58 132189 SH DFND 132189 0 0 BILANDER ACQUISITION CORP *W EXP 05/19/202 09001T114 68 136817 SH DFND 136817 0 0 BILANDER ACQUISITION CORP CL A COM 09001T106 1920 198528 SH DFND 198528 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 69 311977 SH DFND 311977 0 0 BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 6165 623954 SH DFND 623954 0 0 BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 6 26499 SH DFND 26499 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 996 101148 SH DFND 101148 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 29 81833 SH DFND 81833 0 0 BITE ACQUISITION CORP COMMON STOCK 09175K105 815 83200 SH DFND 83200 0 0 BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116 116 431244 SH DFND 431244 0 0 BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 27 125000 SH DFND 125000 0 0 BLACK SPADE ACQUISITION CO SHS CL A G11537100 2093 216014 SH DFND 216014 0 0 BLACKLINE INC NOTE 3/1 09239BAD1 15279 17975000 PRN DFND 17975000 0 0 BLACKROCK CORE BD TR SHS BEN INT 09249E101 376 28910 SH DFND 28910 0 0 BLACKROCK CR ALLOCATION INCO COM 092508100 1209 96276 SH DFND 96276 0 0 BLACKROCK ENERGY & RES TR COM 09250U101 301 25973 SH DFND 25973 0 0 BLACKROCK MUNI INCOME TR II COM 09249N101 368 29852 SH DFND 29852 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 415 33832 SH DFND 33832 0 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 439 30817 SH DFND 30817 0 0 BLACKROCK MUNIYIELD FD INC COM 09253W104 808 63996 SH DFND 63996 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254E103 130 10355 SH DFND 10355 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 385 27951 SH DFND 27951 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 262 21481 SH DFND 21481 0 0 BLEUACACIA LTD *W EXP 10/30/202 G11728113 58 173305 SH DFND 173305 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 2416 249112 SH DFND 249112 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 51 346610 SH DFND 346610 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 59 148553 SH DFND 148553 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 2950 297106 SH DFND 297106 0 0 BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125 22 100000 SH DFND 100000 0 0 BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 805 81668 SH DFND 81668 0 0 BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117 18 100000 SH DFND 100000 0 0 BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121 89 268786 SH DFND 268786 0 0 BLUE OCEAN ACQUISITION CORP CLASS A ORD SHS G1330L105 5322 537572 SH DFND 537572 0 0 BLUE SAFARI GRP ACQUISITN CO CLASS A ORD SHS G1195R106 1006 100100 SH DFND 100100 0 0 BLUE SAFARI GRP ACQUISITN CO RIGHT 09/24/2026 G1195R130 48 100100 SH DFND 100100 0 0 BLUE WHALE ACQUISITION CORP *W EXP 07/30/202 G1330M129 37 74351 SH DFND 74351 0 0 BLUE WHALE ACQUISITION CORP CLASS A ORD SHS G1330M103 2098 216300 SH DFND 216300 0 0 BLUE WORLD ACQUISITION CORP UNIT 01/10/2029 G1263E128 3250 325000 SH DFND 325000 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 4 16666 SH DFND 16666 0 0 BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 22 65000 SH DFND 65000 0 0 BNY MELLON MUN INCOME INC COM 05589T104 239 31489 SH DFND 31489 0 0 BNY MELLON STRATEGIC MUN BD COM 09662E109 95 13485 SH DFND 13485 0 0 BNY MELLON STRATEGIC MUNS IN COM 05588W108 434 60388 SH DFND 60388 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 11 42497 SH DFND 42497 0 0 BOA ACQUISITION CORP COM CL A 05601A109 1826 184471 SH DFND 184471 0 0 BOOKING HOLDINGS INC COM 09857L108 16676 7101 SH DFND 7101 0 0 BOTTOMLINE TECH DEL INC COM 101388106 31234 551065 SH DFND 551065 0 0 BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 21 100000 SH DFND 100000 0 0 BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 14 100000 SH DFND 100000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 8433 18020000 PRN DFND 18020000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 24 40000 SH DFND 40000 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 2875 291611 SH DFND 291611 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 29 52499 SH DFND 52499 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 481 48690 SH DFND 48690 0 0 BROAD CAPITAL ACQUISITION CO COM 11125B102 2322 235055 SH DFND 235055 0 0 BROAD CAPITAL ACQUISITION CO RIGHT 01/10/2027 11125B110 38 235055 SH DFND 235055 0 0 BROADCOM INC 8% MCNV PFD SR A 11135F200 348 177 SH DFND 177 0 0 BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 121 1362627 SH DFND 1362627 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 17 29249 SH DFND 29249 0 0 BROADSCALE ACQUISITION CORP COM CL A 11134Y101 103 10492 SH DFND 10492 0 0 BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 155 408117 SH DFND 408117 0 0 BUILD ACQUISITION CORP *W EXP 03/15/202 12008J113 55 200000 SH DFND 200000 0 0 BUILD ACQUISITION CORP COM CLASS A 12008J105 496 50878 SH DFND 50878 0 0 BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 11 130000 SH DFND 130000 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 102 296952 SH DFND 296952 0 0 BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 4079 413244 SH DFND 413244 0 0 BURTECH ACQUISITION CORP *W EXP 12/18/202 123013112 172 1217571 SH DFND 1217571 0 0 BURTECH ACQUISITION CORP CLASS A COM 123013104 9895 999475 SH DFND 999475 0 0 BYNORDIC ACQUISITION CORP UNIT 07/01/2027 124420209 4237 425000 SH DFND 425000 0 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 15 75000 SH DFND 75000 0 0 C5 ACQUISITION CORPORATION UNIT 99/99/9999 12530D204 13955 1381675 SH DFND 1381675 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 7327 8150000 PRN DFND 8150000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 21994 25050000 PRN DFND 25050000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 17 98809 SH DFND 98809 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 1966 197618 SH DFND 197618 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 70 496844 SH DFND 496844 0 0 CANNA GLOBAL ACQUISITION COR CLASS A COM 13767K101 4038 404587 SH DFND 404587 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 33 185574 SH DFND 185574 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 3689 371148 SH DFND 371148 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 68 195714 SH DFND 195714 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 32 50713 SH DFND 50713 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 803 81330 SH DFND 81330 0 0 CARTICA ACQUISITION CORP UNIT 04/30/2028 G1995D125 6367 630352 SH DFND 630352 0 0 CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 28 159916 SH DFND 159916 0 0 CASCADIA ACQUISITION CORP *W EXP 09/30/202 14739D118 56 150000 SH DFND 150000 0 0 CASCADIA ACQUISITION CORP CLASS A COM 14739D100 1709 175238 SH DFND 175238 0 0 CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 53 79997 SH DFND 79997 0 0 CATALYST PARTNRS ACQUISITN C CLASS A ORD SHS G19550105 973 99985 SH DFND 99985 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 4 16666 SH DFND 16666 0 0 CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 168 167800 SH DFND 167800 0 0 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 636 64078 SH DFND 64078 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 5314 538994 SH DFND 538994 0 0 CELULARITY INC *W EXP 05/24/202 151190113 98 71695 SH DFND 71695 0 0 CENAQ ENERGY CORP *W EXP 02/04/202 15130M110 43 226125 SH DFND 226125 0 0 CENAQ ENERGY CORP CLASS A ORD SHS 15130M102 1539 153626 SH DFND 153626 0 0 CEPTON INC *W EXP 06/01/202 15673X119 10 20339 SH DFND 20339 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 11469 13077000 PRN DFND 13077000 0 0 CERNER CORP COM 156782104 57180 611160 SH DFND 611160 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 40 99998 SH DFND 99998 0 0 CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 129 38000 SH DFND 38000 0 0 CF ACQUISITION CORP VII *W EXP 03/16/202 12521H115 87 144600 SH DFND 144600 0 0 CF ACQUISITION CORP VII CLASS A COM 12521H107 4278 433833 SH DFND 433833 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 25 75000 SH DFND 75000 0 0 CF ACQUISITION CORP VIII CLASS A COM 12520C109 834 82820 SH DFND 82820 0 0 CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 53 148563 SH DFND 148563 0 0 CHAIN BRIDGE I CLASS A ORD G2061X102 2118 214108 SH DFND 214108 0 0 CHANGE HEALTHCARE INC COM 15912K100 25833 1184991 SH DFND 1184991 0 0 CHAVANT CAPITAL ACQUISITN CO *W EXP 99/99/999 G2058L111 30 147846 SH DFND 147846 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 8016 7925000 PRN DFND 7925000 0 0 CHEGG INC NOTE 9/0 163092AF6 13547 16480000 PRN DFND 16480000 0 0 CHP MERGER CORP *W EXP 11/22/202 12558Y114 83 479757 SH DFND 479757 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 8 12499 SH DFND 12499 0 0 CHURCHILL CAPITAL CORP VI *W EXP 02/17/202 17143W119 18 28937 SH DFND 28937 0 0 CHURCHILL CAPITAL CORP VI COM CL A 17143W101 4018 409185 SH DFND 409185 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 14 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 4242 433333 SH DFND 433333 0 0 CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 66 174998 SH DFND 174998 0 0 CIIG CAPITAL PARTNERS II INC COM CL A 12561U109 1453 147082 SH DFND 147082 0 0 CITRIX SYS INC COM 177376100 30625 303517 SH DFND 303517 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 22 95022 SH DFND 95022 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 979 100000 SH DFND 100000 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 12 63999 SH DFND 63999 0 0 CLEAN EARTH ACQUISITIONS COR UNIT 12/09/2026 184493203 6024 600000 SH DFND 600000 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 11 24399 SH DFND 24399 0 0 CLOVER LEAF CAPITAL CORP RIGHT 05/31/2028 18915E121 75 300000 SH DFND 300000 0 0 CMC MATERIALS INC COM 12571T100 48553 261884 SH DFND 261884 0 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 35077 20200000 PRN DFND 20200000 0 0 CODERE ONLINE LUXEMBOURG S A *W EXP 11/23/202 L18268117 17 29742 SH DFND 29742 0 0 COHERENT INC COM 192479103 31819 116399 SH DFND 116399 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 14569 14645000 PRN DFND 14645000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 77 99999 SH DFND 99999 0 0 COLICITY INC *W EXP 02/24/202 194170114 12 30999 SH DFND 30999 0 0 COLICITY INC COM CL A 194170106 1464 149994 SH DFND 149994 0 0 COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 34 86289 SH DFND 86289 0 0 COLISEUM ACQUISITION CORP CLASS A ORD SHS G2263T123 2472 254868 SH DFND 254868 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 9970 9975000 PRN DFND 9975000 0 0 COLOMBIER ACQUISITION CORP *W EXP 99/99/999 19533H116 46 164603 SH DFND 164603 0 0 COLOMBIER ACQUISITION CORP CL A 19533H108 388 40105 SH DFND 40105 0 0 COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 4 10139 SH DFND 10139 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 543 55534 SH DFND 55534 0 0 COMPASS DIGITAL ACQUISITN CO *W EXP 09/29/202 G2476C123 84 186678 SH DFND 186678 0 0 COMPASS DIGITAL ACQUISITN CO CLASS A ORD G2476C107 1901 197592 SH DFND 197592 0 0 COMPOSECURE INC *W EXP 12/27/202 20459V113 381 241388 SH DFND 241388 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 16 33674 SH DFND 33674 0 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 1788 182773 SH DFND 182773 0 0 CONCORD ACQUISITION CORP *W EXP 11/28/202 206071110 276 231666 SH DFND 231666 0 0 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 141 236991 SH DFND 