Authorized Signatory

0001085146-25-003312.txt : 20250515 0001085146-25-003312.hdr.sgml : 20250515 20250515161115 ACCESSION NUMBER: 0001085146-25-003312 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20250331 FILED AS OF DATE: 20250515 DATE AS OF CHANGE: 20250515 EFFECTIVENESS DATE: 20250515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR Arbitrage LLC CENTRAL INDEX KEY: 0001167456 ORGANIZATION NAME: EIN: 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: 25953090 BUSINESS ADDRESS: STREET 1: ONE GREENWICH PLAZA STREET 2: SUITE 130 CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: ONE GREENWICH PLAZA STREET 2: SUITE 130 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 X0202 13F-HR LIVE false false false 0001167456 XXXXXXXX 03-31-2025 03-31-2025 false AQR Arbitrage LLC

ONE GREENWICH PLAZA SUITE 130 Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 000114626 801-60678 N Henry Parkin Authorized Signatory 203-742-3600 /s/ Henry Parkin Greenwich CT 05-15-2025 2 403 4232705219 false 1 0001633376 028-16752 AQR Capital Management Holdings, LLC 2 0001167557 028-10120 000111883 801-55543 AQR CAPITAL MANAGEMENT LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE A SPAC III ACQUISITION CORP ORD SHS CL A G0544A103 BBG01QGQ7T50 1873403 186223 SH DFND 186223 0 0 A SPAC III ACQUISITION CORP RIGHT 01/02/2026 G0544A145 BBG01RL62TL3 34575 249459 SH DFND 249459 0 0 AA MISSION ACQUISITION CORP *W EXP 08/01/203 G1000R127 47517 744772 SH DFND 744772 0 0 AA MISSION ACQUISITION CORP ORD SHS CL A G1000R101 BBG01P4W84L8 10427549 999765 SH DFND 999765 0 0 ABLE VIEW GLOBAL INC *W EXP 08/18/202 G1149B116 4347 162214 SH DFND 162214 0 0 ABPRO HLDGS INC *W EXP 11/12/202 000847111 16109 631725 SH DFND 631725 0 0 ABPRO HLDGS INC COM 000847103 BBG013X0S889 36225 87500 SH DFND 87500 0 0 ABRDN LIFE SCIENCES INVESTOR SH BEN INT 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ACQUISITION CORP *W EXP 03/15/202 35088F115 21851 437027 SH DFND 437027 0 0 FOUR LEAF ACQUISITION CORP COM CL A 35088F107 BBG019M65D98 4149142 366532 SH DFND 366532 0 0 FOXX DEV HLDGS INC *W EXP 09/26/202 351665112 10853 77522 SH DFND 77522 0 0 FRONTIER COMMUNICATIONS PARE COM 35909D109 BBG010MVVVX6 22108049 616510 SH DFND 616510 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 4232110 4363000 PRN DFND 4363000 0 0 FUTURE VISION II ACQUISITION RIGHT 06/29/2029 G37068114 BBG01QLJP7K1 78287 489295 SH DFND 489295 0 0 FUTURE VISION II ACQUISITION SHS G37068106 BBG01QLJMJH2 3444993 338408 SH DFND 338408 0 0 GABELLI DIVID & INCOME TR COM 36242H104 BBG001SDC273 1455377 60314 SH DFND 60314 0 0 GABELLI HLTHCARE & WELLNESS SHS 36246K103 BBG001SQ5J84 1243056 123319 SH DFND 123319 0 0 GENERAL AMERN INVS CO INC COM 