0001085146-22-003138.txt : 20220815 0001085146-22-003138.hdr.sgml : 20220815 20220815171510 ACCESSION NUMBER: 0001085146-22-003138 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220815 DATE AS OF CHANGE: 20220815 EFFECTIVENESS DATE: 20220815 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: 221166700 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 06-30-2022 06-30-2022 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 08-15-2022 2 1506 4436088 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 16 117164 SH DFND 117164 0 0 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 81 812499 SH DFND 812499 0 0 10X CAPITAL VENTURE ACQ III CL A ORD SHS G87077106 16250 1624998 SH DFND 1624998 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 75 502252 SH DFND 502252 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 11206 13575000 PRN DFND 13575000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 30 100000 SH DFND 100000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 669 68200 SH DFND 68200 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 8575 10000000 PRN DFND 10000000 0 0 4D PHARMA PLC *W EXP 03/22/202 35085K117 2 55653 SH DFND 55653 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 28 173330 SH DFND 173330 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 3449 346660 SH DFND 346660 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 5 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 50 250000 SH DFND 250000 0 0 8I ACQUISITION 2 CORP ORDINARY SHARES G2956R103 703 71263 SH DFND 71263 0 0 8I ACQUISITION 2 CORP RIGHT 09/24/2026 G2956R129 55 250000 SH DFND 250000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 6266 7350000 PRN DFND 7350000 0 0 A SPAC I ACQUISITION CORP *W EXP 05/21/202 G0542S130 6 112496 SH DFND 112496 0 0 A SPAC I ACQUISITION CORP CLASS A ORD SHS G0542S106 1472 148394 SH DFND 148394 0 0 A SPAC I ACQUISITION CORP RIGHT 12/09/2026 G0542S114 28 149994 SH DFND 149994 0 0 A SPAC II ACQUISITION CORP UNIT 10/15/2026 G0543H125 4263 425000 SH DFND 425000 0 0 ABERDEEN GLOBAL DYNAMIC DIVI COM 00302M106 137 14594 SH DFND 14594 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1467 149800 SH DFND 149800 0 0 ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 32 199999 SH DFND 199999 0 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 303 31001 SH DFND 31001 0 0 ACCRETION ACQUISITION CORP *W EXP 03/01/202 00438Y115 15 224999 SH DFND 224999 0 0 ACCRETION ACQUISITION CORP COM 00438Y107 2002 203862 SH DFND 203862 0 0 ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123 54 449997 SH DFND 449997 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 8 100000 SH DFND 100000 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 569 56010 SH DFND 56010 0 0 ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 14 100000 SH DFND 100000 0 0 ACHARI VENTURES HLDGS CORP I COM 00444X101 999 100000 SH DFND 100000 0 0 ACKRELL SPAC PARTNERS I CO *W EXP 12/23/202 00461L113 7 67499 SH DFND 67499 0 0 ACKRELL SPAC PARTNERS I CO UNIT 99/99/9999 00461L303 1389 134998 SH DFND 134998 0 0 ACRI CAPITAL ACQUISITION COR UNIT 02/01/2029 00501A200 2395 240000 SH DFND 240000 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 56 282327 SH DFND 282327 0 0 ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 2970 307093 SH DFND 307093 0 0 ACTIVISION BLIZZARD INC COM 00507V109 42547 550842 SH DFND 550842 0 0 ADAMS DIVERSIFIED EQUITY FD COM 006212104 1241 80898 SH DFND 80898 0 0 ADARA ACQUISITION CORP COM CL A 00653H102 159 16038 SH DFND 16038 0 0 ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 3 65999 SH DFND 65999 0 0 ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 6 19833 SH DFND 19833 0 0 AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 66 175000 SH DFND 175000 0 0 AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 10 143333 SH DFND 143333 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 2184 53805 SH DFND 53805 0 0 AESTHER HEALTHCARE ACQSTN CO *W EXP 09/14/202 00809L114 6 49997 SH DFND 49997 0 0 AESTHER HEALTHCARE ACQSTN CO CLASS A COM 00809L106 420 41347 SH DFND 41347 0 0 AETHERIUM ACQUISITION CORP *W EXP 12/21/202 00809J119 42 532467 SH DFND 532467 0 0 AETHERIUM ACQUISITION CORP CLASS A COM 00809J101 5277 532467 SH DFND 532467 0 0 AF ACQUISITION CORP *W EXP 03/23/202 001040112 40 283330 SH DFND 283330 0 0 AF ACQUISITION CORP CLASS A COM 001040104 4822 495113 SH DFND 495113 0 0 AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 2 29997 SH DFND 29997 0 0 AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 2678 273566 SH DFND 273566 0 0 AFTERNEXT HEALTHTECH ACQUISI *W EXP 99/99/999 G01109126 24 125497 SH DFND 125497 0 0 AFTERNEXT HEALTHTECH ACQUISI SHS CL A G01109100 1821 187498 SH DFND 187498 0 0 AGILE GROWTH CORP *W EXP 03/09/202 G01202111 3 16666 SH DFND 16666 0 0 AGILE GROWTH CORP CLASS A ORD G01202103 1020 103849 SH DFND 103849 0 0 AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 35 249999 SH DFND 249999 0 0 AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 4925 496199 SH DFND 496199 0 0 AIB ACQUISITION CORPORATION CLASS A ORD G0R45S109 3463 348730 SH DFND 348730 0 0 AIB 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304997 0 0 ALPHA STAR ACQUISITION CORP *W EXP 12/13/202 G0230C116 8 200000 SH DFND 200000 0 0 ALPHA STAR ACQUISITION CORP ORDINARY SHARES G0230C108 1397 140668 SH DFND 140668 0 0 ALPHA STAR ACQUISITION CORP RIGHT 05/30/2023 G0230C132 24 200000 SH DFND 200000 0 0 ALPINE ACQUISITION CORPORATI *W EXP 05/01/202 02083L117 4 37499 SH DFND 37499 0 0 ALPINE ACQUISITION CORPORATI COM 02083L109 760 74998 SH DFND 74998 0 0 ALSET CAPITAL ACQUISITION CO *W EXP 01/31/202 02115M117 15 184996 SH DFND 184996 0 0 ALSET CAPITAL ACQUISITION CO CLASS A COM 02115M109 6024 612189 SH DFND 612189 0 0 ALSET CAPITAL ACQUISITION CO RIGHT 01/31/2027 02115M125 33 369992 SH DFND 369992 0 0 ALSP ORCHID ACQUISITION CORP *W EXP 11/30/202 G0231L123 13 148542 SH DFND 148542 0 0 ALSP ORCHID ACQUISITION CORP CLASS A ORD G0231L107 2135 213972 SH DFND 213972 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 3836 397500 SH DFND 397500 0 0 ALTENERGY ACQUISITION CORP *W EXP 10/29/202 02157M116 25 148946 SH DFND 148946 0 0 ALTENERGY ACQUISITION CORP COM CL A 02157M108 3971 397892 SH DFND 397892 0 0 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 3707 4625000 PRN DFND 4625000 0 0 ALTIMAR ACQUISITION CORP III *W EXP 03/08/202 G0370U116 5 12500 SH DFND 12500 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 572 58320 SH DFND 58320 0 0 ALTIMETER GROWTH CORP 2 COM CL A G0371B109 5418 549494 SH DFND 549494 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 12 135000 SH DFND 135000 0 0 ALVOTECH *W EXP 06/15/202 L01800116 26 31513 SH DFND 31513 0 0 AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118 41 150750 SH DFND 150750 0 0 AMCI ACQUISITION CORP II CLASS A COM 00166R100 2926 299500 SH DFND 299500 0 0 AMERICAN ACQUISITION OPPT IN *W EXP 05/28/202 02369M110 16 100000 SH DFND 100000 0 0 AMERICAN ACQUISITION OPPT IN CLASS A COM 02369M102 1513 149850 SH DFND 149850 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 33100 31354000 PRN DFND 31354000 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 29025 450216 SH DFND 450216 0 0 AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 5 132403 SH DFND 132403 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 2 30000 SH DFND 30000 0 0 AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 157 15288 SH DFND 15288 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 51 267473 SH DFND 267473 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 5339 534946 SH DFND 534946 0 0 ANGEL POND HOLDINGS CORP *W EXP 99/99/999 G0447J128 43 86952 SH DFND 86952 0 0 ANGEL POND HOLDINGS CORP SHS CL A G0447J102 1710 175000 SH DFND 175000 0 0 ANTHEMIS DIGITAL ACQUISITION *W EXP 11/01/202 G03959114 43 359631 SH DFND 359631 0 0 ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106 4796 480580 SH DFND 480580 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 10 83332 SH DFND 83332 0 0 ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 3637 371078 SH DFND 371078 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 21 131419 SH DFND 131419 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 2634 262838 SH DFND 262838 0 0 APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 13 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 GRWT CPTL I SHS CL A G0412A102 6708 682409 SH DFND 682409 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 12 148488 SH DFND 148488 0 0 APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 2970 296976 SH DFND 296976 0 0 ARBE ROBOTICS LTD *W EXP 10/07/202 M1R95N118 46 63094 SH DFND 63094 0 0 ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112 7 115848 SH DFND 115848 0 0 ARBOR RAPHA CAP BIOHLDS CORP CLASS A COM 03881F104 3486 347545 SH DFND 347545 0 0 ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 396 400000 PRN DFND 400000 0 0 ARCHER AVIATION INC *W EXP 09/16/202 03945R110 7 12851 SH DFND 12851 0 0 ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 21 20000 SH DFND 20000 0 0 ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 199 20000 SH DFND 20000 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 2 18749 SH DFND 18749 0 0 ARENA FORTIFY ACQUISITION CO *W EXP 11/10/202 04005A112 9 91851 SH DFND 91851 0 0 ARENA FORTIFY ACQUISITION CO CLASS A COM 04005A104 1844 183702 SH DFND 183702 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 3 14999 SH DFND 14999 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 3916 398334 SH DFND 398334 0 0 ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 14 74999 SH DFND 74999 0 0 ARGUS CAPITAL CORP CLASS A COM 04026L105 1178 117831 SH DFND 117831 0 0 ARIES I ACQUISITION CORP *W EXP 03/18/202 G0542N123 12 90505 SH DFND 90505 0 0 ARIES I ACQUISITION CORP CLASS A ORD SHS G0542N107 565 56010 SH DFND 56010 0 0 ARMADA ACQUISITION CORP I *W EXP 08/13/202 04208V111 37 138250 SH DFND 138250 0 0 ARMADA ACQUISITION CORP I COM 04208V103 2705 274665 SH DFND 274665 0 0 AROGO CAPITAL ACQUISITION CO *W EXP 03/23/202 042644112 17 309459 SH DFND 309459 0 0 AROGO CAPITAL ACQUISITION CO CLASS A COM 042644104 3079 309459 SH DFND 309459 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 3 61000 SH DFND 61000 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 5370 550210 SH DFND 550210 0 0 ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 22 249999 SH DFND 249999 0 0 ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 2040 205396 SH DFND 205396 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 2725 2550000 PRN DFND 2550000 0 0 ARYA SCIENCES ACQU CORP IV CL A G31659108 353 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 19 148563 SH DFND 148563 0 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 2145 214267 SH DFND 214267 0 0 ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 5 66499 SH DFND 66499 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 2365 242088 SH DFND 242088 0 0 ATHENA CONSUMER ACQ 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CORP I *W EXP 08/01/202 083690115 5 37499 SH DFND 37499 0 0 BERENSON ACQUISITION CORP I CL A COM 083690107 3056 313130 SH DFND 313130 0 0 BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 5 90000 SH DFND 90000 0 0 BETTER WORLD ACQUISITION COR COM 08772B104 1516 146800 SH DFND 146800 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 1918 4950000 PRN DFND 4950000 0 0 BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 29 132189 SH DFND 132189 0 0 BILANDER ACQUISITION CORP *W EXP 05/19/202 09001T114 45 136817 SH DFND 136817 0 0 BILANDER ACQUISITION CORP CL A COM 09001T106 1922 198528 SH DFND 198528 0 0 BIOHAVEN PHARMACTL HLDG CO L COM G11196105 23734 162882 SH DFND 162882 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 44 311977 SH DFND 311977 0 0 BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 6271 623954 SH DFND 623954 0 0 BIOTE CORP *W EXP 05/26/202 090683111 5 12607 SH DFND 12607 0 0 BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 2 26499 SH DFND 26499 0 0 BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 3476 351148 SH DFND 351148 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 7 81833 SH DFND 81833 0 0 BITE ACQUISITION CORP COMMON STOCK 09175K105 816 83200 SH DFND 83200 0 0 BLACK KNIGHT INC COM 09215C105 34555 535827 SH DFND 535827 0 0 BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116 78 431244 SH DFND 431244 0 0 BLACK MOUNTAIN ACQ CORP CL A COM 09216A108 1499 150659 SH DFND 150659 0 0 BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 15 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 14326 17975000 PRN DFND 17975000 0 0 BLACKROCK CORE BD TR SHS BEN INT 09249E101 703 62119 SH DFND 62119 0 0 BLACKROCK CR ALLOCATION INCO COM 092508100 1505 138200 SH DFND 138200 0 0 BLACKROCK DEBT STRATEGIES FD COM NEW 09255R202 540 59049 SH DFND 59049 0 0 BLACKROCK ENERGY & RES TR COM 09250U101 733 66834 SH DFND 66834 0 0 BLACKROCK ENHANCED GLOBAL DI COM 092501105 227 23278 SH DFND 23278 0 0 BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 193 38116 SH DFND 38116 0 0 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 236 22020 SH DFND 22020 0 0 BLACKROCK MUNI INCOME TR II COM 09249N101 1145 103606 SH DFND 103606 0 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 571 47913 SH DFND 47913 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 157 14245 SH DFND 14245 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 922 77007 SH DFND 77007 0 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 684 53889 SH DFND 53889 0 0 BLACKROCK MUNIHOLDINGS QUALI COM 09254C107 204 18520 SH DFND 18520 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 329 44138 SH DFND 44138 0 0 BLACKROCK MUNIYIELD FD INC COM 09253W104 1151 103335 SH DFND 103335 0 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 170 15942 SH DFND 15942 