# EDGAR Filing Document

**Accession Number:** 0001167456
**File Stem:** 0001167456-26-000001
**Filing Date:** 2026-2
**Character Count:** 63669
**Document Hash:** ac1501fd606f6c07b39d440a0abc3448
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001167456-26-000001.hdr.sgml**: 20260217

**ACCESSION NUMBER**: 0001167456-26-000001

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260217

**DATE AS OF CHANGE**: 20260217

**EFFECTIVENESS DATE**: 20260217

**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:** 26642842

**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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2025

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** AQR Arbitrage LLC<br>**Address:** ONE GREENWICH PLAZA<br>SUITE 130<br>Greenwich, CT 06830

**Form 13F File Number:** 028-10114

**CRD Number (if applicable):** 000114626

**SEC File Number (if applicable):** 801-60678

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Henry Parkin<br>**Title:** Authorized Signatory<br>**Phone:** 203-742-3600

**Signature, Place, and Date of Signing:**

/s/ Henry Parkin  Greenwich, CT  02-17-2026<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 2

**Form 13F Information Table Entry Total:** 497

**Form 13F Information Table Value Total:** $4752313348

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

| No.   | Name                                | Form 13F File Number   |
|:---|:---|:---|
|  | AQR Capital Management Holdings LLC | 028-16752              |
|  | AQR CAPITAL MANAGEMENT LLC          | 028-10120              |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 1RT ACQUISITION CORP. | *W EXP 06/26/203 | G6757R113 |  | 11012 | 18983 | SH |  | DFND |  | 18983 | 0 | 0 |
| 1RT ACQUISITION CORP. | USD CL A ORD SHS | G6757R105 | BBG01VKB0M31 | 774506 | 75932 | SH |  | DFND |  | 75932 | 0 | 0 |
| A PARADISE ACQUISITION CORP | COM CL A | G04819101 | BBG01V6DQTG6 | 9181178 | 913550 | SH |  | DFND |  | 913550 | 0 | 0 |
| A PARADISE ACQUISITION CORP | RIGHT 07/29/2025 | G04819119 | BBG01V6DQHK7 | 228388 | 913550 | SH |  | DFND |  | 913550 | 0 | 0 |
| A SPAC III ACQUISITION CORP | RIGHT 01/02/2026 | G0544A145 | BBG01RL62TL3 | 35382 | 186223 | SH |  | DFND |  | 186223 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 07/23/203 | G1000S125 |  | 60862 | 276773 | SH |  | DFND |  | 276773 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 08/01/203 | G1000R127 |  | 95313 | 561653 | SH |  | DFND |  | 561653 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000R101 | BBG01P4W84L8 | 10486103 | 982765 | SH |  | DFND |  | 982765 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000S109 | BBG01X59L0D3 | 5496712 | 553546 | SH |  | DFND |  | 553546 | 0 | 0 |
| ABPRO HLDGS INC | *W EXP 11/12/202 | 000847111 |  | 8963 | 546540 | SH |  | DFND |  | 546540 | 0 | 0 |
| ACTIVATE ENERGY ACQUISITION | UNIT 11/10/2030 | G0081J129 | BBG01YGM5BY1 | 9102660 | 910266 | SH |  | DFND |  | 910266 | 0 | 0 |
| AEROVIRONMENT INC | COM | 008073108 | BBG001SPPWP6 | 15069747 | 62300 | SH |  | DFND |  | 62300 | 0 | 0 |
| AGRICULTURE  NAT SOL ACQ CO | *W EXP 10/01/202 | G0131Y118 |  | 247270 | 740550 | SH |  | DFND |  | 740550 | 0 | 0 |
| AGRICULTURE  NAT SOL ACQ CO | SHS CL A | G0131Y100 | BBG01KV7B8R5 | 22738836 | 2035706 | SH |  | DFND |  | 2035706 | 0 | 0 |
| AI INFRASTRUCTURE ACQUISI | ORD SHS CL A | G01336109 | BBG01WWYJPJ2 | 4640588 | 466860 | SH |  | DFND |  | 466860 | 0 | 0 |
| AI INFRASTRUCTURE ACQUISI | RIGHT 99/99/9999 | G01336117 | BBG01XQ57VJ0 | 121384 | 466860 | SH |  | DFND |  | 466860 | 0 | 0 |