368802104 BBG001S5RG46 782901 15543 SH DFND 15543 0 0 GESHER ACQUISITION CORP. II UNIT 03/11/2030 G3852D123 BBG01S1FP4B4 10030000 1000000 SH DFND 1000000 0 0 GIGCAPITAL7 CORP *W EXP 08/29/202 G38648120 189345 2366816 SH DFND 2366816 0 0 GIGCAPITAL7 CORP ORD SHS CL A G38648104 BBG01PNQB846 19101358 1887486 SH DFND 1887486 0 0 GLOBAL BLOCKCHAIN ACQUI CORP *W EXP 05/09/202 37961B120 19639 654647 SH DFND 654647 0 0 GLOBAL BLOCKCHAIN ACQUI CORP COMMON STOCK 37961B104 BBG017779PJ5 509869 44530 SH DFND 44530 0 0 GLOBAL BLOCKCHAIN ACQUI CORP RIGHT 05/09/2027 37961B112 BBG0185KW808 64810 654647 SH DFND 654647 0 0 GLOBAL PMTS INC COM 37940X102 BBG001SGS2Z8 3223170 33484 SH DFND 33484 0 0 GP-ACT III ACQUISITION CORP *W EXP 05/13/202 G4035N129 91951 494096 SH DFND 494096 0 0 GP-ACT III ACQUISITION CORP CL A G4035N103 BBG00ZKFGXW1 16632529 1610119 SH DFND 1610119 0 0 GRAF GLOBAL CORP *W EXP 05/31/203 G4036C122 198846 1104700 SH DFND 1104700 0 0 GRAF GLOBAL CORP ORD SHS CL A G4036C106 BBG01NP47HQ9 15686457 1533378 SH DFND 1533378 0 0 GROUPON INC NOTE 6.250% 3/1 399473AH0 12832532 12250000 PRN DFND 12250000 0 0 GSR III ACQUISITION CORP CL A G4R103107 BBG01R1X9X03 14717917 1465928 SH DFND 1465928 0 0 GSR III ACQUISITION CORP RIGHT 99/99/9999 G4R103131 BBG01RBC7333 436835 297167 SH DFND 297167 0 0 GUESS INC NOTE 3.750% 4/1 401617AF2 8151028 8855000 PRN DFND 8855000 0 0 GUIDEWIRE SOFTWARE INC COM 40171V100 BBG001TWHGX5 7327988 40193 SH DFND 40193 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 BBG001SKSFQ0 33565234 354101 SH DFND 354101 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 282 108363 SH DFND 108363 0 0 HANCOCK JOHN INCOME SECS TR COM 410123103 BBG001S5SH16 190807 16826 SH DFND 16826 0 0 HANCOCK JOHN TAX-ADVANTAGED COM 41013V100 BBG001S98632 3775637 158175 SH DFND 158175 0 0 HAYMAKER ACQUISITION CORP IV *W EXP 05/31/202 G4375F116 31136 148621 SH DFND 148621 0 0 HAYMAKER ACQUISITION CORP IV CLASS A G4375F108 BBG01J7X1WJ5 7605146 692006 SH DFND 692006 0 0 HCM II ACQUISITION CORP *W EXP 99/99/999 G43658122 770680 1116928 SH DFND 1116928 0 0 HCM II ACQUISITION CORP SHS CL A G43658106 BBG01Q79WYC1 13627728 1288674 SH DFND 1288674 0 0 HENNESSY CAP INVT CORP VII ORD SHS CL A G4405D107 BBG01S57DDQ5 12729827 1288444 SH DFND 1288444 0 0 HENNESSY CAP INVT CORP VII RIGHT 01/17/2030 G4405D115 BBG01S57FYV1 353777 1732500 SH DFND 1732500 0 0 HENNESSY CAPITAL INVST CORP *W EXP 99/99/999 42600H116 83839 558924 SH DFND 558924 0 0 HENNESSY CAPITAL INVST CORP CLASS A COM 42600H108 BBG00ZLKX2G6 3046400 280000 SH DFND 280000 0 0 HESS CORP COM 42809H107 BBG001S5NHS2 99426973 622469 SH DFND 622469 0 0 HIGHLAND GLOBAL ALLOCATION F COM 43010T104 BBG00MJH5GZ4 193373 23214 SH DFND 23214 0 0 HORIZON SPACE