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254E103 142 12186 SH DFND 12186 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 797 62793 SH DFND 62793 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 481 43683 SH DFND 43683 0 0 BLACKSTONE LONG SHORT CR INC COM SHS BN INT 09257D102 219 19013 SH DFND 19013 0 0 BLACKSTONE STRATEGIC CREDIT COM SHS BEN IN 09257R101 166 14876 SH DFND 14876 0 0 BLEUACACIA LTD *W EXP 10/30/202 G11728113 17 173305 SH DFND 173305 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 3115 319112 SH DFND 319112 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 40 346610 SH DFND 346610 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 16 198552 SH DFND 198552 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 5427 547106 SH DFND 547106 0 0 BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125 12 100000 SH DFND 100000 0 0 BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 1791 181095 SH DFND 181095 0 0 BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117 9 100000 SH DFND 100000 0 0 BLUE OCEAN ACQUISITION CORP *W EXP 12/02/202 G1330L121 32 268786 SH DFND 268786 0 0 BLUE OCEAN ACQUISITION CORP CLASS A ORD SHS G1330L105 5376 537572 SH DFND 537572 0 0 BLUE SAFARI GRP ACQUISITN CO CLASS A ORD SHS G1195R106 1013 100100 SH DFND 100100 0 0 BLUE SAFARI GRP ACQUISITN CO RIGHT 09/24/2026 G1195R130 9 100100 SH DFND 100100 0 0 BLUE WHALE ACQUISITION CORP *W EXP 07/30/202 G1330M129 23 74351 SH DFND 74351 0 0 BLUE WHALE ACQUISITION CORP CLASS A ORD SHS G1330M103 3632 375595 SH DFND 375595 0 0 BLUE WORLD ACQUISITION CORP *W EXP 01/10/202 G1263E136 8 162499 SH DFND 162499 0 0 BLUE WORLD ACQUISITION CORP CLASS A ORD SHS G1263E102 3164 319899 SH DFND 319899 0 0 BLUE WORLD ACQUISITION CORP RIGHT 08/29/2029 G1263E110 42 324999 SH DFND 324999 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 2 16666 SH DFND 16666 0 0 BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 14 65000 SH DFND 65000 0 0 BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 286 21965 SH DFND 21965 0 0 BNY MELLON MUN INCOME INC COM 05589T104 476 70500 SH DFND 70500 0 0 BNY MELLON STRATEGIC MUN BD COM 09662E109 190 30592 SH DFND 30592 0 0 BNY MELLON STRATEGIC MUNS IN COM 05588W108 819 124534 SH DFND 124534 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 7 42497 SH DFND 42497 0 0 BOA ACQUISITION CORP COM CL A 05601A109 1806 184471 SH DFND 184471 0 0 BOOKING HOLDINGS INC COM 09857L108 10710 6240 SH DFND 6240 0 0 BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 16 100000 SH DFND 100000 0 0 BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 11 100000 SH DFND 100000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 7635 18020000 PRN DFND 18020000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 9 40000 SH DFND 40000 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 2893 291611 SH DFND 291611 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 4 52499 SH DFND 52499 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 479 48690 SH DFND 48690 0 0 BROAD CAPITAL ACQUISITION CO COM 11125B102 2328 235055 SH DFND 235055 0 0 BROAD CAPITAL ACQUISITION CO RIGHT 01/10/2027 11125B110 25 235055 SH DFND 235055 0 0 BROADCOM INC 8% MCNV PFD SR A 11135F200 269 177 SH DFND 177 0 0 BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 101 1349274 SH DFND 1349274 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 7 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 134 394537 SH DFND 394537 0 0 BUILD ACQUISITION CORP *W EXP 03/15/202 12008J113 20 200000 SH DFND 200000 0 0 BUILD ACQUISITION CORP COM CLASS A 12008J105 984 100877 SH DFND 100877 0 0 BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 5 130000 SH DFND 130000 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 52 346951 SH DFND 346951 0 0 BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 5189 513243 SH DFND 513243 0 0 BURTECH ACQUISITION CORP *W EXP 12/18/202 123013112 126 1217571 SH DFND 1217571 0 0 BURTECH ACQUISITION CORP CLASS A COM 123013104 12420 1249475 SH DFND 1249475 0 0 BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118 22 212497 SH DFND 212497 0 0 BYNORDIC ACQUISITION CORP CLASS A COM 124420100 4212 424996 SH DFND 424996 0 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 7 75000 SH DFND 75000 0 0 BYTE ACQUISITION CORP CLASS A ORD SHS G1R25Q105 984 99996 SH DFND 99996 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 138 690836 SH DFND 690836 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 13801 1381473 SH DFND 1381473 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 5184 6150000 PRN DFND 6150000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 20870 25175000 PRN DFND 25175000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 12 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 40 496844 SH DFND 496844 0 0 CANNA GLOBAL ACQUISITION COR CLASS A COM 13767K101 4546 454587 SH DFND 454587 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 19 185574 SH DFND 185574 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 5999 601148 SH DFND 601148 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 32 203046 SH DFND 203046 0 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 217 21996 SH DFND 21996 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 33 50713 SH DFND 50713 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 2551 259494 SH DFND 259494 0 0 CARTESIAN GROWTH CORP II UNIT 07/12/2028 G19305104 7944 800000 SH DFND 800000 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 38 315175 SH DFND 315175 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 6091 607851 SH DFND 607851 0 0 CASCADIA ACQUISITION CORP *W EXP 09/30/202 14739D118 27 150000 SH DFND 150000 0 0 CASCADIA ACQUISITION CORP CLASS A COM 14739D100 1714 175238 SH DFND 175238 0 0 CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 17 79997 SH DFND 79997 0 0 CATALYST PARTNRS ACQUISITN C CLASS A ORD SHS G19550105 964 98980 SH DFND 98980 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 2 16666 SH DFND 16666 0 0 CATCHMARK TIMBER TR INC CL A 14912Y202 3242 322217 SH DFND 322217 0 0 CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 77 167800 SH DFND 167800 0 0 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 640 64078 SH DFND 64078 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 5304 538994 SH DFND 538994 0 0 CDK GLOBAL INC COM 12508E101 30706 560628 SH DFND 560628 0 0 CENAQ ENERGY CORP *W EXP 02/04/202 15130M110 21 226125 SH DFND 226125 0 0 CENAQ ENERGY CORP CLASS A ORD SHS 15130M102 1545 153626 SH DFND 153626 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 9226 11627000 PRN DFND 11627000 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 9 99998 SH DFND 99998 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 4920 500000 SH DFND 500000 0 0 CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 51 38000 SH DFND 38000 0 0 CF ACQUISITION CORP VII *W EXP 03/16/202 12521H115 22 144611 SH DFND 144611 0 0 CF ACQUISITION CORP VII CLASS A COM 12521H107 6295 633333 SH DFND 633333 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 20 75000 SH DFND 75000 0 0 CF ACQUISITION CORP VIII CLASS A COM 12520C109 837 82820 SH DFND 82820 0 0 CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 33 148563 SH DFND 148563 0 0 CHAIN BRIDGE I CLASS A ORD G2061X102 2126 214108 SH DFND 214108 0 0 CHANGE HEALTHCARE INC COM 15912K100 37714 1641153 SH DFND 1641153 0 0 CHAVANT CAPITAL ACQUISITN CO *W EXP 99/99/999 G2058L111 11 147846 SH DFND 147846 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 6868 8075000 PRN DFND 8075000 0 0 CHEGG INC NOTE 9/0 163092AF6 15161 20255000 PRN DFND 20255000 0 0 CHENGHE ACQUISITION CO UNIT 04/22/2027 G2086M115 4513 450400 SH DFND 450400 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 4 12499 SH DFND 12499 0 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 3706 377036 SH DFND 377036 0 0 CHURCHILL CAPITAL CORP VI *W EXP 02/17/202 17143W119 10 28937 SH DFND 28937 0 0 CHURCHILL CAPITAL CORP VI COM CL A 17143W101 9728 993685 SH DFND 993685 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 8 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 24112 2467940 SH DFND 2467940 0 0 CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 23 174998 SH DFND 174998 0 0 CIIG CAPITAL PARTNERS II INC COM CL A 12561U109 1456 147082 SH DFND 147082 0 0 CITRIX SYS INC COM 177376100 29641 306763 SH DFND 306763 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 10 95022 SH DFND 95022 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 982 100000 SH DFND 100000 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 5 63999 SH DFND 63999 0 0 CLEAN EARTH ACQUISITIONS COR *W EXP 99/99/999 184493112 42 299995 SH DFND 299995 0 0 CLEAN EARTH ACQUISITIONS COR CLASS A COM 184493104 7342 749992 SH DFND 749992 0 0 CLEAN EARTH ACQUISITIONS COR RIGHT 01/01/2027 184493120 114 599992 SH DFND 599992 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 4 24399 SH DFND 24399 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 910 92538 SH DFND 92538 0 0 CLIMATEROCK UNIT 04/25/2027 G2311X126 4008 400000 SH DFND 400000 0 0 CLOVER LEAF CAPITAL CORP RIGHT 05/31/2028 18915E121 33 300000 SH DFND 300000 0 0 CMC MATERIALS INC COM 12571T100 44024 252563 SH DFND 252563 0 0 COHEN & STEERS LTD DURATION COM 19248C105 547 27649 SH DFND 27649 0 0 COHEN & STEERS SELECT PFD & COM 19248Y107 265 13006 SH DFND 13006 0 0 COHERENT INC COM 192479103 34634 130097 SH DFND 130097 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 9585 14645000 PRN DFND 14645000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 43 99999 SH DFND 99999 0 0 COLICITY INC *W EXP 02/24/202 194170114 7 30999 SH DFND 30999 0 0 COLICITY INC COM CL A 194170106 3267 333074 SH DFND 333074 0 0 COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 9 86289 SH DFND 86289 0 0 COLISEUM ACQUISITION CORP CLASS A ORD SHS G2263T123 5885 604868 SH DFND 604868 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 8791 9975000 PRN DFND 9975000 0 0 COLOMBIER ACQUISITION CORP *W EXP 99/99/999 19533H116 18 164603 SH DFND 164603 0 0 COLOMBIER ACQUISITION CORP CL A 19533H108 389 40105 SH DFND 40105 0 0 COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 1 10139 SH DFND 10139 0 0 COLONNADE ACQUISITION CORP I SHS CL A G2284B101 545 55634 SH DFND 55634 0 0 COMERA LIFE SCIENCES HLDGS I *W EXP 03/15/202 20037C116 7 52222 SH DFND 52222 0 0 COMPASS DIGITAL ACQUISITN CO *W EXP 09/29/202 G2476C123 47 186678 SH DFND 186678 0 0 COMPASS DIGITAL ACQUISITN CO CLASS A ORD G2476C107 1907 197592 SH DFND 197592 0 0 COMPOSECURE INC *W EXP 12/27/202 20459V113 134 183642 SH DFND 183642 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 7 33674 SH DFND 33674 0 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 2480 252773 SH DFND 252773 0 0 CONCORD ACQUISITION CORP *W EXP 11/28/202 206071110 248 231666 SH DFND 231666 0 0 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 54 247354 SH DFND 247354 0 0 CONCORD ACQUISITION CORP II COM CL A 20607U108 7000 725369 SH DFND 725369 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 131 596337 SH DFND 596337 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 10797 1088381 SH DFND 1088381 0 0 CONSILIUM ACQUISITN CORP I L *W EXP 06/01/202 G2365L119 32 377418 SH DFND 377418 0 0 CONSILIUM ACQUISITN CORP I L CLASS A ORD SHS G2365L101 7351 750837 SH DFND 750837 0 0 CONSILIUM ACQUISITN CORP I L RIGHT 07/01/2023 G2365L127 75 754837 SH DFND 754837 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 3 19332 SH DFND 19332 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 525 53398 SH DFND 53398 0 0 CONX CORP *W EXP 10/30/202 212873111 21 124999 SH DFND 124999 0 0 CONX CORP COM CL A 212873103 2025 205000 SH DFND 205000 0 0 CONYERS PARK III ACQSITN COR *W EXP 08/12/202 21289P110 109 375497 SH DFND 375497 0 0 CONYERS PARK III ACQSITN COR CLASS A COM 21289P102 4876 505269 SH DFND 505269 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 6 50000 SH DFND 50000 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 1104 112848 SH DFND 112848 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 7 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 14 116665 SH DFND 116665 0 0 CORNERSTONE BLDG BRANDS INC COM 21925D109 19928 813724 SH DFND 813724 0 0 CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 23 113998 SH DFND 113998 0 0 CORSAIR PARTNERING CORP SHS CL A G2540H108 3311 341994 SH DFND 341994 0 0 COUNTER PRESS ACQUISITION CO *W EXP 02/07/202 G2542B125 26 234165 SH DFND 234165 0 0 COUNTER PRESS ACQUISITION CO CLASS A ORD SHS G2542B117 4529 454732 SH DFND 454732 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 7428 9839000 PRN DFND 9839000 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 3 26549 SH DFND 26549 0 0 COVETRUS INC COM 22304C100 24227 1167577 SH DFND 1167577 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 18 99028 SH DFND 99028 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 1987 198056 SH DFND 198056 0 0 CRIXUS BH3 ACQUISITION CO *W EXP 10/04/202 22677T110 14 99999 SH DFND 99999 0 0 CRIXUS BH3 ACQUISITION CO CLASS A COM 22677T102 1954 198609 SH DFND 198609 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 2 16666 SH DFND 16666 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 430 43698 SH DFND 43698 0 0 CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 5 46965 SH DFND 46965 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 674 68468 SH DFND 68468 0 0 CRYPTO 1 ACQUISITION CORP *W EXP 04/30/202 G3168A110 42 296946 SH DFND 296946 0 0 CRYPTO 1 ACQUISITION CORP CLASS A ORD G3168A102 2730 275484 SH DFND 275484 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 4 41332 SH DFND 41332 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1265 128940 SH DFND 128940 0 0 DA32 LIFE SCNCE TEC ACQSTN C CLASS A COM 23312M106 2494 257328 SH DFND 257328 0 0 DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 