0001085146-22-004117.txt : 20221114 0001085146-22-004117.hdr.sgml : 20221114 20221114163402 ACCESSION NUMBER: 0001085146-22-004117 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221114 DATE AS OF CHANGE: 20221114 EFFECTIVENESS DATE: 20221114 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: 221386520 BUSINESS ADDRESS: STREET 1: ONE GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: ONE 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 09-30-2022 09-30-2022 false AQR Arbitrage LLC

ONE GREENWICH PLAZA Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 N Henry Parkin 203-742-3600 /s/ Henry Parkin Greenwich CT 11-14-2022 2 1479 4541535 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 4 117164 SH DFND 117164 0 0 10X CAPITAL VENTURE ACQ III *W EXP 06/30/202 G87077114 29 812499 SH DFND 812499 0 0 10X CAPITAL VENTURE ACQ III CL A ORD SHS G87077106 16082 1592262 SH DFND 1592262 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 26 495988 SH DFND 495988 0 0 1LIFE HEALTHCARE INC COM 68269G107 36593 2133692 SH DFND 2133692 0 0 1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 11289 11608000 PRN DFND 11608000 0 0 26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 31 100000 SH DFND 100000 0 0 26 CAPITAL ACQUISITION CORP COM CL A 90138P100 673 68200 SH DFND 68200 0 0 2U INC NOTE 2.250% 5/0 90214JAB7 6863 10000000 PRN DFND 10000000 0 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 24 173330 SH DFND 173330 0 0 7 ACQUISITION CORPORATION SHS CL A G80694105 3498 346660 SH DFND 346660 0 0 7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 2 100000 SH DFND 100000 0 0 7GC & CO HOLDINGS INC COM CL A 81786A107 4591 461829 SH DFND 461829 0 0 8I ACQUISITION 2 CORP *W EXP 09/24/202 G2956R137 108 250000 SH DFND 250000 0 0 8I ACQUISITION 2 CORP ORDINARY SHARES G2956R103 713 71263 SH DFND 71263 0 0 8I ACQUISITION 2 CORP RIGHT 09/24/2026 G2956R129 120 250000 SH DFND 250000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 6283 7350000 PRN DFND 7350000 0 0 A SPAC I ACQUISITION CORP *W EXP 05/21/202 G0542S130 4 112496 SH DFND 112496 0 0 A SPAC I ACQUISITION CORP CLASS A ORD SHS G0542S106 1488 148394 SH DFND 148394 0 0 A SPAC I ACQUISITION CORP RIGHT 12/09/2026 G0542S114 18 149994 SH DFND 149994 0 0 A SPAC II ACQUISITION CORP *W EXP 10/15/202 G0543H117 10 212498 SH DFND 212498 0 0 A SPAC II ACQUISITION CORP ORD SHS CL A G0543H109 4229 424997 SH DFND 424997 0 0 A SPAC II ACQUISITION CORP RIGHT 10/15/2026 G0543H133 32 424997 SH DFND 424997 0 0 ABG ACQUISITION CORP I CL A SHS G00496102 1488 149800 SH DFND 149800 0 0 ABRDN TOTAL DYNAMIC DIVIDEND COM SH BEN INT 00326L100 170 23788 SH DFND 23788 0 0 ABRI SPAC I INC COMMON STOCK 00085X105 501 50000 SH DFND 50000 0 0 ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 14 199999 SH DFND 199999 0 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 2008 204501 SH DFND 204501 0 0 ACCRETION ACQUISITION CORP *W EXP 03/01/202 00438Y115 11 224999 SH DFND 224999 0 0 ACCRETION ACQUISITION CORP COM 00438Y107 2028 204062 SH DFND 204062 0 0 ACCRETION ACQUISITION CORP RIGHT 03/01/2028 00438Y123 40 449997 SH DFND 449997 0 0 ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 10 100000 SH DFND 100000 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 574 56010 SH DFND 56010 0 0 ACHARI VENTURES HLDGS CORP I *W EXP 01/01/202 00444X119 5 100000 SH DFND 100000 0 0 ACHARI VENTURES HLDGS CORP I COM 00444X101 1005 100000 SH DFND 100000 0 0 ACRI CAPITAL ACQUISITION COR *W EXP 02/01/202 00501A119 6 119998 SH DFND 119998 0 0 ACRI CAPITAL ACQUISITION COR COM CL A 00501A101 2398 239998 SH DFND 239998 0 0 ACROPOLIS INFRASTRUCTURE ACQ *W EXP 03/30/202 005029111 28 282327 SH DFND 282327 0 0 ACROPOLIS INFRASTRUCTURE ACQ CL A 005029103 3535 364238 SH DFND 364238 0 0 ACTIVISION BLIZZARD INC COM 00507V109 51307 690166 SH DFND 690166 0 0 ADAMS DIVERSIFIED EQUITY FD COM 006212104 1592 109241 SH DFND 109241 0 0 ADARA ACQUISITION CORP COM CL A 00653H102 160 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 1 19833 SH DFND 19833 0 0 AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 6 143333 SH DFND 143333 0 0 AERIE PHARMACEUTICALS INC COM 00771V108 16317 1078446 SH DFND 1078446 0 0 AESTHER HEALTHCARE ACQSTN CO *W EXP 09/14/202 00809L114 9 49997 SH DFND 49997 0 0 AESTHER HEALTHCARE ACQSTN CO CLASS A COM 00809L106 421 41347 SH DFND 41347 0 0 AETHERIUM ACQUISITION CORP *W EXP 12/21/202 00809J119 61 532467 SH DFND 532467 0 0 AETHERIUM ACQUISITION CORP CLASS A COM 00809J101 4932 496212 SH DFND 496212 0 0 AF ACQUISITION CORP *W EXP 03/23/202 001040112 12 283330 SH DFND 283330 0 0 AF ACQUISITION CORP CLASS A COM 001040104 5704 582613 SH DFND 582613 0 0 AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 1 29997 SH DFND 29997 0 0 AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 2708 273566 SH DFND 273566 0 0 AFTERNEXT HEALTHTECH ACQUISI *W EXP 99/99/999 G01109126 20 125497 SH DFND 125497 0 0 AFTERNEXT HEALTHTECH ACQUISI SHS CL A G01109100 1832 187498 SH DFND 187498 0 0 AGILE GROWTH CORP *W EXP 03/09/202 G01202111 1 16666 SH DFND 16666 0 0 AGILE GROWTH CORP CLASS A ORD G01202103 1031 103849 SH DFND 103849 0 0 AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 31 261634 SH DFND 261634 0 0 AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 5215 519469 SH DFND 519469 0 0 AIB ACQUISITION CORPORATION CLASS A ORD G0R45S109 3501 348730 SH DFND 348730 0 0 AIB ACQUISITION CORPORATION RIGHT 10/31/2028 G0R45S117 11 150000 SH DFND 150000 0 0 AIMFINITY INVESTMENT CORP I *W EXP 04/21/202 G0135E126 39 493000 SH DFND 493000 0 0 AIMFINITY INVESTMENT CORP I UNIT 04/21/2027 G0135E142 4836 493000 SH DFND 493000 0 0 AIRBNB INC NOTE 3/1 009066AB7 22881 27468000 PRN DFND 27468000 0 0 ALLEGHANY CORP MD COM 017175100 56812 67684 SH DFND 67684 0 0 ALLIANCEBERNSTEIN NATL MUN I COM 01864U106 510 49274 SH DFND 49274 0 0 ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 32 112500 SH DFND 112500 0 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 3761 387751 SH DFND 387751 0 0 ALPHA PARTNERS TECH MERGR CO *W EXP 03/31/202 G63290103 14 124999 SH DFND 124999 0 0 ALPHA PARTNERS TECH MERGR CO CLASS A ORD SHS G63290111 2995 304997 SH DFND 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 1418 140668 SH DFND 140668 0 0 ALPHA STAR ACQUISITION CORP RIGHT 05/30/2023 G0230C132 28 200000 SH DFND 200000 0 0 ALPINE ACQUISITION CORPORATI *W EXP 05/01/202 02083L117 7 37499 SH DFND 37499 0 0 ALPINE ACQUISITION CORPORATI COM 02083L109 769 74998 SH DFND 74998 0 0 ALSET CAPITAL ACQUISITION CO *W EXP 01/31/202 02115M117 13 184996 SH DFND 184996 0 0 ALSET CAPITAL ACQUISITION CO CLASS A COM 02115M109 6055 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 2294 228752 SH DFND 228752 0 0 ALTC ACQUISITION CORP COM CL A 02156V109 5101 522600 SH DFND 522600 0 0 ALTENERGY ACQUISITION CORP *W EXP 10/29/202 02157M116 24 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 3769 4625000 PRN DFND 4625000 0 0 ALTIMAR ACQUISITION CORP III *W EXP 03/08/202 G0370U116 1 12500 SH DFND 12500 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 579 58320 SH DFND 58320 0 0 ALTIMETER GROWTH CORP 2 COM CL A G0371B109 5445 549494 SH DFND 549494 0 0 ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 8 135000 SH DFND 135000 0 0 ALVOTECH *W EXP 06/15/202 L01800116 15 21998 SH DFND 21998 0 0 AMCI ACQUISITION CORP II *W EXP 08/06/202 00166R118 21 150750 SH DFND 150750 0 0 AMCI ACQUISITION CORP II CLASS A COM 00166R100 2932 299500 SH DFND 299500 0 0 AMERICAN ACQUISITION OPPT IN *W EXP 05/28/202 02369M110 15 100000 SH DFND 100000 0 0 AMERICAN ACQUISITION OPPT IN CLASS A COM 02369M102 1524 149850 SH DFND 149850 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 31777 31354000 PRN DFND 31354000 0 0 AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 3 69099 SH DFND 69099 0 0 AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 1 30000 SH DFND 30000 0 0 AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 159 15288 SH DFND 15288 0 0 AMPRIUS TECHNOLOGIES INC *W EXP 09/14/202 03214Q116 280 876194 SH DFND 876194 0 0 ANDRETTI ACQUISITION CORP *W EXP 99/99/999 G26735129 32 267473 SH DFND 267473 0 0 ANDRETTI ACQUISITION CORP CL A ORD SHS G26735103 5371 534946 SH DFND 534946 0 0 ANGEL POND HOLDINGS CORP *W EXP 99/99/999 G0447J128 20 86952 SH DFND 86952 0 0 ANGEL POND HOLDINGS CORP SHS CL A G0447J102 1720 175000 SH DFND 175000 0 0 ANTHEMIS DIGITAL ACQUISITION *W EXP 11/01/202 G03959114 46 359631 SH DFND 359631 0 0 ANTHEMIS DIGITAL ACQUISITION CLASS A ORD G03959106 4854 480580 SH DFND 480580 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 3 83398 SH DFND 83398 0 0 ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 4142 421376 SH DFND 421376 0 0 AP ACQUISITION CORP *W EXP 12/07/202 G04058114 12 131419 SH DFND 131419 0 0 AP ACQUISITION CORP CL A ORD SHS G04058106 2660 262838 SH DFND 262838 0 0 APEIRON CAPITAL INVEST CORP *W EXP 04/02/202 03752A119 11 164129 SH DFND 164129 0 0 APEIRON CAPITAL INVEST CORP CL A COM 03752A101 4025 400521 SH DFND 400521 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 6735 682409 SH DFND 682409 0 0 APX ACQUISITION CORP I *W EXP 11/30/202 G0440J125 10 148488 SH DFND 148488 0 0 APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 3014 296976 SH DFND 296976 0 0 ARBOR RAPHA CAP BIOHLDS CORP *W EXP 10/31/202 03881F112 9 115848 SH DFND 115848 0 0 ARBOR RAPHA CAP BIOHLDS CORP CLASS A COM 03881F104 4331 428345 SH DFND 428345 0 0 ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 396 400000 PRN DFND 400000 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 1 18749 SH DFND 18749 0 0 ARENA FORTIFY ACQUISITION CO *W EXP 11/10/202 04005A112 8 91851 SH DFND 91851 0 0 ARENA FORTIFY ACQUISITION CO CLASS A COM 04005A104 1843 183702 SH DFND 183702 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 2 14999 SH DFND 14999 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 3955 398334 SH DFND 398334 0 0 ARGUS CAPITAL CORP *W EXP 08/31/202 04026L113 11 74999 SH DFND 74999 0 0 ARGUS CAPITAL CORP CLASS A COM 04026L105 4704 467831 SH DFND 467831 0 0 ARIES I ACQUISITION CORP *W EXP 03/18/202 G0542N123 10 90505 SH DFND 90505 0 0 ARMADA ACQUISITION CORP I *W EXP 08/13/202 04208V111 21 138250 SH DFND 138250 0 0 ARMADA ACQUISITION CORP I COM 04208V103 2725 274665 SH DFND 274665 0 0 AROGO CAPITAL ACQUISITION CO *W EXP 03/23/202 042644112 16 309459 SH DFND 309459 0 0 AROGO CAPITAL ACQUISITION CO CLASS A COM 042644104 2718 273456 SH DFND 273456 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 2 61000 SH DFND 61000 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 6179 629210 SH DFND 629210 0 0 ARTEMIS STRATEGIC INVT CORP *W EXP 09/30/202 04303A111 25 249999 SH DFND 249999 0 0 ARTEMIS STRATEGIC INVT CORP COM CL A 04303A103 2044 205396 SH DFND 205396 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 2402 2550000 PRN DFND 2550000 0 0 ARYA SCIENCES ACQU CORP IV CL A G31659108 357 36000 SH DFND 36000 0 0 ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 483 49250 SH DFND 49250 0 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 7 148563 SH DFND 148563 0 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 2173 214267 SH DFND 214267 0 0 ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 3 66499 SH DFND 66499 0 0 ASTREA ACQUISITION CORP COM CL A 04637C106 2795 284088 SH DFND 284088 0 0 ATHENA CONSUMER ACQ CORP *W EXP 07/31/202 04684M114 9 165733 SH DFND 165733 0 0 ATHENA CONSUMER ACQ CORP CL A 04684M106 2525 251290 SH DFND 251290 0 0 ATHENA TECHNOLOGY ACQ CORP I *W EXP 10/17/202 04687C113 105 877029 SH DFND 877029 0 0 ATHENA TECHNOLOGY ACQ CORP I CL A COM 04687C105 7890 801028 SH DFND 801028 0 0 ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 3 66499 SH DFND 66499 0 0 ATHLON ACQUISITION CORP COM CL A 04748A106 3198 323669 SH DFND 323669 0 0 ATLANTIC AVE ACQUISITION COR *W EXP 10/06/202 04906P119 16 203431 SH DFND 203431 0 0 ATLANTIC AVE ACQUISITION COR COM CL A 04906P101 520 51882 SH DFND 51882 0 0 ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 10 296331 SH DFND 296331 0 0 ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 1722 175312 SH DFND 175312 0 0 ATLANTIC COASTAL AQSTN CORP *W EXP 01/13/202 04845A116 56 674999 SH DFND 674999 0 0 ATLANTIC COASTAL AQSTN CORP CLASS A COM 04845A108 9687 966735 SH DFND 966735 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 26922 281704 SH DFND 281704 0 0 ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 1 29999 SH DFND 29999 0 0 ATLAS CREST INVESTMENT CORP COM CL A 049287105 8639 877008 SH DFND 877008 0 0 AULT DISRUPTIVE TECHS CORP *W EXP 99/99/999 05150A112 7 176031 SH DFND 176031 0 0 AULT DISRUPTIVE TECHS CORP COM 05150A104 2004 198780 SH DFND 198780 0 0 AURA FAT PROJS ACQUISITION C *W EXP 03/31/202 G06362126 28 690000 SH DFND 690000 0 0 AURA FAT PROJS ACQUISITION C CLASS A ORD G06362100 6948 690000 SH DFND 690000 0 0 AURORA ACQUISITION CORP *W EXP 03/02/202 G0698L129 1 12500 SH DFND 12500 0 0 AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 537 54319 SH DFND 54319 0 0 AURORA TECHNOLOGY ACQUISITIO *W EXP 01/27/202 G06984127 20 977600 SH DFND 977600 0 0 AURORA TECHNOLOGY ACQUISITIO CLASS A ORD SHS G06984119 9796 977600 SH DFND 977600 0 0 AURORA TECHNOLOGY ACQUISITIO RIGHT 01/27/2027 G06984135 59 977600 SH DFND 977600 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 2 17500 SH DFND 17500 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 8 77500 SH DFND 77500 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 27125 2765000 SH DFND 2765000 0 0 AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 8251 841114 SH DFND 841114 0 0 AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 3 66500 SH DFND 66500 0 0 AVALARA INC COM 05338G106 33082 360375 SH DFND 360375 0 0 AVALON ACQUISITION INC *W EXP 12/31/202 05338E119 18 187493 SH DFND 187493 0 0 AVALON ACQUISITION INC CLASS A COM 05338E101 5021 501556 SH DFND 501556 0 0 AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 2 100000 SH DFND 100000 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 3238 7400000 PRN DFND 7400000 0 0 AVISTA PUB ACQUISITION CORP *W EXP 04/06/202 G07247128 42 83832 SH DFND 83832 0 0 AXIOS SUSTAINABLE GRW ACQ CO *W EXP 99/99/999 G0703K116 17 300000 SH DFND 300000 0 0 AXIOS SUSTAINABLE GRW ACQ CO CL A ORD SHS G0703K108 2930 289846 SH DFND 289846 0 0 AXIOS SUSTAINABLE