236991 0 0 CONCORD ACQUISITION CORP II COM CL A 20607U108 3010 310947 SH DFND 310947 0 0 CONCORD ACQUISITION CORP II UNIT 99/99/9999 20607U207 305 31091 SH DFND 31091 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 232 596337 SH DFND 596337 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 8813 888381 SH DFND 888381 0 0 CONSILIUM ACQUISITN CORP I L UNIT 01/12/2027 G2365L135 7556 754840 SH DFND 754840 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 6 19332 SH DFND 19332 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 524 53398 SH DFND 53398 0 0 CONX CORP *W EXP 10/30/202 212873111 52 124999 SH DFND 124999 0 0 CONYERS PARK III ACQSITN COR *W EXP 08/12/202 21289P110 192 375497 SH DFND 375497 0 0 CONYERS PARK III ACQSITN COR CLASS A COM 21289P102 4926 505269 SH DFND 505269 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 18 50000 SH DFND 50000 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 1100 112848 SH DFND 112848 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 39 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 21 116665 SH DFND 116665 0 0 CORNERSTONE BLDG BRANDS INC COM 21925D109 20353 836891 SH DFND 836891 0 0 CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 48 113994 SH DFND 113994 0 0 CORSAIR PARTNERING CORP SHS CL A G2540H108 3321 341994 SH DFND 341994 0 0 COUNTER PRESS ACQUISITION CO UNIT 02/07/2027 G2542B109 4032 400000 SH DFND 400000 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 5 26549 SH DFND 26549 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 34 99028 SH DFND 99028 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 1967 198056 SH DFND 198056 0 0 CRIXUS BH3 ACQUISITION CO *W EXP 10/04/202 22677T110 39 99999 SH DFND 99999 0 0 CRIXUS BH3 ACQUISITION CO CLASS A COM 22677T102 1950 198609 SH DFND 198609 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 4 16666 SH DFND 16666 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 432 43698 SH DFND 43698 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 16 46965 SH DFND 46965 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 671 68430 SH DFND 68430 0 0 CRYPTO 1 ACQUISITION CORP *W EXP 04/30/202 G3168A110 74 296946 SH DFND 296946 0 0 CRYPTO 1 ACQUISITION CORP CLASS A ORD G3168A102 2727 275484 SH DFND 275484 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 12 41332 SH DFND 41332 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 806 82359 SH DFND 82359 0 0 DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 18 100000 SH DFND 100000 0 0 DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 536 52667 SH DFND 52667 0 0 DECARBONIZATION PLUS ACQUISI *W EXP 07/15/202 G2773W111 87 150749 SH DFND 150749 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 4 20500 SH DFND 20500 0 0 DEEP MEDICINE ACQUISITION CO CLASS A COM 243733102 2215 223042 SH DFND 223042 0 0 DEEP MEDICINE ACQUISITION CO RIGHT 09/30/2028 243733110 67 375000 SH DFND 375000 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 25 84000 SH DFND 84000 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 22 66666 SH DFND 66666 0 0 DHB CAPITAL CORP CL A COM 23291W109 2034 208438 SH DFND 208438 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 9 33865 SH DFND 33865 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 10 30749 SH DFND 30749 0 0 DIGITAL HEALTH ACQUISITION C *W EXP 11/02/202 253893119 34 200000 SH DFND 200000 0 0 DIGITAL HEALTH ACQUISITION C COMMON STOCK 253893101 2004 200000 SH DFND 200000 0 0 DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 12 29999 SH DFND 29999 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 809 82932 SH DFND 82932 0 0 DILA CAPITAL ACQUISITION COR *W EXP 06/09/202 254028111 41 125000 SH DFND 125000 0 0 DILA CAPITAL ACQUISITION COR COM CL A 254028103 1223 125000 SH DFND 125000 0 0 DIRECT SELLING ACQUISITIN CO *W EXP 09/30/202 25460L111 31 124999 SH DFND 124999 0 0 DIRECT SELLING ACQUISITIN CO CL A COM 25460L103 1706 170550 SH DFND 170550 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 21606 23953000 PRN DFND 23953000 0 0 DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 12 49533 SH DFND 49533 0 0 DISRUPTIVE ACQUISITION CORP CLASS A ORD SHS G2770Y102 6343 648599 SH DFND 648599 0 0 DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 69 99298 SH DFND 99298 0 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 813 82416 SH DFND 82416 0 0 DOCGO INC *W EXP 10/02/202 256086117 214 101172 SH DFND 101172 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 27 76269 SH DFND 76269 0 0 DOUBLELINE INCOME SOLUTIONS COM 258622109 1716 118151 SH DFND 118151 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 45 148563 SH DFND 148563 0 0 DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 2128 214108 SH DFND 214108 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 110 163332 SH DFND 163332 0 0 DPCM CAP INC COM CL A 23344P101 1235 124854 SH DFND 124854 0 0 DRAFTKINGS INC NOTE 3/1 26142RAB0 19155 26475000 PRN DFND 26475000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 7063 723676 SH DFND 723676 0 0 DROPBOX INC NOTE 3/0 26210CAD6 17140 18095000 PRN DFND 18095000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 9872 10525000 PRN DFND 10525000 0 0 DTRT HEALTH ACQUISITION CORP *W EXP 08/31/202 23344T111 31 148984 SH DFND 148984 0 0 DTRT HEALTH ACQUISITION CORP COM CL A 23344T103 2983 297968 SH DFND 297968 0 0 DUDDELL STREET ACQUISITN COR *W EXP 99/99/999 G28553116 86 137500 SH DFND 137500 0 0 DUDDELL STREET ACQUISITN COR CL A G28553108 875 88090 SH DFND 88090 0 0 DUET ACQUISITION CORP UNIT 01/18/2027 26431Q205 2560 255460 SH DFND 255460 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 9 42499 SH DFND 42499 0 0 DUNE ACQUISITION CORP COM CL A 265334102 659 66308 SH DFND 66308 0 0 DYNAMICS SPECIAL PURPOSE COR CLASS A COM 268010105 2148 217505 SH DFND 217505 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 28 166666 SH DFND 166666 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 69 300000 SH DFND 300000 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 51 275000 SH DFND 275000 0 0 EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 94 275000 SH DFND 275000 0 0 EATON VANCE CALIF MUN BD FD COM 27828A100 391 38935 SH DFND 38935 0 0 EATON VANCE MUN BD FD COM 27827X101 611 53172 SH DFND 53172 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 159 15147 SH DFND 15147 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 12 61000 SH DFND 61000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 814 83100 SH DFND 83100 0 0 EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 12 100000 SH DFND 100000 0 0 EDOC ACQUISITION CORP CL A G4000A102 682 67210 SH DFND 67210 0 0 EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 36 100000 SH DFND 100000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 10 73875 SH DFND 73875 0 0 EG ACQUISITION CORP *W EXP 05/28/202 26846A118 60 261608 SH DFND 261608 0 0 EG ACQUISITION CORP COM CL A 26846A100 3896 400000 SH DFND 400000 0 0 EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 12 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 60 100000 SH DFND 100000 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 1418 145000 SH DFND 145000 0 0 ELLSWORTH GROWTH & INCOME FD COM 289074106 187 17701 SH DFND 17701 0 0 EMERGING MARKETS HORIZON COR *W EXP 11/16/202 G3033X121 32 262860 SH DFND 262860 0 0 EMERGING MARKETS HORIZON COR CLASS A ORD SHS G3033X105 5184 525720 SH DFND 525720 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 22 113496 SH DFND 113496 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 981 99994 SH DFND 99994 0 0 ENDURANCE ACQUISITION CORP *W EXP 09/01/202 G3041W115 25 100000 SH DFND 100000 0 0 ENERGEM CORP *W EXP 11/15/202 G30449121 25 125000 SH DFND 125000 0 0 ENERGEM CORP CLASS A ORD SHS G30449105 1250 125000 SH DFND 125000 0 0 ENPHYS ACQUISITION CORP *W EXP 99/99/999 G3167L117 84 299999 SH DFND 299999 0 0 ENPHYS ACQUISITION CORP UNIT 99/99/9999 G3167L125 4880 500000 SH DFND 500000 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114 86 246969 SH DFND 246969 0 0 EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 228 205919 SH DFND 205919 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 28 83332 SH DFND 83332 0 0 EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 26 75000 SH DFND 75000 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 859 87656 SH DFND 87656 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 61 149999 SH DFND 149999 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 672 67940 SH DFND 67940 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 68 271664 SH DFND 271664 0 0 ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 13 33332 SH DFND 33332 0 0 EUCRATES BIOMEDICAL ACQU COR *W EXP 10/23/202 G3141W122 8 45832 SH DFND 45832 0 0 EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 3 14666 SH DFND 14666 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 976 100208 SH DFND 100208 0 0 EVE MOBILITY ACQUISITION COR UNIT 99/99/9999 G3218G125 7793 778547 SH DFND 778547 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 14302 16225000 PRN DFND 16225000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 39 195444 SH DFND 195444 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 3885 390888 SH DFND 390888 0 0 EVERGREEN CORPORATION UNIT 02/08/2027 G3312W125 3500 350000 SH DFND 350000 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 10 61500 SH DFND 61500 0 0 EVO ACQUISITION CORP COM CL A 30052G108 189 19320 SH DFND 19320 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 5307 4486000 PRN DFND 4486000 0 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 3119 1700000 PRN DFND 1700000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 28885 32675000 PRN DFND 32675000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 5784 6100000 PRN DFND 6100000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 51 148965 SH DFND 148965 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 2389 239634 SH DFND 239634 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 39 125000 SH DFND 125000 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 3996 4500000 PRN DFND 4500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301AF3 8678 8900000 PRN DFND 8900000 0 0 FALCON MINERALS CORP *W EXP 07/21/202 30607B208 139 403883 SH DFND 403883 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 57 35000 SH DFND 35000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 12625 9700000 PRN DFND 9700000 0 0 FAST ACQUISITION CORP *W EXP 08/25/202 311875116 117 77725 SH DFND 77725 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 12 37500 SH DFND 37500 0 0 FAST ACQUISITION CORP II CL A 311874101 467 47900 SH DFND 47900 0 0 FASTLY INC NOTE 3/1 31188VAB6 10333 13750000 PRN DFND 13750000 0 0 FAT PROJECTS ACQUISITION COR *W EXP 08/31/202 G3400W110 14 80000 SH DFND 80000 0 0 FAT PROJECTS ACQUISITION COR CLASS A ORD SHS G3400W102 790 80000 SH DFND 80000 0 0 FERRO CORP COM 315405100 16631 765009 SH DFND 765009 0 0 FG MERGER CORP UNIT 06/17/2027 30324Y200 3015 300000 SH DFND 300000 0 0 FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 3528 363290 SH DFND 363290 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 28 39600 SH DFND 39600 0 0 FINANCIAL STRATEGIES ACQUISI *W EXP 03/31/202 31772T115 60 352400 SH DFND 352400 0 0 FINANCIAL STRATEGIES ACQUISI CLASS A COM 31772T107 3406 344018 SH DFND 344018 0 0 FINANCIAL STRATEGIES ACQUISI RIGHT 07/01/2023 31772T123 