1 100000 SH DFND 100000 0 0 DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 540 52667 SH DFND 52667 0 0 DECARBONIZATION PLUS ACQUISI *W EXP 07/15/202 G2773W111 30 150749 SH DFND 150749 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 2 20500 SH DFND 20500 0 0 DEEP MEDICINE ACQUISITION CO CLASS A COM 243733102 2224 223042 SH DFND 223042 0 0 DEEP MEDICINE ACQUISITION CO RIGHT 09/30/2028 243733110 41 375000 SH DFND 375000 0 0 DELAWARE ENHANCED GLOBAL DIV COM 246060107 88 11533 SH DFND 11533 0 0 DELAWARE IVY HIGH INCOME OPP COM 246107106 260 25397 SH DFND 25397 0 0 DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 18 84000 SH DFND 84000 0 0 DENALI CAPITAL ACQUISITN COR UNIT 03/28/2027 G6256B122 1679 168412 SH DFND 168412 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 8 66666 SH DFND 66666 0 0 DHB CAPITAL CORP CL A COM 23291W109 2039 208438 SH DFND 208438 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 2 33865 SH DFND 33865 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 3 30749 SH DFND 30749 0 0 DIGITAL HEALTH ACQUISITION C *W EXP 11/02/202 253893119 22 200000 SH DFND 200000 0 0 DIGITAL HEALTH ACQUISITION C COMMON STOCK 253893101 2006 200000 SH DFND 200000 0 0 DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 3 29999 SH DFND 29999 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 1354 138480 SH DFND 138480 0 0 DILA CAPITAL ACQUISITION COR *W EXP 06/09/202 254028111 15 125000 SH DFND 125000 0 0 DILA CAPITAL ACQUISITION COR COM CL A 254028103 1229 125000 SH DFND 125000 0 0 DIRECT SELLING ACQUISITIN CO *W EXP 09/30/202 25460L111 13 124999 SH DFND 124999 0 0 DIRECT SELLING ACQUISITIN CO CL A COM 25460L103 1709 170550 SH DFND 170550 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 17867 26353000 PRN DFND 26353000 0 0 DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 7 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 36 99298 SH DFND 99298 0 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 806 82416 SH DFND 82416 0 0 DOCGO INC *W EXP 10/02/202 256086117 142 85060 SH DFND 85060 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 6 56108 SH DFND 56108 0 0 DOUBLELINE INCOME SOLUTIONS COM 258622109 1710 140932 SH DFND 140932 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 28 148563 SH DFND 148563 0 0 DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 3125 314108 SH DFND 314108 0 0 DPCM CAP INC *W EXP 10/14/202 23344P119 57 163332 SH DFND 163332 0 0 DPCM CAP INC COM CL A 23344P101 1237 124854 SH DFND 124854 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 16362 26475000 PRN DFND 26475000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 10577 1082552 SH DFND 1082552 0 0 DROPBOX INC NOTE 3/0 26210CAC8 6361 7025000 PRN DFND 7025000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 11473 13047000 PRN DFND 13047000 0 0 DTRT HEALTH ACQUISITION CORP *W EXP 08/31/202 23344T111 9 148984 SH DFND 148984 0 0 DTRT HEALTH ACQUISITION CORP COM CL A 23344T103 5407 537968 SH DFND 537968 0 0 DUDDELL STREET ACQUISITN COR *W EXP 99/99/999 G28553116 98 137500 SH DFND 137500 0 0 DUDDELL STREET ACQUISITN COR CL A G28553108 874 88090 SH DFND 88090 0 0 DUET ACQUISITION CORP *W EXP 07/19/202 26431Q114 29 255460 SH DFND 255460 0 0 DUET ACQUISITION CORP CLASS A COM 26431Q106 2514 255460 SH DFND 255460 0 0 DUKE REALTY CORP COM NEW 264411505 46019 850156 SH DFND 850156 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 2 42499 SH DFND 42499 0 0 DWS MUN INCOME TR COM 233368109 99 10504 SH DFND 10504 0 0 E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 22 166666 SH DFND 166666 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 66 300000 SH DFND 300000 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 41 275000 SH DFND 275000 0 0 EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 39 275000 SH DFND 275000 0 0 EATON VANCE CALIF MUN BD FD COM 27828A100 861 92898 SH DFND 92898 0 0 EATON VANCE LTD DURATION INC COM 27828H105 110 10621 SH DFND 10621 0 0 EATON VANCE MUN BD FD COM 27827X101 1116 104297 SH DFND 104297 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 455 48903 SH DFND 48903 0 0 EATON VANCE SR INCOME TR SH BEN INT 27826S103 57 10521 SH DFND 10521 0 0 EDGIO INC NOTE 3.500% 8/0 53261MAB0 1276 1500000 PRN DFND 1500000 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 7 61000 SH DFND 61000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 816 83115 SH DFND 83115 0 0 EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 3 100000 SH DFND 100000 0 0 EDOC ACQUISITION CORP CL A G4000A102 686 67210 SH DFND 67210 0 0 EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 18 100000 SH DFND 100000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 5 73875 SH DFND 73875 0 0 EG ACQUISITION CORP *W EXP 05/28/202 26846A118 54 344940 SH DFND 344940 0 0 EG ACQUISITION CORP COM CL A 26846A100 6328 649996 SH DFND 649996 0 0 ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 26 100000 SH DFND 100000 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2381 245000 SH DFND 245000 0 0 ELLSWORTH GROWTH & INCOME FD COM 289074106 517 60628 SH DFND 60628 0 0 EMERGING MARKETS HORIZON COR *W EXP 11/16/202 G3033X121 29 262860 SH DFND 262860 0 0 EMERGING MARKETS HORIZON COR CLASS A ORD SHS G3033X105 5210 525720 SH DFND 525720 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 9 113496 SH DFND 113496 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 984 99994 SH DFND 99994 0 0 ENDURANCE ACQUISITION CORP *W EXP 09/01/202 G3041W115 12 100000 SH DFND 100000 0 0 ENERGEM CORP *W EXP 11/15/202 G30449121 11 125000 SH DFND 125000 0 0 ENERGEM CORP CLASS A ORD SHS G30449105 1251 125000 SH DFND 125000 0 0 ENPHYS ACQUISITION CORP *W EXP 99/99/999 G3167L117 88 549999 SH DFND 549999 0 0 ENPHYS ACQUISITION CORP CL A ORD SHS G3167L109 7360 764286 SH DFND 764286 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114 42 246969 SH DFND 246969 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 1003 100000 SH DFND 100000 0 0 EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 73 196651 SH DFND 196651 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 6 83332 SH DFND 83332 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 818 83299 SH DFND 83299 0 0 EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 7 75000 SH DFND 75000 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 862 87656 SH DFND 87656 0 0 EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 15 149999 SH DFND 149999 0 0 EQUITY DISTR ACQUISITION COR COM CL A 29465E106 675 67940 SH DFND 67940 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 49 271664 SH DFND 271664 0 0 ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 6 33332 SH DFND 33332 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 28836 39100000 PRN DFND 39100000 0 0 EUCRATES BIOMEDICAL ACQU COR *W EXP 10/23/202 G3141W122 3 45832 SH DFND 45832 0 0 EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 2 14666 SH DFND 14666 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 1958 200208 SH DFND 200208 0 0 EVE HLDG INC *W EXP 05/09/202 29970N112 72 141371 SH DFND 141371 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 35 389271 SH DFND 389271 0 0 EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109 7357 742398 SH DFND 742398 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 12745 16225000 PRN DFND 16225000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 20 195444 SH DFND 195444 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 3901 390888 SH DFND 390888 0 0 EVERGREEN CORPORATION *W EXP 02/08/202 G3312W117 29 350000 SH DFND 350000 0 0 EVERGREEN CORPORATION CLASS A ORD SHS G3312W109 4500 450000 SH DFND 450000 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 4 61500 SH DFND 61500 0 0 EVO ACQUISITION CORP COM CL A 30052G108 189 19320 SH DFND 19320 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 22611 32675000 PRN DFND 32675000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 7778 10600000 PRN DFND 10600000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 29 148965 SH DFND 148965 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 4148 414634 SH DFND 414634 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 114 125000 SH DFND 125000 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 4007 4500000 PRN DFND 4500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301AF3 9296 8900000 PRN DFND 8900000 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 10 35000 SH DFND 35000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 12994 14575000 PRN DFND 14575000 0 0 FAST ACQUISITION CORP *W EXP 08/25/202 311875116 38 77725 SH DFND 77725 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 5 37500 SH DFND 37500 0 0 FAST ACQUISITION CORP II CL A 311874101 468 47900 SH DFND 47900 0 0 FASTLY INC NOTE 3/1 31188VAB6 13350 18250000 PRN DFND 18250000 0 0 FAT PROJECTS ACQUISITION COR *W EXP 08/31/202 G3400W110 6 80000 SH DFND 80000 0 0 FAT PROJECTS ACQUISITION COR CLASS A ORD SHS G3400W102 792 80000 SH DFND 80000 0 0 FEDERATED HERMES PREM MUNI I COM 31423P108 390 35249 SH DFND 35249 0 0 FEUTUNE LIGHT ACQUISITION CO UNIT 06/01/2029 31561T201 3700 370000 SH DFND 370000 0 0 FG MERGER CORP *W EXP 06/17/202 30324Y119 22 224990 SH DFND 224990 0 0 FG MERGER CORP COMMON STOCK 30324Y101 2985 299988 SH DFND 299988 0 0 FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 3538 363290 SH DFND 363290 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 7 39600 SH DFND 39600 0 0 FIGURE ACQUISITION CORP I COM CL A 302438106 1403 143323 SH DFND 143323 0 0 FINANCIAL STRATEGIES ACQUISI *W EXP 03/31/202 31772T115 25 352400 SH DFND 352400 0 0 FINANCIAL STRATEGIES ACQUISI CLASS A COM 31772T107 3416 344018 SH DFND 344018 0 0 FINANCIAL STRATEGIES ACQUISI RIGHT 07/01/2023 31772T123 35 352400 SH DFND 352400 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 22 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 5 29748 SH DFND 29748 0 0 FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 4 49999 SH DFND 49999 0 0 FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 10 74998 SH DFND 74998 0 0 FINTECH ECOSYSTEM DEVE *W EXP 04/01/202 318136116 1 12498 SH DFND 12498 0 0 FINTECH ECOSYSTEM DEVE CLASS A COM 318136108 200 19976 SH DFND 19976 0 0 FINTECH ECOSYSTEM DEVE RIGHT 04/01/2026 318136124 2 24996 SH DFND 24996 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 2 25581 SH DFND 25581 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 605 61744 SH DFND 61744 0 0 FIRST HORIZON CORPORATION COM 320517105 46257 2129689 SH DFND 2129689 0 0 FIRST LT ACQUISITION GROUP I *W EXP 03/14/202 320703119 4 49998 SH DFND 49998 0 0 FIRST LT ACQUISITION GROUP I CL A 320703101 403 40584 SH DFND 40584 0 0 FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 3 29249 SH DFND 29249 0 0 FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 2007 205446 SH DFND 205446 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 20289 20745000 PRN DFND 20745000 0 0 FIVERR INTL LTD NOTE 11/0 33835LAA3 7428 9800000 PRN DFND 9800000 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 29270 825678 SH DFND 825678 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 16 99999 SH DFND 99999 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 1292 131973 SH DFND 131973 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 10 124124 SH DFND 124124 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 1961 197860 SH DFND 197860 0 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 29 161675 SH DFND 161675 0 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 4831 485027 SH DFND 485027 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 7 24399 SH DFND 24399 0 0 FOREST ROAD ACQUISITION COR CL A 34619V103 2948 300946 SH DFND 300946 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 8 60999 SH DFND 60999 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 996 101532 SH DFND 101532 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 2 10599 SH DFND 10599 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 1026 104125 SH DFND 104125 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 5 28179 SH DFND 28179 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 565 57430 SH DFND 57430 0 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 11 57435 SH DFND 57435 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 6139 628368 SH DFND 628368 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 24 159644 SH DFND 159644 0 0 FORTUNE RISE ACQUISITION COR CL A 34969G102 2726 270754 SH DFND 270754 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 33 150000 SH DFND 150000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 2588 264891 SH DFND 264891 0 0 FOUNDER SPAC *W EXP 04/19/202 G3661E114 97 374999 SH DFND 374999 0 0 FOUNDER SPAC CLASS A ORD SHS G3661E106 7545 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 954 94130 SH DFND 94130 0 0 FRANKLIN LTD DURATION INCOME COM 35472T101 893 132039 SH DFND 132039 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 1708 172892 SH DFND 172892 0 0 FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 6 27943 SH DFND 27943 0 0 FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 605 61752 SH DFND 61752 0 0 FRONTIER INVESTMENT CORP *W EXP 06/29/202 G36816125 10 149111 SH DFND 149111 0 0 FRONTIER INVESTMENT CORP CLASS A ORD SHS G36816109 4271 440336 SH DFND 440336 0 0 FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 3 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 *W EXP 10/19/202 29103K118 55 341217 SH DFND 341217 0 0 FTAC EMERALD ACQUISITION COR CLASS A COM 29103K100 8168 835136 SH DFND 835136 0 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 5 24999 SH DFND 24999 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 11843 1208518 SH DFND 1208518 0 0 FTAC PARNASSUS ACQUISITN COR *W EXP 03/10/202 30319B116 14 71714 SH DFND 71714 0 0 FTAC PARNASSUS ACQUISITN COR CLASS A COM 30319B108 504 51164 SH DFND 