| AIR LEASE CORP | CL A | 00912X302 | BBG001T92VD1 | 95394974 | 1485209 | SH |  | DFND |  | 1485209 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 992000 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 227815 | 230000 | PRN |  | DFND |  | 230000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 20020638 | 20975000 | PRN |  | DFND |  | 20975000 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 |  | 42367 | 201748 | SH |  | DFND |  | 201748 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | CL A ORD SHS | G0232F109 | BBG01GM8V0L3 | 1210962 | 85219 | SH |  | DFND |  | 85219 | 0 | 0 |
| ALDEL FINL II INC | *W EXP 09/26/203 | G01558124 |  | 339863 | 828935 | SH |  | DFND |  | 828935 | 0 | 0 |
| ALDEL FINL II INC | CL A | G01558108 | BBG01QG48GT0 | 16972284 | 1614870 | SH |  | DFND |  | 1614870 | 0 | 0 |
| ALEXANDER  BALDWIN INC NEW | COM | 014491104 | BBG00HS2GVM7 | 6118996 | 296463 | SH |  | DFND |  | 296463 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 |  | 26443500 | 17000000 | PRN |  | DFND |  | 17000000 | 0 | 0 |
| ALUSSA ENERGY ACQUISITION CO | UNIT 99/99/9999 | G0233J126 | BBG01XW1G6X1 | 6512480 | 644800 | SH |  | DFND |  | 644800 | 0 | 0 |
| AMERICAN DRIVE ACQUISITION C | UNIT 12/04/2030 | G0R91M121 | BBG01XNJ6SD7 | 10629400 | 1064004 | SH |  | DFND |  | 1064004 | 0 | 0 |
| AMERICAN EXCEPTIONALISM ACQU | ORD CL A | G0273J101 | BBG01WT5TGS8 | 8770300 | 770000 | SH |  | DFND |  | 770000 | 0 | 0 |
| AMERICAN WOODMARK CORPORATIO | COM | 030506109 | BBG001S5NQ57 | 17241963 | 319888 | SH |  | DFND |  | 319888 | 0 | 0 |
| AMERICAN WTR CAP CORP | NOTE 3.625% 6/1 | 03040WBE4 |  | 5932448 | 5950000 | PRN |  | DFND |  | 5950000 | 0 | 0 |
| AMICUS THERAPEUTICS INC | COM | 03152W109 | BBG001SN96V9 | 28239472 | 1983109 | SH |  | DFND |  | 1983109 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | *W EXP 06/01/203 | G26745128 |  | 202271 | 777967 | SH |  | DFND |  | 777967 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | ORD SHS CL A | G26745102 | BBG01QHPJC82 | 14765834 | 1400933 | SH |  | DFND |  | 1400933 | 0 | 0 |
| ANYWHERE REAL ESTATE INC | COM | 75605Y106 | BBG001SSDCC1 | 26484241 | 1870356 | SH |  | DFND |  | 1870356 | 0 | 0 |
| APEX TREAS CORP | UNIT 10/07/2030 | G04104116 | BBG01WR8HQB3 | 7996669 | 798868 | SH |  | DFND |  | 798868 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | *W EXP 10/15/202 | G04537125 |  | 268889 | 489691 | SH |  | DFND |  | 489691 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | ORD SHS | G04537109 | BBG01S7RK4F3 | 9990998 | 964382 | SH |  | DFND |  | 964382 | 0 | 0 |
| ARMADA ACQUISITION CORP II | *W EXP 05/21/203 | G0R38G112 |  | 450153 | 562691 | SH |  | DFND |  | 562691 | 0 | 0 |
| ARMADA ACQUISITION CORP II | COM CL A | G0R38G104 | BBG01T2RQ0H6 | 11303465 | 1103854 | SH |  | DFND |  | 1103854 | 0 | 0 |
| ARTIUS II ACQUISITION INC | RIGHT 11/27/2029 | G0509J123 | BBG01T7MSFW0 | 500678 | 1517205 | SH |  | DFND |  | 1517205 | 0 | 0 |
| ARTIUS II ACQUISITION INC | SHS CL A | G0509J115 | BBG01SK9X892 | 15349112 | 1490205 | SH |  | DFND |  | 1490205 | 0 | 0 |
| ASPEN INSURANCE HOLDINGS LTD | ORD SHS CL A | G05384501 | BBG01KR39FG8 | 14428858 | 388918 | SH |  | DFND |  | 388918 | 0 | 0 |
| ASTRIA THERAPEUTICS INC | COM | 04635X102 | BBG001T8KDC4 | 8211265 | 627293 | SH |  | DFND |  | 627293 | 0 | 0 |
| AVADEL PHARMACEUTICALS PLC | COM SHS | G29687103 | BBG001SD3F74 | 2379034 | 110396 | SH |  | DFND |  | 110396 | 0 | 0 |
| AVIDITY BIOSCIENCES INC | COM | 05370A108 | BBG00FQ7LXX0 | 15053892 | 208705 | SH |  | DFND |  | 208705 | 0 | 0 |
| AXALTA COATING SYS LTD | COM | G0750C108 | BBG0060CPLK3 | 18357056 | 568154 | SH |  | DFND |  | 568154 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | ORD SHS CL A | G0750N104 | BBG01WGCLTR8 | 9201221 | 913726 | SH |  | DFND |  | 913726 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | RIGHT 06/10/2030 | G0750N112 | BBG01WGCN874 | 191882 | 913726 | SH |  | DFND |  | 913726 | 0 | 0 |