56 352400 SH DFND 352400 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 51 243741 SH DFND 243741 0 0 FINNOVATE ACQUISITION CORP CLASS A ORD SHS G3R34K103 266 26804 SH DFND 26804 0 0 FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 10 29748 SH DFND 29748 0 0 FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 48 49999 SH DFND 49999 0 0 FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 37 74998 SH DFND 74998 0 0 FINTECH ECOSYSTEM DEVE *W EXP 04/01/202 318136116 2 12498 SH DFND 12498 0 0 FINTECH ECOSYSTEM DEVE CLASS A COM 318136108 199 19976 SH DFND 19976 0 0 FINTECH ECOSYSTEM DEVE RIGHT 04/01/2026 318136124 4 24996 SH DFND 24996 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 5 25581 SH DFND 25581 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 360 36744 SH DFND 36744 0 0 FIRST HORIZON CORPORATION COM 320517105 51258 2182128 SH DFND 2182128 0 0 FIRST LT ACQUISITION GROUP I *W EXP 03/14/202 320703119 18 49998 SH DFND 49998 0 0 FIRST LT ACQUISITION GROUP I CL A 320703101 401 40584 SH DFND 40584 0 0 FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 9 29249 SH DFND 29249 0 0 FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 2003 205446 SH DFND 205446 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 22529 20745000 PRN DFND 20745000 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 34884 822733 SH DFND 822733 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 29 99999 SH DFND 99999 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 975 100000 SH DFND 100000 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 34 124124 SH DFND 124124 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 1959 197860 SH DFND 197860 0 0 FORBION EUROPEAN ACQUSTN COR UNIT 12/10/2026 G3619H128 4826 485033 SH DFND 485033 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 11 24399 SH DFND 24399 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 19 60999 SH DFND 60999 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 318 32532 SH DFND 32532 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 4 10599 SH DFND 10599 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 12 28179 SH DFND 28179 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 566 57430 SH DFND 57430 0 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 24 44936 SH DFND 44936 0 0 FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 981 100000 SH DFND 100000 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 39 159644 SH DFND 159644 0 0 FORTUNE RISE ACQUISITION COR CL A 34969G102 2721 270754 SH DFND 270754 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 69 150000 SH DFND 150000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 1628 166612 SH DFND 166612 0 0 FOUNDER SPAC *W EXP 04/19/202 G3661E114 161 374999 SH DFND 374999 0 0 FOUNDER SPAC CLASS A ORD SHS G3661E106 7537 749998 SH DFND 749998 0 0 FOXWAYNE ENTERPRIS AQSTN COR *W EXP 01/12/202 35166L117 3 50000 SH DFND 50000 0 0 FOXWAYNE ENTERPRIS AQSTN COR COM CL A 35166L109 947 94130 SH DFND 94130 0 0 FRANKLIN LTD DURATION INCOME COM 35472T101 337 44456 SH DFND 44456 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 1700 172892 SH DFND 172892 0 0 FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 15 27943 SH DFND 27943 0 0 FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 835 85172 SH DFND 85172 0 0 FRONTIER INVESTMENT CORP *W EXP 06/29/202 G36816125 45 149111 SH DFND 149111 0 0 FRONTIER INVESTMENT CORP CLASS A ORD SHS G36816109 4267 440336 SH DFND 440336 0 0 FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 7 12500 SH DFND 12500 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 337 34387 SH DFND 34387 0 0 FTAC EMERALD ACQUISITION COR UNIT 10/19/2028 29103K209 6811 682442 SH DFND 682442 0 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 11 24999 SH DFND 24999 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 557 56889 SH DFND 56889 0 0 FTAC PARNASSUS ACQUISITN COR *W EXP 03/10/202 30319B116 27 71714 SH DFND 71714 0 0 FTAC PARNASSUS ACQUISITN COR CLASS A COM 30319B108 498 51164 SH DFND 51164 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 135 367166 SH DFND 367166 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 4721 479302 SH DFND 479302 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 8 40665 SH DFND 40665 0 0 FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 202 79422 SH DFND 79422 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 45 113243 SH DFND 113243 0 0 FUTURE HEALTH ESG CORP COM 36118W102 1178 119486 SH DFND 119486 0 0 FUTURETECH II ACQUISITION CO UNIT 12/23/2022 36119D202 1202 120000 SH DFND 120000 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 14 48918 SH DFND 48918 0 0 G SQUARED ASCEND II INC COM CL A G42041106 671 68346 SH DFND 68346 0 0 G&P ACQUISITION CORP *W EXP 02/28/202 36146G111 41 249999 SH DFND 249999 0 0 G&P ACQUISITION CORP COM CL A 36146G103 415 41766 SH DFND 41766 0 0 G3 VRM ACQUISITION CORP RIGHT 06/29/2026 362425126 63 300000 SH DFND 300000 0 0 GALATA ACQUISITION CORP *W EXP 99/99/999 G3R23A116 21 86939 SH DFND 86939 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 49 259827 SH DFND 259827 0 0 GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 5191 519654 SH DFND 519654 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 11 40333 SH DFND 40333 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 1201 123099 SH DFND 123099 0 0 GARDINER HEALTHCARE ACQTS CO *W EXP 07/30/202 365506112 30 150000 SH DFND 150000 0 0 GARDINER HEALTHCARE ACQTS CO COMMON STOCK 365506104 1147 115972 SH DFND 115972 0 0 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 12696 404071 SH DFND 404071 0 0 GELESIS HLDGS INC *W EXP 01/13/202 36850R113 28 124433 SH DFND 124433 0 0 GENERATION ASIA I ACQUISITIO UNIT 99/99/9999 G38258110 4520 459400 SH DFND 459400 0 0 GENESIS GRWT TECH ACQUSTN CO *W EXP 99/99/999 G3R23D128 99 494961 SH DFND 494961 0 0 GENESIS GRWT TECH ACQUSTN CO CLASS A ORD SHS G3R23D102 9889 989922 SH DFND 989922 0 0 GENESIS UNICORN CAPITAL CORP UNIT 06/30/2026 37187C209 2079 207500 SH DFND 207500 0 0 GESHER I ACQUISITION CORP *W EXP 04/16/202 G38537125 29 89999 SH DFND 89999 0 0 GESHER I ACQUISITION CORP CLASS A ORD G38537109 580 58956 SH DFND 58956 0 0 GIGCAPITAL 5 INC *W EXP 99/99/999 37519U117 68 300000 SH DFND 300000 0 0 GIGCAPITAL 5 INC COMMON STOCK 37519U109 1230 123458 SH DFND 123458 0 0 GIGINTERNATIONAL1 INC *W EXP 04/19/202 37518W114 100 277250 SH DFND 277250 0 0 GIGINTERNATIONAL1 INC COM 37518W106 1270 127100 SH DFND 127100 0 0 GLADSTONE ACQUISITION CORP *W EXP 04/01/202 37653T116 50 150750 SH DFND 150750 0 0 GLADSTONE ACQUISITION CORP CLASS A COM 37653T108 1411 140500 SH DFND 140500 0 0 GLASS HOUSES ACQUISITION COR *W EXP 03/25/202 37714P111 34 99999 SH DFND 99999 0 0 GLASS HOUSES ACQUISITION COR CLASS A COM 37714P103 1344 137666 SH DFND 137666 0 0 GLENFARNE MERGER CORP *W EXP 03/17/202 378579114 26 83332 SH DFND 83332 0 0 GLENFARNE MERGER CORP CLASS A COM 378579106 1965 201329 SH DFND 201329 0 0 GLOBAL CONSUMER ACQUISITN CO *W EXP 05/21/202 37892B116 55 222695 SH DFND 222695 0 0 GLOBAL SPAC PARTNERS CO *W EXP 11/30/202 G3934K111 17 47500 SH DFND 47500 0 0 GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K103 1136 112500 SH DFND 112500 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 4 24999 SH DFND 24999 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 35 98747 SH DFND 98747 0 0 GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 1969 197494 SH DFND 197494 0 0 GLOBALINK INVT INC *W EXP 12/03/202 37892F125 22 200000 SH DFND 200000 0 0 GLOBALINK INVT INC COM 37892F109 1978 200000 SH DFND 200000 0 0 GLOBALINK INVT INC RIGHT 12/06/2026 37892F117 32 200000 SH DFND 200000 0 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 51 283332 SH DFND 283332 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 38 128000 SH DFND 128000 0 0 GOAL ACQUISITIONS CORP COM 38021H107 1271 130259 SH DFND 130259 0 0 GOBI ACQUISITION CORP CLASS A ORD SHS G4022Y104 1905 196000 SH DFND 196000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 25 98745 SH DFND 98745 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 1267 126782 SH DFND 126782 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 403 55929 SH DFND 55929 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 52 211702 SH DFND 211702 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 24 87500 SH DFND 87500 0 0 GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 3136 441002 SH DFND 441002 0 0 GOLDEN PATH ACQUISITION CORP *W EXP 01/31/202 G4028H121 2 35000 SH DFND 35000 0 0 GOLDEN PATH ACQUISITION CORP ORDINARY SHARES G4028H105 352 35000 SH DFND 35000 0 0 GOLDEN PATH ACQUISITION CORP RIGHT 01/31/2028 G4028H113 8 35000 SH DFND 35000 0 0 GOLDENBRIDGE ACQUISITION LTD *W EXP 10/28/202 G3970D120 3 34000 SH DFND 34000 0 0 GOLDENBRIDGE ACQUISITION LTD RIGHT 10/28/2025 G3970D138 6 34000 SH DFND 34000 0 0 GOLDENBRIDGE ACQUISITION LTD SHS G3970D104 341 34000 SH DFND 34000 0 0 GOLDENSTONE ACQUISITION LTD UNIT 07/15/2026 38136Y201 1098 110000 SH DFND 110000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 7444 22550 SH DFND 22550 0 0 GOOD WKS II ACQUISITION CORP *W EXP 02/01/202 38216G112 66 287818 SH DFND 287818 0 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 19 14874 SH DFND 14874 0 0 GORES HOLDINGS IX INC UNIT 01/14/2029 38287A200 47738 4750000 SH DFND 4750000 0 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 12 14874 SH DFND 14874 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 1322 134992 SH DFND 134992 0 0 GORES HOLDINGS VII INC UNIT 02/12/2028 38286T200 2475 250000 SH DFND 250000 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 18 23599 SH DFND 23599 0 0 GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 5471 559380 SH DFND 559380 0 0 GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 1723 174914 SH DFND 174914 0 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 18 23600 SH DFND 23600 0 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1684 171800 SH DFND 171800 0 0 GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 359 36475 SH DFND 36475 0 0 GRAF ACQUISITION CORP IV *W EXP 05/31/202 384272118 79 130528 SH DFND 130528 0 0 GRAF ACQUISITION CORP IV COM 384272100 126 13000 SH DFND 13000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 3100 3100000 PRN DFND 3100000 0 0 GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 7791 6250000 PRN DFND 6250000 0 0 GREEN VISOR FIN TEC ACQ CORP *W EXP 10/27/202 G4166K126 30 99041 SH DFND 99041 0 0 GREEN VISOR FIN TEC ACQ CORP CLASS A ORD G4166K100 1470 147030 SH DFND 147030 0 0 GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 12 150000 SH DFND 150000 0 0 GREENCITY ACQUISITION CORP COM G4086B107 358 34387 SH DFND 34387 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 12 42000 SH DFND 42000 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 812 82812 SH DFND 82812 0 0 GSR II METEORA ACQUISITN COR UNIT 02/24/2027 36263W204 7560 750000 SH DFND 750000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 52 199998 SH DFND 199998 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 1062 109078 SH DFND 109078 0 0 H I G ACQUISITION CORP *W EXP 99/99/999 G44898123 31 90205 SH DFND 90205 0 0 H I G ACQUISITION CORP COM CL A G44898107 1139 115617 SH DFND 115617 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 90 358735 SH DFND 358735 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 12 42999 SH DFND 42999 