GRW ACQ CO RIGHT 99/99/9999 G0703K124 34 300000 SH DFND 300000 0 0 AXONPRIME INFRSTCTR AQSTN CO *W EXP 05/31/202 05467C116 17 167165 SH DFND 167165 0 0 AXONPRIME INFRSTCTR AQSTN CO CLASS A COM 05467C108 2370 244830 SH DFND 244830 0 0 B RILEY PRIN 250 MERGER CORP *W EXP 04/01/202 05602L112 24 214059 SH DFND 214059 0 0 B RILEY PRIN 250 MERGER CORP CLASS A COM 05602L104 984 100512 SH DFND 100512 0 0 BANCROFT FD LTD COM 059695106 272 16280 SH DFND 16280 0 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 11426 17525000 PRN DFND 17525000 0 0 BANDWIDTH INC NOTE 0.500% 4/0 05988JAD5 7039 11900000 PRN DFND 11900000 0 0 BANNER ACQUISITION CORP *W EXP 09/07/202 06654K119 2 49635 SH DFND 49635 0 0 BANNER ACQUISITION CORP CLASS A COM 06654K101 1480 149470 SH DFND 149470 0 0 BANNIX ACQUISITION CORP *W EXP 07/31/202 066644113 3 65000 SH DFND 65000 0 0 BANNIX ACQUISITION CORP COM 066644105 264 26355 SH DFND 26355 0 0 BANNIX ACQUISITION CORP RIGHT 07/31/2026 066644121 5 65000 SH DFND 65000 0 0 BANYAN ACQUISITION CORPORATI *W EXP 09/30/202 06690B115 38 537496 SH DFND 537496 0 0 BANYAN ACQUISITION CORPORATI CL A COM 06690B107 9141 914979 SH DFND 914979 0 0 BARINGS GLOBAL SHORT DURATIO COM 06760L100 245 20011 SH DFND 20011 0 0 BARK INC *W EXP 05/01/202 68622E112 48 178526 SH DFND 178526 0 0 BATTERY FUTURE ACQUISITION C *W EXP 99/99/999 G0888J124 62 565829 SH DFND 565829 0 0 BATTERY FUTURE ACQUISITION C CL A ORD SHS G0888J108 10407 1031512 SH DFND 1031512 0 0 BEARD ENERGY TRANSITION ACQ *W EXP 99/99/999 07402Q119 22 219912 SH DFND 219912 0 0 BEARD ENERGY TRANSITION ACQ CL A COM 07402Q101 3659 364835 SH DFND 364835 0 0 BELONG ACQUISITION CORP *W EXP 03/23/202 08069M110 9 150000 SH DFND 150000 0 0 BELONG ACQUISITION CORP CLASS A COM 08069M102 1262 128000 SH DFND 128000 0 0 BENESSERE CAPITAL ACQUSTN CO *W EXP 01/07/202 08179B111 14 75000 SH DFND 75000 0 0 BENESSERE CAPITAL ACQUSTN CO RIGHT 99/99/9999 08179B129 14 100000 SH DFND 100000 0 0 BERENSON ACQUISITION CORP I *W EXP 08/01/202 083690115 2 37499 SH DFND 37499 0 0 BERENSON ACQUISITION CORP I CL A COM 083690107 3082 313242 SH DFND 313242 0 0 BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 8 90000 SH DFND 90000 0 0 BETTER WORLD ACQUISITION COR COM 08772B104 1521 146800 SH DFND 146800 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 1525 4950000 PRN DFND 4950000 0 0 BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 11 132189 SH DFND 132189 0 0 BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 98 10000 SH DFND 10000 0 0 BILANDER ACQUISITION CORP *W EXP 05/19/202 09001T114 27 136817 SH DFND 136817 0 0 BILANDER ACQUISITION CORP CL A COM 09001T106 2500 258528 SH DFND 258528 0 0 BIOHAVEN PHARMACTL HLDG CO L COM G11196105 26095 172620 SH DFND 172620 0 0 BIOPLUS ACQUISITION CORP *W EXP 12/02/202 G11217125 25 311977 SH DFND 311977 0 0 BIOPLUS ACQUISITION CORP CLASS A ORD SHS G11217117 6252 623954 SH DFND 623954 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 3485 351148 SH DFND 351148 0 0 BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 5 81833 SH DFND 81833 0 0 BITE ACQUISITION CORP COMMON STOCK 09175K105 4486 455875 SH DFND 455875 0 0 BLACK KNIGHT INC COM 09215C105 35767 552560 SH DFND 552560 0 0 BLACK MOUNTAIN ACQ CORP *W EXP 10/15/202 09216A116 42 431244 SH DFND 431244 0 0 BLACK MOUNTAIN ACQ CORP CL A COM 09216A108 1516 151159 SH DFND 151159 0 0 BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 14 125000 SH DFND 125000 0 0 BLACK SPADE ACQUISITION CO SHS CL A G11537100 2115 216014 SH DFND 216014 0 0 BLACKROCK CORE BD TR SHS BEN INT 09249E101 314 31412 SH DFND 31412 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 87 10191 SH DFND 10191 0 0 BLACKROCK CR ALLOCATION INCO COM 092508100 1261 132196 SH DFND 132196 0 0 BLACKROCK DEBT STRATEGIES FD COM NEW 09255R202 611 68476 SH DFND 68476 0 0 BLACKROCK ENERGY & RES TR COM 09250U101 932 86444 SH DFND 86444 0 0 BLACKROCK ENHANCED GLOBAL DI COM 092501105 313 35559 SH DFND 35559 0 0 BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 197 44088 SH DFND 44088 0 0 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 851 89320 SH DFND 89320 0 0 BLACKROCK MUNI INCOME TR II COM 09249N101 1239 123943 SH DFND 123943 0 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 732 67411 SH DFND 67411 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 540 55070 SH DFND 55070 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 263 24519 SH DFND 24519 0 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 444 39463 SH DFND 39463 0 0 BLACKROCK MUNIVEST FD II INC COM 09253T101 294 29124 SH DFND 29124 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 334 50245 SH DFND 50245 0 0 BLACKROCK MUNIYIELD FD INC COM 09253W104 1308 131547 SH DFND 131547 0 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 586 62178 SH DFND 62178 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254E103 228 21891 SH DFND 21891 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 775 70113 SH DFND 70113 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 578 59141 SH DFND 59141 0 0 BLACKROCK RES & COMMODITIES SHS 09257A108 222 25536 SH DFND 25536 0 0 BLACKSTONE LONG SHORT CR INC COM SHS BN INT 09257D102 409 37568 SH DFND 37568 0 0 BLACKSTONE STRATEGIC CREDIT COM SHS BEN IN 09257R101 211 19860 SH DFND 19860 0 0 BLEUACACIA LTD *W EXP 10/30/202 G11728113 14 173305 SH DFND 173305 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 3146 319112 SH DFND 319112 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 35 346610 SH DFND 346610 0 0 BLOCKCHAIN COINVSTRS ACQ CRP *W EXP 11/01/202 G11765115 14 198552 SH DFND 198552 0 0 BLOCKCHAIN COINVSTRS ACQ CRP CLASS A ORD G11765107 6529 647106 SH DFND 647106 0 0 BLOCKCHAIN MOON ACQUISITN CO *W EXP 10/14/202 09370F125 3 100000 SH DFND 100000 0 0 BLOCKCHAIN MOON ACQUISITN CO COM 09370F109 1807 181095 SH DFND 181095 0 0 BLOCKCHAIN MOON ACQUISITN CO RIGHT 10/14/2026 09370F117 6 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 4923 491840 SH DFND 491840 0 0 BLUE SAFARI GRP ACQUISITN CO CLASS A ORD SHS G1195R106 1030 100100 SH DFND 100100 0 0 BLUE SAFARI GRP ACQUISITN CO RIGHT 09/24/2026 G1195R130 10 100100 SH DFND 100100 0 0 BLUE WHALE ACQUISITION CORP *W EXP 07/30/202 G1330M129 15 74351 SH DFND 74351 0 0 BLUE WHALE ACQUISITION CORP CLASS A ORD SHS G1330M103 3640 375595 SH DFND 375595 0 0 BLUE WORLD ACQUISITION CORP *W EXP 01/10/202 G1263E136 12 162499 SH DFND 162499 0 0 BLUE WORLD ACQUISITION CORP CLASS A ORD SHS G1263E102 3202 319899 SH DFND 319899 0 0 BLUE WORLD ACQUISITION CORP RIGHT 08/29/2029 G1263E110 26 324999 SH DFND 324999 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 1 16666 SH DFND 16666 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 807 81559 SH DFND 81559 0 0 BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 9 65000 SH DFND 65000 0 0 BNY MELLON MUN INCOME INC COM 05589T104 560 93222 SH DFND 93222 0 0 BNY MELLON STRATEGIC MUN BD COM 09662E109 202 35633 SH DFND 35633 0 0 BNY MELLON STRATEGIC MUNS IN COM 05588W108 837 137735 SH DFND 137735 0 0 BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 10 42497 SH DFND 42497 0 0 BOA ACQUISITION CORP COM CL A 05601A109 3819 384158 SH DFND 384158 0 0 BOOKING HOLDINGS INC COM 09857L108 10096 6144 SH DFND 6144 0 0 BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 5 100000 SH DFND 100000 0 0 BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 3 100000 SH DFND 100000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 7995 18020000 PRN DFND 18020000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 5 40000 SH DFND 40000 0 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 2925 291611 SH DFND 291611 0 0 BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 2 52499 SH DFND 52499 0 0 BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 483 48690 SH DFND 48690 0 0 BROAD CAPITAL ACQUISITION CO COM 11125B102 1989 198898 SH DFND 198898 0 0 BROAD CAPITAL ACQUISITION CO RIGHT 01/10/2027 11125B110 24 235055 SH DFND 235055 0 0 BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 76 1333174 SH DFND 1333174 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 2 29249 SH DFND 29249 0 0 BROADSCALE ACQUISITION CORP COM CL A 11134Y101 357 36292 SH DFND 36292 0 0 BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 99 368337 SH DFND 368337 0 0 BTRS HOLDINGS INC COM CL 1 11778X104 5496 593549 SH DFND 593549 0 0 BUILD ACQUISITION CORP *W EXP 03/15/202 12008J113 14 200000 SH DFND 200000 0 0 BUILD ACQUISITION CORP COM CLASS A 12008J105 999 101777 SH DFND 101777 0 0 BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 4 130000 SH DFND 130000 0 0 BULLPEN PARLAY ACQUISITION C *W EXP 12/03/202 G1792A118 28 346951 SH DFND 346951 0 0 BULLPEN PARLAY ACQUISITION C CLASS A ORD SHS G1792A100 5173 513243 SH DFND 513243 0 0 BURTECH ACQUISITION CORP *W EXP 12/18/202 123013112 66 1217571 SH DFND 1217571 0 0 BURTECH ACQUISITION CORP CLASS A COM 123013104 7353 735343 SH DFND 735343 0 0 BYNORDIC ACQUISITION CORP *W EXP 07/01/202 124420118 17 212497 SH DFND 212497 0 0 BYNORDIC ACQUISITION CORP CLASS A COM 124420100 4271 424996 SH DFND 424996 0 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 5 75000 SH DFND 75000 0 0 BYTE ACQUISITION CORP CLASS A ORD SHS G1R25Q105 990 99996 SH DFND 99996 0 0 C5 ACQUISITION CORPORATION *W EXP 12/31/202 12530D113 76 690886 SH DFND 690886 0 0 C5 ACQUISITION CORPORATION CL A COM 12530D105 14001 1395873 SH DFND 1395873 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 5184 7150000 PRN DFND 7150000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 19246 25175000 PRN DFND 25175000 0 0 CACTUS ACQUISITION CORP 1 LT *W EXP 08/17/202 G1745A124 7 98809 SH DFND 98809 0 0 CACTUS ACQUISITION CORP 1 LT CLASS A ORD G1745A108 1986 197618 SH DFND 197618 0 0 CANNA GLOBAL ACQUISITION COR *W EXP 11/30/202 13767K119 12 496844 SH DFND 496844 0 0 CANNA GLOBAL ACQUISITION COR CLASS A COM 13767K101 4605 454587 SH DFND 454587 0 0 CAPITALWORKS EMNG MKTS ACQST *W EXP 11/19/202 G1889L126 17 185574 SH DFND 185574 0 0 CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 6078 601148 SH DFND 601148 0 0 CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 7 203046 SH DFND 203046 0 0 CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 965 96996 SH DFND 96996 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 14 50713 SH DFND 50713 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 2572 259494 SH DFND 259494 0 0 CARTESIAN GROWTH CORP II *W EXP 07/12/202 G19305120 27 266664 SH DFND 266664 0 0 CARTESIAN GROWTH CORP II CLASS A ORD G19305112 8000 799993 SH DFND 799993 0 0 CARTICA ACQUISITION CORP *W EXP 04/30/202 G1995D117 47 315175 SH DFND 315175 0 0 CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 6133 607851 SH DFND 607851 0 0 CASCADIA ACQUISITION CORP *W EXP 09/30/202 14739D118 21 150000 SH DFND 150000 0 0 CASCADIA ACQUISITION CORP CLASS A COM 14739D100 1724 175338 SH DFND 175338 0 0 CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 10 79997 SH DFND 79997 0 0 CATALYST PARTNRS ACQUISITN C CLASS A ORD SHS G19550105 979 98980 SH DFND 98980 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 1 16666 SH DFND 16666 0 0 CATCHA INVESTMENT CORP SHS CL A G1962Y102 2126 214730 SH DFND 214730 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 5352 538994 SH DFND 538994 0 0 CENAQ ENERGY CORP *W EXP 02/04/202 15130M110 41 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 4814 5932000 PRN DFND 5932000 0 0 CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 4 99998 SH DFND 99998 0 0 CF ACQUISITION CORP IV COM CL A 12520T102 5174 520000 SH DFND 520000 0 0 CF ACQUISITION CORP VII *W EXP 03/16/202 12521H115 14 144644 SH DFND 144644 0 0 CF ACQUISITION CORP VII CLASS A COM 12521H107 6334 633432 SH DFND 633432 0 0 CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 9 75000 SH DFND 75000 0 0 CF ACQUISITION CORP VIII CLASS A COM 12520C109 845 82820 SH DFND 82820 0 0 CHAIN BRIDGE I *W EXP 11/10/202 G2061X110 21 148563 SH DFND 148563 0 0 CHAIN BRIDGE I CLASS A ORD G2061X102 2162 214108 SH DFND 214108 0 0 CHANGE HEALTHCARE INC COM 15912K100 132403 4818165 SH DFND 4818165 0 0 CHANNELADVISOR CORP COM 159179100 6788 299557 SH DFND 299557 0 0 CHAVANT CAPITAL ACQUISITN CO *W EXP 99/99/999 G2058L111 6 147846 SH DFND 147846 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 7017 8075000 PRN DFND 8075000 0 0 CHEMOCENTRYX INC COM 16383L106 31257 605045 SH DFND 605045 0 0 CHENGHE ACQUISITION CO *W EXP 04/22/202 G2086M123 18 225199 SH DFND 225199 0 0 CHENGHE ACQUISITION CO CLASS A ORD G2086M107 4535 450397 SH DFND 450397 0 0 CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 1 12499 SH DFND 12499 0 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 4678 472557 SH DFND 472557 0 0 CHURCHILL CAPITAL CORP VI *W EXP 02/17/202 17143W119 4 28937 SH DFND 28937 0 0 CHURCHILL CAPITAL CORP VI COM CL A 17143W101 12031 1223733 SH DFND 1223733 0 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 3 23400 SH DFND 23400 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 38655 3932370 SH DFND 3932370 0 0 CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 19 174998 SH DFND 174998 0 0 CIIG CAPITAL PARTNERS II INC COM CL A 12561U109 2030 204414 SH DFND 204414 0 0 CITRIX SYS INC COM 177376100 29103 280103 SH DFND 280103 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 3 95022 SH DFND 95022 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 2718 274817 SH DFND 274817 0 0 CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 1 63999 SH DFND 63999 0 0 CLASS ACCELERATION CORP COM 18274B106 247 25000 SH DFND 25000 0 0 CLEAN EARTH ACQUISITIONS COR *W EXP 99/99/999 184493112 55 320595 SH DFND 320595 0 0 CLEAN EARTH ACQUISITIONS COR CLASS A COM 184493104 7809 791192 SH DFND 791192 0 0 CLEAN EARTH ACQUISITIONS COR RIGHT 01/01/2027 184493120 134 641192 SH DFND 641192 0 0 CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 2 24399 SH DFND 24399 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1258 127548 SH DFND 127548 0 0 CLIMATEROCK *W EXP 04/25/202 G2311X118 11 199999 SH DFND 199999 0 0 CLIMATEROCK CLASS A ORD G2311X100 3994 399798 SH DFND 399798 0 0 CLIMATEROCK RIGHT 10/31/2028 G2311X134 52 399998 SH DFND 399998 0 0 CLOVER LEAF CAPITAL CORP RIGHT 05/31/2028 18915E121 14 300000 SH DFND 300000 0 0 COHEN & STEERS LTD DURATION COM 19248C105 474 26198 SH