ACQUISITION II ORD SHS G4627B103 BBG01S4RV632 4290086 424761 SH DFND 424761 0 0 HORIZON SPACE ACQUISITION II RIGHT 03/30/2026 G4627B111 BBG01S4RVHG4 71555 550000 SH DFND 550000 0 0 HORIZON SPACE ACQUSTN I CORP *W EXP 12/27/202 G4619M117 4381 246133 SH DFND 246133 0 0 HORIZON SPACE ACQUSTN I CORP RIGHT 12/27/2024 G4619M125 BBG01D7WLS16 36206 246133 SH DFND 246133 0 0 IB ACQUISITION CORP COM SHS 44934N108 BBG01MNPWL98 11625054 1128646 SH DFND 1128646 0 0 IB ACQUISITION CORP RIGHT 09/28/2025 44934N116 BBG01MNPW860 44570 741594 SH DFND 741594 0 0 INTERDIGITAL INC NOTE 3.500% 6/0 45867GAD3 108263623 40302000 PRN DFND 40302000 0 0 INTERPUBLIC GROUP COS INC COM 460690100 BBG001S6RLK5 52526820 1952307 SH DFND 1952307 0 0 INTRA-CELLULAR THERAPIES INC COM 46116X101 BBG0026ZFZD3 33285527 252316 SH DFND 252316 0 0 INVESTCORP AI ACQUISITION CO *W EXP 06/01/202 G49219127 5761 288058 SH DFND 288058 0 0 INVESTCORP AI ACQUISITION CO CLASS A ORD SHS G49219101 BBG011FRCMX2 2383920 198000 SH DFND 198000 0 0 IONIS PHARMACEUTICALS INC NOTE 1.750% 6/1 462222AF7 102091 105000 PRN DFND 105000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 147638 150000 PRN DFND 150000 0 0 IRON HORSE ACQUISITIONS CORP *W EXP 99/99/999 462837113 14568 455257 SH DFND 455257 0 0 IRON HORSE ACQUISITIONS CORP COM 462837105 BBG00JPYYX97 5556920 529735 SH DFND 529735 0 0 IRON HORSE ACQUISITIONS CORP RIGHT 99/99/9999 462837121 BBG01LGZ90Y0 136623 455257 SH DFND 455257 0 0 ISRAEL ACQUISITIONS CORP *W EXP 99/99/999 G49667119 43765 397864 SH DFND 397864 0 0 ISRAEL ACQUISITIONS CORP CLASS A ORD G49667101 BBG0166KJBF3 1032300 90000 SH DFND 90000 0 0 JACKSON ACQUISITION CO II COM SHS CL A G4992A110 BBG01RXZJMQ8 12472308 1239792 SH DFND 1239792 0 0 JACKSON ACQUISITION CO II RIGHT 99/99/9999 G4992A136 BBG01RXZLQB2 400000 1600000 SH DFND 1600000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 212944 205000 PRN DFND 205000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 BBG001SNW8K1 10996836 90138 SH DFND 90138 0 0 JOHN HANCOCK DIVERSIFIED INC COM 47804L102 BBG001V12GM8 1388007 134107 SH DFND 134107 0 0 JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 22843033 632771 SH DFND 632771 0 0 JVSPAC ACQUISITION CORP RIGHT 11/26/2026 G5212E113 BBG01LW5KFM5 50383 201049 SH DFND 201049 0 0 JVSPAC ACQUISITION CORP SHS CL A G5212E105 BBG01JYF8PS2 4262238 399086 SH DFND 399086 0 0 K&F GROWTH ACQUISITION CORP SHS CL A G52258111 BBG01SMTHNX4 12400200 1245000 SH DFND 1245000 0 0 KEEN VISION ACQUISITION CORP *W EXP 03/15/202 G52443127 3976 123850 SH DFND 123850 0 0 KEEN VISION ACQUISITION CORP SHS G52443119 BBG01HN1BXB6 4995629 444451 SH DFND 444451 0 0 KELLANOVA COM 487836108 BBG001S5SJL0 47143860 571510 SH DFND 571510 0 0 LAUNCH ONE