51164 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 59 367166 SH DFND 367166 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 14638 1480034 SH DFND 1480034 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 7 73997 SH DFND 73997 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 981 99996 SH DFND 99996 0 0 FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 91 57415 SH DFND 57415 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 33 113243 SH DFND 113243 0 0 FUTURE HEALTH ESG CORP COM 36118W102 1181 119486 SH DFND 119486 0 0 FUTURETECH II ACQUISITION CO *W EXP 12/23/202 36119D111 11 120000 SH DFND 120000 0 0 FUTURETECH II ACQUISITION CO CLASS A COM 36119D103 2178 217408 SH DFND 217408 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 6 48918 SH DFND 48918 0 0 G SQUARED ASCEND II INC COM CL A G42041106 670 68346 SH DFND 68346 0 0 G&P ACQUISITION CORP *W EXP 02/28/202 36146G111 22 249999 SH DFND 249999 0 0 G&P ACQUISITION CORP COM CL A 36146G103 419 42166 SH DFND 42166 0 0 G3 VRM ACQUISITION CORP RIGHT 06/29/2026 362425126 30 300000 SH DFND 300000 0 0 GABELLI DIVID & INCOME TR COM 36242H104 453 22149 SH DFND 22149 0 0 GALATA ACQUISITION CORP *W EXP 99/99/999 G3R23A116 7 86939 SH DFND 86939 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 21 259827 SH DFND 259827 0 0 GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 5577 557154 SH DFND 557154 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 7 62331 SH DFND 62331 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 3086 315584 SH DFND 315584 0 0 GARDINER HEALTHCARE ACQTS CO *W EXP 07/30/202 365506112 15 150000 SH DFND 150000 0 0 GARDINER HEALTHCARE ACQTS CO COMMON STOCK 365506104 1148 115172 SH DFND 115172 0 0 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 12510 399950 SH DFND 399950 0 0 GENERATION ASIA I ACQUISITIO *W EXP 99/99/999 G38258128 45 229698 SH DFND 229698 0 0 GENERATION ASIA I ACQUISITIO CL A ORD SHS G38258102 6196 632246 SH DFND 632246 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 9929 989922 SH DFND 989922 0 0 GENESIS UNICORN CAPITAL CORP *W EXP 06/30/202 37187C118 28 207500 SH DFND 207500 0 0 GENESIS UNICORN CAPITAL CORP CLASS A COM 37187C100 2018 202980 SH DFND 202980 0 0 GESHER I ACQUISITION CORP *W EXP 04/16/202 G38537125 39 89999 SH DFND 89999 0 0 GESHER I ACQUISITION CORP CLASS A ORD G38537109 1106 111846 SH DFND 111846 0 0 GIGCAPITAL 5 INC *W EXP 99/99/999 37519U117 20 300000 SH DFND 300000 0 0 GIGCAPITAL 5 INC COMMON STOCK 37519U109 2964 294358 SH DFND 294358 0 0 GIGINTERNATIONAL1 INC *W EXP 04/19/202 37518W114 15 277250 SH DFND 277250 0 0 GIGINTERNATIONAL1 INC COM 37518W106 1279 127100 SH DFND 127100 0 0 GLADSTONE ACQUISITION CORP *W EXP 04/01/202 37653T116 41 150750 SH DFND 150750 0 0 GLADSTONE ACQUISITION CORP CLASS A COM 37653T108 1415 140500 SH DFND 140500 0 0 GLASS HOUSES ACQUISITION COR *W EXP 03/25/202 37714P111 11 99999 SH DFND 99999 0 0 GLASS HOUSES ACQUISITION COR CLASS A COM 37714P103 1351 137666 SH DFND 137666 0 0 GLENFARNE MERGER CORP *W EXP 03/17/202 378579114 15 83332 SH DFND 83332 0 0 GLENFARNE MERGER CORP CLASS A COM 378579106 1961 201329 SH DFND 201329 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120 41 675000 SH DFND 675000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 6656 675000 SH DFND 675000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 51 675000 SH DFND 675000 0 0 GLOBAL CONSUMER ACQUISITN CO *W EXP 05/21/202 37892B116 42 222695 SH DFND 222695 0 0 GLOBAL CONSUMER ACQUISITN CO COM 37892B108 1512 150000 SH DFND 150000 0 0 GLOBAL SPAC PARTNERS CO *W EXP 11/30/202 G3934K111 4 47500 SH DFND 47500 0 0 GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K103 1149 112500 SH DFND 112500 0 0 GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 2 24999 SH DFND 24999 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 15 98747 SH DFND 98747 0 0 GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 1971 197494 SH DFND 197494 0 0 GLOBALINK INVT INC *W EXP 12/03/202 37892F125 9 200000 SH DFND 200000 0 0 GLOBALINK INVT INC COM 37892F109 5368 541640 SH DFND 541640 0 0 GLOBALINK INVT INC RIGHT 12/06/2026 37892F117 22 200000 SH DFND 200000 0 0 GO ACQUISITION CORP *W EXP 08/31/202 362019119 0 266032 SH DFND 266032 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 12 128000 SH DFND 128000 0 0 GOAL ACQUISITIONS CORP COM 38021H107 1277 130259 SH DFND 130259 0 0 GOBI ACQUISITION CORP CLASS A ORD SHS G4022Y104 1946 196000 SH DFND 196000 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 24 98745 SH DFND 98745 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 1270 126782 SH DFND 126782 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 191 55929 SH DFND 55929 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 17 211702 SH DFND 211702 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 8 87500 SH DFND 87500 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 533 54100 SH DFND 54100 0 0 GOLDEN PATH ACQUISITION CORP *W EXP 01/31/202 G4028H121 1 35000 SH DFND 35000 0 0 GOLDEN PATH ACQUISITION CORP ORDINARY SHARES G4028H105 354 35000 SH DFND 35000 0 0 GOLDEN PATH ACQUISITION CORP RIGHT 01/31/2028 G4028H113 7 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 4 34000 SH DFND 34000 0 0 GOLDENBRIDGE ACQUISITION LTD SHS G3970D104 345 34000 SH DFND 34000 0 0 GOLDENSTONE ACQUISITION LTD *W EXP 07/15/202 38136Y110 9 110000 SH DFND 110000 0 0 GOLDENSTONE ACQUISITION LTD COM 38136Y102 2060 208300 SH DFND 208300 0 0 GOLDENSTONE ACQUISITION LTD RIGHT 07/15/2026 38136Y128 26 110000 SH DFND 110000 0 0 GOOD WKS II ACQUISITION CORP *W EXP 02/01/202 38216G112 13 287818 SH DFND 287818 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 9154 10070000 PRN DFND 10070000 0 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 8 14874 SH DFND 14874 0 0 GORES HOLDINGS IX INC *W EXP 01/14/202 38287A119 776 1583329 SH DFND 1583329 0 0 GORES HOLDINGS IX INC CLASS A COM 38287A101 45446 4724115 SH DFND 4724115 0 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 21 46123 SH DFND 46123 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 3691 377431 SH DFND 377431 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 23 58577 SH DFND 58577 0 0 GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 7183 733722 SH DFND 733722 0 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 16 30895 SH DFND 30895 0 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1682 171800 SH DFND 171800 0 0 GRAF ACQUISITION CORP IV *W EXP 05/31/202 384272118 34 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 3027 3100000 PRN DFND 3100000 0 0 GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 7078 6250000 PRN DFND 6250000 0 0 GREEN VISOR FIN TEC ACQ CORP *W EXP 10/27/202 G4166K126 13 99041 SH DFND 99041 0 0 GREEN VISOR FIN TEC ACQ CORP CLASS A ORD G4166K100 1470 147030 SH DFND 147030 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 31884 34100000 PRN DFND 34100000 0 0 GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 5 150000 SH DFND 150000 0 0 GREENCITY ACQUISITION CORP COM G4086B107 361 34387 SH DFND 34387 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 6 42000 SH DFND 42000 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 814 82812 SH DFND 82812 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 6758 10600000 PRN DFND 10600000 0 0 GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110 7 17779 SH DFND 17779 0 0 GSR II METEORA ACQUISITN COR *W EXP 02/24/202 36263W121 68 750000 SH DFND 750000 0 0 GSR II METEORA ACQUISITN COR CLASS A COM 36263W105 7388 750000 SH DFND 750000 0 0 GSR II METEORA ACQUISITN COR RIGHT 02/24/2027 36263W113 71 46869 SH DFND 46869 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 7454 11975000 PRN DFND 11975000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 28 199998 SH DFND 199998 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 11171 1141078 SH DFND 1141078 0 0 H I G ACQUISITION CORP *W EXP 99/99/999 G44898123 9 90205 SH DFND 90205 0 0 H I G ACQUISITION CORP COM CL A G44898107 1106 111684 SH DFND 111684 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 41 313219 SH DFND 313219 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 4 42999 SH DFND 42999 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 3523 358749 SH DFND 358749 0 0 HAWKS ACQUISITION CORP *W EXP 99/99/999 42032P116 14 87498 SH DFND 87498 0 0 HAWKS ACQUISITION CORP CL A 42032P108 2663 272887 SH DFND 272887 0 0 HCM ACQUISITION CO *W EXP 01/20/202 G4365A127 50 502881 SH DFND 502881 0 0 HCM ACQUISITION CO CLASS A ORD SHS G4365A101 10098 1005764 SH DFND 1005764 0 0 HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 16 115832 SH DFND 115832 0 0 HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 9433 954785 SH DFND 954785 0 0 HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3 4271 4775000 PRN DFND 4775000 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 34 284579 SH DFND 284579 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 5646 569158 SH DFND 569158 0 0 HEALTHCARE SERVICES ACQU COR *W EXP 12/28/202 42227K112 8 75000 SH DFND 75000 0 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 30079 1077715 SH DFND 1077715 0 0 HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117 56 300750 SH DFND 300750 0 0 HEALTHWELL ACQUISITION CORP CLASS A COM 42227R109 123 12700 SH DFND 12700 0 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 102 699998 SH DFND 699998 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 13930 1399998 SH DFND 1399998 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 2441 2575000 PRN DFND 2575000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 4805 5000000 PRN DFND 5000000 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 8 39618 SH DFND 39618 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 3261 332049 SH DFND 332049 0 0 HENNESSY CAPITAL INVST CORP *W EXP 06/10/202 42600H116 147 566664 SH DFND 566664 0 0 HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 5 32149 SH DFND 32149 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 2 25000 SH DFND 25000 0 0 HHG CAPITAL CORPORATION ORDINARY SHARES G4R23P103 251 25000 SH DFND 25000 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 3 25000 SH DFND 25000 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 12/02/202 G44690124 3 24285 SH DFND 24285 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1356 137575 SH DFND 137575 0 0 HNR ACQUISITION CORP *W EXP 02/04/202 40472A128 15 150000 SH DFND 150000 0 0 HNR ACQUISITION CORP COM 40472A102 1482 148800 SH DFND 148800 0 0 HOME PLATE ACQUISITION CORP *W EXP 09/30/202 43734R111 9 49998 SH DFND 49998 0 0 HOME PLATE ACQUISITION CORP CL A COM 43734R103 967 99280 SH DFND 99280 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1051 1075000 PRN DFND 1075000 0 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 8 49999 SH DFND 49999 0 0 HORIZON ACQUISITION CORPORAT SHS CL A G46044106 2478 250000 SH DFND 250000 0 0 HPX CORP *W EXP 07/14/202 G32219126 12 150000 SH DFND 150000 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 5 50498 SH DFND 50498 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 7803 796265 SH DFND 796265 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 4 30500 SH DFND 30500 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 4564 463823 SH DFND 463823 0 0 HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 9 74996 SH DFND 74996 0 0 HUMANCO ACQUISITION CORP COM CL A 44487N109 4184 424811 SH DFND 424811 0 0 HUMANCO ACQUISITION CORP UNIT 12/08/2023 44487N208 1057 107000 SH DFND 107000 0 0 HUNT COMPANIES ACQUISITIO *W EXP 99/99/999 G46482124 22 148563 SH DFND 148563 0 0 HUNT COMPANIES ACQUISITIO CL ACOM G46482108 2152 214108 SH DFND 214108 0 0 IBERE PHARMACEUTICALS *W EXP 03/01/202 G46843119 3 37500 SH DFND 37500 0 0 IBERE PHARMACEUTICALS SHS CL A G46843101 981 100000 SH DFND 100000 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 34 246868 SH DFND 246868 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 3927 392662 SH DFND 392662 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 42 312500 SH DFND 312500 0 0 IG ACQUISITION CORP COM CL A 449534106 495 50003 SH DFND 50003 0 0 IGNYTE ACQUISITION CORP *W EXP 01/05/202 45175H114 5 25000 SH DFND 25000 0 0 IGNYTE ACQUISITION CORP COM 45175H106 345 35000 SH DFND 35000 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 17 149997 SH DFND 149997 0 0 INCEPTION GROWTH ACQUSTN LTD COMMON STOCK 45333D104 3454 349994 SH DFND 349994 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 39 299994 SH DFND 299994 0 0 INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 3 15000 SH DFND 15000 0 0 INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 8705 887321 SH DFND 887321 0 0 INDUSTRIAL HUMAN CAPITAL INC *W EXP 11/27/202 45617P112 8 200000 SH DFND 200000 0 0 INDUSTRIAL HUMAN CAPITAL INC COM 45617P104 903 90072 SH DFND 90072 0 0 INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 27 182498 SH DFND 182498 0 0 INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 3628 364996 SH DFND 364996 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 20235 20090000 PRN DFND 20090000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 24 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 5 86649 SH DFND 86649 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 1738 173298 SH DFND 173298 0 0 INFLECTION POINT ACQUSTN COR *W EXP 09/21/202 G47874113 41 374998 SH DFND 374998 0 0 INFLECTION POINT ACQUSTN COR CLASS A ORD G47874121 7222 749999 SH DFND 749999 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 23 246891 SH DFND 246891 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 4963 493782 SH DFND 493782 0 0 INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 215 121699 SH DFND 121699 0 0 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 2825 5000000 PRN DFND 5000000 0 0 INSIGHT ACQUISITION CORP *W EXP 08/26/202 45784L118 