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 3516 358749 SH DFND 358749 0 0 HAWKS ACQUISITION CORP *W EXP 99/99/999 42032P116 21 87498 SH DFND 87498 0 0 HAWKS ACQUISITION CORP CL A 42032P108 1691 173787 SH DFND 173787 0 0 HAYMAKER ACQUISITION CORP II *W EXP 03/05/202 42087R116 16 29499 SH DFND 29499 0 0 HCM ACQUISITION CO UNIT 01/20/2027 G4365A119 10048 1005768 SH DFND 1005768 0 0 HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 59 115832 SH DFND 115832 0 0 HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 4925 500000 SH DFND 500000 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 53 284579 SH DFND 284579 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 5640 569158 SH DFND 569158 0 0 HEALTHCARE SERVICES ACQU COR *W EXP 12/28/202 42227K112 26 75000 SH DFND 75000 0 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 32737 1044562 SH DFND 1044562 0 0 HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117 99 300750 SH DFND 300750 0 0 HEALTHWELL ACQUISITION CORP CLASS A COM 42227R109 123 12700 SH DFND 12700 0 0 HEARTLAND MEDIA ACQUISITION UNIT 99/99/9999 42237V207 13944 1400000 SH DFND 1400000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 2666 2575000 PRN DFND 2575000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 5754 5000000 PRN DFND 5000000 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 16 39618 SH DFND 39618 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 357 36472 SH DFND 36472 0 0 HENNESSY CAPITAL INVST CORP *W EXP 06/10/202 42600H116 272 566664 SH DFND 566664 0 0 HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 8 32149 SH DFND 32149 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 4 25000 SH DFND 25000 0 0 HHG CAPITAL CORPORATION ORDINARY SHARES G4R23P103 248 25000 SH DFND 25000 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 5 25000 SH DFND 25000 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 8 24285 SH DFND 24285 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1352 137575 SH DFND 137575 0 0 HNR ACQUISITION CORP UNIT 99/99/9999 40472A201 1503 150000 SH DFND 150000 0 0 HOME PLATE ACQUISITION CORP *W EXP 09/30/202 43734R111 16 49998 SH DFND 49998 0 0 HOME PLATE ACQUISITION CORP CL A COM 43734R103 965 99280 SH DFND 99280 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1066 1075000 PRN DFND 1075000 0 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 33 49999 SH DFND 49999 0 0 HORIZON ACQUISITION CORPORAT SHS CL A G46044106 2478 250000 SH DFND 250000 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 30037 1429656 SH DFND 1429656 0 0 HPX CORP *W EXP 07/14/202 G32219126 27 150000 SH DFND 150000 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 20 50498 SH DFND 50498 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 2980 305000 SH DFND 305000 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 11 30500 SH DFND 30500 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 814 83100 SH DFND 83100 0 0 HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 24 74996 SH DFND 74996 0 0 HUMANCO ACQUISITION CORP COM CL A 44487N109 1557 158611 SH DFND 158611 0 0 HUNT COMPANIES ACQUISITIO *W EXP 99/99/999 G46482124 35 148563 SH DFND 148563 0 0 HUNT COMPANIES ACQUISITIO CL ACOM G46482108 2145 214108 SH DFND 214108 0 0 IBERE PHARMACEUTICALS *W EXP 03/01/202 G46843119 8 37500 SH DFND 37500 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 75 246868 SH DFND 246868 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 941 94080 SH DFND 94080 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 100 312500 SH DFND 312500 0 0 IG ACQUISITION CORP COM CL A 449534106 493 50000 SH DFND 50000 0 0 IGNYTE ACQUISITION CORP *W EXP 01/05/202 45175H114 9 25000 SH DFND 25000 0 0 IGNYTE ACQUISITION CORP COM 45175H106 344 35000 SH DFND 35000 0 0 ILLUMINA INC COM 452327109 2469 7065 SH DFND 7065 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 34 149997 SH DFND 149997 0 0 INCEPTION GROWTH ACQUSTN LTD COMMON STOCK 45333D104 3444 349994 SH DFND 349994 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 45 299994 SH DFND 299994 0 0 INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 7 15000 SH DFND 15000 0 0 INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 8687 887321 SH DFND 887321 0 0 INDUSTRIAL HUMAN CAPITAL INC *W EXP 11/27/202 45617P112 36 200000 SH DFND 200000 0 0 INDUSTRIAL HUMAN CAPITAL INC COM 45617P104 916 91450 SH DFND 91450 0 0 INDUSTRIAL TECH ACQSTNS II I UNIT 03/31/2028 45635R207 3657 365000 SH DFND 365000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 27704 20090000 PRN DFND 20090000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 34 98901 SH DFND 98901 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 1954 197802 SH DFND 197802 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 15 86649 SH DFND 86649 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 1733 173298 SH DFND 173298 0 0 INFLECTION POINT ACQUSTN COR *W EXP 09/21/202 G47874113 111 224998 SH DFND 224998 0 0 INFLECTION POINT ACQUSTN COR CLASS A ORD G47874121 4351 449999 SH DFND 449999 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 47 246891 SH DFND 246891 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 4938 493782 SH DFND 493782 0 0 INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 162 158431 SH DFND 158431 0 0 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 4571 5000000 PRN DFND 5000000 0 0 INSIGHT ACQUISITION CORP *W EXP 08/26/202 45784L118 21 62498 SH DFND 62498 0 0 INSIGHT ACQUISITION CORP COM CL A 45784L100 512 52262 SH DFND 52262 0 0 INSIGHT SELECT INCOME FD COM 45781W109 184 10294 SH DFND 10294 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 7 33332 SH DFND 33332 0 0 INTEGRAL ACQUISITION CORP 1 *W EXP 05/31/202 45827K119 69 172002 SH DFND 172002 0 0 INTEGRAL ACQUISITION CORP 1 CLASS A COM 45827K101 3406 344004 SH DFND 344004 0 0 INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114 56 171082 SH DFND 171082 0 0 INTEGRATED RAIL AND RES ACQ CL A COM 45827R106 3394 342164 SH DFND 342164 0 0 INTEGRATED WELLNESS ACQ CORP *W EXP 10/31/202 G4828B118 88 244998 SH DFND 244998 0 0 INTEGRATED WELLNESS ACQ CORP ORD SHS CL A G4828B100 4885 489996 SH DFND 489996 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 48 173930 SH DFND 173930 0 0 INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106 2859 286090 SH DFND 286090 0 0 INTERPRIVATE II ACQUISITION *W EXP 03/09/202 46064Q116 17 31428 SH DFND 31428 0 0 INTERPRIVATE II ACQUISITION CL A COM 46064Q108 1783 182500 SH DFND 182500 0 0 INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114 21 31400 SH DFND 31400 0 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1685 170500 SH DFND 170500 0 0 INTERPRIVATE IV INFRATECH PR *W EXP 03/05/202 46064T110 12 24800 SH DFND 24800 0 0 INTERPRIVATE IV INFRATECH PR CLASS A COM 46064T102 1297 133000 SH DFND 133000 0 0 INTERSECT ENT INC COM 46071F103 12293 438869 SH DFND 438869 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 837 1119308 SH DFND 1119308 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 3379 6375000 PRN DFND 6375000 0 0 INVESCO CALIF VALUE MUN INCO COM 46132H106 277 25037 SH DFND 25037 0 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 621 54238 SH DFND 54238 0 0 INVESCO MUN TR COM 46131J103 387 33609 SH DFND 33609 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 215 18947 SH DFND 18947 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 242 20799 SH DFND 20799 0 0 INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113 140 499998 SH DFND 499998 0 0 INVESTCORP EUROPE ACQUISITIO CLASS A ORD SHS G4923T105 9980 999997 SH DFND 999997 0 0 INVESTORS BANCORP INC NEW COM 46146L101 54950 3680501 SH DFND 3680501 0 0 ION ACQUISITION CORP 3 LTD SHS CL A G4940J114 873 89609 SH DFND 89609 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 8497 9425000 PRN DFND 9425000 0 0 IRON SPARK I INC CLASS A COM 46301G103 2166 216814 SH DFND 216814 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 5988 5200000 PRN DFND 5200000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 9627 8100000 PRN DFND 8100000 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 17 99999 SH DFND 99999 0 0 ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 8 25000 SH DFND 25000 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 645 65180 SH DFND 65180 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 6 19500 SH DFND 19500 0 0 IX ACQUISITION CORP *W EXP 07/31/202 G5000D111 29 150000 SH DFND 150000 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 5 23190 SH DFND 23190 0 0 JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 107 532838 SH DFND 532838 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 10529 1065676 SH DFND 1065676 0 0 JAGUAR GLOBAL GROWTH CORP I UNIT 01/01/2027 G5S11A148 15060 1500000 SH DFND 1500000 0 0 JATT ACQUISITION CORP *W EXP 07/19/202 G50752123 32 75000 SH DFND 75000 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 47 62499 SH DFND 62499 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 1387 142000 SH DFND 142000 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 29 50000 SH DFND 50000 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 2938 301000 SH DFND 301000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 9 17500 SH DFND 17500 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 5832 594453 SH DFND 594453 0 0 JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 10 38999 SH DFND 38999 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 4721 483181 SH DFND 483181 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 61 149083 SH DFND 149083 0 0 JUNIPER II CORP CL A COM 48203N103 7793 783166 SH DFND 783166 0 0 JUPITER ACQUISITION CORP *W EXP 08/17/202 482082112 74 225750 SH DFND 225750 0 0 JUPITER ACQUISITION CORP CL A 482082104 4228 439500 SH DFND 439500 0 0 JUPITER WELLNESS ACQUISITION CLASS A COM 48208E108 2126 214489 SH DFND 214489 0 0 JUPITER WELLNESS ACQUISITION RIGHT 12/31/2028 48208E116 89 439988 SH DFND 439988 0 0 KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 41 237499 SH DFND 237499 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 2165 222278 SH DFND 222278 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 6 31346 SH DFND 31346 0 0 KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128 15 93748 SH DFND 93748 0 0 KAIROUS ACQUISITION CORP LTD ORDINARY SHARES G52131110 1856 187496 SH DFND 187496 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 30 187496 SH DFND 187496 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 8388 9900000 PRN DFND 9900000 0 0 KATAPULT HOLDINGS INC *W EXP 06/09/202 485859110 14 43864 SH DFND 43864 0 0 KENSINGTON CAP ACQ CORP IV UNIT 99/99/9999 G52519132 8258 825000 SH DFND 825000 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 158 263625 SH DFND 263625 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 242 24418 SH DFND 24418 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 9 37499 SH DFND 37499 0 0 KEYARCH ACQUISITION CORP UNIT 01/24/2027 G5260A138 7100 715000 SH DFND 715000 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4348 445000 SH DFND 445000 0 0 KIMBELL TIGER ACQUISITION CO UNIT 09/15/2028 49436K205 11548 1140000 SH DFND 1140000 0 0 KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 27 193622 SH DFND 193622 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 14 99999 SH DFND 99999 0 0 KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 2 13332 SH DFND 13332 0 0 KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 2 15000 SH DFND 15000 0 0 KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 27 40750 SH DFND 40750 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 5951 605341 SH DFND 605341 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 9 38665 SH DFND 38665 0 0 KL ACQUISITION CORP COM CL A 49837C109 435 44343 SH DFND 44343 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 7 49999 SH DFND 49999 0 0 KNIGHTSWAN ACQUISITION CORP UNIT 99/99/9999 499103208 11622 1161061 SH DFND 1161061 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 14 33332 SH DFND 33332 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 2462 252294 SH DFND 252294 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 20 65000 SH DFND 65000 0 0 LAKESHORE ACQUISITION I CORP *W EXP 07/15/202 G53521111 10 28125 SH DFND 28125 0 0 LAKESHORE ACQUISITION II COR UNIT 02/08/2027 G5352N139 1251 125000 SH DFND 125000 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 26 99042 SH DFND 99042 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 1414 142844 SH DFND 142844 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 60 125000 SH DFND 125000 0 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 408 41590 SH DFND 41590 0 0 LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 188 817278 SH DFND 817278 0 0 LARKSPUR HEALTH ACQUISITION *W EXP 12/20/202 51724W115 24 138981 SH DFND 138981 0 0 LARKSPUR HEALTH ACQUISITION CLASS A COM 51724W107 1833 185308 SH DFND 185308 0 0 LATAMGROWTH SPAC UNIT 01/20/2027 G5380L113 11357 1130000 SH DFND 1130000 0 0 LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110 27 75948 SH DFND 75948 0 0 LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102 1511 151896 SH DFND 151896 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 5 10000 SH DFND 10000 0 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 1588 162000 SH DFND 162000 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 470 48100 SH DFND 48100 0 0 LDH GROWTH CORP I UNIT 03/17/2026 G54094118 985 100000 SH DFND 100000 0 0 LEAFLY HOLDINGS INC *W EXP 11/07/202 52178J113 342 263091 SH DFND 263091 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 25 81364 SH DFND 81364 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 1604 162728 SH DFND 162728 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 58 226666 SH DFND 226666 0 0 LEFTERIS ACQUISITION CORP COM CL A 52470X109 474 48167 SH DFND 48167 0 0 LEGATO MERGER CORP II *W EXP 09/01/202 52473Y112 85 232282 SH DFND 232282 0 0 LEGATO MERGER CORP II COM 52473Y104 4608 464564 SH DFND 464564 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 19710 23927000 PRN DFND 23927000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 4 12499 SH DFND 12499 0 0 LEO HLDGS CORP II COM CL A G5463R102 655 66870 SH DFND 66870 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 1930 197900 SH DFND 197900 0 0 LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 15 41666 SH DFND 41666 0 0 LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 717 73299 SH DFND 73299 0 0 LF CAPITAL ACQUISITION CORP *W EXP 05/19/202 50202D110 32 170943 SH DFND 170943 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 3402 341886 SH DFND 341886 0 0 LHC GROUP INC COM 50187A107 11370 67436 SH DFND 67436 0 0 LIBERTY MEDIA ACQUISITION CO *W EXP 99/99/999 53073L112 16 23600 SH DFND 23600 0 0 LIBERTY MEDIA ACQUISITION CO COM SR A 53073L104 330 33250 SH DFND 33250 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 34 150000 SH DFND 150000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 1497 150000 SH DFND 150000 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 14 50000 SH DFND 50000 0 0 LIMELIGHT NETWORKS INC NOTE 3.500% 8/0 53261MAB0 1565 1500000 PRN DFND 1500000 0 0 LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 252 525000 SH DFND 525000 0 0 LIONHEART III CORP *W EXP 11/09/202 536262116 43 147383 SH DFND 147383 0 0 LIONHEART III CORP CLASS A COM 536262108 1471 147998 SH DFND 147998 0 0 LIV CAPITAL ACQUISITN CORP I UNIT 02/07/2027 G5510R121 7207 720000 SH DFND 720000 0 0 LIVE OAK CRESTVIEW CLIMATE A *W EXP 09/27/202 538086117 69 133330 SH DFND 133330 0 0 LIVE OAK CRESTVIEW CLIMATE A CL A COM 538086109 3823 394106 SH DFND 394106 0 0 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 12 25680 SH DFND 25680 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1830 186580 SH DFND 186580 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 21594 27075000 PRN DFND 27075000 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 10 50000 SH DFND 50000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 308 30465 SH DFND 30465 0 0 LOGISTICS INNOVTN TECHNLGS C *W EXP 06/15/202 54141L118 61 169078 SH DFND 169078 0 0 LOGISTICS INNOVTN TECHNLGS C CLASS A COM 54141L100 2504 256521 SH DFND 256521 0 0 LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 19 46000 SH DFND 46000 0 0 LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 94 223328 SH DFND 223328 0 0 LUX HEALTH TECH ACQUISITION COM CL A 55068A100 3223 326828 SH DFND 326828 0 0 M3 BRIGADE ACQUISITION II CO *W EXP 03/09/202 553800111 168 499999 SH DFND 499999 0 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 832 85127 SH DFND 85127 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 82 331036 SH DFND 331036 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 3484 349776 SH DFND 349776 0 0 MACONDRAY CAP ACQUISITN CORP *W EXP 05/31/202 G5853A115 40 128192 SH DFND 128192 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 11036 13880000 PRN DFND 13880000 0 0 MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 48 49999 SH DFND 49999 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 232 23414 SH DFND 23414 0 0 MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 7782 7825000 PRN DFND 7825000 0 0 MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109 28 200000 SH DFND 200000 0 0 MALACCA STRAITS ACQUISITION COM CL A G5859B117 586 57927 SH DFND 57927 0 0 MALLARD ACQUISITION CORP COM 561204108 609 60390 SH DFND 60390 0 0 MANA CAP ACQUISITION CORP *W EXP 12/01/202 56168P120 10 49996 SH DFND 49996 0 0 MANA CAP ACQUISITION CORP COMMON STOCK 56168P104 989 99992 SH DFND 99992 0 0 MANA CAP ACQUISITION CORP RIGHT 06/01/2024 56168P112 20 99992 SH DFND 99992 0 0 MANDIANT INC COM 562662106 46003 2066612 SH DFND 2066612 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 11267 11375000 PRN DFND 11375000 0 0 MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 40 200155 SH DFND 200155 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 434 1399998 SH DFND 1399998 0 0 MARBLEGATE ACQUISITION CORP COM CL A 56608A105 930 94461 SH DFND 94461 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 4 14405 SH DFND 14405 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 22 66665 SH DFND 66665 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 490 50200 SH DFND 50200 0 0 MAXPRO CAPITAL ACQUISITN COR *W EXP 09/27/202 57778T114 5 22000 SH DFND 22000 0 0 MAXPRO CAPITAL ACQUISITN COR CLASS A COM 57778T106 220 22000 SH DFND 22000 0 0 MCLAREN TECHNOLOGY ACQ CORP *W EXP 11/01/202 58176U117 52 248473 SH DFND 248473 0 0 MCLAREN TECHNOLOGY ACQ CORP CLASS A COM 58176U109 4940 496946 SH DFND 496946 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 20 125000 SH DFND 125000 0 0 MDH ACQUISITION CORP COM CL A 55283P106 1967 201280 SH DFND 201280 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 17 66665 SH DFND 66665 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 840 85717 SH DFND 85717 0 0 MELI KASZEK PIONEER CORP CLASS A ORD G5S74L106 7710 750000 SH DFND 750000 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 70 220069 SH DFND 220069 0 0 MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108 3662 369544 SH DFND 369544 0 0 MERITOR INC COM 59001K100 26966 758117 SH DFND 758117 0 0 METALS ACQUISITION CORP *W EXP 99/99/999 G60405126 98 108831 SH DFND 108831 0 0 METALS ACQUISITION CORP SHS CL A G60405100 2363 237231 SH DFND 237231 0 0 MGM GROWTH PPTYS LLC CL A COM 55303A105 24838 641814 SH DFND 641814 0 0 MIMECAST LTD ORD SHS G14838109 30465 382924 SH DFND 382924 0 0 MINORITY EQUALITY OPPORTUNIT *W EXP 08/26/202 60436Q118 19 100000 SH DFND 100000 0 0 MINORITY EQUALITY OPPORTUNIT CLASS A COM 60436Q100 601 59876 SH DFND 59876 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 12 50700 SH DFND 50700 0 0 MODEL PERFORMANCE ACQU CORP *W EXP 04/29/202 G6246M139 5 30000 SH DFND 30000 0 0 MODEL PERFORMANCE ACQU CORP RIGHT 04/29/2026 G6246M121 13 60000 SH DFND 60000 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 21879 2071878 SH DFND 2071878 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 81 209736 SH DFND 209736 0 0 MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 5 21228 SH DFND 21228 0 0 MONTEREY BIO ACQUISITION COR COM 61240F108 211 21228 SH DFND 21228 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 14 64500 SH DFND 64500 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 809 82750 SH DFND 82750 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 5 20000 SH DFND 20000 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 125 305990 SH DFND 305990 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 9106 917970 SH DFND 917970 0 0 MOUNT RAINIER ACQUISITION CO *W EXP 11/27/202 623006111 48 198614 SH DFND 198614 0 0 MOUNT RAINIER ACQUISITION CO COM 623006103 1982 198614 SH DFND 198614 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 51 160949 SH DFND 160949 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 2341 232248 SH DFND 232248 0 0 MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 40 200290 SH DFND 200290 0 0 MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 31 40000 SH DFND 40000 0 0 MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 673 68492 SH DFND 68492 0 0 MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 73 173507 SH DFND 173507 0 0 MURPHY CANYON ACQUISITION CO UNIT 01/25/2027 626642201 3030 300000 SH DFND 300000 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 132 347945 SH DFND 347945 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 4399 441702 SH DFND 441702 0 0 NATIONAL ENERGY SERVICES REU *W EXP 06/06/202 G6375R115 352 320120 SH DFND 320120 0 0 NATURAL ORDER ACQUISITION CO COM 63889L107 3891 395790 SH DFND 395790 0 0 NEOPHOTONICS CORP COM 64051T100 13387 880131 SH DFND 880131 0 0 NEW PROVIDENCE ACQSITN CORP *W EXP 11/09/202 64823D110 43 130393 SH DFND 130393 0 0 NEW PROVIDENCE ACQSITN CORP CLASS A COM 64823D102 3884 391179 SH DFND 391179 0 0 NEW PROVIDENCE ACQSITN CORP UNIT 11/04/2026 64823D201 500 50003 SH DFND 50003 0 0 NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 5 12666 SH DFND 12666 0 0 NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 40 150000 SH DFND 150000 0 0 NEWBURY STREET ACQUISITN COR COM 65101L104 2610 267650 SH DFND 267650 0 0 NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 36 148125 SH DFND 148125 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 566 56574 SH DFND 56574 0 0 NEWHOLD INVESTMENT CORP II *W EXP 10/21/202 651450116 40 148965 SH DFND 148965 0 0 NEWHOLD INVESTMENT CORP II COM CL A 651450108 2923 297930 SH DFND 297930 0 0 NEXTERS INC *W EXP 08/26/202 G6529J118 113 159632 SH DFND 159632 0 0 NEXTNAV INC *W EXP 10/28/202 65345N114 236 124403 SH DFND 124403 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 6994 256759 SH DFND 256759 0 0 NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 12 