ACQUISITION CORP *W EXP 06/01/203 G5S86M126 161910 1115848 SH DFND 1115848 0 0 LAUNCH ONE ACQUISITION CORP SHS CLASS A G5S86M100 BBG01NB11X27 16088326 1575742 SH DFND 1575742 0 0 LAUNCH TWO ACQUISITION CORP. *W EXP 10/09/202 G5S87A113 234486 1116602 SH DFND 1116602 0 0 LAUNCH TWO ACQUISITION CORP. ORD SHS CL A G5S87A105 BBG01R0Z94C0 15353892 1517183 SH DFND 1517183 0 0 LAVORO LTD *W EXP 02/27/202 G5391L110 1294 16799 SH DFND 16799 0 0 LEGATO MERGER CORP III *W EXP 05/08/203 G5451A111 161378 836589 SH DFND 836589 0 0 LEGATO MERGER CORP III ORD SHS G5451A103 BBG01LDZ70H4 14684867 1399892 SH DFND 1399892 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 BBG006GNSZX4 7050696 83145 SH DFND 83145 0 0 LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5 73050 60000 PRN DFND 60000 0 0 LIBERTY MEDIA CORP DEL NOTE 3.750% 3/1 531229AP7 20316596 19550000 PRN DFND 19550000 0 0 LIONHEART HOLDINGS *W EXP 06/07/203 G5501C117 136243 1134417 SH DFND 1134417 0 0 LIONHEART HOLDINGS SHS CL A G5501C109 BBG01P63K846 16132249 1572344 SH DFND 1572344 0 0 LIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 538034BA6 48720000 35000000 PRN DFND 35000000 0 0 LIVE OAK ACQUISITION CORP V UNIT 02/20/2030 G5509P128 BBG01RQ99BM3 13104000 1300000 SH DFND 1300000 0 0 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 67489950 68000000 PRN DFND 68000000 0 0 LONGEVITY HEALTH HLDGS INC *W EXP 07/12/202 142922111 1516 61133 SH DFND 61133 0 0 LYFT INC NOTE 0.625% 3/0 55087PAD6 2729580 2814000 PRN DFND 2814000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 17798559 17795000 PRN DFND 17795000 0 0 M3BRIGADE ACQUISITION V CORP *W EXP 99/99/999 G63212115 351499 1212065 SH DFND 1212065 0 0 M3BRIGADE ACQUISITION V CORP CL A G63212107 BBG01N69YSN8 15205854 1480609 SH DFND 1480609 0 0 MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 82004675 32425000 PRN DFND 32425000 0 0 MARBLEGATE ACQUISITION CORP *W EXP 08/31/202 56608A113 120000 750002 SH DFND 750002 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 3.250%12/1 57164YAF4 14881738 16045000 PRN DFND 16045000 0 0 MAYWOOD ACQUISITION CORP ORD SHS CL A G6001J107 BBG01SH1JJ04 3748937 377917 SH DFND 377917 0 0 MAYWOOD ACQUISITION CORP RIGHT 99/99/9999 G6001J131 BBG01SP8DDT8 115100 500000 SH DFND 500000 0 0 MELAR ACQUISITION CORP. I *W EXP 06/01/203 G6004G118 73224 542398 SH DFND 542398 0 0 MELAR ACQUISITION CORP. I SHS CL A G6004G100 BBG01NC85PP9 10415971 1018179 SH DFND 1018179 0 0 METAL SKY STAR ACQUISITION C *W EXP 03/31/202 G6053N121 5314 435555 SH DFND 435555 0 0 METAL SKY STAR ACQUISITION C RIGHT 12/31/2025 G6053N113 BBG017TG9XV0 34496 435555 SH DFND 435555 0 0 MICROSTRATEGY INC CL A NEW 594972408 BBG001SC7PX1 76046056 270800 SH Put DFND 270800 