DFND 26198 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 11588 14645000 PRN DFND 14645000 0 0 COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 2 73348 SH DFND 73348 0 0 COLICITY INC *W EXP 02/24/202 194170114 1 30999 SH DFND 30999 0 0 COLICITY INC COM CL A 194170106 5122 520480 SH DFND 520480 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 5534 563535 SH DFND 563535 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 8596 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 391 40205 SH DFND 40205 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 552 55634 SH DFND 55634 0 0 COMPASS DIGITAL ACQUISITN CO *W EXP 09/29/202 G2476C123 17 186678 SH DFND 186678 0 0 COMPASS DIGITAL ACQUISITN CO CLASS A ORD G2476C107 1930 197592 SH DFND 197592 0 0 COMPOSECURE INC *W EXP 12/27/202 20459V113 123 153245 SH DFND 153245 0 0 COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 2 33724 SH DFND 33724 0 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 3782 383173 SH DFND 383173 0 0 CONCORD ACQUISITION CORP *W EXP 11/28/202 206071110 139 231666 SH DFND 231666 0 0 CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116 52 247354 SH DFND 247354 0 0 CONCORD ACQUISITION CORP II COM CL A 20607U108 7029 725369 SH DFND 725369 0 0 CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114 95 596337 SH DFND 596337 0 0 CONCORD ACQUISITION CORP III COM CL A 20607V106 11458 1142381 SH DFND 1142381 0 0 CONSILIUM ACQUISITN CORP I L *W EXP 06/01/202 G2365L119 19 377418 SH DFND 377418 0 0 CONSILIUM ACQUISITN CORP I L CLASS A ORD SHS G2365L101 7845 790837 SH DFND 790837 0 0 CONSILIUM ACQUISITN CORP I L RIGHT 07/01/2023 G2365L127 82 754837 SH DFND 754837 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 1 19332 SH DFND 19332 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 812 81764 SH DFND 81764 0 0 CONX CORP *W EXP 10/30/202 212873111 10 124999 SH DFND 124999 0 0 CONX CORP COM CL A 212873103 2050 205000 SH DFND 205000 0 0 CONYERS PARK III ACQSITN COR *W EXP 08/12/202 21289P110 75 375497 SH DFND 375497 0 0 CONYERS PARK III ACQSITN COR CLASS A COM 21289P102 4911 505269 SH DFND 505269 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 3 50000 SH DFND 50000 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 1118 112848 SH DFND 112848 0 0 CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 1 133333 SH DFND 133333 0 0 CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 6 116665 SH DFND 116665 0 0 CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 10 113998 SH DFND 113998 0 0 CORSAIR PARTNERING CORP SHS CL A G2540H108 3348 341994 SH DFND 341994 0 0 COUNTER PRESS ACQUISITION CO *W EXP 02/07/202 G2542B125 9 234165 SH DFND 234165 0 0 COUNTER PRESS ACQUISITION CO CLASS A ORD SHS G2542B117 4584 454732 SH DFND 454732 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 5964 7029000 PRN DFND 7029000 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 9506 12289000 PRN DFND 12289000 0 0 COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 1 26549 SH DFND 26549 0 0 COVA ACQUISITION CORP CL A SHS G2554Y104 994 100000 SH DFND 100000 0 0 COVETRUS INC COM 22304C100 31346 1501228 SH DFND 1501228 0 0 COWEN INC CL A NEW 223622606 18540 479802 SH DFND 479802 0 0 CRESCERA CAP ACQUISITION COR *W EXP 11/18/202 G26507114 9 99028 SH DFND 99028 0 0 CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 1988 198056 SH DFND 198056 0 0 CRIXUS BH3 ACQUISITION CO *W EXP 10/04/202 22677T110 15 99999 SH DFND 99999 0 0 CRIXUS BH3 ACQUISITION CO CLASS A COM 22677T102 1972 198609 SH DFND 198609 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 0 16666 SH DFND 16666 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 433 43698 SH DFND 43698 0 0 CRUCIBLE ACQUISITION CORP COM CL A 22877P108 682 68468 SH DFND 68468 0 0 CRYPTO 1 ACQUISITION CORP *W EXP 04/30/202 G3168A110 29 296946 SH DFND 296946 0 0 CRYPTO 1 ACQUISITION CORP CLASS A ORD G3168A102 2766 275484 SH DFND 275484 0 0 D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 1 41365 SH DFND 41365 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1274 129039 SH DFND 129039 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 5 100000 SH DFND 100000 0 0 DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 546 52667 SH DFND 52667 0 0 DECARBONIZATION PLUS ACQUISI *W EXP 07/15/202 G2773W111 83 150749 SH DFND 150749 0 0 DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 1 20500 SH DFND 20500 0 0 DEEP MEDICINE ACQUISITION CO CLASS A COM 243733102 2248 223042 SH DFND 223042 0 0 DEEP MEDICINE ACQUISITION CO RIGHT 09/30/2028 243733110 14 375000 SH DFND 375000 0 0 DELAWARE IVY HIGH INCOME OPP COM 246107106 193 19122 SH DFND 19122 0 0 DENALI CAPITAL ACQUISITN COR *W EXP 03/28/202 G6256B114 12 168412 SH DFND 168412 0 0 DENALI CAPITAL ACQUISITN COR CLASS A ORD G6256B106 1696 168412 SH DFND 168412 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 4 66666 SH DFND 66666 0 0 DHB CAPITAL CORP CL A COM 23291W109 3498 355528 SH DFND 355528 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 3 33865 SH DFND 33865 0 0 DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 7 30749 SH DFND 30749 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 1406 142500 SH DFND 142500 0 0 DIGITAL HEALTH ACQUISITION C *W EXP 11/02/202 253893119 32 200000 SH DFND 200000 0 0 DIGITAL HEALTH ACQUISITION C COMMON STOCK 253893101 2026 200000 SH DFND 200000 0 0 DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 2 29999 SH DFND 29999 0 0 DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 2699 274819 SH DFND 274819 0 0 DILA CAPITAL ACQUISITION COR *W EXP 06/09/202 254028111 6 125000 SH DFND 125000 0 0 DILA CAPITAL ACQUISITION COR COM CL A 254028103 1244 125000 SH DFND 125000 0 0 DIRECT SELLING ACQUISITIN CO *W EXP 09/30/202 25460L111 8 124999 SH DFND 124999 0 0 DIRECT SELLING ACQUISITIN CO CL A COM 25460L103 1728 170550 SH DFND 170550 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 63 96000 PRN DFND 96000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 13898 20128000 PRN DFND 20128000 0 0 DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 2 49533 SH DFND 49533 0 0 DISRUPTIVE ACQUISITION CORP CLASS A ORD SHS G2770Y102 6447 648599 SH DFND 648599 0 0 DMY TECHNOLOGY GROUP INC VI *W EXP 99/99/999 233247113 47 99298 SH DFND 99298 0 0 DMY TECHNOLOGY GROUP INC VI CL A COM 233247105 821 82416 SH DFND 82416 0 0 DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 3 50909 SH DFND 50909 0 0 DOUBLELINE INCOME SOLUTIONS COM 258622109 1174 108687 SH DFND 108687 0 0 DP CAP ACQUISITION CORP I *W EXP 11/08/202 G2R05B126 25 148563 SH DFND 148563 0 0 DP CAP ACQUISITION CORP I CLASS A ORD G2R05B100 3169 314108 SH DFND 314108 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 21318 32525000 PRN DFND 32525000 0 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 14778 1509478 SH DFND 1509478 0 0 DROPBOX INC NOTE 3/0 26210CAC8 5094 5825000 PRN DFND 5825000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 10300 12047000 PRN DFND 12047000 0 0 DTRT HEALTH ACQUISITION CORP *W EXP 08/31/202 23344T111 30 148984 SH DFND 148984 0 0 DTRT HEALTH ACQUISITION CORP COM CL A 23344T103 5471 537968 SH DFND 537968 0 0 DUET ACQUISITION CORP *W EXP 07/19/202 26431Q114 12 255460 SH DFND 255460 0 0 DUET ACQUISITION CORP CLASS A COM 26431Q106 2171 219331 SH DFND 219331 0 0 DUKE REALTY CORP COM NEW 264411505 43428 900994 SH DFND 900994 0 0 DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 2 42499 SH DFND 42499 0 0 EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 45 300000 SH DFND 300000 0 0 EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 22 275000 SH DFND 275000 0 0 EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 74 275000 SH DFND 275000 0 0 EATON VANCE CALIF MUN BD FD COM 27828A100 947 111296 SH DFND 111296 0 0 EATON VANCE FLTING RATE INC COM 278279104 128 11238 SH DFND 11238 0 0 EATON VANCE MUN BD FD COM 27827X101 1225 126548 SH DFND 126548 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 495 58528 SH DFND 58528 0 0 EATON VANCE SR FLTNG RTE TR COM 27828Q105 194 17483 SH DFND 17483 0 0 EATON VANCE SR INCOME TR SH BEN INT 27826S103 70 13202 SH DFND 13202 0 0 EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 6 61000 SH DFND 61000 0 0 EDIFY ACQUISITION CORP CL A 28059Q103 5767 583115 SH DFND 583115 0 0 EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 3 100000 SH DFND 100000 0 0 EDOC ACQUISITION CORP CL A G4000A102 691 67210 SH DFND 67210 0 0 EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 7 100000 SH DFND 100000 0 0 EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 4 73875 SH DFND 73875 0 0 EF HUTTON ACQUISITION CORP I UNIT 11/18/2027 28201D208 1460 145000 SH DFND 145000 0 0 EG ACQUISITION CORP *W EXP 05/28/202 26846A118 43 344940 SH DFND 344940 0 0 EG ACQUISITION CORP COM CL A 26846A100 6357 650009 SH DFND 650009 0 0 ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 16 100000 SH DFND 100000 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2411 245000 SH DFND 245000 0 0 ELLSWORTH GROWTH & INCOME FD COM 289074106 507 63278 SH DFND 63278 0 0 EMBRACE CHANGE ACQUISITN COR UNIT 03/17/2027 G3034H133 2024 200000 SH DFND 200000 0 0 EMERGING MARKETS HORIZON COR *W EXP 11/16/202 G3033X121 26 262860 SH DFND 262860 0 0 EMERGING MARKETS HORIZON COR CLASS A ORD SHS G3033X105 5252 525720 SH DFND 525720 0 0 EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 7 113496 SH DFND 113496 0 0 EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 3539 358162 SH DFND 358162 0 0 ENDURANCE ACQUISITION CORP *W EXP 09/01/202 G3041W115 24 100000 SH DFND 100000 0 0 ENERGEM CORP *W EXP 11/15/202 G30449121 13 125000 SH DFND 125000 0 0 ENERGEM CORP CLASS A ORD SHS G30449105 1269 125000 SH DFND 125000 0 0 ENPHYS ACQUISITION CORP *W EXP 99/99/999 G3167L117 54 549999 SH DFND 549999 0 0 ENPHYS ACQUISITION CORP CL A ORD SHS G3167L109 6968 714286 SH DFND 714286 0 0 ENTERPRISE 4.0 TEC ACQSTN CO *W EXP 10/21/202 G3137C114 35 246969 SH DFND 246969 0 0 ENTERPRISE 4.0 TEC ACQSTN CO CLASS A ORD SHS G3137C106 1010 100000 SH DFND 100000 0 0 EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 70 167855 SH DFND 167855 0 0 EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 4 83332 SH DFND 83332 0 0 EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 2107 213299 SH DFND 213299 0 0 EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 6 75000 SH DFND 75000 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 880 89156 SH DFND 89156 0 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 22 271664 SH DFND 271664 0 0 ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 3 33332 SH DFND 33332 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 30439 39100000 PRN DFND 39100000 0 0 EUCRATES BIOMEDICAL ACQU COR *W EXP 10/23/202 G3141W122 2 45832 SH DFND 45832 0 0 EURONAV NV SHS B38564108 2103 136667 SH DFND 136667 0 0 EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 1 14666 SH DFND 14666 0 0 EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 1986 200208 SH DFND 200208 0 0 EVE HLDG INC *W EXP 05/09/202 29970N112 59 119592 SH DFND 119592 0 0 EVE MOBILITY ACQUISITION COR *W EXP 12/31/202 G3218G117 39 389271 SH DFND 389271 0 0 EVE MOBILITY ACQUISITION COR CL A ORD SHS G3218G109 7491 742398 SH DFND 742398 0 0 EVENTBRITE INC NOTE 0.750% 9/1 29975EAD1 10677 15600000 PRN DFND 15600000 0 0 EVEREST CONSOLIDATOR ACQ COR *W EXP 99/99/999 29978K110 12 195444 SH DFND 195444 0 0 EVEREST CONSOLIDATOR ACQ COR CL A COM 29978K102 3928 390888 SH DFND 390888 0 0 EVERGREEN CORPORATION *W EXP 02/08/202 G3312W117 21 350000 SH DFND 350000 0 0 EVERGREEN CORPORATION CLASS A ORD SHS G3312W109 4536 450000 SH DFND 450000 0 0 EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 2 61500 SH DFND 61500 0 0 EVO ACQUISITION CORP COM CL A 30052G108 190 19320 SH DFND 19320 0 0 EVO PMTS INC CL A COM 26927E104 11645 349710 SH DFND 349710 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 20830 32675000 PRN DFND 32675000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 7387 10600000 PRN DFND 10600000 0 0 EXCELFIN ACQUISITION CORP *W EXP 10/25/202 30069X110 16 148965 SH DFND 148965 0 0 EXCELFIN ACQUISITION CORP COM CL A 30069X102 4155 414634 SH DFND 414634 0 0 EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 116 125000 SH DFND 125000 0 0 EZCORP INC NOTE 2.375% 5/0 302301AE6 3868 4500000 PRN DFND 4500000 0 0 EZCORP INC NOTE 2.875% 7/0 302301AF3 9243 8900000 PRN DFND 8900000 0 0 FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 8 35000 SH DFND 35000 0 0 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 13445 14575000 PRN DFND 14575000 0 0 FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 19 37525 SH DFND 37525 0 0 FAST ACQUISITION CORP II CL A 311874101 471 48000 SH DFND 48000 0 0 FASTLY INC NOTE 3/1 31188VAB6 13286 18250000 PRN DFND 18250000 0 0 FAT PROJECTS ACQUISITION COR *W EXP 08/31/202 G3400W110 4 80000 SH DFND 80000 0 0 FAT PROJECTS ACQUISITION COR CLASS A ORD SHS G3400W102 796 80000 SH DFND 80000 0 0 FEDERATED HERMES PREM MUNI I COM 31423P108 582 56288 SH DFND 56288 0 0 FEUTUNE LIGHT ACQUISITION CO *W EXP 06/01/202 31561T110 22 370000 SH DFND 370000 0 0 FEUTUNE LIGHT ACQUISITION CO CL A COM 31561T102 3682 370000 SH DFND 370000 0 0 FEUTUNE LIGHT ACQUISITION CO RIGHT 06/01/2029 31561T128 22 370000 SH DFND 370000 0 0 FG MERGER CORP *W EXP 06/17/202 30324Y119 34 224990 SH DFND 224990 0 0 FG MERGER CORP COMMON STOCK 30324Y101 3006 299988 SH DFND 299988 0 0 FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 3575 363290 SH DFND 363290 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 2 39625 SH DFND 39625 0 0 FIGURE ACQUISITION CORP I COM CL A 302438106 3107 315423 SH DFND 315423 0 0 FINANCIAL STRATEGIES ACQUISI *W EXP 03/31/202 31772T115 18 352400 SH DFND 352400 0 0 FINANCIAL STRATEGIES ACQUISI CLASS A COM 31772T107 3451 344018 SH DFND 344018 0 0 FINANCIAL STRATEGIES ACQUISI RIGHT 07/01/2023 31772T123 18 352400 SH DFND 352400 0 0 FINNOVATE ACQUISITION CORP *W EXP 09/30/202 G3R34K111 12 243741 SH DFND 243741 0 0 FINNOVATE ACQUISITION CORP CLASS A ORD SHS G3R34K103 270 26804 SH DFND 26804 0 0 FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 1 29748 SH DFND 29748 0 0 FINSERV ACQUISITION CORP II COM CL A 31809Y103 267 27175 SH DFND 27175 0 0 FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 2 49999 SH