24199 SH DFND 24199 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 3171 324525 SH DFND 324525 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 11 50000 SH DFND 50000 0 0 NOCTURNE ACQUISITION CORP ORDINARY SHARES G6580S114 479 47560 SH DFND 47560 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 5 17666 SH DFND 17666 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 41 150000 SH DFND 150000 0 0 NORTHERN GENESIS ACQU CORP I *W EXP 12/31/202 66516W115 47 97701 SH DFND 97701 0 0 NORTHERN GENESIS ACQU CORP I COM 66516W107 468 48008 SH DFND 48008 0 0 NORTHERN LIGHTS ACQUISITN CO *W EXP 11/01/202 66538L113 22 99998 SH DFND 99998 0 0 NORTHERN LIGHTS ACQUISITN CO CLASS A COM 66538L105 1379 136217 SH DFND 136217 0 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 9 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 842 85992 SH DFND 85992 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 9 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1798 184192 SH DFND 184192 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 11 24799 SH DFND 24799 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 43 224997 SH DFND 224997 0 0 NORTHVIEW ACQUISITION CORP COM 66718N103 2344 238489 SH DFND 238489 0 0 NORTHVIEW ACQUISITION CORP RIGHT 99/99/9999 66718N129 63 450000 SH DFND 450000 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 7 76500 SH DFND 76500 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 14 76500 SH DFND 76500 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 4426 4850000 PRN DFND 4850000 0 0 NUBIA BRAND INTERNATIONAL CO UNIT 11/16/2026 67022R202 9890 989000 SH DFND 989000 0 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 176 11887 SH DFND 11887 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 154 11683 SH DFND 11683 0 0 NUVEEN CA QUALTY MUN INCOME COM 67066Y105 482 36740 SH DFND 36740 0 0 NUVEEN CALIFORNIA AMT QLT MU COM 670651108 469 34616 SH DFND 34616 0 0 NUVEEN CALIFORNIA MUNI VLU F COM STK 67062C107 150 16409 SH DFND 16409 0 0 NUVEEN ENHANCED MUN VALUE FD COM 67074M101 204 15654 SH DFND 15654 0 0 NUVEEN NEW YORK QLT MUN INC COM 67066X107 223 17704 SH DFND 17704 0 0 NUVEEN PFD & INCM SECURTIES COM 67072C105 736 87620 SH DFND 87620 0 0 NUVEEN PFD & INCOME OPPORTUN COM 67073B106 545 63508 SH DFND 63508 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 152 11342 SH DFND 11342 0 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 19656 24725000 PRN DFND 24725000 0 0 OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 22 33613 SH DFND 33613 0 0 OAKTREE ACQUISITION CORP II CL A SHS G6715X103 968 97272 SH DFND 97272 0 0 OASIS PETROLEUM INC COM NEW 674215207 3768 25755 SH DFND 25755 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 15 95769 SH DFND 95769 0 0 OCA ACQUISITION CORP COM CL A 670865104 1274 126721 SH DFND 126721 0 0 OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115 36 257010 SH DFND 257010 0 0 OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117 80 98676 SH DFND 98676 0 0 OMEGA ALPHA SPAC CL A G6749V107 155 15793 SH DFND 15793 0 0 OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 62 341600 SH DFND 341600 0 0 OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116 32 134177 SH DFND 134177 0 0 OMNILIT ACQUISITION CORP CLASS A COM 68218C108 2670 268354 SH DFND 268354 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 13 39999 SH DFND 39999 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 496 50770 SH DFND 50770 0 0 ONYX ACQUISITION CO I *W EXP 11/30/202 G6755Q117 50 148568 SH DFND 148568 0 0 ONYX ACQUISITION CO I SHS CL A G6755Q109 2965 297136 SH DFND 297136 0 0 OPY ACQUISITION CORP I *W EXP 09/22/202 671005114 40 99288 SH DFND 99288 0 0 OPY ACQUISITION CORP I COM CL A 671005106 4641 473576 SH DFND 473576 0 0 ORION ACQUISITION CORP *W EXP 02/19/202 68626A116 12 38999 SH DFND 38999 0 0 ORION BIOTECH OPPORTUNTES CO *W EXP 04/15/202 G6780C117 15 40000 SH DFND 40000 0 0 ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS G6780C109 1952 200000 SH DFND 200000 0 0 ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 26458 1417879 SH DFND 1417879 0 0 OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 103 427320 SH DFND 427320 0 0 OTONOMO TECHNOLOGIES LTD *W EXP 08/13/202 M7571L111 77 481770 SH DFND 481770 0 0 OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 21 99999 SH DFND 99999 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 20 126500 SH DFND 126500 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 17 75000 SH DFND 75000 0 0 OYSTER ENTERPRISES ACQ CORP *W EXP 01/20/202 69242M112 16 69000 SH DFND 69000 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 813 83000 SH DFND 83000 0 0 PACIFICO ACQUISITION CORP COM 69512X103 498 50000 SH DFND 50000 0 0 PACIFICO ACQUISITION CORP RIGHT 07/15/2026 69512X111 8 50000 SH DFND 50000 0 0 PALO ALTO NETWORKS INC COM 697435105 360 579 SH DFND 579 0 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 1696 173400 SH DFND 173400 0 0 PAPAYA GRWT OPPORTUNITY CORP UNIT 12/31/2028 69882P201 12262 1225000 SH DFND 1225000 0 0 PARABELLUM ACQUISITION CORP *W EXP 99/99/999 69901P117 14 59999 SH DFND 59999 0 0 PARABELLUM ACQUISITION CORP COM CL A 69901P109 330 33594 SH DFND 33594 0 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 4554 120446 SH DFND 120446 0 0 PARSEC CAPITAL ACQUISITION *W EXP 10/05/202 70184A116 7 30000 SH DFND 30000 0 0 PARSEC CAPITAL ACQUISITION CL A 70184A108 300 30000 SH DFND 30000 0 0 PATHFINDER ACQUISITION CORP CL A G04119106 828 84635 SH DFND 84635 0 0 PATRIA LATIN AMRCN OPPRNTY A UNIT 04/22/2026 G69454125 12072 1200000 SH DFND 1200000 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 3207 189455 SH DFND 189455 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 105 374999 SH DFND 374999 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 7402 749998 SH DFND 749998 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 86 172809 SH DFND 172809 0 0 PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 644 65146 SH DFND 65146 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 59821 2992570 SH DFND 2992570 0 0 PEPPERLIME HEALTH ACQUSTN CO *W EXP 10/01/202 G70021111 124 299999 SH DFND 299999 0 0 PEPPERLIME HEALTH ACQUSTN CO CLASS A ORD SHS G70021103 3809 388280 SH DFND 388280 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 43 172822 SH DFND 172822 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 7213 721976 SH DFND 721976 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 8 19999 SH DFND 19999 0 0 PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 19 24999 SH DFND 24999 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 2561 104385 SH DFND 104385 0 0 PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 26 27777 SH DFND 27777 0 0 PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 9945 500000 SH DFND 500000 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 6676 5578000 PRN DFND 5578000 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 54 249998 SH DFND 249998 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 3629 362918 SH DFND 362918 0 0 PHP VENTURES ACQUISITION COR *W EXP 01/01/202 69291C114 7 35750 SH DFND 35750 0 0 PHP VENTURES ACQUISITION COR CLASS A COM 69291C106 329 33000 SH DFND 33000 0 0 PHP VENTURES ACQUISITION COR RIGHT 01/01/2023 69291C122 13 71500 SH DFND 71500 0 0 PINE IS ACQUISITION CORP *W EXP 10/29/202 722615119 109 226666 SH DFND 226666 0 0 PINE IS ACQUISITION CORP UNIT 99/99/9999 722615200 203 20283 SH DFND 20283 0 0 PINE TECHNOLOGY ACQUISITN CO *W EXP 03/31/202 722850112 67 299999 SH DFND 299999 0 0 PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 484 49360 SH DFND 49360 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 3 16666 SH DFND 16666 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 164 15599 SH DFND 15599 0 0 PIVOTAL HOLDINGS CORP *W EXP 01/19/202 G7315C119 9 13333 SH DFND 13333 0 0 PIVOTAL HOLDINGS CORP CL A SHS G7315C101 737 78599 SH DFND 78599 0 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 11 24199 SH DFND 24199 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 572 58470 SH DFND 58470 0 0 PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 134 13760 SH DFND 13760 0 0 PLANTRONICS INC NEW COM 727493108 4109 104292 SH DFND 104292 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 16 37394 SH DFND 37394 0 0 PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 362 36970 SH DFND 36970 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 65 250000 SH DFND 250000 0 0 PNM RES INC COM 69349H107 27511 577117 SH DFND 577117 0 0 POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 33 24999 SH DFND 24999 0 0 POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 433 43868 SH DFND 43868 0 0 PONO CAPITAL CORP *W EXP 09/30/202 732450119 51 214872 SH DFND 214872 0 0 PONO CAPITAL CORP CLASS A COM 732450101 2837 282307 SH DFND 282307 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 6 17666 SH DFND 17666 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 18 62444 SH DFND 62444 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 671 68150 SH DFND 68150 0 0 PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 20 45998 SH DFND 45998 0 0 PORTAGE FINTECH ACQUISITN CO CLASS A ORD SHS G7185D106 1331 135697 SH DFND 135697 0 0 PORTAGE FINTECH ACQUISITN CO UNIT 07/08/2026 G7185D122 987 100000 SH DFND 100000 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 56 100000 SH DFND 100000 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 588 60110 SH DFND 60110 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 174 435239 SH DFND 435239 0 0 POWER & DIGITAL INFRASTRUCTU CLASS A COM 73919C100 10349 1059269 SH DFND 1059269 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 6 16666 SH DFND 16666 0 0 POWERUP ACQUISITION CORP UNIT 02/18/2032 G7207P111 13065 1300000 SH DFND 1300000 0 0 PRECIGEN INC COM 74017N105 50 23855 SH DFND 23855 0 0 PRECIGEN INC NOTE 3.500% 7/0 46122TAA0 2717 3450000 PRN DFND 3450000 0 0 PREFERRED APT CMNTYS INC COM 74039L103 9816 393604 SH DFND 393604 0 0 PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 8 20500 SH DFND 20500 0 0 PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 674 68570 SH DFND 68570 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 31 133333 SH DFND 133333 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 673 68030 SH DFND 68030 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 15 50000 SH DFND 50000 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 1006 102937 SH DFND 102937 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 16 66500 SH DFND 66500 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 122 222320 SH DFND 222320 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 4326 444640 SH DFND 444640 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 62 219985 SH DFND 219985 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 3707 374484 SH DFND 374484 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 31 112500 SH DFND 112500 0 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 445 45500 SH DFND 45500 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 22 85596 SH DFND 85596 0 0 PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8 4856 4575000 PRN DFND 4575000 0 0 PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 950 896000 PRN DFND 896000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 5 16666 SH DFND 16666 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 1840 