11 62498 SH DFND 62498 0 0 INSIGHT ACQUISITION CORP COM CL A 45784L100 513 52262 SH DFND 52262 0 0 INSIGHT SELECT INCOME FD COM 45781W109 329 20495 SH DFND 20495 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 3 33332 SH DFND 33332 0 0 INSU ACQUISITION CORP III COM CL A 457817104 2463 250000 SH DFND 250000 0 0 INTEGRAL ACQUISITION CORP 1 *W EXP 05/31/202 45827K119 22 172002 SH DFND 172002 0 0 INTEGRAL ACQUISITION CORP 1 CLASS A COM 45827K101 3413 344004 SH DFND 344004 0 0 INTEGRATED RAIL AND RES ACQ *W EXP 99/99/999 45827R114 50 171082 SH DFND 171082 0 0 INTEGRATED RAIL AND RES ACQ CL A COM 45827R106 3405 342164 SH DFND 342164 0 0 INTEGRATED WELLNESS ACQ CORP *W EXP 10/31/202 G4828B118 42 248748 SH DFND 248748 0 0 INTEGRATED WELLNESS ACQ CORP ORD SHS CL A G4828B100 4910 492526 SH DFND 492526 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 23 173930 SH DFND 173930 0 0 INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106 4560 455090 SH DFND 455090 0 0 INTERPRIVATE II ACQUISITION *W EXP 03/09/202 46064Q116 3 31428 SH DFND 31428 0 0 INTERPRIVATE II ACQUISITION CL A COM 46064Q108 1787 182500 SH DFND 182500 0 0 INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114 13 31400 SH DFND 31400 0 0 INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1671 170500 SH DFND 170500 0 0 INTERPRIVATE IV INFRATECH PR *W EXP 03/05/202 46064T110 6 24800 SH DFND 24800 0 0 INTERPRIVATE IV INFRATECH PR CLASS A COM 46064T102 2136 218000 SH DFND 218000 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 559 1117803 SH DFND 1117803 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 3168 6375000 PRN DFND 6375000 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 134 14166 SH DFND 14166 0 0 INVESCO CALIF VALUE MUN INCO COM 46132H106 489 46265 SH DFND 46265 0 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 915 88569 SH DFND 88569 0 0 INVESCO MUNICIPAL TRUST COM 46131J103 916 90142 SH DFND 90142 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 275 26257 SH DFND 26257 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 881 86244 SH DFND 86244 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 549 52155 SH DFND 52155 0 0 INVESCO TR INVT GRADE NEW YO COM 46131T101 118 10997 SH DFND 10997 0 0 INVESCO VALUE MUN INCOME TR COM 46132P108 155 12071 SH DFND 12071 0 0 INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113 85 654798 SH DFND 654798 0 0 INVESTCORP EUROPE ACQUISITIO CLASS A ORD SHS G4923T105 13122 1309597 SH DFND 1309597 0 0 INVESTCORP INDIA ACQUISTN CO UNIT 06/01/2028 G49219119 6042 600000 SH DFND 600000 0 0 ION ACQUISITION CORP 3 LTD SHS CL A G4940J114 3311 339609 SH DFND 339609 0 0 IRON SPARK I INC CLASS A COM 46301G103 2136 216814 SH DFND 216814 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 5486 5200000 PRN DFND 5200000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 8829 8100000 PRN DFND 8100000 0 0 ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 3 99999 SH DFND 99999 0 0 ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 7 25000 SH DFND 25000 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 649 65180 SH DFND 65180 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 2 19500 SH DFND 19500 0 0 IX ACQUISITION CORP *W EXP 07/31/202 G5000D111 15 150000 SH DFND 150000 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 2 23190 SH DFND 23190 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 851 86552 SH DFND 86552 0 0 JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 80 532838 SH DFND 532838 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 10486 1065676 SH DFND 1065676 0 0 JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130 112 749998 SH DFND 749998 0 0 JAGUAR GLOBAL GROWTH CORP I CLASS A ORD SHS G5S11A106 15655 1574996 SH DFND 1574996 0 0 JAGUAR GLOBAL GROWTH CORP I RIGHT 01/01/2027 G5S11A155 270 1499996 SH DFND 1499996 0 0 JATT ACQUISITION CORP *W EXP 07/19/202 G50752123 14 75000 SH DFND 75000 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 23 62499 SH DFND 62499 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 1383 142000 SH DFND 142000 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 20 50000 SH DFND 50000 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 2935 301000 SH DFND 301000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 4 17500 SH DFND 17500 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 12361 1257505 SH DFND 1257505 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 5554 7500000 PRN DFND 7500000 0 0 JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 4 38999 SH DFND 38999 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 6985 712785 SH DFND 712785 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 28 149083 SH DFND 149083 0 0 JUNIPER II CORP CL A COM 48203N103 7777 783166 SH DFND 783166 0 0 JUPITER ACQUISITION CORP *W EXP 08/17/202 482082112 34 225750 SH DFND 225750 0 0 JUPITER ACQUISITION CORP CL A 482082104 4241 439500 SH DFND 439500 0 0 JUPITER WELLNESS ACQUISITION CLASS A COM 48208E108 2132 214489 SH DFND 214489 0 0 JUPITER WELLNESS ACQUISITION RIGHT 12/31/2028 48208E116 53 439988 SH DFND 439988 0 0 KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 25 237499 SH DFND 237499 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 2174 222278 SH DFND 222278 0 0 KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 1 31346 SH DFND 31346 0 0 KAIROUS ACQUISITION CORP LTD *W EXP 09/15/202 G52131128 7 93748 SH DFND 93748 0 0 KAIROUS ACQUISITION CORP LTD ORDINARY SHARES G52131110 2101 210696 SH DFND 210696 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 23 187496 SH DFND 187496 0 0 KALERA PUBLIC LIMITED CO *W EXP 06/27/202 G52251116 26 113998 SH DFND 113998 0 0 KENSINGTON CAP ACQ CORP IV *W EXP 99/99/999 G52519116 262 903188 SH DFND 903188 0 0 KENSINGTON CAP ACQ CORP IV UNIT 99/99/9999 G52519157 8680 903188 SH DFND 903188 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 53 263625 SH DFND 263625 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 241 24418 SH DFND 24418 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 4 37499 SH DFND 37499 0 0 KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 321 32712 SH DFND 32712 0 0 KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112 43 357498 SH DFND 357498 0 0 KEYARCH ACQUISITION CORP ORD SHS CL A G5260A104 7009 711971 SH DFND 711971 0 0 KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120 122 714997 SH DFND 714997 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 8528 875600 SH DFND 875600 0 0 KIMBELL TIGER ACQUISITION CO *W EXP 09/15/202 49436K114 103 569997 SH DFND 569997 0 0 KIMBELL TIGER ACQUISITION CO COM CL A 49436K106 11277 1125424 SH DFND 1125424 0 0 KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 14 193622 SH DFND 193622 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 12 99999 SH DFND 99999 0 0 KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 0 13332 SH DFND 13332 0 0 KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 1 15000 SH DFND 15000 0 0 KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 15 40750 SH DFND 40750 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 9081 927548 SH DFND 927548 0 0 KKR INCOME OPPORTUNITIES FD COM 48249T106 499 42873 SH DFND 42873 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 6 38665 SH DFND 38665 0 0 KL ACQUISITION CORP COM CL A 49837C109 982 99817 SH DFND 99817 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 4 49999 SH DFND 49999 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 70 580728 SH DFND 580728 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 11638 1161458 SH DFND 1161458 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 3 33332 SH DFND 33332 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 2472 252294 SH DFND 252294 0 0 L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 10 65000 SH DFND 65000 0 0 LAKESHORE ACQUISITION I CORP *W EXP 07/15/202 G53521111 7 28125 SH DFND 28125 0 0 LAKESHORE ACQUISITION II COR *W EXP 11/18/202 G5352N121 5 62498 SH DFND 62498 0 0 LAKESHORE ACQUISITION II COR ORDINARY SHARES G5352N105 2725 274996 SH DFND 274996 0 0 LAKESHORE ACQUISITION II COR RIGHT 11/18/2026 G5352N113 14 124996 SH DFND 124996 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 7 99042 SH DFND 99042 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 1423 142844 SH DFND 142844 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 40 125000 SH DFND 125000 0 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 407 41590 SH DFND 41590 0 0 LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 167 794693 SH DFND 794693 0 0 LARKSPUR HEALTH ACQUISITION *W EXP 12/20/202 51724W115 15 138981 SH DFND 138981 0 0 LARKSPUR HEALTH ACQUISITION CLASS A COM 51724W107 1818 183093 SH DFND 183093 0 0 LATAMGROWTH SPAC *W EXP 01/20/202 G5380L121 68 564999 SH DFND 564999 0 0 LATAMGROWTH SPAC CLASS A ORD SHS G5380L105 11255 1129998 SH DFND 1129998 0 0 LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110 8 75948 SH DFND 75948 0 0 LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102 1513 151896 SH DFND 151896 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 3 10000 SH DFND 10000 0 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 3809 389450 SH DFND 389450 0 0 LDH GROWTH CORP I *W EXP 03/17/202 G54094126 7 27399 SH DFND 27399 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 1447 148100 SH DFND 148100 0 0 LEAFLY HOLDINGS INC *W EXP 11/07/202 52178J113 130 191612 SH DFND 191612 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 7 81364 SH DFND 81364 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 1618 162728 SH DFND 162728 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 23 226666 SH DFND 226666 0 0 LEFTERIS ACQUISITION CORP COM CL A 52470X109 477 48167 SH DFND 48167 0 0 LEGATO MERGER CORP II *W EXP 09/01/202 52473Y112 58 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 17265 25427000 PRN DFND 25427000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 1 12499 SH DFND 12499 0 0 LEO HLDGS CORP II COM CL A G5463R102 659 66870 SH DFND 66870 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 4869 497900 SH DFND 497900 0 0 LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 4 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 17 170943 SH DFND 170943 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 3415 341886 SH DFND 341886 0 0 LHC GROUP INC COM 50187A107 48804 314947 SH DFND 314947 0 0 LIBERTY MEDIA ACQUISITION CO *W EXP 99/99/999 53073L112 11 23600 SH DFND 23600 0 0 LIBERTY MEDIA ACQUISITION CO COM SR A 53073L104 327 33250 SH DFND 33250 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 22 150000 SH DFND 150000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 1489 148570 SH DFND 148570 0 0 LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 3 50000 SH DFND 50000 0 0 LIONHEART III CORP *W EXP 11/09/202 536262116 25 147383 SH DFND 147383 0 0 LIONHEART III CORP CLASS A COM 536262108 1480 147998 SH DFND 147998 0 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 65 539991 SH DFND 539991 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 7213 719888 SH DFND 719888 0 0 LIVE OAK CRESTVIEW CLIMATE A *W EXP 09/27/202 538086117 36 133330 SH DFND 133330 0 0 LIVE OAK CRESTVIEW CLIMATE A CL A COM 538086109 3787 394106 SH DFND 394106 0 0 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 4 25680 SH DFND 25680 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 2220 226580 SH DFND 226580 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 14184 19600000 PRN DFND 19600000 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 6 50000 SH DFND 50000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 310 30465 SH DFND 30465 0 0 LOGISTICS INNOVTN TECHNLGS C *W EXP 06/15/202 54141L118 27 169078 SH DFND 169078 0 0 LOGISTICS INNOVTN TECHNLGS C CLASS A COM 54141L100 4680 481521 SH DFND 481521 0 0 LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 6 46000 SH DFND 46000 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 7348 752062 SH DFND 752062 0 0 LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 33 223328 SH DFND 223328 0 0 LUX HEALTH TECH ACQUISITION COM CL A 55068A100 6687 676137 SH DFND 676137 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 19585 23000000 PRN DFND 23000000 0 0 M3 BRIGADE ACQUISITION II CO *W EXP 03/09/202 553800111 50 499999 SH DFND 499999 0 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 3288 335127 SH DFND 335127 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 40 331036 SH DFND 331036 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 3487 349776 SH DFND 349776 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 17452 19945000 PRN DFND 19945000 0 0 MACONDRAY CAP ACQUISITN CORP *W EXP 05/31/202 G5853A115 13 128192 SH DFND 128192 0 0 MACONDRAY CAP ACQUISITN CORP CLASS A ORD SHS G5853A107 3514 353156 SH DFND 353156 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 10132 13880000 PRN DFND 13880000 0 0 MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 4 49999 SH DFND 49999 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 2187 223414 SH DFND 223414 0 0 MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 7735 7825000 PRN DFND 7825000 0 0 MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109 9 200000 SH DFND 200000 0 0 MALACCA STRAITS ACQUISITION COM CL A G5859B117 589 57927 SH DFND 57927 0 0 MANA CAP ACQUISITION CORP *W EXP 12/01/202 56168P120 8 49996 SH DFND 49996 0 0 MANA CAP ACQUISITION CORP COMMON STOCK 56168P104 987 99334 SH DFND 99334 0 0 MANA CAP ACQUISITION CORP RIGHT 06/01/2024 56168P112 23 99992 SH DFND 99992 0 0 MANDIANT INC COM 562662106 47986 2223648 SH DFND 2223648 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 11535 11375000 PRN DFND 11375000 0 0 MANTECH INTERNATIONAL CORP CL A 564563104 19038 199455 SH DFND 199455 0 0 MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 20 200155 SH DFND 200155 