DFND 49999 0 0 FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 2 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 201 19976 SH DFND 19976 0 0 FINTECH ECOSYSTEM DEVE RIGHT 04/01/2026 318136124 3 24996 SH DFND 24996 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 3 25581 SH DFND 25581 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 407 41020 SH DFND 41020 0 0 FIRST HORIZON CORPORATION COM 320517105 48506 2118174 SH DFND 2118174 0 0 FIRST LT ACQUISITION GROUP I *W EXP 03/14/202 320703119 3 49998 SH DFND 49998 0 0 FIRST LT ACQUISITION GROUP I CL A 320703101 400 40584 SH DFND 40584 0 0 FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 2 29249 SH DFND 29249 0 0 FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 4367 444700 SH DFND 444700 0 0 FISCALNOTE HOLDINGS INC *W EXP 07/29/202 337655112 97 113140 SH DFND 113140 0 0 FIVERR INTL LTD NOTE 11/0 33835LAA3 12193 15507000 PRN DFND 15507000 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 28639 857457 SH DFND 857457 0 0 FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 14 99999 SH DFND 99999 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 2262 230073 SH DFND 230073 0 0 FOCUS IMPACT ACQUISITION COR *W EXP 10/28/202 34417L117 11 124124 SH DFND 124124 0 0 FOCUS IMPACT ACQUISITION COR CLASS A COM 34417L109 1983 197860 SH DFND 197860 0 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 24 161675 SH DFND 161675 0 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 4913 485027 SH DFND 485027 0 0 FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 2 24399 SH DFND 24399 0 0 FOREST ROAD ACQUISITION COR CL A 34619V103 3610 367246 SH DFND 367246 0 0 FORMA THERAPEUTICS HLDGS INC SHS 34633R104 6572 329444 SH DFND 329444 0 0 FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 8 61049 SH DFND 61049 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 1902 192272 SH DFND 192272 0 0 FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 1 10599 SH DFND 10599 0 0 FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 1036 104125 SH DFND 104125 0 0 FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 3 28179 SH DFND 28179 0 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 569 57430 SH DFND 57430 0 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 10 57447 SH DFND 57447 0 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 10003 1016609 SH DFND 1016609 0 0 FORTUNE RISE ACQUISITION COR *W EXP 12/06/202 34969G110 10 159644 SH DFND 159644 0 0 FORTUNE RISE ACQUISITION COR CL A 34969G102 2751 270754 SH DFND 270754 0 0 FORUM MERGER IV CORP *W EXP 03/15/202 349875112 9 150000 SH DFND 150000 0 0 FORUM MERGER IV CORP CLASS A COM 349875104 4529 461224 SH DFND 461224 0 0 FOXO TECHNOLOGIES INC *W EXP 08/01/202 351471115 8 77299 SH DFND 77299 0 0 FOXWAYNE ENTERPRIS AQSTN COR *W EXP 01/12/202 35166L117 5 50000 SH DFND 50000 0 0 FOXWAYNE ENTERPRIS AQSTN COR COM CL A 35166L109 945 94130 SH DFND 94130 0 0 FRANKLIN LTD DURATION INCOME COM 35472T101 964 156038 SH DFND 156038 0 0 FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 1724 172892 SH DFND 172892 0 0 FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 2 27943 SH DFND 27943 0 0 FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 612 61752 SH DFND 61752 0 0 FRONTIER INVESTMENT CORP *W EXP 06/29/202 G36816125 12 149111 SH DFND 149111 0 0 FRONTIER INVESTMENT CORP CLASS A ORD SHS G36816109 4412 440336 SH DFND 440336 0 0 FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 1 12500 SH DFND 12500 0 0 FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 341 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 8151 835136 SH DFND 835136 0 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 2 24999 SH DFND 24999 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 12425 1251903 SH DFND 1251903 0 0 FTAC PARNASSUS ACQUISITN COR *W EXP 03/10/202 30319B116 9 71714 SH DFND 71714 0 0 FTAC PARNASSUS ACQUISITN COR CLASS A COM 30319B108 141 14304 SH DFND 14304 0 0 FTAC ZEUS ACQUISITION COR *W EXP 04/15/202 30320F114 37 367166 SH DFND 367166 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 14874 1480034 SH DFND 1480034 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 4 73997 SH DFND 73997 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 3209 326141 SH DFND 326141 0 0 FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 44 41414 SH DFND 41414 0 0 FUTURE HEALTH ESG CORP *W EXP 99/99/999 36118W110 37 113243 SH DFND 113243 0 0 FUTURE HEALTH ESG CORP COM 36118W102 1195 119486 SH DFND 119486 0 0 FUTURETECH II ACQUISITION CO *W EXP 12/23/202 36119D111 8 120000 SH DFND 120000 0 0 FUTURETECH II ACQUISITION CO CLASS A COM 36119D103 2185 217408 SH DFND 217408 0 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 5 48918 SH DFND 48918 0 0 G SQUARED ASCEND II INC COM CL A G42041106 678 68346 SH DFND 68346 0 0 G&P ACQUISITION CORP *W EXP 02/28/202 36146G111 7 249999 SH DFND 249999 0 0 G&P ACQUISITION CORP COM CL A 36146G103 421 42166 SH DFND 42166 0 0 GALATA ACQUISITION CORP *W EXP 99/99/999 G3R23A116 13 86939 SH DFND 86939 0 0 GAMES & ESPORTS EXPRNC ACQ C *W EXP 12/01/202 G3731J127 23 259827 SH DFND 259827 0 0 GAMES & ESPORTS EXPRNC ACQ C CLASS A ORD SHS G3731J119 5655 557154 SH DFND 557154 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 2 62331 SH DFND 62331 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 3601 365584 SH DFND 365584 0 0 GARDINER HEALTHCARE ACQTS CO *W EXP 07/30/202 365506112 9 150000 SH DFND 150000 0 0 GARDINER HEALTHCARE ACQTS CO COMMON STOCK 365506104 2150 215172 SH DFND 215172 0 0 GENERATION ASIA I ACQUISITIO *W EXP 99/99/999 G38258128 23 229698 SH DFND 229698 0 0 GENERATION ASIA I ACQUISITIO CL A ORD SHS G38258102 6303 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 10018 989922 SH DFND 989922 0 0 GENESIS UNICORN CAPITAL CORP *W EXP 06/30/202 37187C118 14 207500 SH DFND 207500 0 0 GENESIS UNICORN CAPITAL CORP CLASS A COM 37187C100 2024 202980 SH DFND 202980 0 0 GENMAB A/S SPONSORED ADS 372303206 984 30625 SH DFND 30625 0 0 GESHER I ACQUISITION CORP *W EXP 04/16/202 G38537125 49 89999 SH DFND 89999 0 0 GESHER I ACQUISITION CORP CLASS A ORD G38537109 1120 111846 SH DFND 111846 0 0 GIGCAPITAL 5 INC *W EXP 03/28/202 37519U117 8 300000 SH DFND 300000 0 0 GIGCAPITAL 5 INC COMMON STOCK 37519U109 2979 294358 SH DFND 294358 0 0 GIGINTERNATIONAL1 INC *W EXP 04/19/202 37518W114 22 277250 SH DFND 277250 0 0 GIGINTERNATIONAL1 INC COM 37518W106 1293 127100 SH DFND 127100 0 0 GLADSTONE ACQUISITION CORP *W EXP 04/01/202 37653T116 9 150750 SH DFND 150750 0 0 GLADSTONE ACQUISITION CORP CLASS A COM 37653T108 2289 225321 SH DFND 225321 0 0 GLASS HOUSES ACQUISITION COR *W EXP 03/25/202 37714P111 8 99999 SH DFND 99999 0 0 GLASS HOUSES ACQUISITION COR CLASS A COM 37714P103 4064 414284 SH DFND 414284 0 0 GLENFARNE MERGER CORP *W EXP 03/17/202 378579114 6 83332 SH DFND 83332 0 0 GLENFARNE MERGER CORP CLASS A COM 378579106 5414 551932 SH DFND 551932 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120 28 675000 SH DFND 675000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 6730 675000 SH DFND 675000 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 47 675000 SH DFND 675000 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 41253 605777 SH DFND 605777 0 0 GLOBAL CONSUMER ACQUISITN CO *W EXP 05/21/202 37892B116 29 222695 SH DFND 222695 0 0 GLOBAL CONSUMER ACQUISITN CO COM 37892B108 1527 150000 SH DFND 150000 0 0 GLOBAL STAR ACQUISITION INC UNIT 07/15/2028 37962G201 2104 210000 SH DFND 210000 0 0 GLOBAL TECHNOLGY ACQSTN CORP *W EXP 10/19/202 G3934N115 16 98747 SH DFND 98747 0 0 GLOBAL TECHNOLGY ACQSTN CORP CLASS A ORD G3934N107 1993 197494 SH DFND 197494 0 0 GLOBALINK INVT INC *W EXP 12/03/202 37892F125 12 200000 SH DFND 200000 0 0 GLOBALINK INVT INC COM 37892F109 5395 541640 SH DFND 541640 0 0 GLOBALINK INVT INC RIGHT 12/06/2026 37892F117 34 200000 SH DFND 200000 0 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 5 128000 SH DFND 128000 0 0 GOAL ACQUISITIONS CORP COM 38021H107 3202 325359 SH DFND 325359 0 0 GOGREEN INVESTMENTS CORP *W EXP 05/31/202 G9461B119 11 98745 SH DFND 98745 0 0 GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 1284 126782 SH DFND 126782 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 184 55929 SH DFND 55929 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 12 211702 SH DFND 211702 0 0 GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 5 87500 SH DFND 87500 0 0 GOLDEN FALCON ACQUISITION CO CL A 38102H109 538 54100 SH DFND 54100 0 0 GOLDENBRIDGE ACQUISITION LTD *W EXP 10/28/202 G3970D120 2 34000 SH DFND 34000 0 0 GOLDENBRIDGE ACQUISITION LTD RIGHT 10/28/2025 G3970D138 5 34000 SH DFND 34000 0 0 GOLDENBRIDGE ACQUISITION LTD SHS G3970D104 350 34000 SH DFND 34000 0 0 GOLDENSTONE ACQUISITION LTD *W EXP 07/15/202 38136Y110 2 110000 SH DFND 110000 0 0 GOLDENSTONE ACQUISITION LTD COM 38136Y102 2071 208300 SH DFND 208300 0 0 GOLDENSTONE ACQUISITION LTD RIGHT 07/15/2026 38136Y128 21 110000 SH DFND 110000 0 0 GOOD WKS II ACQUISITION CORP *W EXP 02/01/202 38216G112 63 287818 SH DFND 287818 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 8775 9820000 PRN DFND 9820000 0 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 14 14874 SH DFND 14874 0 0 GORES HOLDINGS IX INC *W EXP 01/14/202 38287A119 548 1583329 SH DFND 1583329 0 0 GORES HOLDINGS IX INC CLASS A COM 38287A101 29697 3067821 SH DFND 3067821 0 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 6 46123 SH DFND 46123 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 4167 422650 SH DFND 422650 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 9 58577 SH DFND 58577 0 0 GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 9588 976394 SH DFND 976394 0 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 9 30895 SH DFND 30895 0 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 2670 271800 SH DFND 271800 0 0 GORILLA TECHNOLOGY GROUP INC *W EXP 07/13/202 G4000K118 10 26949 SH DFND 26949 0 0 GRAF ACQUISITION CORP IV *W EXP 05/31/202 384272118 20 130528 SH DFND 130528 0 0 GRAF ACQUISITION CORP IV COM 384272100 341 35000 SH DFND 35000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 3067 3100000 PRN DFND 3100000 0 0 GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 7209 6250000 PRN DFND 6250000 0 0 GREEN VISOR FIN TEC ACQ CORP *W EXP 10/27/202 G4166K126 9 99041 SH DFND 99041 0 0 GREEN VISOR FIN TEC ACQ CORP CLASS A ORD G4166K100 1489 147030 SH DFND 147030 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 23882 30250000 PRN DFND 30250000 0 0 GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 3 150000 SH DFND 150000 0 0 GREENCITY ACQUISITION CORP COM G4086B107 364 34387 SH DFND 34387 0 0 GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 3 42000 SH DFND 42000 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 2682 271144 SH DFND 271144 0 0 GROUPON INC NOTE 1.125% 3/1 399473AF4 6715 10600000 PRN DFND 10600000 0 0 GSR II METEORA ACQUISITN COR *W EXP 02/24/202 36263W121 120 750000 SH DFND 750000 0 0 GSR II METEORA ACQUISITN COR CLASS A COM 36263W105 7433 750000 SH DFND 750000 0 0 GSR II METEORA ACQUISITN COR RIGHT 02/24/2027 36263W113 56 46869 SH DFND 46869 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 10753 14675000 PRN DFND 14675000 0 0 GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 20 199998 SH DFND 199998 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 10652 1085317 SH DFND 1085317 0 0 H I G ACQUISITION CORP *W EXP 99/99/999 G44898123 1 90205 SH DFND 90205 0 0 H I G ACQUISITION CORP COM CL A G44898107 1120 111684 SH DFND 111684 0 0 HAINAN MANASLU ACQUISTN CORP UNIT 01/31/2029 G4233U123 2010 200000 SH DFND 200000 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 20 301657 SH DFND 301657 0 0 HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 4 72998 SH DFND 72998 0 0 HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 4585 463647 SH DFND 463647 0 0 HANGER INC COM NEW 41043F208 4311 230276 SH DFND 230276 0 0 HAWKS ACQUISITION CORP *W EXP 99/99/999 42032P116 8 87498 SH DFND 87498 0 0 HAWKS ACQUISITION CORP CL A 42032P108 3198 325025 SH DFND 325025 0 0 HCM ACQUISITION CO *W EXP 01/20/202 G4365A127 35 502881 SH DFND 502881 0 0 HCM ACQUISITION CO CLASS A ORD SHS G4365A101 11168 1105764 SH DFND 1105764 0 0 HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 3 115832 SH DFND 115832 0 0 HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 9529 954785 SH DFND 954785 0 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 36 284579 SH DFND 284579 0 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 5742 569058 SH DFND 569058 0 0 HEALTHCARE SERVICES ACQU COR *W EXP 12/28/202 42227K112 2 75000 SH DFND 75000 0 0 HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 994 100000 SH DFND 100000 0 0 HEALTHWELL ACQUISITION CORP *W EXP 08/05/202 42227R117 45 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 79 699998 SH DFND 699998 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 9952 999152 SH DFND 999152 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 10175 10000000 PRN DFND 10000000 0 0 HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 4 39618 SH DFND 39618 0 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 3277 332049 SH DFND 332049 0 0 HENNESSY CAPITAL INVST CORP *W EXP 06/10/202 42600H116 85 566664 SH DFND 566664 0 0 HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 1 32149 SH DFND 32149 0 0 HH&L ACQUISITION CO SHS CL A G39714103 4044 406882 SH DFND 406882 0 0 HHG CAPITAL CORPORATION *W EXP 02/25/202 G4R23P129 1 25000 SH DFND 25000 0 0 HHG CAPITAL CORPORATION RIGHT 02/25/2026 G4R23P145 2 25000 SH DFND 25000 0 0 HIGHLAND INCOME FD HIGHLAND INCOME 43010E404 117 12065 SH DFND 12065 0 0 HIGHLAND TRANSCEND PARTNERS *W EXP 12/02/202 G44690124 1 24285 SH DFND 24285 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1370 137575 SH DFND 137575 0 0 HNR ACQUISITION CORP *W EXP 02/04/202 40472A128 29 150000 SH DFND 150000 0 0 HNR ACQUISITION CORP COM 40472A102 1491 148800 SH DFND 148800 0 0 HOME PLATE ACQUISITION CORP *W EXP 09/30/202 43734R111 2 49998 SH DFND 49998 0 0 HOME PLATE ACQUISITION CORP CL A COM 43734R103 977 99280 SH DFND 99280 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1030 1075000 PRN DFND 1075000 0 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 7 49999 SH DFND 49999 0 0 HORIZON