0 0 MKDWELL TECH INC *W EXP 07/31/202 G6209W116 281 24451 SH DFND 24451 0 0 MKS INSTRS INC COM 55306N104 BBG001SBB6Q8 2380515 30200 SH DFND 30200 0 0 MONEYLION INC CL A 60938K304 BBG00VHZZP74 14002855 161864 SH DFND 161864 0 0 MOUNTAIN LAKE ACQUISITION CO RIGHT 11/15/2028 G6301B127 BBG01S2WHSM0 364518 1980000 SH DFND 1980000 0 0 MOUNTAIN LAKE ACQUISITION CO SHS CL A G6301B101 BBG01RCMCFZ2 15415755 1533906 SH DFND 1533906 0 0 NABORS ENERGY TRANSITION COR *W EXP 09/01/202 G6363K114 203642 495238 SH DFND 495238 0 0 NABORS ENERGY TRANSITION COR CL A G6363K106 BBG01J5SN479 5166188 471798 SH DFND 471798 0 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 116760 120000 PRN DFND 120000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 30223250 26500000 PRN DFND 26500000 0 0 NEW GERMANY FD INC COM 644465106 BBG001S6GLF3 760000 77472 SH DFND 77472 0 0 NEWBURY STR II ACQUISITION C *W EXP 06/01/203 G6439S117 160020 727364 SH DFND 727364 0 0 NEWBURY STR II ACQUISITION C ORD SHS CL A G6439S109 BBG01QMXCZJ3 10248682 1017744 SH DFND 1017744 0 0 NEWHOLD INVT CORP III UNIT 99/99/9999 G6486E128 BBG01RL96GQ6 14126000 1400000 SH DFND 1400000 0 0 NEXTERA ENERGY CAP HLDGS INC NOTE 3.000% 3/0 65339KCY4 323820 280000 PRN DFND 280000 0 0 NICE LTD NOTE 9/1 653656AB4 293550 300000 PRN DFND 300000 0 0 NORDSTROM INC COM 655664100 BBG001S7BDN5 27440895 1122327 SH DFND 1122327 0 0 NUVEEN DOW 30 DYNMC OVERWRT SHS 67075F105 BBG007PPRJB8 5643713 398849 SH DFND 398849 0 0 NUVEEN NASDAQ 100 DYNAMIC OV COM SHS 670699107 BBG007SRSSP5 4936496 212780 SH DFND 212780 0 0 NUVEEN REAL ESTATE INCOME FD COM 67071B108 BBG001SJX6L2 486910 59091 SH DFND 59091 0 0 NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 BBG001S7ZM04 6132724 471748 SH DFND 471748 0 0 OAK WOODS ACQUISITION CORP *W EXP 99/99/999 67190B112 3325 95000 SH DFND 95000 0 0 OAK WOODS ACQUISITION CORP CL A 67190B104 BBG01G2R5D70 1776388 153269 SH DFND 153269 0 0 OAK WOODS ACQUISITION CORP RIGHT 03/23/2028 67190B120 BBG01GP115B8 24700 95000 SH DFND 95000 0 0 OAKTREE ACQUISITION CORP III *W EXP 09/01/203 G6717R112 297043 396057 SH DFND 396057 0 0 OAKTREE ACQUISITION CORP III SHS CL A G6717R104 BBG00Z9CKG26 14797650 1450750 SH DFND 1450750 0 0 ON SEMICONDUCTOR CORP NOTE 0.500% 3/0 682189AU9 28200630 32600000 PRN DFND 32600000 0 0 PACTIV EVERGREEN INC COM 69526K105 BBG00WXWG3G1 18811391 1044497 SH DFND 1044497 0 0 PAGERDUTY INC NOTE 1.500%10/1 69553PAD2 36888540 37003000 PRN DFND 37003000 0 0 PARAGON 28 INC COM 69913P105 BBG005914H40 4001414 306387 SH DFND 306387 0 0 PARAMOUNT GLOBAL CLASS A COM 92556H107 BBG001S5X7L0 1362202 59877 SH DFND 59877 0 0 PARSONS CORP DEL COM 70202L102 BBG001SDWJQ3 1770192 30044 SH DFND 30044 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 