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 140 1399998 SH DFND 1399998 0 0 MARBLEGATE ACQUISITION CORP COM CL A 56608A105 933 94461 SH DFND 94461 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 2 14405 SH DFND 14405 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 9 66665 SH DFND 66665 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 9661 987800 SH DFND 987800 0 0 MAXPRO CAPITAL ACQUISITN COR *W EXP 09/27/202 57778T114 2 22000 SH DFND 22000 0 0 MAXPRO CAPITAL ACQUISITN COR CLASS A COM 57778T106 221 22000 SH DFND 22000 0 0 MCLAREN TECHNOLOGY ACQ CORP *W EXP 11/01/202 58176U117 29 248473 SH DFND 248473 0 0 MCLAREN TECHNOLOGY ACQ CORP CLASS A COM 58176U109 4974 496946 SH DFND 496946 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 11 125000 SH DFND 125000 0 0 MDH ACQUISITION CORP COM CL A 55283P106 5911 601280 SH DFND 601280 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 6 66665 SH DFND 66665 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 1335 135717 SH DFND 135717 0 0 MELI KASZEK PIONEER CORP CLASS A ORD G5S74L106 7425 750000 SH DFND 750000 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 33 220069 SH DFND 220069 0 0 MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108 3681 369544 SH DFND 369544 0 0 MERCURY ECOM ACQUISITION COR CLASS A COM 589381102 1013 102449 SH DFND 102449 0 0 MERITOR INC COM 59001K100 26716 735374 SH DFND 735374 0 0 METAL SKY STAR ACQUISITION C *W EXP 03/31/202 G6053N121 36 445000 SH DFND 445000 0 0 METAL SKY STAR ACQUISITION C ORDINARY SHARES G6053N105 4365 445000 SH DFND 445000 0 0 METAL SKY STAR ACQUISITION C RIGHT 03/30/2024 G6053N113 52 445000 SH DFND 445000 0 0 METALS ACQUISITION CORP *W EXP 99/99/999 G60405126 58 108831 SH DFND 108831 0 0 METALS ACQUISITION CORP SHS CL A G60405100 2322 237231 SH DFND 237231 0 0 MFS MUN INCOME TR SH BEN INT 552738106 410 75459 SH DFND 75459 0 0 MINORITY EQUALITY OPPORTUNIT *W EXP 08/26/202 60436Q118 8 100000 SH DFND 100000 0 0 MINORITY EQUALITY OPPORTUNIT CLASS A COM 60436Q100 604 59876 SH DFND 59876 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 4 50700 SH DFND 50700 0 0 MODEL PERFORMANCE ACQU CORP *W EXP 04/29/202 G6246M139 3 30000 SH DFND 30000 0 0 MODEL PERFORMANCE ACQU CORP RIGHT 04/29/2026 G6246M121 6 60000 SH DFND 60000 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 19864 1986352 SH DFND 1986352 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 28 161435 SH DFND 161435 0 0 MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 2 21228 SH DFND 21228 0 0 MONTEREY BIO ACQUISITION COR COM 61240F108 211 21076 SH DFND 21076 0 0 MONTEREY CAP ACQUISITION COR UNIT 05/10/2027 61244M208 2988 300000 SH DFND 300000 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 6 64500 SH DFND 64500 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 813 82750 SH DFND 82750 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 2 20000 SH DFND 20000 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 1473 150000 SH DFND 150000 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 80 305990 SH DFND 305990 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 9082 918270 SH DFND 918270 0 0 MOUNT RAINIER ACQUISITION CO *W EXP 11/27/202 623006111 30 198614 SH DFND 198614 0 0 MOUNT RAINIER ACQUISITION CO COM 623006103 1984 198614 SH DFND 198614 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 16 160949 SH DFND 160949 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 2350 232248 SH DFND 232248 0 0 MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 33 200290 SH DFND 200290 0 0 MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 15 40000 SH DFND 40000 0 0 MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 671 68492 SH DFND 68492 0 0 MSP RECOVERY INC *W EXP 05/23/202 553745118 940 445408 SH DFND 445408 0 0 MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 49 173507 SH DFND 173507 0 0 MURPHY CANYON ACQUISITION CO *W EXP 01/25/202 626642110 30 300000 SH DFND 300000 0 0 MURPHY CANYON ACQUISITION CO CLASS A COM 626642102 4238 422517 SH DFND 422517 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 90 347945 SH DFND 347945 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 4417 441702 SH DFND 441702 0 0 NATIONAL ENERGY SERVICES REU *W EXP 06/06/202 G6375R115 62 309961 SH DFND 309961 0 0 NATURAL ORDER ACQUISITION CO COM 63889L107 3910 395790 SH DFND 395790 0 0 NATUS MED INC DEL COM 639050103 5876 179319 SH DFND 179319 0 0 NEOPHOTONICS CORP COM 64051T100 13729 872818 SH DFND 872818 0 0 NEUBERGER BERMAN HIGH YIELD COM 64128C106 362 43253 SH DFND 43253 0 0 NEUBERGER BERMAN MUN FD INC COM 64124P101 279 24942 SH DFND 24942 0 0 NEW PROVIDENCE ACQSITN CORP *W EXP 11/09/202 64823D110 21 147060 SH DFND 147060 0 0 NEW PROVIDENCE ACQSITN CORP CLASS A COM 64823D102 5938 596179 SH DFND 596179 0 0 NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 1 12666 SH DFND 12666 0 0 NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 20 150000 SH DFND 150000 0 0 NEWBURY STREET ACQUISITN COR COM 65101L104 2612 267650 SH DFND 267650 0 0 NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 10 148125 SH DFND 148125 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 569 56574 SH DFND 56574 0 0 NEWHOLD INVESTMENT CORP II *W EXP 10/21/202 651450116 30 148965 SH DFND 148965 0 0 NEWHOLD INVESTMENT CORP II COM CL A 651450108 2941 297930 SH DFND 297930 0 0 NEXTERS INC *W EXP 08/26/202 G6529J118 0 159632 SH DFND 159632 0 0 NEXTNAV INC *W EXP 10/28/202 65345N114 37 86093 SH DFND 86093 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 21222 915541 SH DFND 915541 0 0 NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 10 36137 SH DFND 36137 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 6650 682747 SH DFND 682747 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 5 50000 SH DFND 50000 0 0 NOCTURNE ACQUISITION CORP ORDINARY SHARES G6580S114 487 47560 SH DFND 47560 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 2 17666 SH DFND 17666 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 45 150000 SH DFND 150000 0 0 NORTHERN GENESIS ACQU CORP I *W EXP 12/31/202 66516W115 32 97701 SH DFND 97701 0 0 NORTHERN GENESIS ACQU CORP I COM 66516W107 470 48008 SH DFND 48008 0 0 NORTHERN LIGHTS ACQUISITN CO *W EXP 11/01/202 66538L113 23 99998 SH DFND 99998 0 0 NORTHERN LIGHTS ACQUISITN CO CLASS A COM 66538L105 1404 136217 SH DFND 136217 0 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 4 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 843 85992 SH DFND 85992 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 4 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1805 184192 SH DFND 184192 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 3 24799 SH DFND 24799 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 25 224997 SH DFND 224997 0 0 NORTHVIEW ACQUISITION CORP COM 66718N103 6789 688489 SH DFND 688489 0 0 NORTHVIEW ACQUISITION CORP RIGHT 99/99/9999 66718N129 53 450000 SH DFND 450000 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 4 76500 SH DFND 76500 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 7 76500 SH DFND 76500 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 4198 4850000 PRN DFND 4850000 0 0 NUBIA BRAND INTERNATIONAL CO *W EXP 11/16/202 67022R111 54 494497 SH DFND 494497 0 0 NUBIA BRAND INTERNATIONAL CO CLASS A COM 67022R103 9860 988994 SH DFND 988994 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 1235 105125 SH DFND 105125 0 0 NUVEEN AMT-FREE MUN VALUE FD COM 670695105 220 15556 SH DFND 15556 0 0 NUVEEN CA QUALTY MUN INCOME COM 67066Y105 894 72539 SH DFND 72539 0 0 NUVEEN CALIFORNIA MUNI VLU F COM STK 67062C107 332 37974 SH DFND 37974 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 849 163311 SH DFND 163311 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 1694 134846 SH DFND 134846 0 0 NUVEEN NEW YORK QLT MUN INC COM 67066X107 393 33494 SH DFND 33494 0 0 NUVEEN OHIO QLTY MUN INCOME COM 670980101 504 39755 SH DFND 39755 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 334 27423 SH DFND 27423 0 0 NUVEEN PFD & INCM SECURTIES COM 67072C105 1652 227608 SH DFND 227608 0 0 NUVEEN PFD & INCOME OPPORTUN COM 67073B106 1210 158209 SH DFND 158209 0 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 17703 24725000 PRN DFND 24725000 0 0 OCA ACQUISITION CORP *W EXP 01/14/202 670865112 5 95769 SH DFND 95769 0 0 OCA ACQUISITION CORP COM CL A 670865104 1271 126721 SH DFND 126721 0 0 OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115 26 257010 SH DFND 257010 0 0 OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117 11 42322 SH DFND 42322 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 9525 11380000 PRN DFND 11380000 0 0 OMEGA ALPHA SPAC CL A G6749V107 156 15793 SH DFND 15793 0 0 OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116 16 134177 SH DFND 134177 0 0 OMNILIT ACQUISITION CORP CLASS A COM 68218C108 3180 318354 SH DFND 318354 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 5 39999 SH DFND 39999 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 499 50770 SH DFND 50770 0 0 ONYX ACQUISITION CO I *W EXP 11/30/202 G6755Q117 18 148568 SH DFND 148568 0 0 ONYX ACQUISITION CO I SHS CL A G6755Q109 2974 297136 SH DFND 297136 0 0 OPY ACQUISITION CORP I *W EXP 09/22/202 671005114 25 99288 SH DFND 99288 0 0 OPY ACQUISITION CORP I COM CL A 671005106 4660 473576 SH DFND 473576 0 0 ORION ACQUISITION CORP *W EXP 02/19/202 68626A116 4 47247 SH DFND 47247 0 0 ORION ACQUISITION CORP COM CL A 68626A108 2773 282992 SH DFND 282992 0 0 ORION BIOTECH OPPORTUNTES CO *W EXP 04/15/202 G6780C117 6 40000 SH DFND 40000 0 0 ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS G6780C109 1948 200000 SH DFND 200000 0 0 OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 83 427320 SH DFND 427320 0 0 OTONOMO TECHNOLOGIES LTD *W EXP 08/13/202 M7571L111 38 476070 SH DFND 476070 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 14 126500 SH DFND 126500 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 8 75000 SH DFND 75000 0 0 OYSTER ENTERPRISES ACQ CORP *W EXP 01/20/202 69242M112 9 69000 SH DFND 69000 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 814 83000 SH DFND 83000 0 0 PACIFICO ACQUISITION CORP COM 69512X103 501 50000 SH DFND 50000 0 0 PACIFICO ACQUISITION CORP RIGHT 07/15/2026 69512X111 7 50000 SH DFND 50000 0 0 PALO ALTO NETWORKS INC COM 697435105 280 578 SH DFND 578 0 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 1692 173400 SH DFND 173400 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 61 612496 SH DFND 612496 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 12238 1224994 SH DFND 1224994 0 0 PARABELLUM ACQUISITION CORP *W EXP 99/99/999 69901P117 8 59999 SH DFND 59999 0 0 PARABELLUM ACQUISITION CORP COM CL A 69901P109 331 33594 SH DFND 33594 0 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 2936 120446 SH DFND 120446 0 0 PARSEC CAPITAL ACQUISITION *W EXP 10/05/202 70184A116 4 30000 SH DFND 30000 0 0 PARSEC CAPITAL ACQUISITION CL A 70184A108 2634 261792 SH DFND 261792 0 0 PATHFINDER ACQUISITION CORP CL A G04119106 1438 146444 SH DFND 146444 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117 78 599997 SH DFND 599997 0 0 PATRIA LATIN AMRCN OPPRNTY A CLASS A ORD SHS G69454109 12036 1199994 SH DFND 1199994 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 2306 189455 SH DFND 189455 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 60 375104 SH DFND 375104 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 7532 750208 SH DFND 750208 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 72 172809 SH DFND 172809 0 0 PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 646 65146 SH DFND 65146 0 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 9318 14675000 PRN DFND 14675000 0 0 PEPPERLIME HEALTH ACQUSTN CO *W EXP 10/01/202 G70021111 76 299999 SH DFND 299999 0 0 PEPPERLIME HEALTH ACQUSTN CO CLASS A ORD SHS G70021103 3869 388080 SH DFND 388080 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 16 172822 SH DFND 172822 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 7249 721976 SH DFND 721976 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 4 19999 SH DFND 19999 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 981 100000 SH DFND 100000 0 0 PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 11 24999 SH DFND 24999 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 2567 104585 SH DFND 104585 0 0 PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 12 27777 SH DFND 27777 0 0 PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 9985 500000 SH DFND 500000 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 5358 5578000 PRN DFND 5578000 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 25 249998 SH DFND 249998 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 3640 362918 SH DFND 362918 0 0 PHP VENTURES ACQUISITION COR *W EXP 01/01/202 69291C114 3 35750 SH DFND 35750 0 0 PHP VENTURES ACQUISITION COR CLASS A COM 69291C106 332 33000 SH DFND 33000 0 0 PHP VENTURES ACQUISITION COR RIGHT 01/01/2023 69291C122 4 71500 SH DFND 71500 0 0 PINE IS ACQUISITION CORP *W EXP 10/29/202 722615119 70 233427 SH DFND 233427 0 0 PINE TECHNOLOGY ACQUISITN CO *W EXP 03/31/202 722850112 28 299999 SH DFND 299999 0 0 PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 3937 403011 SH DFND 403011 0 0 PIONEER FLOATING RATE FUND I COM 72369J102 316 35574 SH DFND 35574 0 0 PIONEER HIGH INCOME FUND INC COM 72369H106 339 48080 SH DFND 48080 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 2 16666 SH DFND 16666 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 251 28699 SH DFND 28699 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 531 57212 SH DFND 57212 0 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 3 26951 SH DFND 26951 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 709 72230 SH DFND 72230 0 0 PLANTRONICS INC NEW COM 727493108 14884 375111 SH DFND 375111 