ACQUISITION CORPORAT SHS CL A G46044106 2500 250000 SH DFND 250000 0 0 HPX CORP *W EXP 07/14/202 G32219126 36 150000 SH DFND 150000 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 8 50518 SH DFND 50518 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 11097 1128857 SH DFND 1128857 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 2 30500 SH DFND 30500 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 4569 463823 SH DFND 463823 0 0 HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 14 128496 SH DFND 128496 0 0 HUMANCO ACQUISITION CORP COM CL A 44487N109 5297 531811 SH DFND 531811 0 0 HUNT COMPANIES ACQUISITIO *W EXP 99/99/999 G46482124 6 148563 SH DFND 148563 0 0 HUNT COMPANIES ACQUISITIO CL ACOM G46482108 2096 206508 SH DFND 206508 0 0 IBERE PHARMACEUTICALS *W EXP 03/01/202 G46843119 3 37500 SH DFND 37500 0 0 IBERE PHARMACEUTICALS SHS CL A G46843101 2046 206415 SH DFND 206415 0 0 ICONIC SPORTS ACQUISITION CO *W EXP 10/12/202 G4712C115 29 246868 SH DFND 246868 0 0 ICONIC SPORTS ACQUISITION CO CL A ORD SHS G4712C107 4438 437662 SH DFND 437662 0 0 IG ACQUISITION CORP *W EXP 10/05/202 449534114 38 312500 SH DFND 312500 0 0 IG ACQUISITION CORP COM CL A 449534106 501 50003 SH DFND 50003 0 0 IGNYTE ACQUISITION CORP *W EXP 01/05/202 45175H114 3 25000 SH DFND 25000 0 0 IGNYTE ACQUISITION CORP COM 45175H106 350 35000 SH DFND 35000 0 0 INCEPTION GROWTH ACQUSTN LTD *W EXP 10/15/202 45333D112 10 149997 SH DFND 149997 0 0 INCEPTION GROWTH ACQUSTN LTD COMMON STOCK 45333D104 3465 349994 SH DFND 349994 0 0 INCEPTION GROWTH ACQUSTN LTD RIGHT 12/08/2026 45333D120 22 299994 SH DFND 299994 0 0 INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 2 15000 SH DFND 15000 0 0 INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 10449 1053359 SH DFND 1053359 0 0 INDUSTRIAL HUMAN CAPITAL INC *W EXP 11/27/202 45617P112 4 200000 SH DFND 200000 0 0 INDUSTRIAL HUMAN CAPITAL INC COM 45617P104 914 90072 SH DFND 90072 0 0 INDUSTRIAL TECH ACQSTNS II I *W EXP 03/31/202 45635R116 18 182498 SH DFND 182498 0 0 INDUSTRIAL TECH ACQSTNS II I CLASS A COM 45635R108 4000 399996 SH DFND 399996 0 0 INFINERA CORP DEBT 3.750% 8/0 45667GAF0 14903 15000000 PRN DFND 15000000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 12006 13090000 PRN DFND 13090000 0 0 INFINITE ACQUISITION CORP *W EXP 11/23/202 G48028123 17 98901 SH DFND 98901 0 0 INFINITE ACQUISITION CORP CL A ORD SHS G48028107 1974 197802 SH DFND 197802 0 0 INFINT ACQUISITION CORP *W EXP 99/99/999 G47862126 9 86649 SH DFND 86649 0 0 INFINT ACQUISITION CORP CL A ORD SHS G47862100 1757 173298 SH DFND 173298 0 0 INFLECTION POINT ACQUSTN COR *W EXP 09/21/202 G47874113 75 374998 SH DFND 374998 0 0 INFLECTION POINT ACQUSTN COR CLASS A ORD G47874121 7365 749999 SH DFND 749999 0 0 INNOVATIVE INTL ACQUSITIN CO *W EXP 07/01/202 G4809M125 7 246891 SH DFND 246891 0 0 INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 5007 493782 SH DFND 493782 0 0 INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 191 86663 SH DFND 86663 0 0 INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 4925 5000000 PRN DFND 5000000 0 0 INSIGHT ACQUISITION CORP *W EXP 08/26/202 45784L118 6 62498 SH DFND 62498 0 0 INSIGHT ACQUISITION CORP COM CL A 45784L100 515 52262 SH DFND 52262 0 0 INSIGHT SELECT INCOME FD COM 45781W109 435 28296 SH DFND 28296 0 0 INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 1 33332 SH DFND 33332 0 0 INSU ACQUISITION CORP III COM CL A 457817104 2490 250000 SH DFND 250000 0 0 INTEGRAL ACQUISITION CORP 1 *W EXP 05/31/202 45827K119 17 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 15 171082 SH DFND 171082 0 0 INTEGRATED RAIL AND RES ACQ CL A COM 45827R106 3439 342164 SH DFND 342164 0 0 INTEGRATED WELLNESS ACQ CORP *W EXP 10/31/202 G4828B118 63 248748 SH DFND 248748 0 0 INTEGRATED WELLNESS ACQ CORP ORD SHS CL A G4828B100 8470 837812 SH DFND 837812 0 0 INTELLIGENT MEDI ACQSITN COR *W EXP 11/05/202 45828D114 16 173954 SH DFND 173954 0 0 INTELLIGENT MEDI ACQSITN COR CLASS A COM 45828D106 5572 553372 SH DFND 553372 0 0 INTERPRIVATE II ACQUISITION *W EXP 03/09/202 46064Q116 2 31428 SH DFND 31428 0 0 INTERPRIVATE II ACQUISITION CL A COM 46064Q108 1796 182500 SH DFND 182500 0 0 INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114 2 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 3 24800 SH DFND 24800 0 0 INTERPRIVATE IV INFRATECH PR CLASS A COM 46064T102 2879 292300 SH DFND 292300 0 0 INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 645 1112003 SH DFND 1112003 0 0 INVACARE CORP NOTE 4.250% 3/1 461203AQ4 2984 6375000 PRN DFND 6375000 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 394 48528 SH DFND 48528 0 0 INVESCO CALIF VALUE MUN INCO COM 46132H106 678 75390 SH DFND 75390 0 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 1004 110217 SH DFND 110217 0 0 INVESCO MUNICIPAL TRUST COM 46131J103 954 104411 SH DFND 104411 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 230 23814 SH DFND 23814 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 967 105910 SH DFND 105910 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 801 85557 SH DFND 85557 0 0 INVESCO TR INVT GRADE NEW YO COM 46131T101 156 16274 SH DFND 16274 0 0 INVESTCORP EUROPE ACQUISITIO *W EXP 12/15/202 G4923T113 46 654798 SH DFND 654798 0 0 INVESTCORP EUROPE ACQUISITIO CLASS A ORD SHS G4923T105 13279 1309597 SH DFND 1309597 0 0 INVESTCORP INDIA ACQUISTN CO *W EXP 06/01/202 G49219127 30 299998 SH DFND 299998 0 0 INVESTCORP INDIA ACQUISTN CO CLASS A ORD SHS G49219101 6048 599997 SH DFND 599997 0 0 ION ACQUISITION CORP 3 LTD SHS CL A G4940J114 3352 339609 SH DFND 339609 0 0 IRIS ACQUISITION CORP *W EXP 02/28/202 89601Y119 4 81273 SH DFND 81273 0 0 IRIS ACQUISITION CORP CLASS A COM 89601Y101 977 99275 SH DFND 99275 0 0 IROBOT CORP COM 462726100 34771 617265 SH DFND 617265 0 0 IRON SPARK I INC CLASS A COM 46301G103 2146 216814 SH DFND 216814 0 0 IRONSOURCE LTD CL A ORD SHS M5R75Y101 16628 4833856 SH DFND 4833856 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 4185 4100000 PRN DFND 4100000 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 0 19500 SH DFND 19500 0 0 IX ACQUISITION CORP *W EXP 07/31/202 G5000D111 8 150000 SH DFND 150000 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 6 23190 SH DFND 23190 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 861 86552 SH DFND 86552 0 0 JACKSON ACQUISITION CO *W EXP 99/99/999 46653C114 64 532838 SH DFND 532838 0 0 JACKSON ACQUISITION CO COM CL A 46653C106 8623 865723 SH DFND 865723 0 0 JAGUAR GLOBAL GROWTH CORP I *W EXP 11/23/202 G5S11A130 48 749998 SH DFND 749998 0 0 JAGUAR GLOBAL GROWTH CORP I CLASS A ORD SHS G5S11A106 15205 1523520 SH DFND 1523520 0 0 JAGUAR GLOBAL GROWTH CORP I RIGHT 01/01/2027 G5S11A155 216 1499996 SH DFND 1499996 0 0 JATT ACQUISITION CORP *W EXP 07/19/202 G50752123 12 75000 SH DFND 75000 0 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 11 62499 SH DFND 62499 0 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 2360 242000 SH DFND 242000 0 0 JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 11 50000 SH DFND 50000 0 0 JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 2956 301000 SH DFND 301000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 2 17500 SH DFND 17500 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 13991 1407505 SH DFND 1407505 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 10493 14675000 PRN DFND 14675000 0 0 JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 1 38999 SH DFND 38999 0 0 JOFF FINTECH ACQUISITION COR COM CL A 46592C100 7327 743874 SH DFND 743874 0 0 JUNIPER II CORP *W EXP 99/99/999 48203N111 20 149083 SH DFND 149083 0 0 JUNIPER II CORP CL A COM 48203N103 8517 855166 SH DFND 855166 0 0 JUPITER ACQUISITION CORP *W EXP 08/17/202 482082112 25 225750 SH DFND 225750 0 0 JUPITER ACQUISITION CORP CL A 482082104 4729 488538 SH DFND 488538 0 0 JUPITER WELLNESS ACQUISITION CLASS A COM 48208E108 2151 214489 SH DFND 214489 0 0 JUPITER WELLNESS ACQUISITION RIGHT 12/31/2028 48208E116 36 439988 SH DFND 439988 0 0 KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 16 237499 SH DFND 237499 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 3194 324878 SH DFND 324878 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 5 93748 SH DFND 93748 0 0 KAIROUS ACQUISITION CORP LTD ORDINARY SHARES G52131110 2120 210696 SH DFND 210696 0 0 KAIROUS ACQUISITION CORP LTD RIGHT 09/15/2026 G52131136 13 187496 SH DFND 187496 0 0 KALERA PUBLIC LIMITED CO *W EXP 06/27/202 G52251116 12 101855 SH DFND 101855 0 0 KENSINGTON CAPITAL ACQUISITI *W EXP 99/99/999 G5251K129 40 263625 SH DFND 263625 0 0 KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 2508 251671 SH DFND 251671 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 1 37499 SH DFND 37499 0 0 KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 325 32712 SH DFND 32712 0 0 KEYARCH ACQUISITION CORP *W EXP 01/24/202 G5260A112 27 357498 SH DFND 357498 0 0 KEYARCH ACQUISITION CORP ORD SHS CL A G5260A104 7098 711971 SH DFND 711971 0 0 KEYARCH ACQUISITION CORP RIGHT 01/24/2027 G5260A120 100 714997 SH DFND 714997 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 9425 963702 SH DFND 963702 0 0 KIMBELL TIGER ACQUISITION CO *W EXP 09/15/202 49436K114 80 569997 SH DFND 569997 0 0 KIMBELL TIGER ACQUISITION CO COM CL A 49436K106 7659 756080 SH DFND 756080 0 0 KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 3 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 5 40825 SH DFND 40825 0 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 14044 1427236 SH DFND 1427236 0 0 KKR INCOME OPPORTUNITIES FD COM 48249T106 734 64135 SH DFND 64135 0 0 KL ACQUISITION CORP *W EXP 01/12/202 49837C117 2 38665 SH DFND 38665 0 0 KL ACQUISITION CORP COM CL A 49837C109 995 100517 SH DFND 100517 0 0 KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 6 49999 SH DFND 49999 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 58 580728 SH DFND 580728 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 7888 791140 SH DFND 791140 0 0 KNOWBE4 INC CL A 49926T104 1951 93750 SH DFND 93750 0 0 L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 1 33332 SH DFND 33332 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 2505 252294 SH DFND 252294 0 0 LAKELAND BANCORP INC COM 511637100 1784 111429 SH DFND 111429 0 0 LAKESHORE ACQUISITION I CORP *W EXP 07/15/202 G53521111 4 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 2764 274996 SH DFND 274996 0 0 LAKESHORE ACQUISITION II COR RIGHT 11/18/2026 G5352N113 23 124996 SH DFND 124996 0 0 LAMF GLOBAL VENTURES CORP I *W EXP 11/05/202 G5338L124 10 99042 SH DFND 99042 0 0 LAMF GLOBAL VENTURES CORP I CLASS A ORD G5338L108 1441 142844 SH DFND 142844 0 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 19 125000 SH DFND 125000 0 0 LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 4932 502235 SH DFND 502235 0 0 LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 123 784197 SH DFND 784197 0 0 LARKSPUR HEALTH ACQUISITION *W EXP 12/20/202 51724W115 17 138981 SH DFND 138981 0 0 LARKSPUR HEALTH ACQUISITION CLASS A COM 51724W107 1829 183093 SH DFND 183093 0 0 LATAMGROWTH SPAC *W EXP 01/20/202 G5380L121 113 564999 SH DFND 564999 0 0 LATAMGROWTH SPAC CLASS A ORD SHS G5380L105 11023 1092502 SH DFND 1092502 0 0 LAVA MEDTECH ACQUISITION COR *W EXP 10/21/202 519345110 6 75948 SH DFND 75948 0 0 LAVA MEDTECH ACQUISITION COR CLASS A COM 519345102 1528 151896 SH DFND 151896 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 0 10000 SH DFND 10000 0 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 6146 619577 SH DFND 619577 0 0 LDH GROWTH CORP I *W EXP 03/17/202 G54094126 1 27399 SH DFND 27399 0 0 LDH GROWTH CORP I CLASS A ORD SHS G54094100 2456 248100 SH DFND 248100 0 0 LEAFLY HOLDINGS INC *W EXP 02/04/202 52178J113 28 166086 SH DFND 166086 0 0 LEARN CW INVESTMENT COR *W EXP 10/08/202 G54157113 9 81364 SH DFND 81364 0 0 LEARN CW INVESTMENT COR CL A ORD SHS G54157105 1603 162728 SH DFND 162728 0 0 LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 7 226666 SH DFND 226666 0 0 LEFTERIS ACQUISITION CORP COM CL A 52470X109 482 48167 SH DFND 48167 0 0 LEGATO MERGER CORP II *W EXP 09/01/202 52473Y112 86 232282 SH DFND 232282 0 0 LEGATO MERGER CORP II COM 52473Y104 4613 464564 SH DFND 464564 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 18254 25427000 PRN DFND 25427000 0 0 LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 0 12499 SH DFND 12499 0 0 LEO HLDGS CORP II COM CL A G5463R102 666 66870 SH DFND 66870 0 0 LERER HIPPEAU ACQUISITION CO CL A 526749106 5877 597900 SH DFND 597900 0 0 LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 2 41666 SH DFND 41666 0 0 LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 724 73299 SH DFND 73299 0 0 LF CAPITAL ACQUISITION CORP *W EXP 02/19/202 50202D110 10 170943 SH DFND 170943 0 0 LF CAPITAL ACQUISITION CORP CLASS A COM 50202D102 4092 407186 SH DFND 407186 0 0 LHC GROUP INC COM 50187A107 54636 333836 SH DFND 333836 0 0 LIBERTY MEDIA ACQUISITION CO *W EXP 99/99/999 53073L112 0 94199 SH DFND 94199 0 0 LIBERTY MEDIA ACQUISITION CO COM SR A 53073L104 4010 403443 SH DFND 403443 0 0 LIBERTY RES ACQUISITION CORP *W EXP 10/31/202 53118A113 14 150000 SH DFND 150000 0 0 LIBERTY RES ACQUISITION CORP CLASS A COM 53118A105 1502 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 9 147383 SH DFND 147383 0 0 LIONHEART III CORP CLASS A COM 536262108 1493 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 7235 719888 SH DFND 719888 0 0 LIVE OAK CRESTVIEW CLIMATE A *W EXP 09/27/202 538086117 45 133363 SH DFND 133363 0 0 LIVE OAK CRESTVIEW CLIMATE A CL A COM 538086109 3824 394205 SH DFND 394205 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 6561 668169 SH DFND 668169 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 14641 21425000 PRN DFND 21425000 0 0 LIVEWIRE GROUP INC *W EXP 09/26/202 53838J113 56 158770 SH DFND 158770 0 0 LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 4 50000 SH DFND 50000 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 313 30465 SH DFND 30465 0 0 LOGISTICS INNOVTN TECHNLGS C *W EXP 06/15/202 54141L118 15 169078 SH DFND 169078 0 0 LOGISTICS INNOVTN TECHNLGS C CLASS A COM 54141L100 7550 772798 SH DFND 772798 0 0 LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 3 46000 SH DFND 46000 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 