60063369 43787000 PRN DFND 43787000 0 0 PATTERSON COS INC COM 703395103 BBG001S5V2S6 28691378 918565 SH DFND 918565 0 0 PAYCOR HCM INC COM 70435P102 BBG010FNXN77 32847824 1464133 SH DFND 1464133 0 0 PIMCO CALIF MUN INCOME FD COM 72200N106 BBG001SJ4WY3 361611 40860 SH DFND 40860 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 BBG001SC4CM5 883171 105769 SH DFND 105769 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 BBG001SLS3T2 1317955 143256 SH DFND 143256 0 0 PLAYA HOTELS & RESORTS NV SHS N70544106 BBG00DXB1HL8 21111254 1583740 SH DFND 1583740 0 0 PLUM ACQUISITION CORP IV *W EXP 08/19/202 G7134A120 113165 649999 SH DFND 649999 0 0 PLUM ACQUISITION CORP IV SHS CL A G7134A104 BBG01S2WD759 9642697 960428 SH DFND 960428 0 0 PROASSURANCE CORP COM 74267C106 BBG001S9Z6F9 8164584 349661 SH DFND 349661 0 0 QUARTZSEA ACQUISITION CORP UNIT 02/18/2030 G7314B112 BBG01SJ1L2X0 5050000 500000 SH DFND 500000 0 0 QUETTA ACQUISITION CORP COM 74841A105 BBG01JRVRDJ1 3757268 351475 SH DFND 351475 0 0 RADIUS RECYCLING INC CL A 806882106 BBG001S7H0J2 11705613 405319 SH DFND 405319 0 0 RAIN ENHANCEMENT TECHNOLOGIE *W EXP 12/31/202 75080J111 5691 51736 SH DFND 51736 0 0 RANGE CAP ACQUISITION CORP ORD SHS G7375C108 BBG01RQ7NZW7 7695114 765683 SH DFND 765683 0 0 RANGE CAP ACQUISITION CORP RIGHT 99/99/9999 G7375C116 BBG01RQ7SFC8 168300 990000 SH DFND 990000 0 0 REDFIN CORP NOTE 0.500% 4/0 75737FAE8 263570 300000 PRN DFND 300000 0 0 RF ACQUISITION CORP II RIGHT 05/01/2026 G75389117 BBG01NLLH7C1 59290 741123 SH DFND 741123 0 0 RF ACQUISITION CORP II SHS G75389109 BBG01NLLGWZ2 8153413 783982 SH DFND 783982 0 0 RIBBON ACQUISITION CORP ORD SHS CL A G7552W109 BBG01SQCQM14 1895152 189895 SH DFND 189895 0 0 RIBBON ACQUISITION CORP RIGHT 12/31/2026 G7552W117 BBG01SQCSD03 62500 250000 SH DFND 250000 0 0 RIO TINTO PLC SPONSORED ADR 767204100 BBG001SB0LX9 21688880 361000 SH DFND 361000 0 0 RISING DRAGON ACQUISITION CO RIGHT 11/15/2028 G7576K115 BBG01R1Y5P39 79307 491982 SH DFND 491982 0 0 RISING DRAGON ACQUISITION CO SHS G7576K107 BBG01R1Y5F86 3584883 351804 SH DFND 351804 0 0 RITHM ACQUISITION CORP UNIT 99/99/9999 G75751126 BBG01S4HG0V3 19190000 1900000 SH DFND 1900000 0 0 ROCKET COS INC COM CL A 77311W101 BBG00VY1MZN4 135504 11464 SH DFND 11464 0 0 ROMAN DBDR ACQUISITION CORP *W EXP 10/31/203 G7633M112 250079 799998 SH DFND 799998 0 0 ROMAN DBDR ACQUISITION CORP ORD SHS CL A G7633M104 BBG01S2WD5R9 12041787 1200577 SH DFND 1200577 0 0 ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4 35874095 8671000 PRN DFND 8671000 0 0 ROYALTY MGMT HLDG CORP *W EXP 05/28/202 02369M110 621 41097 SH DFND 41097 0 0 ROYCE MICRO-CAP TR INC COM 780915104 BBG001S6DP67 466364 55322 SH DFND 55322 0 0 SANDY