187788 SH DFND 187788 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 9 20499 SH DFND 20499 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 17 49999 SH DFND 49999 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2440 249995 SH DFND 249995 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 44 98756 SH DFND 98756 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 1963 197512 SH DFND 197512 0 0 QUANERGY SYSTEMS INC *W EXP 02/01/202 74764U112 30 119954 SH DFND 119954 0 0 QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 549 55570 SH DFND 55570 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 45 123802 SH DFND 123802 0 0 RCF ACQUISITION CORP CL A COM G7330C102 1828 183872 SH DFND 183872 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 60 250000 SH DFND 250000 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 28 33333 SH DFND 33333 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 973 97940 SH DFND 97940 0 0 REDFIN CORP NOTE 10/1 75737FAC2 7419 10000000 PRN DFND 10000000 0 0 REDWOODS ACQUISITION CORP UNIT 03/15/2027 758083208 2508 250000 SH DFND 250000 0 0 REE AUTOMOTIVE LTD *W EXP 07/22/202 M8287R111 31 99480 SH DFND 99480 0 0 RELATIVITY ACQUISITION CORP UNIT 02/10/2027 75944B205 2769 275000 SH DFND 275000 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 7851 129451 SH DFND 129451 0 0 RESEARCH ALLIANCE CORP II COM CL A 760873109 2928 300000 SH DFND 300000 0 0 REVELSTONE CAPITAL ACQSTN CO UNIT 12/17/2026 76137R205 13190 1350000 SH DFND 1350000 0 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 26 102990 SH DFND 102990 0 0 REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 11 23399 SH DFND 23399 0 0 REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 3915 399124 SH DFND 399124 0 0 RF ACQUISITION CORP UNIT 05/01/2028 74954L203 3862 385000 SH DFND 385000 0 0 RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 19 30248 SH DFND 30248 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 89 222854 SH DFND 222854 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 3192 321582 SH DFND 321582 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 12670 15395000 PRN DFND 15395000 0 0 RIVERVIEW ACQUISITION CORP UNIT 07/29/2026 769395203 4465 446500 SH DFND 446500 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 7 15660 SH DFND 15660 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 958 97777 SH DFND 97777 0 0 ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 4692 473477 SH DFND 473477 0 0 ROC ENERGY ACQUISITION CORP RIGHT 11/30/2028 77118V116 91 473477 SH DFND 473477 0 0 ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 5 12500 SH DFND 12500 0 0 ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 474 48450 SH DFND 48450 0 0 ROCKLEY PHOTONICS HOLDINGS L *W EXP 08/11/202 G7614L117 49 57643 SH DFND 57643 0 0 ROGERS CORP COM 775133101 30854 113558 SH DFND 113558 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 26 99999 SH DFND 99999 0 0 ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 1001 100000 SH DFND 100000 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 8 41665 SH DFND 41665 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 3914 401016 SH DFND 401016 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 20 49999 SH DFND 49999 0 0 ROTH CH ACQUISITION IV CO *W EXP 07/01/202 77867P112 29 105748 SH DFND 105748 0 0 ROTH CH ACQUISITION V CO *W EXP 12/10/202 77867R118 24 61040 SH DFND 61040 0 0 ROTH CH ACQUISITION V CO COM 77867R100 1204 122080 SH DFND 122080 0 0 RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 12 26400 SH DFND 26400 0 0 SAGALIAM ACQUISITION CORP UNIT 05/31/2028 78661R205 2012 200000 SH DFND 200000 0 0 SANABY HEALTH ACQUISITION CO UNIT 07/30/2028 79956P201 3363 333965 SH DFND 333965 0 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 19 40666 SH DFND 40666 0 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 488 50000 SH DFND 50000 0 0 SANDERSON FARMS INC COM 800013104 45987 248041 SH DFND 248041 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 12 33333 SH DFND 33333 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 26 74999 SH DFND 74999 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 1461 148959 SH DFND 148959 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 9 40333 SH DFND 40333 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 809 82482 SH DFND 82482 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 9 33333 SH DFND 33333 0 0 SCION TECH GROWTH I CL A SHS G31067104 1422 144841 SH DFND 144841 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 5 16666 SH DFND 16666 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 13 63499 SH DFND 63499 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 812 83124 SH DFND 83124 0 0 SCREAMING EAGLE ACQUISITN CO UNIT 01/05/2027 G79407113 60000 6000000 SH DFND 6000000 0 0 SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 146 485033 SH DFND 485033 0 0 SCULPTOR ACQUISITION CORP I CL A COM G7T983103 6706 676052 SH DFND 676052 0 0 SDCL EDGE ACQUISITION CORP *W EXP 99/99/999 G79471127 90 271724 SH DFND 271724 0 0 SDCL EDGE ACQUISITION CORP CL A ORD SHS G79471101 5293 543448 SH DFND 543448 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 22989 28625000 PRN DFND 28625000 0 0 SEAPORT CALIBRE MATLS ACQUIS *W EXP 10/28/202 812204113 13 50152 SH DFND 50152 0 0 SEAPORT CALIBRE MATLS ACQUIS CLASS A COM 812204105 799 80630 SH DFND 80630 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 44 134985 SH DFND 134985 0 0 SEAPORT GLOBAL ACQUISITION I CLASS A COM 81221H105 1737 175290 SH DFND 175290 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 67 247615 SH DFND 247615 0 0 SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107 4947 495230 SH DFND 495230 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 18 99999 SH DFND 99999 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 664 67660 SH DFND 67660 0 0 SHELTER ACQUISITION CORP I *W EXP 02/25/202 822821112 79 226993 SH DFND 226993 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 108 318181 SH DFND 318181 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 6281 636362 SH DFND 636362 0 0 SHUAA PARTNERS ACQUISTN CORP UNIT 02/24/2027 G81173125 4008 400000 SH DFND 400000 0 0 SIERRA LAKE ACQUISITION CORP *W EXP 12/17/202 826332116 24 99997 SH DFND 99997 0 0 SIERRA LAKE ACQUISITION CORP CLASS A COM 826332108 1183 120079 SH DFND 120079 0 0 SIGNA SPORTS UNITED NV *W EXP 99/99/999 N80029114 15 28065 SH DFND 28065 0 0 SIGNAL HILL ACQUISITION CORP UNIT 02/10/2027 82664R204 5762 575000 SH DFND 575000 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 10 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 8 25000 SH DFND 25000 0 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 979 100000 SH DFND 100000 0 0 SILVERSPAC INC UNIT 09/09/2026 G8136V120 2913 296338 SH DFND 296338 0 0 SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 15 31747 SH DFND 31747 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 6079 621559 SH DFND 621559 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 16 99997 SH DFND 99997 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 1990 199994 SH DFND 199994 0 0 SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115 158 104871 SH DFND 104871 0 0 SKYDECK ACQUISITION CORP *W EXP 05/13/202 G82220115 44 124999 SH DFND 124999 0 0 SKYDECK ACQUISITION CORP CLASS A ORD SHS G82220123 549 56469 SH DFND 56469 0 0 SLAM CORP CL A SHS G8210L105 5699 583333 SH DFND 583333 0 0 SOAR TECHNOLOGY ACQUISN CORP *W EXP 99/99/999 G82472120 35 99999 SH DFND 99999 0 0 SOAR TECHNOLOGY ACQUISN CORP CL A COM G82472112 2047 202080 SH DFND 202080 0 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1888 191100 SH DFND 191100 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 708 72667 SH DFND 72667 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 1903 195200 SH DFND 195200 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 1279 129333 SH DFND 129333 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 46 37500 SH DFND 37500 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G82514111 21 22500 SH DFND 22500 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 12 29999 SH DFND 29999 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 809 82664 SH DFND 82664 0 0 SOFTWARE ACQUISITN GRP INC I *W EXP 02/02/202 83407J111 48 200000 SH DFND 200000 0 0 SOFTWARE ACQUISITN GRP INC I COM CL A 83407J103 1925 193000 SH DFND 193000 0 0 SOLID POWER INC *W EXP 03/19/202 83422N113 91 38125 SH DFND 38125 0 0 SOUND POINT ACQUISITION CORP UNIT 02/25/2027 G8274F127 9859 980000 SH DFND 980000 0 0 SOUTH JERSEY INDS INC COM 838518108 22448 649737 SH DFND 649737 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 132 486950 SH DFND 486950 0 0 SOUTHPORT ACQUISITION CORP CL A COM 84465L105 9671 973900 SH DFND 973900 0 0 SPINDLETOP HEALTH ACQUISITIO *W EXP 99/99/999 84854Q111 44 195434 SH DFND 195434 0 0 SPINDLETOP HEALTH ACQUISITIO COM CL A 84854Q103 3893 390868 SH DFND 390868 0 0 SPIRIT AIRLS INC COM 848577102 4596 210142 SH DFND 210142 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 16561 17251000 PRN DFND 17251000 0 0 SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 22 18320 SH DFND 18320 0 0 SPORTSMAP TECH ACQUISITIN CO *W EXP 09/01/202 84921J116 37 149999 SH DFND 149999 0 0 SPORTSMAP TECH ACQUISITIN CO COM 84921J108 854 86045 SH DFND 86045 0 0 SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 20 112500 SH DFND 112500 0 0 SPORTSTEK ACQUISITION CORP COM CL A 849196100 975 100000 SH DFND 100000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 15133 17655000 PRN DFND 17655000 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 62 327419 SH DFND 327419 0 0 SPREE ACQUISITION CORP 1 LTD CL A ORD SHS G83745102 6516 654838 SH DFND 654838 0 0 SPRING VY ACQUISITION CORP *W EXP 05/20/202 G8377A124 100 49999 SH DFND 49999 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 2551 243641 SH DFND 243641 0 0 SPRINGWATER SPL SITUATIONS C *W EXP 12/01/202 85205U115 20 49998 SH DFND 49998 0 0 SPRINGWATER SPL SITUATIONS C COM 85205U107 411 41752 SH DFND 41752 0 0 SPX FLOW INC COM 78469X107 21876 253725 SH DFND 253725 0 0 ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115 126 371187 SH DFND 371187 0 0 ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107 7320 742375 SH DFND 742375 0 0 STARRY GROUP HOLDINGS INC *W EXP 99/99/999 85572U110 98 111040 SH DFND 111040 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 36 125000 SH DFND 125000 0 0 STONEBRIDGE ACQUISITION CORP CLASS A ORD SHS G85094103 1433 144000 SH DFND 144000 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 40 200000 SH DFND 200000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 25384 25460000 PRN DFND 25460000 0 0 STRYVE FOODS INC *W EXP 07/31/202 863685111 41 277730 SH DFND 277730 0 0 SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 20 100000 SH DFND 100000 0 0 SUPER GROUP SGHC LIMITED *W EXP 99/99/999 G8588X111 181 63051 SH DFND 63051 0 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 9 20000 SH DFND 20000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 18 60349 SH DFND 60349 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 528 53930 SH DFND 53930 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 1225 125000 SH DFND 125000 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 144 14641 SH DFND 14641 0 0 SWIFTMERGE ACQUISITION CORP UNIT 12/13/2026 G63836129 4276 432336 SH DFND 432336 