9497 967062 SH DFND 967062 0 0 LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 37 223328 SH DFND 223328 0 0 LUX HEALTH TECH ACQUISITION COM CL A 55068A100 6768 676137 SH DFND 676137 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 22617 26375000 PRN DFND 26375000 0 0 M3 BRIGADE ACQUISITION II CO *W EXP 03/09/202 553800111 32 499999 SH DFND 499999 0 0 M3 BRIGADE ACQUISITION II CO COM CL A 553800103 6276 639749 SH DFND 639749 0 0 M3 BRIGADE ACQUISITION III *W EXP 07/31/202 55407R111 20 331036 SH DFND 331036 0 0 M3 BRIGADE ACQUISITION III CL A COM 55407R103 3522 349776 SH DFND 349776 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 4455 4720000 PRN DFND 4720000 0 0 MACONDRAY CAP ACQUISITN CORP *W EXP 05/31/202 G5853A115 8 128192 SH DFND 128192 0 0 MACONDRAY CAP ACQUISITN CORP CLASS A ORD SHS G5853A107 3539 353156 SH DFND 353156 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 10479 13880000 PRN DFND 13880000 0 0 MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 8 49999 SH DFND 49999 0 0 MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 2219 223414 SH DFND 223414 0 0 MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 2708 2575000 PRN DFND 2575000 0 0 MALACCA STRAITS ACQUISITION *W EXP 06/30/202 G5859B109 10 200000 SH DFND 200000 0 0 MALACCA STRAITS ACQUISITION COM CL A G5859B117 594 57927 SH DFND 57927 0 0 MANA CAP ACQUISITION CORP *W EXP 12/01/202 56168P120 6 49996 SH DFND 49996 0 0 MANA CAP ACQUISITION CORP COMMON STOCK 56168P104 996 99334 SH DFND 99334 0 0 MANA CAP ACQUISITION CORP RIGHT 06/01/2024 56168P112 28 99992 SH DFND 99992 0 0 MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 6 200155 SH DFND 200155 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 30 1399998 SH DFND 1399998 0 0 MARBLEGATE ACQUISITION CORP COM CL A 56608A105 941 94461 SH DFND 94461 0 0 MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 1 14405 SH DFND 14405 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 2 66698 SH DFND 66698 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 13203 1347217 SH DFND 1347217 0 0 MAXPRO CAPITAL ACQUISITN COR *W EXP 09/27/202 57778T114 3 22000 SH DFND 22000 0 0 MAXPRO CAPITAL ACQUISITN COR CLASS A COM 57778T106 223 22000 SH DFND 22000 0 0 MCLAREN TECHNOLOGY ACQ CORP *W EXP 11/01/202 58176U117 17 248473 SH DFND 248473 0 0 MCLAREN TECHNOLOGY ACQ CORP CLASS A COM 58176U109 5807 576046 SH DFND 576046 0 0 MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 5 125000 SH DFND 125000 0 0 MDH ACQUISITION CORP COM CL A 55283P106 8584 872384 SH DFND 872384 0 0 MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 4 66665 SH DFND 66665 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 3979 400717 SH DFND 400717 0 0 MELI KASZEK PIONEER CORP CLASS A ORD G5S74L106 8390 850000 SH DFND 850000 0 0 MERCATO PARTNERS ACQUISITION *W EXP 99/99/999 58759A116 3 220069 SH DFND 220069 0 0 MERCATO PARTNERS ACQUISITION CLASS A COM 58759A108 3695 369544 SH DFND 369544 0 0 MERCURY ECOM ACQUISITION COR CLASS A COM 589381102 1021 102449 SH DFND 102449 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 19363 614120 SH DFND 614120 0 0 METAL SKY STAR ACQUISITION C *W EXP 03/31/202 G6053N121 18 445000 SH DFND 445000 0 0 METAL SKY STAR ACQUISITION C ORDINARY SHARES G6053N105 4428 445000 SH DFND 445000 0 0 METAL SKY STAR ACQUISITION C RIGHT 03/30/2024 G6053N113 29 445000 SH DFND 445000 0 0 METALS ACQUISITION CORP *W EXP 99/99/999 G60405126 40 108831 SH DFND 108831 0 0 METALS ACQUISITION CORP SHS CL A G60405100 2320 237231 SH DFND 237231 0 0 MFS MUN INCOME TR SH BEN INT 552738106 412 85112 SH DFND 85112 0 0 MICROCLOUD HOLOGRAM INC *W EXP 01/31/202 G55032125 2 24000 SH DFND 24000 0 0 MINORITY EQUALITY OPPORTUNIT *W EXP 08/26/202 60436Q118 9 100000 SH DFND 100000 0 0 MINORITY EQUALITY OPPORTUNIT CLASS A COM 60436Q100 609 59876 SH DFND 59876 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 2 50706 SH DFND 50706 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 806 82118 SH DFND 82118 0 0 MOBIV ACQUISITION CORP UNIT 07/31/2027 60742N205 4200 415000 SH DFND 415000 0 0 MODEL PERFORMANCE ACQU CORP *W EXP 04/29/202 G6246M139 2 30000 SH DFND 30000 0 0 MODEL PERFORMANCE ACQU CORP RIGHT 04/29/2026 G6246M121 7 60000 SH DFND 60000 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 21604 2077260 SH DFND 2077260 0 0 MONEYLION INC *W EXP 09/22/202 60938K114 18 148655 SH DFND 148655 0 0 MONTEREY BIO ACQUISITION COR *W EXP 10/05/202 61240F116 1 21228 SH DFND 21228 0 0 MONTEREY BIO ACQUISITION COR COM 61240F108 722 71076 SH DFND 71076 0 0 MONTEREY CAP ACQUISITION COR *W EXP 01/01/202 61244M117 17 300000 SH DFND 300000 0 0 MONTEREY CAP ACQUISITION COR CLASS A COM 61244M109 2964 300000 SH DFND 300000 0 0 MONTEREY CAP ACQUISITION COR RIGHT 05/10/2027 61244M125 42 300000 SH DFND 300000 0 0 MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 4 64500 SH DFND 64500 0 0 MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 1666 168495 SH DFND 168495 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 1 20000 SH DFND 20000 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 1490 150000 SH DFND 150000 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 31 305990 SH DFND 305990 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 9174 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 2006 198614 SH DFND 198614 0 0 MOUNTAIN & CO I ACQUISITN CO *W EXP 09/30/202 G6301J112 9 160949 SH DFND 160949 0 0 MOUNTAIN & CO I ACQUISITN CO CLASS A ORD G6301J104 2339 228456 SH DFND 228456 0 0 MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 34 200290 SH DFND 200290 0 0 MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 3 40000 SH DFND 40000 0 0 MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 678 68492 SH DFND 68492 0 0 MSP RECOVERY INC COM CL A 553745100 239 199128 SH DFND 199128 0 0 MURPHY CANYON ACQUISITION CO *W EXP 01/25/202 626642110 15 300000 SH DFND 300000 0 0 MURPHY CANYON ACQUISITION CO CLASS A COM 626642102 4272 422517 SH DFND 422517 0 0 NABORS ENERGY TRANSITION COR *W EXP 11/17/202 629567116 49 347945 SH DFND 347945 0 0 NABORS ENERGY TRANSITION COR CL A COM 629567108 4439 441702 SH DFND 441702 0 0 NATIONAL ENERGY SERVICES REU *W EXP 06/06/202 G6375R115 44 307319 SH DFND 307319 0 0 NATURAL ORDER ACQUISITION CO COM 63889L107 3954 395790 SH DFND 395790 0 0 NEUBERGER BERMAN HIGH YIELD COM 64128C106 176 22267 SH DFND 22267 0 0 NEUBERGER BERMAN MUN FD INC COM 64124P101 493 48704 SH DFND 48704 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 5974 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 11 150000 SH DFND 150000 0 0 NEWBURY STREET ACQUISITN COR COM 65101L104 3635 369780 SH DFND 369780 0 0 NEWCOURT ACQUISITION CORP *W EXP 04/12/202 G6448C129 9 148125 SH DFND 148125 0 0 NEWCOURT ACQUISITION CORP CLASS A ORD SHS G6448C103 574 56574 SH DFND 56574 0 0 NEWHOLD INVESTMENT CORP II *W EXP 10/21/202 651450116 13 148965 SH DFND 148965 0 0 NEWHOLD INVESTMENT CORP II COM CL A 651450108 2929 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 39 71788 SH DFND 71788 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 26828 967830 SH DFND 967830 0 0 NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 4 36137 SH DFND 36137 0 0 NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 7200 733247 SH DFND 733247 0 0 NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 2 50000 SH DFND 50000 0 0 NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 1491 150000 SH DFND 150000 0 0 NOCTURNE ACQUISITION CORP ORDINARY SHARES G6580S114 491 47560 SH DFND 47560 0 0 NOGIN INC *W EXP 08/26/202 65528N113 18 198120 SH DFND 198120 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 1 17666 SH DFND 17666 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 1492 150000 SH DFND 150000 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 0 145000 SH DFND 145000 0 0 NORTHERN GENESIS ACQU CORP I *W EXP 12/31/202 66516W115 3 97706 SH DFND 97706 0 0 NORTHERN GENESIS ACQU CORP I COM 66516W107 473 48228 SH DFND 48228 0 0 NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 1 19998 SH DFND 19998 0 0 NORTHERN STAR INVEST CORP II COM CL A 66574L100 2996 304317 SH DFND 304317 0 0 NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 1 20014 SH DFND 20014 0 0 NORTHERN STAR INVEST CORP IV COM CL A 66575B101 3031 309012 SH DFND 309012 0 0 NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 1 24799 SH DFND 24799 0 0 NORTHVIEW ACQUISITION CORP *W EXP 08/02/202 66718N111 12 224997 SH DFND 224997 0 0 NORTHVIEW ACQUISITION CORP COM 66718N103 6844 688489 SH DFND 688489 0 0 NORTHVIEW ACQUISITION CORP RIGHT 99/99/9999 66718N129 34 450000 SH DFND 450000 0 0 NOVA VISION ACQUISITION CORP *W EXP 12/31/202 G6759A118 1 76500 SH DFND 76500 0 0 NOVA VISION ACQUISITION CORP RIGHT 12/23/2023 G6759A134 11 76500 SH DFND 76500 0 0 NUBIA BRAND INTERNATIONAL CO *W EXP 11/16/202 67022R111 40 494497 SH DFND 494497 0 0 NUBIA BRAND INTERNATIONAL CO CLASS A COM 67022R103 9880 988994 SH DFND 988994 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 728 68700 SH DFND 68700 0 0 NUVEEN AMT-FREE MUN VALUE FD COM 670695105 272 20697 SH DFND 20697 0 0 NUVEEN CALIFORNIA MUNI VLU F COM STK 67062C107 278 33626 SH DFND 33626 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 1105 216338 SH DFND 216338 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 1385 121768 SH DFND 121768 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 146 14856 SH DFND 14856 0 0 NUVEEN NEW YORK QLT MUN INC COM 67066X107 393 37566 SH DFND 37566 0 0 NUVEEN OHIO QLTY MUN INCOME COM 670980101 626 53249 SH DFND 53249 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 276 25173 SH DFND 25173 0 0 NUVEEN PFD & INCOME OPPORTUN COM 67073B106 886 127421 SH DFND 127421 0 0 NUVEEN PFD & INCOME SECS FD COM 67072C105 1697 258313 SH DFND 258313 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 554 50403 SH DFND 50403 0 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 19174 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 1679 166759 SH DFND 166759 0 0 OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115 23 257010 SH DFND 257010 0 0 OFFERPAD SOLUTIONS INC *W EXP 09/01/202 67623L117 4 24394 SH DFND 24394 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 11394 14580000 PRN DFND 14580000 0 0 OMEGA ALPHA SPAC CL A G6749V107 157 15793 SH DFND 15793 0 0 OMNILIT ACQUISITION CORP *W EXP 11/08/202 68218C116 9 134177 SH DFND 134177 0 0 OMNILIT ACQUISITION CORP CLASS A COM 68218C108 5044 500354 SH DFND 500354 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 2 39999 SH DFND 39999 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 2183 221174 SH DFND 221174 0 0 ONYX ACQUISITION CO I *W EXP 11/30/202 G6755Q117 10 148568 SH DFND 148568 0 0 ONYX ACQUISITION CO I SHS CL A G6755Q109 3007 297136 SH DFND 297136 0 0 OPAL FUELS INC *W EXP 07/21/202 68347P111 17 11905 SH DFND 11905 0 0 OPY ACQUISITION CORP I *W EXP 09/22/202 671005114 11 99288 SH DFND 99288 0 0 OPY ACQUISITION CORP I COM CL A 671005106 4703 473576 SH DFND 473576 0 0 ORION ACQUISITION CORP *W EXP 02/19/202 68626A116 3 47247 SH DFND 47247 0 0 ORION ACQUISITION CORP COM CL A 68626A108 2787 283275 SH DFND 283275 0 0 ORION BIOTECH OPPORTUNTES CO *W EXP 04/15/202 G6780C117 5 40000 SH DFND 40000 0 0 ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS G6780C109 1972 200000 SH DFND 200000 0 0 OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 56 427320 SH DFND 427320 0 0 OTONOMO TECHNOLOGIES LTD *W EXP 08/13/202 M7571L111 19 471069 SH DFND 471069 0 0 OXBRIDGE ACQUISITION CORP *W EXP 08/04/202 G6855L117 5 126500 SH DFND 126500 0 0 OXUS ACQUISITION CORP *W EXP 99/99/999 G6859L121 7 75000 SH DFND 75000 0 0 OYSTER ENTERPRISES ACQ CORP *W EXP 01/20/202 69242M112 11 69000 SH DFND 69000 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 818 83000 SH DFND 83000 0 0 PACIFICO ACQUISITION CORP COM 69512X103 504 50000 SH DFND 50000 0 0 PACIFICO ACQUISITION CORP RIGHT 07/15/2026 69512X111 13 50000 SH DFND 50000 0 0 PALO ALTO NETWORKS INC COM 697435105 338 2061 SH DFND 2061 0 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 1699 173400 SH DFND 173400 0 0 PAPAYA GRWT OPPORTUNITY CORP *W EXP 12/31/202 69882P110 55 612496 SH DFND 612496 0 0 PAPAYA GRWT OPPORTUNITY CORP CLASS A COM 69882P102 8141 811706 SH DFND 811706 0 0 PARABELLUM ACQUISITION CORP *W EXP 99/99/999 69901P117 2 59999 SH DFND 59999 0 0 PARABELLUM ACQUISITION CORP COM CL A 69901P109 1286 130047 SH DFND 130047 0 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 2293 120446 SH DFND 120446 0 0 PARSEC CAPITAL ACQUISITION *W EXP 10/05/202 70184A116 1 30000 SH DFND 30000 0 0 PARSEC CAPITAL ACQUISITION CL A 70184A108 3152 311792 SH DFND 311792 0 0 PATHFINDER ACQUISITION CORP CL A G04119106 1456 146444 SH DFND 146444 0 0 PATRIA LATIN AMRCN OPPRNTY A *W EXP 02/23/202 G69454117 108 599997 SH DFND 599997 0 0 PATRIA LATIN AMRCN OPPRNTY A CLASS A ORD SHS G69454109 12216 1199994 SH DFND 1199994 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 1993 189455 SH DFND 189455 0 0 PEARL HOLDINGS ACQUISITN COR *W EXP 12/15/202 G44525114 53 375104 SH DFND 375104 0 0 PEARL HOLDINGS ACQUISITN COR CLASS A ORD SHS G44525106 7480 750208 SH DFND 750208 0 0 PEGASUS DIGITAL MOBILITY ACQ *W EXP 99/99/999 G69768110 36 172809 SH DFND 172809 0 0 PEGASUS DIGITAL MOBILITY ACQ CL A ORD SHS G69768102 654 65146 SH DFND 65146 0 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 9980 14675000 PRN DFND 14675000 0 0 PEPPERLIME HEALTH ACQUSTN CO *W EXP 10/01/202 G70021111 24 299999 SH DFND 299999 0 0 PEPPERLIME HEALTH ACQUSTN CO CLASS A ORD SHS G70021103 3877 388080 SH DFND 388080 0 0 PERCEPTION CAPITAL CORP II *W EXP 10/25/202 G7007D110 9 172822 SH DFND 172822 0 0 PERCEPTION CAPITAL CORP II CLASS A ORD G7007D102 7335 721976 SH DFND 721976 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 2 19999 SH DFND 19999 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 992 100000 SH DFND 100000 0 0 PERIPHAS CAPITAL PARTNERING *W EXP 12/10/202 713895118 6 24999 SH DFND 24999 0 0 PERIPHAS CAPITAL PARTNERING COM CL A 713895100 2588 104585 SH DFND 104585 0 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 2117 2578000 PRN DFND 2578000 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 155 13393 SH DFND 13393 0 0 PHOENIX BIOTECH ACQUISITION *W EXP 09/01/202 71902K113 20 249998 SH DFND 