SPRING BANCORP INC COM 800363103 BBG001S6Y0J5 14962474 535330 SH DFND 535330 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 38265375 38075000 PRN DFND 38075000 0 0 SILVERBOX CORP IV *W EXP 08/19/202 G81354121 206383 744526 SH DFND 744526 0 0 SILVERBOX CORP IV SHS CL A G81354105 BBG01PDGS574 15875245 1559960 SH DFND 1559960 0 0 SIM ACQUISITION CORP. I *W EXP 06/01/203 G8431T119 145521 1118532 SH DFND 1118532 0 0 SIM ACQUISITION CORP. I SHS CL A G8431T101 BBG01P0HWDM7 15003151 1463722 SH DFND 1463722 0 0 SK GROWTH OPPORTUNITIES CORP *W EXP 06/28/202 G8192N111 307451 473002 SH DFND 473002 0 0 SNAP INC CL A 83304A106 BBG00441QMK5 3414247 403814 SH DFND 403814 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 23710484 27944000 PRN DFND 27944000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 5331210 5358000 PRN DFND 5358000 0 0 SNAP INC NOTE 5/0 83304AAF3 67028 75000 PRN DFND 75000 0 0 SOLARWINDS CORP COM NEW 83417Q204 BBG00M1CKT98 10353476 561773 SH DFND 561773 0 0 SOUTHERN CO NOTE 3.875%12/1 842587DP9 3342750 3000000 PRN DFND 3000000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 86660000 86660000 PRN DFND 86660000 0 0 SPARK I ACQUISITION CORP *W EXP 10/01/203 G8316B118 41219 292331 SH DFND 292331 0 0 SPARK I ACQUISITION CORP ORD SHS G8316B100 BBG01HCZC8S9 6853529 633999 SH DFND 633999 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 BBG001SKF1N8 37639509 1093536 SH DFND 1093536 0 0 SPRING VALLEY ACQUISTN CORP *W EXP 02/25/202 G83752116 25777 229541 SH DFND 229541 0 0 SPRING VALLEY ACQUISTN CORP RIGHT 02/25/2026 G83752132 BBG01B8BLJB4 47745 459084 SH DFND 459084 0 0 SPROTT FOCUS TR INC COM 85208J109 BBG001S5RF39 1200178 163735 SH DFND 163735 0 0 SRH TOTAL RETURN FUND INC COM 101507101 BBG001SKK3J3 7609638 444748 SH DFND 444748 0 0 STELLAR V CAP CORP UNIT 99/99/9999 G8475V129 BBG01R413PT2 15028200 1485000 SH DFND 1485000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 121481578 50745000 PRN DFND 50745000 0 0 SUPER MICRO COMPUTER INC NOTE 3.500% 3/0 86800UAB0 38169500 39350000 PRN DFND 39350000 0 0 SURMODICS INC COM 868873100 BBG001SBL623 6287837 205956 SH DFND 205956 0 0 SWISS HELVETIA FD INC COM 870875101 BBG001S5WJ35 100194 10867 SH DFND 10867 0 0 TANDEM DIABETES CARE INC NOTE 1.500% 3/1 875372AD6 10933000 11600000 PRN DFND 11600000 0 0 TAVIA ACQUISITION CORP RIGHT 11/26/2029 G86880146 BBG01RBB4WP0 142500 950000 SH DFND 950000 0 0 TAVIA ACQUISITION CORP SHS G86880104 BBG01R71VKC7 7069014 700596 SH DFND 700596 0 0 TEMPLETON EMERGING MKTS FD COM 880191101 BBG001S5QVH0 1419989 110505 SH DFND 110505 0 0 TRAILBLAZER MERGER CORP I CL A 89278D109 BBG018LSVK98 4928209 437674 SH DFND 437674 0 0 TRAILBLAZER MERGER CORP I RIGHT 04/21/2028 89278D125 BBG01GM7Q0B2 