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 7 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 28 250000 SH DFND 250000 0 0 PNM RES INC COM 69349H107 37092 776307 SH DFND 776307 0 0 PONO CAPITAL CORP *W EXP 09/30/202 732450119 13 214872 SH DFND 214872 0 0 PONO CAPITAL CORP CLASS A COM 732450101 2854 282307 SH DFND 282307 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 2 17666 SH DFND 17666 0 0 PONTEM CORPORATION SHS CL A G71707106 4925 500000 SH DFND 500000 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 6 62444 SH DFND 62444 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 674 68150 SH DFND 68150 0 0 PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 16 79330 SH DFND 79330 0 0 PORTAGE FINTECH ACQUISITN CO CLASS A ORD SHS G7185D106 4171 429963 SH DFND 429963 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 28 100000 SH DFND 100000 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 583 60110 SH DFND 60110 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 83 435239 SH DFND 435239 0 0 POWER & DIGITAL INFRASTRUCTU CLASS A COM 73919C100 17085 1736269 SH DFND 1736269 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 1 16666 SH DFND 16666 0 0 POWERUP ACQUISITION CORP *W EXP 05/23/202 G7207P129 80 669998 SH DFND 669998 0 0 POWERUP ACQUISITION CORP CLASS A ORDI SHS G7207P103 13373 1339997 SH DFND 1339997 0 0 PRECIGEN INC COM 74017N105 32 23855 SH DFND 23855 0 0 PRECIGEN INC NOTE 3.500% 7/0 46122TAA0 2750 3450000 PRN DFND 3450000 0 0 PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114 32 78074 SH DFND 78074 0 0 PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 3 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 8 133333 SH DFND 133333 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 681 68130 SH DFND 68130 0 0 PRIME NO ACQUISITION I CORP UNIT 07/31/2027 74168P206 1500 150000 SH DFND 150000 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 8 50000 SH DFND 50000 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 2618 267178 SH DFND 267178 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 7 66500 SH DFND 66500 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 31 222320 SH DFND 222320 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 4335 444640 SH DFND 444640 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 22 219985 SH DFND 219985 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 3704 374484 SH DFND 374484 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 9 123874 SH DFND 123874 0 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 432 44104 SH DFND 44104 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 9 85596 SH DFND 85596 0 0 PROS HOLDINGS INC NOTE 2.250% 9/1 74346YAG8 2328 2575000 PRN DFND 2575000 0 0 PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 920 896000 PRN DFND 896000 0 0 PROSPECTOR CAPITAL CORP *W EXP 01/11/202 G7273A113 2 16666 SH DFND 16666 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 1850 187788 SH DFND 187788 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 3 20499 SH DFND 20499 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 20450 109337 SH DFND 109337 0 0 PTC THERAPEUTICS INC NOTE 1.500% 9/1 69366JAD3 29840 28460000 PRN DFND 28460000 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 9 49999 SH DFND 49999 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 8920 913939 SH DFND 913939 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 30 98756 SH DFND 98756 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 1975 197512 SH DFND 197512 0 0 QUANERGY SYSTEMS INC *W EXP 02/01/202 74764U112 3 52199 SH DFND 52199 0 0 QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 546 55570 SH DFND 55570 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 36 123802 SH DFND 123802 0 0 RCF ACQUISITION CORP CL A COM G7330C102 1831 183872 SH DFND 183872 0 0 REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 7691 10500000 PRN DFND 10500000 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 17 250000 SH DFND 250000 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 1 33333 SH DFND 33333 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 975 97940 SH DFND 97940 0 0 REDFIN CORP NOTE 0.500% 4/0 75737FAE8 13287 27885000 PRN DFND 27885000 0 0 REDFIN CORP NOTE 10/1 75737FAC2 5955 10000000 PRN DFND 10000000 0 0 REDWOODS ACQUISITION CORP *W EXP 03/15/202 758083117 18 250000 SH DFND 250000 0 0 REDWOODS ACQUISITION CORP COM 758083109 2468 250000 SH DFND 250000 0 0 REDWOODS ACQUISITION CORP RIGHT 03/15/2027 758083125 25 250000 SH DFND 250000 0 0 REE AUTOMOTIVE LTD *W EXP 07/22/202 M8287R111 15 82016 SH DFND 82016 0 0 RELATIVITY ACQUISITION CORP *W EXP 12/15/202 75944B114 43 475100 SH DFND 475100 0 0 RELATIVITY ACQUISITION CORP CLASS A COM 75944B106 5519 548100 SH DFND 548100 0 0 RESEARCH ALLIANCE CORP II COM CL A 760873109 4322 441000 SH DFND 441000 0 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 91 674997 SH DFND 674997 0 0 REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 13189 1349994 SH DFND 1349994 0 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 10 55839 SH DFND 55839 0 0 REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 6 23399 SH DFND 23399 0 0 REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 4739 485603 SH DFND 485603 0 0 RF ACQUISITION CORP *W EXP 05/01/202 74954L112 35 385000 SH DFND 385000 0 0 RF ACQUISITION CORP CLASS A COM 74954L104 3733 378555 SH DFND 378555 0 0 RF ACQUISITION CORP RIGHT 05/01/2028 74954L120 39 385000 SH DFND 385000 0 0 RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 9 30248 SH DFND 30248 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 47 222854 SH DFND 222854 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 3197 321582 SH DFND 321582 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 13151 17395000 PRN DFND 17395000 0 0 RIVERVIEW ACQUISITION CORP *W EXP 99/99/999 769395112 220 223250 SH DFND 223250 0 0 RIVERVIEW ACQUISITION CORP CLASS A COM 769395104 4443 446518 SH DFND 446518 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 1 15660 SH DFND 15660 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 3511 356777 SH DFND 356777 0 0 ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 4717 473577 SH DFND 473577 0 0 ROC ENERGY ACQUISITION CORP RIGHT 11/30/2028 77118V116 76 473477 SH DFND 473477 0 0 ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 2 12500 SH DFND 12500 0 0 ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 1061 108450 SH DFND 108450 0 0 ROGERS CORP COM 775133101 29007 110676 SH DFND 110676 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 25 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 4 41665 SH DFND 41665 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 3934 401016 SH DFND 401016 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 8 49999 SH DFND 49999 0 0 ROTH CH ACQUISITION IV CO *W EXP 07/01/202 77867P112 22 105748 SH DFND 105748 0 0 ROTH CH ACQUISITION IV CO COM 77867P104 3693 371166 SH DFND 371166 0 0 ROTH CH ACQUISITION V CO *W EXP 12/10/202 77867R118 11 61040 SH DFND 61040 0 0 ROTH CH ACQUISITION V CO COM 77867R100 1220 122080 SH DFND 122080 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 4547 5000000 PRN DFND 5000000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 52 54000 PRN DFND 54000 0 0 RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 4 26400 SH DFND 26400 0 0 SABA CAPITAL INCOME & OPRNT SHS NEW 78518H202 179 22265 SH DFND 22265 0 0 SAGALIAM ACQUISITION CORP COM CL A 78661R106 1967 198877 SH DFND 198877 0 0 SAGALIAM ACQUISITION CORP RIGHT 05/31/2028 78661R114 30 200000 SH DFND 200000 0 0 SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 27702 445370 SH DFND 445370 0 0 SANABY HEALTH ACQUISITION CO *W EXP 07/30/202 79956P110 19 166981 SH DFND 166981 0 0 SANABY HEALTH ACQUISITION CO CL A COM 79956P102 3350 333962 SH DFND 333962 0 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 3 40666 SH DFND 40666 0 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 4997 512482 SH DFND 512482 0 0 SANDERSON FARMS INC COM 800013104 28098 130365 SH DFND 130365 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 3 33333 SH DFND 33333 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 14 74999 SH DFND 74999 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 1466 148959 SH DFND 148959 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3164 125951 SH DFND 125951 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 4 40333 SH DFND 40333 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 1082 110248 SH DFND 110248 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 4 33333 SH DFND 33333 0 0 SCION TECH GROWTH I CL A SHS G31067104 2973 300910 SH DFND 300910 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 2 16666 SH DFND 16666 0 0 SCION TECH GROWTH II CL A SHS G31070108 4591 468500 SH DFND 468500 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 5 63499 SH DFND 63499 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1303 133124 SH DFND 133124 0 0 SCREAMING EAGLE ACQUISITN CO *W EXP 01/05/202 G79407121 760 1999999 SH DFND 1999999 0 0 SCREAMING EAGLE ACQUISITN CO CLASS A ORD SHS G79407105 57293 5974198 SH DFND 5974198 0 0 SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 112 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 57 271724 SH DFND 271724 0 0 SDCL EDGE ACQUISITION CORP CL A ORD SHS G79471101 5299 543448 SH DFND 543448 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 21039 28625000 PRN DFND 28625000 0 0 SEAPORT CALIBRE MATLS ACQUIS *W EXP 10/28/202 812204113 7 50152 SH DFND 50152 0 0 SEAPORT CALIBRE MATLS ACQUIS CLASS A COM 812204105 801 80630 SH DFND 80630 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 34 134985 SH DFND 134985 0 0 SEAPORT GLOBAL ACQUISITION I CLASS A COM 81221H105 1751 175290 SH DFND 175290 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 40 247615 SH DFND 247615 0 0 SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107 4957 495230 SH DFND 495230 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 7 99999 SH DFND 99999 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 2725 276660 SH DFND 276660 0 0 SHELTER ACQUISITION CORP I *W EXP 02/25/202 822821112 41 226993 SH DFND 226993 0 0 SHELTER ACQUISITION CORP I CLASS A COM 822821104 3995 406392 SH DFND 406392 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 41 318181 SH DFND 318181 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 12166 1226362 SH DFND 1226362 0 0 SHUAA PARTNERS ACQUISTN CORP *W EXP 02/24/202 G81173117 30 199997 SH DFND 199997 0 0 SHUAA PARTNERS ACQUISTN CORP CLASS A ORD SHS G81173109 3988 399994 SH DFND 399994 0 0 SIERRA LAKE ACQUISITION CORP *W EXP 12/17/202 826332116 12 99997 SH DFND 99997 0 0 SIERRA LAKE ACQUISITION CORP CLASS A COM 826332108 1192 120079 SH DFND 120079 0 0 SIERRA ONCOLOGY INC COM NEW 82640U404 14043 255367 SH DFND 255367 0 0 SIGNAL HILL ACQUISITION CORP *W EXP 02/10/202 82664R113 39 287498 SH DFND 287498 0 0 SIGNAL HILL ACQUISITION CORP CLASS A COM 82664R105 5692 574996 SH DFND 574996 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 36009 430218 SH DFND 430218 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 5 21499 SH DFND 21499 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 1000 101378 SH DFND 101378 0 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 2 25000 SH DFND 25000 0 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 980 100000 SH DFND 100000 0 0 SILVERSPAC INC *W EXP 09/09/202 G8136V112 25 98777 SH DFND 98777 0 0 SILVERSPAC INC CLASS A ORD G8136V104 2860 296332 SH DFND 296332 0 0 SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 6 31747 SH DFND 31747 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 8400 857175 SH DFND 857175 0 0 SITIO ROYALTIES CORP *W EXP 08/23/202 82982V119 64 334620 SH DFND 334620 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 12 99997 SH DFND 99997 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 1998 199994 SH DFND 199994 0 0 SK GROWTH OPPORTUNITIES CORP UNIT 06/28/2029 G8192N129 9780 980000 SH DFND 980000 0 0 SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115 8 18684 SH DFND 18684 0 0 SKYDECK ACQUISITION CORP *W EXP 05/13/202 G82220115 22 124999 SH DFND 124999 0 0 SKYDECK ACQUISITION CORP CLASS A ORD SHS G82220123 1048 107555 SH DFND 107555 0 0 SLAM CORP CL A SHS G8210L105 5722 583333 SH DFND 583333 0 0 SNAP INC NOTE 5/0 83304AAF3 2494 3575000 PRN DFND 3575000 0 0 SOAR TECHNOLOGY ACQUISN CORP *W EXP 99/99/999 G82472120 12 99999 SH DFND 99999 0 0 SOAR TECHNOLOGY ACQUISN CORP CL A COM G82472112 2018 198445 SH DFND 198445 0 0 SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1901 191100 SH DFND 191100 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 706 72667 SH DFND 72667 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 1279 129333 SH DFND 129333 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 1897 195200 SH DFND 195200 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 18 37500 SH DFND 37500 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G82514111 11 22500 SH DFND 22500 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 4 29999 SH DFND 29999 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 4498 457614 SH DFND 457614 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 1930 193000 SH DFND 193000 0 0 SOUND POINT ACQUISITION CORP *W EXP 02/25/202 G8274F119 78 489999 SH DFND 489999 0 0 SOUND POINT ACQUISITION CORP CLASS A ORD SHS G8274F101 9820 979998 SH DFND 979998 0 0 SOUNDHOUND AI INC *W EXP 04/26/202 836100115 3 12552 SH DFND 12552 0 0 SOUTH JERSEY INDS INC COM 838518108 25714 753203 SH DFND 753203 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 68 486950 SH DFND 486950 0 0 SOUTHPORT ACQUISITION CORP CL A COM 84465L105 9661 973900 SH DFND 973900 0 0 SPINDLETOP HEALTH ACQUISITIO *W EXP 99/99/999 84854Q111 21 195434 SH DFND 195434 0 0 SPINDLETOP HEALTH ACQUISITIO COM CL A 84854Q103 6888 