249998 0 0 PHOENIX BIOTECH ACQUISITION CLASS A COM 71902K105 3665 362918 SH DFND 362918 0 0 PHP VENTURES ACQUISITION COR *W EXP 01/01/202 69291C114 1 35750 SH DFND 35750 0 0 PHP VENTURES ACQUISITION COR CLASS A COM 69291C106 333 33000 SH DFND 33000 0 0 PHP VENTURES ACQUISITION COR RIGHT 01/01/2023 69291C122 3 71500 SH DFND 71500 0 0 PINE IS ACQUISITION CORP *W EXP 10/29/202 722615119 12 233427 SH DFND 233427 0 0 PINE TECHNOLOGY ACQUISITN CO *W EXP 03/31/202 722850112 27 299999 SH DFND 299999 0 0 PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 6295 639774 SH DFND 639774 0 0 PING IDENTITY HLDG CORP COM 72341T103 24718 880574 SH DFND 880574 0 0 PIONEER FLOATING RATE FUND I COM 72369J102 519 60265 SH DFND 60265 0 0 PIONEER HIGH INCOME FUND INC COM 72369H106 470 72832 SH DFND 72832 0 0 PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 1 16666 SH DFND 16666 0 0 PIONEER MERGER CORP CL A SHS G7S24C103 896 90000 SH DFND 90000 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 422 55848 SH DFND 55848 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 563 68588 SH DFND 68588 0 0 PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 1 26971 SH DFND 26971 0 0 PIVOTAL INVESTMENT CORP III COM CL A 72582M106 3055 309994 SH DFND 309994 0 0 PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 3 37394 SH DFND 37394 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 11 250000 SH DFND 250000 0 0 PNM RES INC COM 69349H107 35276 771400 SH DFND 771400 0 0 PONO CAP TWO INC UNIT 07/31/2027 73245B206 3799 375000 SH DFND 375000 0 0 PONO CAPITAL CORP *W EXP 09/30/202 732450119 19 214872 SH DFND 214872 0 0 PONO CAPITAL CORP CLASS A COM 732450101 2882 282307 SH DFND 282307 0 0 PONTEM CORPORATION *W EXP 01/05/202 G71707122 1 17666 SH DFND 17666 0 0 PONTEM CORPORATION SHS CL A G71707106 4970 500000 SH DFND 500000 0 0 POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 2 62444 SH DFND 62444 0 0 POPULATION HEALTH INVS CO IN SHS CL A G71716107 680 68150 SH DFND 68150 0 0 PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 14 79330 SH DFND 79330 0 0 PORTAGE FINTECH ACQUISITN CO CLASS A ORD SHS G7185D106 4235 429963 SH DFND 429963 0 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 10 100000 SH DFND 100000 0 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 4159 429210 SH DFND 429210 0 0 POWER & DIGITAL INFRASTRUCTU *W EXP 12/09/202 73919C118 65 435239 SH DFND 435239 0 0 POWER & DIGITAL INFRASTRUCTU CLASS A COM 73919C100 11231 1132118 SH DFND 1132118 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 74 669998 SH DFND 669998 0 0 POWERUP ACQUISITION CORP CLASS A ORDI SHS G7207P103 8995 887073 SH DFND 887073 0 0 PRECIGEN INC COM 74017N105 51 23855 SH DFND 23855 0 0 PRECIGEN INC NOTE 3.500% 7/0 46122TAA0 3347 3450000 PRN DFND 3450000 0 0 PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114 28 63076 SH DFND 63076 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 682 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 685 68130 SH DFND 68130 0 0 PRIME NO ACQUISITION I CORP *W EXP 07/31/202 74168P115 4 74997 SH DFND 74997 0 0 PRIME NO ACQUISITION I CORP COM CL A 74168P107 1491 149995 SH DFND 149995 0 0 PRIME NO ACQUISITION I CORP RIGHT 07/31/2027 74168P123 13 149995 SH DFND 149995 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 3 50000 SH DFND 50000 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 3129 317678 SH DFND 317678 0 0 PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 6 66500 SH DFND 66500 0 0 PROJECT ENERGY REIMAGINED AC *W EXP 10/28/202 G72556114 22 222320 SH DFND 222320 0 0 PROJECT ENERGY REIMAGINED AC CLASS A ORD G72556106 4380 444640 SH DFND 444640 0 0 PROOF ACQUISITION CORP I *W EXP 99/99/999 74349W112 16 219985 SH DFND 219985 0 0 PROOF ACQUISITION CORP I CL A COM 74349W104 3734 374484 SH DFND 374484 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 8 123874 SH DFND 123874 0 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 1171 119404 SH DFND 119404 0 0 PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 14 85596 SH DFND 85596 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 1 16666 SH DFND 16666 0 0 PROSPECTOR CAPITAL CORP CL A G7273A105 1872 187788 SH DFND 187788 0 0 PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 6 20499 SH DFND 20499 0 0 PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 6 49999 SH DFND 49999 0 0 PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 8976 914039 SH DFND 914039 0 0 PYROPHYTE ACQUISITION CORP *W EXP 05/03/202 G7308P127 16 98756 SH DFND 98756 0 0 PYROPHYTE ACQUISITION CORP CL A ORD SHS G7308P101 2005 197512 SH DFND 197512 0 0 QOMOLANGMA ACQUISITION CORP UNIT 99/99/9999 74738V204 1000 100000 SH DFND 100000 0 0 QUANERGY SYSTEMS INC *W EXP 02/01/202 74764U112 1 40041 SH DFND 40041 0 0 QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 548 55570 SH DFND 55570 0 0 RCF ACQUISITION CORP *W EXP 99/99/999 G7330C110 20 123802 SH DFND 123802 0 0 RCF ACQUISITION CORP CL A COM G7330C102 1855 183872 SH DFND 183872 0 0 REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 7382 10500000 PRN DFND 10500000 0 0 RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 0 246100 SH DFND 246100 0 0 REDFIN CORP NOTE 0.500% 4/0 75737FAE8 13721 27885000 PRN DFND 27885000 0 0 REDFIN CORP NOTE 10/1 75737FAC2 5919 10000000 PRN DFND 10000000 0 0 REDWOODS ACQUISITION CORP *W EXP 03/15/202 758083117 10 250000 SH DFND 250000 0 0 REDWOODS ACQUISITION CORP COM 758083109 2483 250000 SH DFND 250000 0 0 REDWOODS ACQUISITION CORP RIGHT 03/15/2027 758083125 24 250000 SH DFND 250000 0 0 RELATIVITY ACQUISITION CORP *W EXP 12/15/202 75944B114 29 475100 SH DFND 475100 0 0 RELATIVITY ACQUISITION CORP CLASS A COM 75944B106 6158 613984 SH DFND 613984 0 0 RESEARCH ALLIANCE CORP II COM CL A 760873109 7028 715634 SH DFND 715634 0 0 RESOLUTE FST PRODS INC COM 76117W109 8521 426072 SH DFND 426072 0 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 68 674997 SH DFND 674997 0 0 REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 13392 1349994 SH DFND 1349994 0 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 6 32704 SH DFND 32704 0 0 REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 1 23399 SH DFND 23399 0 0 REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 4773 485603 SH DFND 485603 0 0 RF ACQUISITION CORP *W EXP 05/01/202 74954L112 15 385000 SH DFND 385000 0 0 RF ACQUISITION CORP CLASS A COM 74954L104 4536 459555 SH DFND 459555 0 0 RF ACQUISITION CORP RIGHT 05/01/2028 74954L120 31 385000 SH DFND 385000 0 0 RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 10 30248 SH DFND 30248 0 0 RIGEL RESOURCE ACQ CORP *W EXP 99/99/999 G7573M114 52 222854 SH DFND 222854 0 0 RIGEL RESOURCE ACQ CORP CL A ORD SHS G7573M106 3245 321582 SH DFND 321582 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 13464 17395000 PRN DFND 17395000 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 2 15660 SH DFND 15660 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 4047 406777 SH DFND 406777 0 0 ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 5821 579761 SH DFND 579761 0 0 ROC ENERGY ACQUISITION CORP RIGHT 11/30/2028 77118V116 28 473477 SH DFND 473477 0 0 ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 1 12500 SH DFND 12500 0 0 ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 1075 108450 SH DFND 108450 0 0 ROGERS CORP COM 775133101 28806 119093 SH DFND 119093 0 0 ROSE HILL ACQUISITION CORP *W EXP 10/07/202 G7637J123 6 99999 SH DFND 99999 0 0 ROSE HILL ACQUISITION CORP CLASS A ORD G7637J107 1016 100000 SH DFND 100000 0 0 ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 2 41698 SH DFND 41698 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 4397 446865 SH DFND 446865 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 4 49999 SH DFND 49999 0 0 ROTH CH ACQUISITION IV CO *W EXP 07/01/202 77867P112 21 105748 SH DFND 105748 0 0 ROTH CH ACQUISITION IV CO COM 77867P104 3723 371166 SH DFND 371166 0 0 ROTH CH ACQUISITION V CO *W EXP 12/10/202 77867R118 9 92079 SH DFND 92079 0 0 ROTH CH ACQUISITION V CO COM 77867R100 1836 184158 SH DFND 184158 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 4698 5000000 PRN DFND 5000000 0 0 RUBICON TECHNOLOGIES INC *W EXP 04/01/202 78112J117 47 362599 SH DFND 362599 0 0 RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 1 26400 SH DFND 26400 0 0 RXR ACQUISITION CORP CLASS A COM 74981W107 1083 110100 SH DFND 110100 0 0 SABA CAPITAL INCOME & OPRNT SHS NEW 78518H202 146 18489 SH DFND 18489 0 0 SAGALIAM ACQUISITION CORP COM CL A 78661R106 1989 198877 SH DFND 198877 0 0 SAGALIAM ACQUISITION CORP RIGHT 05/31/2028 78661R114 16 200000 SH DFND 200000 0 0 SANABY HEALTH ACQUISITION CO *W EXP 07/30/202 79956P110 8 166981 SH DFND 166981 0 0 SANABY HEALTH ACQUISITION CO CL A COM 79956P102 3380 333962 SH DFND 333962 0 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 2 40666 SH DFND 40666 0 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 7072 719437 SH DFND 719437 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 1 33333 SH DFND 33333 0 0 SCHULTZE SPL PURP ACQ CORP I *W EXP 04/13/202 808212112 10 74999 SH DFND 74999 0 0 SCHULTZE SPL PURP ACQ CORP I CLASS A COM 808212104 1481 148959 SH DFND 148959 0 0 SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 2 40333 SH DFND 40333 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 1535 155248 SH DFND 155248 0 0 SCION TECH GROWTH I *W EXP 11/01/202 G31067112 1 33333 SH DFND 33333 0 0 SCION TECH GROWTH I CL A SHS G31067104 3002 300910 SH DFND 300910 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 1 16666 SH DFND 16666 0 0 SCION TECH GROWTH II CL A SHS G31070108 4657 468500 SH DFND 468500 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 3 63499 SH DFND 63499 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1314 133124 SH DFND 133124 0 0 SCREAMING EAGLE ACQUISITN CO *W EXP 01/05/202 G79407121 442 1999999 SH DFND 1999999 0 0 SCREAMING EAGLE ACQUISITN CO CLASS A ORD SHS G79407105 56862 5874198 SH DFND 5874198 0 0 SCULPTOR ACQUISITION CORP I *W EXP 99/99/999 G7T983111 68 485033 SH DFND 485033 0 0 SCULPTOR ACQUISITION CORP I CL A COM G7T983103 6536 648432 SH DFND 648432 0 0 SDCL EDGE ACQUISITION CORP *W EXP 99/99/999 G79471127 24 271724 SH DFND 271724 0 0 SDCL EDGE ACQUISITION CORP CL A ORD SHS G79471101 5375 543448 SH DFND 543448 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 19966 28625000 PRN DFND 28625000 0 0 SEAPORT CALIBRE MATLS ACQUIS *W EXP 10/28/202 812204113 5 50152 SH DFND 50152 0 0 SEAPORT CALIBRE MATLS ACQUIS CLASS A COM 812204105 1486 148130 SH DFND 148130 0 0 SEAPORT GLOBAL ACQUISITION I *W EXP 11/17/202 81221H113 20 134985 SH DFND 134985 0 0 SEAPORT GLOBAL ACQUISITION I CLASS A COM 81221H105 1753 175290 SH DFND 175290 0 0 SEMPER PARATUS ACQUISITION C *W EXP 11/04/202 G8028L131 30 247615 SH DFND 247615 0 0 SEMPER PARATUS ACQUISITION C CLASS A ORD G8028L107 5032 495230 SH DFND 495230 0 0 SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 1 99999 SH DFND 99999 0 0 SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 3416 343326 SH DFND 343326 0 0 SHELTER ACQUISITION CORP I *W EXP 02/25/202 822821112 19 226993 SH DFND 226993 0 0 SHELTER ACQUISITION CORP I CLASS A COM 822821104 4023 406392 SH DFND 406392 0 0 SHF HOLDINGS INC *W EXP 09/28/202 824430110 12 93258 SH DFND 93258 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 14844 19325000 PRN DFND 19325000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 18095 22000000 PRN DFND 22000000 0 0 SHOULDERUP TECHNOLOGY ACQUIS *W EXP 11/17/202 82537G112 22 318181 SH DFND 318181 0 0 SHOULDERUP TECHNOLOGY ACQUIS CL A COM 82537G104 12300 1226362 SH DFND 1226362 0 0 SHUAA PARTNERS ACQUISTN CORP *W EXP 02/24/202 G81173117 16 199997 SH DFND 199997 0 0 SHUAA PARTNERS ACQUISTN CORP CLASS A ORD SHS G81173109 4052 399994 SH DFND 399994 0 0 SIERRA LAKE ACQUISITION CORP *W EXP 12/17/202 826332116 4 99997 SH DFND 99997 0 0 SIERRA LAKE ACQUISITION CORP CLASS A COM 826332108 1203 120079 SH DFND 120079 0 0 SIERRA WIRELESS INC COM 826516106 15586 512028 SH DFND 512028 0 0 SIGNAL HILL ACQUISITION CORP *W EXP 02/10/202 82664R113 32 287498 SH DFND 287498 0 0 SIGNAL HILL ACQUISITION CORP CLASS A COM 82664R105 5721 574996 SH DFND 574996 0 0 SIGNIFY HEALTH INC CL A COM 82671G100 44263 1518457 SH DFND 1518457 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 28686 440041 SH DFND 440041 0 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 1 25000 SH DFND 25000 0 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 992 100000 SH DFND 100000 0 0 SILVERSPAC INC *W EXP 09/09/202 G8136V112 18 98777 SH DFND 98777 0 0 SILVERSPAC INC CLASS A ORD G8136V104 3933 401582 SH DFND 401582 0 0 SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 2 31747 SH DFND 31747 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 11863 1204320 SH DFND 1204320 0 0 SITIO ROYALTIES CORP *W EXP 08/23/202 82982V119 55 325846 SH DFND 325846 0 0 SIZZLE ACQUISITION CORP *W EXP 11/02/202 83014E117 10 99997 SH DFND 99997 0 0 SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 3018 299994 SH DFND 299994 0 0 SK GROWTH OPPORTUNITIES CORP *W EXP 06/28/202 G8192N111 73 489999 SH DFND 489999 0 0 SK GROWTH OPPORTUNITIES CORP CLASS A COM G8192N103 9771 979998 SH DFND 979998 0 0 SKY HARBOUR GROUP CORPORATIO *W EXP 10/21/202 83085C115 5 13108 SH DFND 13108 0 0 SKYDECK ACQUISITION CORP *W EXP 05/13/202 G82220115 14 124999 SH DFND 124999 0 0 SKYDECK ACQUISITION CORP CLASS A ORD SHS G82220123 2532 257555 SH DFND 257555 0 0 SLAM CORP CL A SHS G8210L105 5781 583333 SH DFND 583333 0 0 SNAP INC NOTE 5/0 83304AAF3 2483 3575000 PRN DFND 3575000 0 0 SOAR TECHNOLOGY ACQUISN CORP *W EXP 99/99/999 G82472120 4 99999 SH DFND 99999 0 0 SOAR TECHNOLOGY ACQUISN CORP CL A COM G82472112 2044 198445 SH DFND 198445 0 0 SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 715 72667 SH DFND 72667 0 0 SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 1913 195200 SH DFND 195200 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 7 30024 SH DFND 30024 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 4499 457714 SH DFND 457714 0 0 SOUND POINT ACQUISITION CORP *W EXP 02/25/202 G8274F119 59 489999 SH DFND 489999 0 0 SOUND POINT ACQUISITION CORP CLASS A ORD SHS G8274F101 9976 979998 SH DFND 979998 0 0 SOUTH JERSEY INDS INC COM 838518108 27270 815981 SH DFND 815981 0 