134691 538763 SH DFND 538763 0 0 TRANSLATIONAL DEV ACQUISITIO *W EXP 12/18/202 G9008W113 115978 742497 SH DFND 742497 0 0 TRANSLATIONAL DEV ACQUISITIO COM CL A G9008W105 BBG01S83YTY4 11087889 1099989 SH DFND 1099989 0 0 TRANSMEDICS GROUP INC NOTE 1.500% 6/0 89377MAB5 21532511 20020000 PRN DFND 20020000 0 0 TRANSOCEAN INC DEB 4.625% 9/3 893830BW8 44048775 36150000 PRN DFND 36150000 0 0 TRIUMPH GROUP INC NEW COM 896818101 BBG001S6MWK6 22616938 892539 SH DFND 892539 0 0 UBER TECHNOLOGIES INC COM 90353T100 BBG002B04MW4 1785500 25000 SH DFND 25000 0 0 UBER TECHNOLOGIES INC NOTE 0.875%12/0 90353TAM2 158860 130000 PRN DFND 130000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 132813 125000 PRN DFND 125000 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 28948110 31127000 PRN DFND 31127000 0 0 USA RARE EARTH INC *W EXP 08/31/202 91733P115 80740 120489 SH DFND 120489 0 0 UY SCUTI ACQUISITION CORP. UNIT 99/99/9999 G93Y0A120 BBG01S8095W2 1750000 175000 SH DFND 175000 0 0 VINE HILL CAP INVT CORP. *W EXP 07/01/203 G93Y09115 241724 981818 SH DFND 981818 0 0 VINE HILL CAP INVT CORP. ORD SHS CL A G93Y09107 BBG01NWVLP32 13023549 1279327 SH DFND 1279327 0 0 VIRTUS DIVIDEND INTEREST & P COM 92840R101 BBG001SNN4Q4 241727 19928 SH DFND 19928 0 0 VIRTUS TOTAL RETURN FD INC COM 92835W107 BBG001S5XNL5 524345 87830 SH DFND 87830 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 9/1 928298AR9 20065488 22609000 PRN DFND 22609000 0 0 VOYAGER ACQUISITION CORP *W EXP 05/16/203 G93A7H112 168055 1063637 SH DFND 1063637 0 0 VOYAGER ACQUISITION CORP CL A G93A7H104 BBG01Q2PBDY5 14444799 1418939 SH DFND 1418939 0 0 VSEE HEALTH INC *W EXP 99/99/999 92919Y110 4019 68239 SH DFND 68239 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 9774666 875082 SH DFND 875082 0 0 WAYFAIR INC CL A 94419L101 BBG001THKQ26 7364145 229914 SH DFND 229914 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 229027 190 SH DFND 190 0 0 WILLOW LANE ACQUISITION CORP *W EXP 10/31/203 G9675P110 149019 620913 SH DFND 620913 0 0 WINNEBAGO INDS INC NOTE 3.250% 1/1 974637AF7 7475750 8500000 PRN DFND 8500000 0 0 WORLD KINECT CORPORATION NOTE 3.250% 7/0 98149GAB6 34696063 29975000 PRN DFND 29975000 0 0 YHN ACQUISITION I LTD RIGHT 08/15/2029 G1514D127 BBG01QNRLJK9 69621 535136 SH DFND 535136 0 0 YHN ACQUISITION I LTD SHS G1514D101 BBG01QNRLH05 3402707 333272 SH DFND 333272 0 0 YOTTA ACQUISITION CORPORATIO *W EXP 03/15/202 98741Y111 29634 541763 SH DFND 541763 0 0 YOTTA ACQUISITION CORPORATIO RIGHT 03/15/2027 98741Y129 BBG018G23S04 87224 541763 SH DFND 541763 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 58887780 56460000 PRN DFND 56460000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 239040 180000 PRN DFND 180000 0 0