0 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 13230 17650000 PRN DFND 17650000 0 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 94 550000 SH DFND 550000 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 5 25000 SH DFND 25000 0 0 TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116 45 148568 SH DFND 148568 0 0 TALON 1 ACQUISITION CORP CLASS A ORD G86656108 2159 214388 SH DFND 214388 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 47 175363 SH DFND 175363 0 0 TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 5219 526089 SH DFND 526089 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 27 120504 SH DFND 120504 0 0 TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 12 49999 SH DFND 49999 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 645 66074 SH DFND 66074 0 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 53 165564 SH DFND 165564 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 4843 496692 SH DFND 496692 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 47 166666 SH DFND 166666 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 488 50000 SH DFND 50000 0 0 TECHNOLOGY & TELECOM ACQ COR UNIT 01/13/2027 G87119122 5766 571426 SH DFND 571426 0 0 TEGNA INC COM 87901J105 30025 1340390 SH DFND 1340390 0 0 TEKKORP DIGITAL ACQUISITN CO *W EXP 10/26/202 G8739H114 23 75000 SH DFND 75000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 4136 4875000 PRN DFND 4875000 0 0 TENNECO INC CL A VTG COM STK 880349105 18082 987024 SH DFND 987024 0 0 TERRAN ORBITAL CORPORATION *W EXP 03/25/202 88105P111 17 33599 SH DFND 33599 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 18346 1057000 PRN DFND 1057000 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 125 600000 SH DFND 600000 0 0 TG VENTURE ACQUISITION CORP CLASS A COM 87251T109 2448 247753 SH DFND 247753 0 0 THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114 72 362068 SH DFND 362068 0 0 THE GROWTH FOR GOOD ACQU COR CLASS A ORD SHS G41522106 5480 563816 SH DFND 563816 0 0 THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130 123 724136 SH DFND 724136 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 14 62000 SH DFND 62000 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 1222 125300 SH DFND 125300 0 0 THRIVE ACQUISITION CORPORATI *W EXP 10/31/202 G7158C119 28 112499 SH DFND 112499 0 0 THRIVE ACQUISITION CORPORATI CLASS A ORD G7158C101 1453 145450 SH DFND 145450 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 93 141360 SH DFND 141360 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 3697 374217 SH DFND 374217 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 14 26346 SH DFND 26346 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 16 40000 SH DFND 40000 0 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 408 425000 PRN DFND 425000 0 0 TIO TECH A *W EXP 04/12/202 G8T10C114 11 33332 SH DFND 33332 0 0 TIO TECH A CLASS A ORD SHS G8T10C106 178 18180 SH DFND 18180 0 0 TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 9 23799 SH DFND 23799 0 0 TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 576 58333 SH DFND 58333 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 121 345633 SH DFND 345633 0 0 TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112 4430 443480 SH DFND 443480 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 10 50702 SH DFND 50702 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 8641 882587 SH DFND 882587 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 55 288202 SH DFND 288202 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 4934 495404 SH DFND 495404 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 44 86819 SH DFND 86819 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 3310 340500 SH DFND 340500 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 30883 638085 SH DFND 638085 0 0 TPB ACQUISITION CORP I *W EXP 08/09/202 G8990L127 59 133832 SH DFND 133832 0 0 TPB ACQUISITION CORP I COM CL A G8990L101 2886 298751 SH DFND 298751 0 0 TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 13 20000 SH DFND 20000 0 0 TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 176 17909 SH DFND 17909 0 0 TRAJECTORY ALPHA ACQUISITION *W EXP 99/99/999 89301B112 46 149084 SH DFND 149084 0 0 TRAJECTORY ALPHA ACQUISITION COM CL A 89301B104 2441 250088 SH DFND 250088 0 0 TRAJECTORY ALPHA ACQUISITION UNIT 99/99/9999 89301B203 556 56330 SH DFND 56330 0 0 TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 8 51180 SH DFND 51180 0 0 TREPONT ACQUISITION CORP I SHS CL A G9095M101 225 22360 SH DFND 22360 0 0 TRI CONTL CORP COM 895436103 206 6692 SH DFND 6692 0 0 TRIBE CAPITAL GROWTH CORP I *W EXP 02/28/202 89601Y119 41 81248 SH DFND 81248 0 0 TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118 35 123806 SH DFND 123806 0 0 TRINE II ACQUISITION CORP CL A ORD SHS G9059F100 1778 178656 SH DFND 178656 0 0 TRISTAR ACQUISITION I CORP *W EXP 99/99/999 G9074V114 134 331979 SH DFND 331979 0 0 TRISTAR ACQUISITION I CORP CL A ORD SHS G9074V106 1648 167116 SH DFND 167116 0 0 TRISTATE CAP HLDGS INC COM 89678F100 5049 151930 SH DFND 151930 0 0 TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 6 19000 SH DFND 19000 0 0 TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 857 86650 SH DFND 86650 0 0 TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 11 33333 SH DFND 33333 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 554 56290 SH DFND 56290 0 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 70 135456 SH DFND 135456 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 12 49999 SH DFND 49999 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 965 98799 SH DFND 98799 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 4 16666 SH DFND 16666 0 0 TWIN RIDGE CAPITAL ACQUIS CO UNIT 99/99/9999 G9151L112 119 12108 SH DFND 12108 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 53 52000 PRN DFND 52000 0 0 TWITTER INC NOTE 3/1 90184LAN2 15222 18025000 PRN DFND 18025000 0 0 TWO COM CL A G9152V101 1930 197300 SH DFND 197300 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 4 16999 SH DFND 16999 0 0 UMPQUA HLDGS CORP COM 904214103 16658 883262 SH DFND 883262 0 0 US ECOLOGY INC COM 91734M103 13526 282491 SH DFND 282491 0 0 USHG ACQUISITION CORP *W EXP 02/24/202 91748P118 44 39332 SH DFND 39332 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 46 140507 SH DFND 140507 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 5700 581014 SH DFND 581014 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 67 197831 SH DFND 197831 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 4440 446213 SH DFND 446213 0 0 VAIL RESORTS INC COM 91879Q109 752 2888 SH DFND 2888 0 0 VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 20 66666 SH DFND 66666 0 0 VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 324 33333 SH DFND 33333 0 0 VALOR LATITUDE ACQUISITN COR UNIT 04/02/2026 G9460N114 2848 290000 SH DFND 290000 0 0 VALUENCE MERGER CORP I UNIT 02/18/2027 G9R16L126 5015 500000 SH DFND 500000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 6933 5475000 PRN DFND 5475000 0 0 VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 18 39999 SH DFND 39999 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 975 100000 SH DFND 100000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 13 39332 SH DFND 39332 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 1648 169076 SH DFND 169076 0 0 VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 135 130162 SH DFND 130162 0 0 VENTOUX CCM ACQUISITION CORP COM 92280L101 571 56480 SH DFND 56480 0 0 VEONEER INC COM 92336X109 31920 863870 SH DFND 863870 0 0 VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 12 39615 SH DFND 39615 0 0 VICKERS VANTAGE CORP I SHS G9440B107 1333 130968 SH DFND 130968 0 0 VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114 735 471380 SH DFND 471380 0 0 VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 8 19999 SH DFND 19999 0 0 VISCOGLIOSI BROS ACQUISTN CO UNIT 03/18/2027 92838K209 1491 150000 SH DFND 150000 0 0 VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111 20 93742 SH DFND 93742 0 0 VISION SENSING ACQUISITION C CLASS A COM 92838J103 995 99736 SH DFND 99736 0 0 VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 606 60000 SH DFND 60000 0 0 VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 103 277715 SH DFND 277715 0 0 VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 5504 555431 SH DFND 555431 0 0 VMG CONSUMER ACQUISITION COR UNIT 11/08/2026 91842V201 501 50002 SH DFND 50002 0 0 VONAGE HLDGS CORP COM 92886T201 45312 2233205 SH DFND 2233205 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 10812 8200000 PRN DFND 8200000 0 0 VPC IMPACT ACQUISITION HLDG *W EXP 03/05/202 G9460L118 12 37499 SH DFND 37499 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 14 20000 SH DFND 20000 0 0 WALDENCAST ACQUISITION CORP *W EXP 03/11/202 G9460C118 24 25000 SH DFND 25000 0 0 WALDENCAST ACQUISITION CORP CLASS A ORD SHS G9460C100 148 15000 SH DFND 15000 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 7 15000 SH DFND 15000 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 3521 358180 SH DFND 358180 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 147 15000 SH DFND 15000 0 0 WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 20 80894 SH DFND 80894 0 0 WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 819 82832 SH DFND 82832 0 0 WAVERLEY CAPITAL ACQUIS CORP *W EXP 07/15/202 G06536117 19 50500 SH DFND 50500 0 0 WAVERLEY CAPITAL ACQUIS CORP SHS CL A G06536109 1442 149850 SH DFND 149850 0 0 WAVERLEY CAPITAL ACQUIS CORP UNIT 99/99/9999 G06536125 3601 370094 SH DFND 370094 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 20643 24992000 PRN DFND 24992000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 6646 6200000 PRN DFND 6200000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 30 25000 PRN DFND 25000 0 0 WELBILT INC COM 949090104 39801 1675847 SH DFND 1675847 0 0 WELSBACH TECH METALS ACQU CO COM 950415109 261 26469 SH DFND 26469 0 0 WELSBACH TECH METALS ACQU CO RIGHT 12/22/2026 950415117 4 26469 SH DFND 26469 0 0 WESTERN ACQSTN VENTURES CORP UNIT 09/01/2026 95758L206 4300 430000 SH DFND 430000 0 0 WESTERN ASSET GBL HIGH INC F COM 95766B109 149 17624 SH DFND 17624 0 0 WESTERN ASSET MANAGED MUNS F COM 95766M105 118 10132 SH DFND 10132 0 0 WILLIAMS ROWLAND ACQUISITION *W EXP 12/11/202 96951B110 65 249999 SH DFND 249999 0 0 WILLIAMS ROWLAND ACQUISITION COM 96951B102 499 50000 SH DFND 50000 0 0 WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1832 1600000 PRN DFND 1600000 0 0 WORLD QUANTUM GROWTH ACQUISI *W EXP 08/04/202 G5596W127 47 150750 SH DFND 150750 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 94 246865 SH DFND 246865 0 0 WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 3123 317014 SH DFND 317014 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 41 100498 SH DFND 100498 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 392 40500 SH DFND 40500 0 0 ZANITE ACQUISITION CORP *W EXP 10/08/202 98907K111 112 175000 SH DFND 175000 0 0 ZANITE ACQUISITION CORP COM CL A 98907K103 1212 118160 SH DFND 118160 0 0 ZIMMER ENERGY TRANSITION ACQ UNIT 06/16/2026 989570205 8741 891000 SH DFND 891000 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 10 41665 SH DFND 41665 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 808 82665 SH DFND 82665 0 0 ZYNGA INC CL A 98986T108 38975 4218082 SH DFND 4218082 0 0