0 SOUTHPORT ACQUISITION CORP *W EXP 99/99/999 84465L113 49 486950 SH DFND 486950 0 0 SOUTHPORT ACQUISITION CORP CL A COM 84465L105 6091 607928 SH DFND 607928 0 0 SPINDLETOP HEALTH ACQUISITIO *W EXP 99/99/999 84854Q111 16 195434 SH DFND 195434 0 0 SPINDLETOP HEALTH ACQUISITIO COM CL A 84854Q103 7153 710368 SH DFND 710368 0 0 SPIRIT AIRLS INC COM 848577102 19447 1033305 SH DFND 1033305 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 17446 22034000 PRN DFND 22034000 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 15 149999 SH DFND 149999 0 0 SPORTSMAP TECH ACQUISITIN CO COM 84921J108 6860 686045 SH DFND 686045 0 0 SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 4 112500 SH DFND 112500 0 0 SPORTSTEK ACQUISITION CORP COM CL A 849196100 3526 358333 SH DFND 358333 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 13947 17655000 PRN DFND 17655000 0 0 SPREE ACQUISITION CORP 1 LTD *W EXP 12/22/202 G83745128 25 327419 SH DFND 327419 0 0 SPREE ACQUISITION CORP 1 LTD CL A ORD SHS G83745102 9146 905579 SH DFND 905579 0 0 SPRINGWATER SPL SITUATIONS C *W EXP 12/01/202 85205U115 5 49998 SH DFND 49998 0 0 SPRINGWATER SPL SITUATIONS C COM 85205U107 416 41752 SH DFND 41752 0 0 ST ENERGY TRANSITION I LTD *W EXP 12/02/202 G8465L115 30 371187 SH DFND 371187 0 0 ST ENERGY TRANSITION I LTD CL A ORD SHS G8465L107 7446 742375 SH DFND 742375 0 0 STONEBRIDGE ACQUISITION CORP *W EXP 03/31/202 G85094129 5 125000 SH DFND 125000 0 0 STONEBRIDGE ACQUISITION CORP CLASS A ORD SHS G85094103 2969 294000 SH DFND 294000 0 0 STORE CAP CORP COM 862121100 33680 1075016 SH DFND 1075016 0 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 16 200000 SH DFND 200000 0 0 STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 369 37700 SH DFND 37700 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 32303 31685000 PRN DFND 31685000 0 0 STRYVE FOODS INC *W EXP 07/31/202 863685111 16 237578 SH DFND 237578 0 0 SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 15 100000 SH DFND 100000 0 0 SUMMIT HEALTHCRE ACQUISTN CO CLASS A ORD SHS G8566R102 246 25000 SH DFND 25000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 8234 9750000 PRN DFND 9750000 0 0 SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 2 20000 SH DFND 20000 0 0 SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 1005 101500 SH DFND 101500 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 2 60349 SH DFND 60349 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 1631 165425 SH DFND 165425 0 0 SVF INVESTMENT CORP CL A SHS G8601L102 3011 302332 SH DFND 302332 0 0 SVF INVESTMENT CORP 2 CL A SHS G8601M100 5200 524172 SH DFND 524172 0 0 SWIFTMERGE ACQUISITION CORP *W EXP 12/13/202 G63836111 11 216166 SH DFND 216166 0 0 SWIFTMERGE ACQUISITION CORP CLASS A ORD SHS G63836103 3928 395960 SH DFND 395960 0 0 SWITCH INC CL A 87105L104 59162 1756064 SH DFND 1756064 0 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 44 550000 SH DFND 550000 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 1 25000 SH DFND 25000 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 2976 300000 SH DFND 300000 0 0 TALON 1 ACQUISITION CORP *W EXP 07/30/202 G86656116 10 148568 SH DFND 148568 0 0 TALON 1 ACQUISITION CORP CLASS A ORD G86656108 2185 214388 SH DFND 214388 0 0 TARGET GLOBAL ACQUISI I CORP *W EXP 12/08/202 G8675N125 12 175429 SH DFND 175429 0 0 TARGET GLOBAL ACQUISI I CORP CLASS A ORD SHS G8675N109 8777 875917 SH DFND 875917 0 0 TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 12 120504 SH DFND 120504 0 0 TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 3 49999 SH DFND 49999 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 1658 169135 SH DFND 169135 0 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 10 165564 SH DFND 165564 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 8591 875731 SH DFND 875731 0 0 TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 8 166666 SH DFND 166666 0 0 TECH AND ENERGY TRANSITION CLASS A COM 87823R102 3557 360728 SH DFND 360728 0 0 TECHNOLOGY & TELECOM ACQ COR *W EXP 04/15/202 G87119114 40 571426 SH DFND 571426 0 0 TECHNOLOGY & TELECOM ACQ COR CLASS A ORD SHS G87119106 5756 569874 SH DFND 569874 0 0 TEGNA INC COM 87901J105 26686 1290441 SH DFND 1290441 0 0 TEKKORP DIGITAL ACQUISITN CO *W EXP 10/26/202 G8739H114 2 75000 SH DFND 75000 0 0 TEKLA HEALTHCARE OPPORTUNITI SHS 879105104 319 17604 SH DFND 17604 0 0 TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 137 10030 SH DFND 10030 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 5645 7667000 PRN DFND 7667000 0 0 TEMPLETON EMERGING MKTS FD COM 880191101 156 15040 SH DFND 15040 0 0 TENNECO INC CL A VTG COM STK 880349105 17847 1026288 SH DFND 1026288 0 0 TG VENTURE ACQUISITION CORP *W EXP 08/15/202 87251T117 36 600000 SH DFND 600000 0 0 TG VENTURE ACQUISITION CORP CLASS A COM 87251T109 3460 347753 SH DFND 347753 0 0 THE GROWTH FOR GOOD ACQU COR *W EXP 11/12/202 G41522114 26 362068 SH DFND 362068 0 0 THE GROWTH FOR GOOD ACQU COR CLASS A ORD SHS G41522106 6046 613816 SH DFND 613816 0 0 THE GROWTH FOR GOOD ACQU COR RIGHT 11/12/2026 G41522130 72 724136 SH DFND 724136 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 2 62000 SH DFND 62000 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 1234 125300 SH DFND 125300 0 0 THRIVE ACQUISITION CORPORATI *W EXP 10/31/202 G7158C119 9 112499 SH DFND 112499 0 0 THRIVE ACQUISITION CORPORATI CLASS A ORD G7158C101 1448 142630 SH DFND 142630 0 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 11 141360 SH DFND 141360 0 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 3641 374217 SH DFND 374217 0 0 THUNDER BRIDGE CAP PRTNRS II *W EXP 02/01/202 88605T118 3 26346 SH DFND 26346 0 0 THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 2762 280368 SH DFND 280368 0 0 TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 28 40000 SH DFND 40000 0 0 TIO TECH A *W EXP 04/12/202 G8T10C114 2 33332 SH DFND 33332 0 0 TIO TECH A CLASS A ORD SHS G8T10C106 180 18180 SH DFND 18180 0 0 TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 7 66985 SH DFND 66985 0 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 2707 274830 SH DFND 274830 0 0 TKB CRITICAL TECHNOLOGIES 1 *W EXP 10/20/202 G88935120 24 345633 SH DFND 345633 0 0 TKB CRITICAL TECHNOLOGIES 1 CLASS A ORD G88935112 4492 443480 SH DFND 443480 0 0 TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 3 50702 SH DFND 50702 0 0 TLG ACQUISITION ONE CORP COM CL A 87257M108 14169 1437051 SH DFND 1437051 0 0 TLGY ACQUISITION CORPORATION *W EXP 11/09/202 G8656T125 29 288202 SH DFND 288202 0 0 TLGY ACQUISITION CORPORATION CLASS A ORD SHS G8656T109 5009 495404 SH DFND 495404 0 0 TORTOISEECOFIN ACQUISITION C *W EXP 07/22/202 G8956E117 17 86819 SH DFND 86819 0 0 TORTOISEECOFIN ACQUISITION C SHS CL A G8956E109 3344 340500 SH DFND 340500 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 28271 643389 SH DFND 643389 0 0 TPB ACQUISITION CORP I *W EXP 08/09/202 G8990L127 83 133832 SH DFND 133832 0 0 TPB ACQUISITION CORP I COM CL A G8990L101 2967 298751 SH DFND 298751 0 0 TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 175 17909 SH DFND 17909 0 0 TRAJECTORY ALPHA ACQUISITION *W EXP 99/99/999 89301B112 18 177248 SH DFND 177248 0 0 TRAJECTORY ALPHA ACQUISITION COM CL A 89301B104 3334 336416 SH DFND 336416 0 0 TRINE II ACQUISITION CORP *W EXP 99/99/999 G9059F118 14 123806 SH DFND 123806 0 0 TRINE II ACQUISITION CORP CL A ORD SHS G9059F100 8210 818927 SH DFND 818927 0 0 TRISTAR ACQUISITION I CORP *W EXP 99/99/999 G9074V114 26 331979 SH DFND 331979 0 0 TRISTAR ACQUISITION I CORP CL A ORD SHS G9074V106 4436 447605 SH DFND 447605 0 0 TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 1 33333 SH DFND 33333 0 0 TURMERIC ACQUISITION CORP CL A G9127T108 563 56290 SH DFND 56290 0 0 TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 10 135456 SH DFND 135456 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 3 49999 SH DFND 49999 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 3724 378294 SH DFND 378294 0 0 TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 1 20702 SH DFND 20702 0 0 TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 120 12108 SH DFND 12108 0 0 TWITTER INC COM 90184L102 21603 497887 SH DFND 497887 0 0 TWITTER INC NOTE 3/1 90184LAN2 62 67000 PRN DFND 67000 0 0 TWO COM CL A G9152V101 3930 397300 SH DFND 397300 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 2 16999 SH DFND 16999 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 914 91842 SH DFND 91842 0 0 UMPQUA HLDGS CORP COM 904214103 16620 972511 SH DFND 972511 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 5733 7800000 PRN DFND 7800000 0 0 USHG ACQUISITION CORP *W EXP 02/24/202 91748P118 3 65998 SH DFND 65998 0 0 USHG ACQUISITION CORP COM CL A 91748P100 5420 550204 SH DFND 550204 0 0 UTA ACQUISITION CORPORATION *W EXP 10/30/202 G9473A117 31 140507 SH DFND 140507 0 0 UTA ACQUISITION CORPORATION CLASS A ORD SHS G9473A109 5822 581014 SH DFND 581014 0 0 VAHANNA TECH EDGE ACQSTN I C *W EXP 11/30/202 G9320Z117 22 197831 SH DFND 197831 0 0 VAHANNA TECH EDGE ACQSTN I C CLASS A ORD G9320Z109 4476 446213 SH DFND 446213 0 0 VAIL RESORTS INC COM 91879Q109 430 1994 SH DFND 1994 0 0 VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 17 163332 SH DFND 163332 0 0 VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 5486 556989 SH DFND 556989 0 0 VALUENCE MERGER CORP I *W EXP 02/18/202 G9R16L118 37 249998 SH DFND 249998 0 0 VALUENCE MERGER CORP I CLASS A ORD SHS G9R16L100 5095 499996 SH DFND 499996 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 6586 5475000 PRN DFND 5475000 0 0 VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 5 39999 SH DFND 39999 0 0 VECTOIQ ACQUISITION CORP II COM CL A 92244F109 584 59148 SH DFND 59148 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 6944 700000 SH DFND 700000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 2 39332 SH DFND 39332 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 2784 283236 SH DFND 283236 0 0 VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 41 99736 SH DFND 99736 0 0 VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 7 39615 SH DFND 39615 0 0 VICKERS VANTAGE CORP I SHS G9440B107 1353 130968 SH DFND 130968 0 0 VINTAGE WINE ESTATES INC *W EXP 06/08/202 92747V114 162 359664 SH DFND 359664 0 0 VIRTUS DIVIDEND INTEREST & P COM 92840R101 399 37313 SH DFND 37313 0 0 VIRTUS EQUITY & CONV INCM FD COM 92841M101 1086 53461 SH DFND 53461 0 0 VIRTUS TOTAL RETURN FD INC COM 92835W107 160 25733 SH DFND 25733 0 0 VISCOGLIOSI BROS ACQUISTN CO *W EXP 03/18/202 92838K118 7 74998 SH DFND 74998 0 0 VISCOGLIOSI BROS ACQUISTN CO COMMON STOCK 92838K100 1482 149997 SH DFND 149997 0 0 VISION SENSING ACQUISITION C *W EXP 10/21/202 92838J111 5 93742 SH DFND 93742 0 0 VISION SENSING ACQUISITION C CLASS A COM 92838J103 1011 99736 SH DFND 99736 0 0 VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 622 60000 SH DFND 60000 0 0 VMG CONSUMER ACQUISITION COR *W EXP 11/03/202 91842V110 21 302716 SH DFND 302716 0 0 VMG CONSUMER ACQUISITION COR CLASS A COM 91842V102 8078 805433 SH DFND 805433 0 0 VMWARE INC CL A COM 928563402 49661 466480 SH DFND 466480 0 0 VOYA EMERGING MKTS HIGH DIVI COM 92912P108 149 30381 SH DFND 30381 0 0 VPC IMPACT ACQUISITION HLDG *W EXP 03/05/202 G9460L118 5 88623 SH DFND 88623 0 0 VPC IMPACT ACQUISITION HLDG CLASS A ORD G9460L126 4432 446813 SH DFND 446813 0 0 WALDENCAST PLC *W EXP 07/27/202 G9503X111 18 24111 SH DFND 24111 0 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 1 15000 SH DFND 15000 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 397 40000 SH DFND 40000 0 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 3553 358180 SH DFND 358180 0 0 WAVERLEY CAPITAL ACQUIS CORP *W EXP 07/15/202 G06536117 8 173864 SH DFND 173864 0 0 WAVERLEY CAPITAL ACQUIS CORP SHS CL A G06536109 6281 642932 SH DFND 642932 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 16879 25006000 PRN DFND 25006000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 5804 9250000 PRN DFND 9250000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 21 25000 PRN DFND 25000 0 0 WELSBACH TECH METALS ACQU CO COM 950415109 263 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 22 430000 SH DFND 430000 0 0 WESTERN ACQSTN VENTURES CORP COM 95758L107 4282 429900 SH DFND 429900 0 0 WESTERN ASSET GBL HIGH INC F COM 95766B109 368 56056 SH DFND 56056 0 0 WESTERN ASSET INTER MUNI FD COM 958435109 120 16280 SH DFND 16280 0 0 WESTERN ASSET MANAGED MUNS F COM 95766M105 717 73888 SH DFND 73888 0 0 WESTERN ASSET MUN HIGH INCOM COM 95766N103 205 33067 SH DFND 33067 0 0 WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 283 28925 SH DFND 28925 0 0 WESTROCK COFFEE CO *W EXP 08/29/202 96145W111 295 209253 SH DFND 209253 0 0 WILLIAMS ROWLAND ACQUISITION *W EXP 12/11/202 96951B110 15 249999 SH DFND 249999 0 0 WILLIAMS ROWLAND ACQUISITION COM 96951B102 504 50000 SH DFND 50000 0 0 WINVEST ACQUISITION CORP COMMON STOCK 97655B109 1000 100000 SH DFND 100000 0 0 WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1585 1600000 PRN DFND 1600000 0 0 WORLD QUANTUM GROWTH ACQUISI *W EXP 08/04/202 G5596W127 7 150750 SH DFND 150750 0 0 WORLDWIDE WEBB ACQUISITION C *W EXP 10/20/202 G97775111 22 246865 SH DFND 246865 0 0 WORLDWIDE WEBB ACQUISITION C CLASS A ORD SHS G97775103 3170 317014 SH DFND 317014 0 0 XPAC ACQUISITION CORP *W EXP 99/99/999 G9831X122 13 100498 SH DFND 100498 0 0 XPAC ACQUISITION CORP CLASS A ORD G9831X106 396 40500 SH DFND 40500 0 0 YAMANA GOLD INC COM 98462Y100 31749 7008620 SH DFND 7008620 0 0 YOTTA ACQUISITION CORPORATIO *W EXP 03/15/202 98741Y111 22 550000 SH DFND 550000 0 0 YOTTA ACQUISITION CORPORATIO COMMON STOCK 98741Y103 6923 700000 SH DFND 700000 0 0 YOTTA ACQUISITION CORPORATIO RIGHT 03/15/2027 98741Y129 33 550000 SH DFND 550000 0 0 ZENDESK INC COM 98936J101 26428 347279 SH DFND 347279 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 54 55000 PRN DFND 55000 0 0 ZEROFOX HLDGS INC *W EXP 08/03/202 98955G111 7 37244 SH DFND 37244 0 0 ZIMMER ENERGY TRANSITION ACQ *W EXP 06/16/202 989570114 83 296998 SH DFND 296998 0 0 ZIMMER ENERGY TRANSITION ACQ COM CL A 989570106 4000 408998 SH DFND 408998 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 1 41665 SH DFND 41665 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 1799 182665 SH DFND 182665 0 0