690868 SH DFND 690868 0 0 SPIRIT AIRLS INC COM 848577102 10078 422730 SH DFND 422730 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 20591 24809000 PRN DFND 24809000 0 0 SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 1 18320 SH DFND 18320 0 0 SPORTSMAP TECH ACQUISITIN CO *W EXP 09/01/202 84921J116 24 149999 SH DFND 149999 0 0 SPORTSMAP TECH ACQUISITIN CO COM 84921J108 6826 686045 SH DFND 686045 0 0 SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 5 112500 SH DFND 112500 0 0 SPORTSTEK ACQUISITION CORP COM CL A 849196100 978 100000 SH DFND 100000 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 14018 17655000 PRN DFND 17655000 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 39 327419 SH DFND 327419 0 0 SPREE ACQUISITION CORP 1 LTD CL A ORD SHS G83745102 7070 708419 SH DFND 708419 0 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 1 13800 SH DFND 13800 0 0 SPRINGWATER SPL SITUATIONS C *W EXP 12/01/202 85205U115 14 49998 SH DFND 49998 0 0 SPRINGWATER SPL SITUATIONS C COM 85205U107 413 41752 SH DFND 41752 0 0 ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115 93 371187 SH DFND 371187 0 0 ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107 7327 742375 SH DFND 742375 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 9 125000 SH DFND 125000 0 0 STONEBRIDGE ACQUISITION CORP CLASS A ORD SHS G85094103 2928 294000 SH DFND 294000 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 18 200000 SH DFND 200000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 31447 31685000 PRN DFND 31685000 0 0 STRYVE FOODS INC *W EXP 07/31/202 863685111 22 243178 SH DFND 243178 0 0 SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 8 100000 SH DFND 100000 0 0 SUMMIT HEALTHCRE ACQUISTN CO CLASS A ORD SHS G8566R102 243 25000 SH DFND 25000 0 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 3 20000 SH DFND 20000 0 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 993 101500 SH DFND 101500 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 5 60349 SH DFND 60349 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 529 53930 SH DFND 53930 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 1233 125000 SH DFND 125000 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 5147 524172 SH DFND 524172 0 0 SWIFTMERGE ACQUISITION CORP *W EXP 12/13/202 G63836111 24 216166 SH DFND 216166 0 0 SWIFTMERGE ACQUISITION CORP CLASS A ORD SHS G63836103 4246 432334 SH DFND 432334 0 0 SWITCH INC CL A 87105L104 49168 1467715 SH DFND 1467715 0 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 55 550000 SH DFND 550000 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 2 25000 SH DFND 25000 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 2943 300000 SH DFND 300000 0 0 TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116 22 148568 SH DFND 148568 0 0 TALON 1 ACQUISITION CORP CLASS A ORD G86656108 2157 214388 SH DFND 214388 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 26 175429 SH DFND 175429 0 0 TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 8680 875917 SH DFND 875917 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 10 120504 SH DFND 120504 0 0 TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 6 49999 SH DFND 49999 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 1405 144135 SH DFND 144135 0 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 36 165564 SH DFND 165564 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 5330 546692 SH DFND 546692 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 25 166666 SH DFND 166666 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 3528 360728 SH DFND 360728 0 0 TECHNOLOGY & TELECOM ACQ COR *W EXP 04/15/202 G87119114 46 571426 SH DFND 571426 0 0 TECHNOLOGY & TELECOM ACQ COR CLASS A ORD SHS G87119106 5693 569874 SH DFND 569874 0 0 TEGNA INC COM 87901J105 26211 1255917 SH DFND 1255917 0 0 TEKKORP DIGITAL ACQUISITN CO *W EXP 10/26/202 G8739H114 12 75000 SH DFND 75000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 5654 7667000 PRN DFND 7667000 0 0 TENNECO INC CL A VTG COM STK 880349105 16869 983039 SH DFND 983039 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 72 600000 SH DFND 600000 0 0 TG VENTURE ACQUISITION CORP CLASS A COM 87251T109 2458 247753 SH DFND 247753 0 0 THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114 36 362068 SH DFND 362068 0 0 THE GROWTH FOR GOOD ACQU COR CLASS A ORD SHS G41522106 5514 563816 SH DFND 563816 0 0 THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130 94 724136 SH DFND 724136 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 6 62000 SH DFND 62000 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 1228 125300 SH DFND 125300 0 0 THRIVE ACQUISITION CORPORATI *W EXP 10/31/202 G7158C119 12 112499 SH DFND 112499 0 0 THRIVE ACQUISITION CORPORATI CLASS A ORD G7158C101 1433 142630 SH DFND 142630 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 38 141360 SH DFND 141360 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 3675 374217 SH DFND 374217 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 6 26346 SH DFND 26346 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 19 40000 SH DFND 40000 0 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 391 425000 PRN DFND 425000 0 0 TIO TECH A *W EXP 04/12/202 G8T10C114 3 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 66985 SH DFND 66985 0 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 2114 215930 SH DFND 215930 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 59 345633 SH DFND 345633 0 0 TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112 4448 443480 SH DFND 443480 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 4 50702 SH DFND 50702 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 8649 882587 SH DFND 882587 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 33 288202 SH DFND 288202 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 4944 495404 SH DFND 495404 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 28 86819 SH DFND 86819 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 3289 340500 SH DFND 340500 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 28272 612203 SH DFND 612203 0 0 TPB ACQUISITION CORP I *W EXP 08/09/202 G8990L127 27 133832 SH DFND 133832 0 0 TPB ACQUISITION CORP I COM CL A G8990L101 2889 298751 SH DFND 298751 0 0 TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 7 20000 SH DFND 20000 0 0 TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 174 17909 SH DFND 17909 0 0 TRAJECTORY ALPHA ACQUISITION *W EXP 99/99/999 89301B112 19 177248 SH DFND 177248 0 0 TRAJECTORY ALPHA ACQUISITION COM CL A 89301B104 3290 336416 SH DFND 336416 0 0 TRI CONTL CORP COM 895436103 353 13497 SH DFND 13497 0 0 TRIBE CAPITAL GROWTH CORP I *W EXP 02/28/202 89601Y119 11 81248 SH DFND 81248 0 0 TRIBE CAPITAL GROWTH CORP I CLASS A COM 89601Y101 967 98875 SH DFND 98875 0 0 TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118 19 123806 SH DFND 123806 0 0 TRINE II ACQUISITION CORP CL A ORD SHS G9059F100 8140 818927 SH DFND 818927 0 0 TRISTAR ACQUISITION I CORP *W EXP 99/99/999 G9074V114 41 331979 SH DFND 331979 0 0 TRISTAR ACQUISITION I CORP CL A ORD SHS G9074V106 4409 447605 SH DFND 447605 0 0 TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 2 33333 SH DFND 33333 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 557 56290 SH DFND 56290 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 32182 427666 SH DFND 427666 0 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 22 135456 SH DFND 135456 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 4 49999 SH DFND 49999 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 966 98799 SH DFND 98799 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 2 20702 SH DFND 20702 0 0 TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 119 12108 SH DFND 12108 0 0 TWITTER INC COM 90184L102 17756 477568 SH DFND 477568 0 0 TWITTER INC NOTE 3/1 90184LAN2 60 67000 PRN DFND 67000 0 0 TWO COM CL A G9152V101 3882 397300 SH DFND 397300 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 1 16999 SH DFND 16999 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 904 91842 SH DFND 91842 0 0 UMPQUA HLDGS CORP COM 904214103 14313 866949 SH DFND 866949 0 0 USHG ACQUISITION CORP *W EXP 02/24/202 91748P118 15 39332 SH DFND 39332 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 53 140507 SH DFND 140507 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 5758 581014 SH DFND 581014 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 30 197831 SH DFND 197831 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 4455 446213 SH DFND 446213 0 0 VAIL RESORTS INC COM 91879Q109 536 2475 SH DFND 2475 0 0 VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 21 163332 SH DFND 163332 0 0 VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 4615 473331 SH DFND 473331 0 0 VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118 35 249998 SH DFND 249998 0 0 VALUENCE MERGER CORP I CLASS A ORD SHS G9R16L100 5005 499996 SH DFND 499996 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 6655 5475000 PRN DFND 5475000 0 0 VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 9 39999 SH DFND 39999 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 582 59108 SH DFND 59108 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 6860 700000 SH DFND 700000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 4 39332 SH DFND 39332 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 1655 169076 SH DFND 169076 0 0 VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 53 107241 SH DFND 107241 0 0 VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 6 39615 SH DFND 39615 0 0 VICKERS VANTAGE CORP I SHS G9440B107 1338 130968 SH DFND 130968 0 0 VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114 590 406796 SH DFND 406796 0 0 VIRTUS DIVIDEND INTEREST & P COM 92840R101 296 25663 SH DFND 25663 0 0 VIRTUS EQUITY & CONV INCM FD COM 92841M101 828 39920 SH DFND 39920 0 0 VISCOGLIOSI BROS ACQUISTN CO *W EXP 03/18/202 92838K118 11 74998 SH DFND 74998 0 0 VISCOGLIOSI BROS ACQUISTN CO COMMON STOCK 92838K100 1477 149997 SH DFND 149997 0 0 VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111 9 93742 SH DFND 93742 0 0 VISION SENSING ACQUISITION C CLASS A COM 92838J103 998 99736 SH DFND 99736 0 0 VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 615 60000 SH DFND 60000 0 0 VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 45 302716 SH DFND 302716 0 0 VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 8038 805433 SH DFND 805433 0 0 VMWARE INC CL A COM 928563402 47050 413992 SH DFND 413992 0 0 VONAGE HLDGS CORP COM 92886T201 41603 2208214 SH DFND 2208214 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 10316 8200000 PRN DFND 8200000 0 0 VOYA EMERGING MKTS HIGH DIVI COM 92912P108 169 29398 SH DFND 29398 0 0 VPC IMPACT ACQUISITION HLDG *W EXP 03/05/202 G9460L118 18 88623 SH DFND 88623 0 0 VPC IMPACT ACQUISITION HLDG CLASS A ORD G9460L126 2419 246813 SH DFND 246813 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 5 20000 SH DFND 20000 0 0 WALDENCAST ACQUISITION CORP *W EXP 03/11/202 G9460C118 19 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 4 15000 SH DFND 15000 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 147 15000 SH DFND 15000 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 3514 358180 SH DFND 358180 0 0 WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 4 80894 SH DFND 80894 0 0 WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 823 82832 SH DFND 82832 0 0 WAVERLEY CAPITAL ACQUIS CORP *W EXP 07/15/202 G06536117 42 173864 SH DFND 173864 0 0 WAVERLEY CAPITAL ACQUIS CORP SHS CL A G06536109 6217 642932 SH DFND 642932 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 16635 24996000 PRN DFND 24996000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 4354 6750000 PRN DFND 6750000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 20 25000 PRN DFND 25000 0 0 WELBILT INC COM 949090104 39105 1642389 SH DFND 1642389 0 0 WELSBACH TECH METALS ACQU CO COM 950415109 261 26320 SH DFND 26320 0 0 WELSBACH TECH METALS ACQU CO RIGHT 12/22/2026 950415117 3 26469 SH DFND 26469 0 0 WESTERN ACQSTN VENTURES CORP *W EXP 09/01/202 95758L115 47 430000 SH DFND 430000 0 0 WESTERN ACQSTN VENTURES CORP COM 95758L107 4286 429900 SH DFND 429900 0 0 WESTERN ASSET GBL HIGH INC F COM 95766B109 315 44634 SH DFND 44634 0 0 WESTERN ASSET HIGH INCOM FD COM 95766J102 413 83783 SH DFND 83783 0 0 WESTERN ASSET MANAGED MUNS F COM 95766M105 501 47406 SH DFND 47406 0 0 WESTERN ASSET MUN HIGH INCOM COM 95766N103 149 22670 SH DFND 22670 0 0 WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 243 22965 SH DFND 22965 0 0 WHITING PETE CORP NEW COM NEW 966387508 3802 55885 SH DFND 55885 0 0 WILLIAMS ROWLAND ACQUISITION *W EXP 12/11/202 96951B110 21 249999 SH DFND 249999 0 0 WILLIAMS ROWLAND ACQUISITION COM 96951B102 500 50000 SH DFND 50000 0 0 WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1667 1600000 PRN DFND 1600000 0 0 WORLD QUANTUM GROWTH ACQUISI *W EXP 08/04/202 G5596W127 24 150750 SH DFND 150750 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 19 246865 SH DFND 246865 0 0 WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 3161 317014 SH DFND 317014 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 16 100498 SH DFND 100498 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 393 40500 SH DFND 40500 0 0 YAMANA GOLD INC COM 98462Y100 30469 6552412 SH DFND 6552412 0 0 YOTTA ACQUISITION CORPORATIO UNIT 03/15/2027 98741Y202 5500 550000 SH DFND 550000 0 0 ZENDESK INC COM 98936J101 20537 277258 SH DFND 277258 0 0 ZIMMER ENERGY TRANSITION ACQ *W EXP 06/16/202 989570114 95 296998 SH DFND 296998 0 0 ZIMMER ENERGY TRANSITION ACQ COM CL A 989570106 8643 890996 SH DFND 890996 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 6 41665 SH DFND 41665 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 813 82665 SH DFND 82665 0 0