| BAIN CAP GSS INVT CORP | *W EXP 01/01/202 | G0R78B114 |  | 154012 | 236941 | SH |  | DFND |  | 236941 | 0 | 0 |
| BAIN CAP GSS INVT CORP | ORD CL A | G0R78B106 | BBG01X59LMB7 | 11941776 | 1184700 | SH |  | DFND |  | 1184700 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 3051548 | 3236000 | PRN |  | DFND |  | 3236000 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 211801 | 572436 | SH |  | DFND |  | 572436 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 | BBG01TG07R28 | 11416342 | 1125872 | SH |  | DFND |  | 1125872 | 0 | 0 |
| BEST SPAC I ACQUISITION CORP | RIGHT 05/27/2030 | G1069P129 | BBG01T69X5H3 | 17219 | 114034 | SH |  | DFND |  | 114034 | 0 | 0 |
| BEST SPAC I ACQUISITION CORP | USD CL A ORD SHS | G1069P103 | BBG01T69WML2 | 1155164 | 114034 | SH |  | DFND |  | 114034 | 0 | 0 |
| BITCOIN INFRASTRUCTURE ACQUI | *W EXP 11/06/203 | G1143H119 |  | 162355 | 580048 | SH |  | DFND |  | 580048 | 0 | 0 |
| BITCOIN INFRASTRUCTURE ACQUI | USD CL A ORD SHS | G1143H101 | BBG01X03YX81 | 11438556 | 1160097 | SH |  | DFND |  | 1160097 | 0 | 0 |
| BLACK HAWK ACQUISITION CORP | RIGHT 06/20/2025 | G1148A119 | BBG01MT1JD16 | 113419 | 87245 | SH |  | DFND |  | 87245 | 0 | 0 |
| BLACK HAWK ACQUISITION CORP | USD CL A SHS | G1148A101 | BBG01M9PCB43 | 1567856 | 139365 | SH |  | DFND |  | 139365 | 0 | 0 |
| BLACKLINE INC | NOTE 1.000% 6/0 | 09239BAF6 |  | 24953460 | 23600000 | PRN |  | DFND |  | 23600000 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 |  | 4413288 | 4450000 | PRN |  | DFND |  | 4450000 | 0 | 0 |
| BLUE ACQUISITION CORP. | ORD SHS CL A | G1331A108 | BBG01V27P102 | 5202107 | 509511 | SH |  | DFND |  | 509511 | 0 | 0 |
| BLUE ACQUISITION CORP. | RIGHT 06/11/2030 | G1331A116 | BBG01V27PQV3 | 159648 | 532161 | SH |  | DFND |  | 532161 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | *W EXP 05/23/203 | G1368E114 |  | 305573 | 576552 | SH |  | DFND |  | 576552 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | ORD SHS CL A | G1368E106 | BBG01THFR1T0 | 11900033 | 1153104 | SH |  | DFND |  | 1153104 | 0 | 0 |
| BLUEROCK ACQUISITION CORP | UNIT 11/06/2030 | G1352R121 | BBG01YDRD4K5 | 7755350 | 775535 | SH |  | DFND |  | 775535 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 365006 | 5250 | SH |  | DFND |  | 5250 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | CL A | G2003N105 | BBG01QJQH013 | 21375441 | 2020363 | SH |  | DFND |  | 2020363 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | RIGHT 10/11/2029 | G2003N121 | BBG01R8DRTQ1 | 663156 | 2072363 | SH |  | DFND |  | 2072363 | 0 | 0 |
| BOX INC | NOTE 1.500% 9/1 | 10316TAD6 |  | 26881725 | 27571000 | PRN |  | DFND |  | 27571000 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | BBG00DYPZ4V7 | 36681118 | 566154 | SH |  | DFND |  | 566154 | 0 | 0 |
| BTC DEV CORP | *W EXP 09/11/203 | G0701G117 |  | 151047 | 222128 | SH |  | DFND |  | 222128 | 0 | 0 |
| BTC DEV CORP | ORD SHS CL A | G0701G109 | BBG01WTRWX36 | 8898448 | 888512 | SH |  | DFND |  | 888512 | 0 | 0 |
| CADENCE BANK | COM | 12740C103 | BBG001SHFG98 | 93376849 | 2179665 | SH |  | DFND |  | 2179665 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | COM CL A | G17564108 | BBG01TNMYYB7 | 10588473 | 1040125 | SH |  | DFND |  | 1040125 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | RIGHT 05/15/2030 | G17564116 | BBG01VPWX2C8 | 315038 | 1050125 | SH |  | DFND |  | 1050125 | 0 | 0 |
| CALISA ACQUISITION CORP | UNIT 09/11/2030 | G1771C119 | BBG01NL3TJP8 | 3370752 | 322560 | SH |  | DFND |  | 322560 | 0 | 0 |
| CANTALOUPE INC | COM | 138103106 | BBG001S96MW7 | 9248958 | 870900 | SH |  | DFND |  | 870900 | 0 | 0 |
| CANTOR EQUITY PARTNERS I INC | SHS CL A | G1827K107 | BBG01QMC5W04 | 2772304 | 266056 | SH |  | DFND |  | 266056 | 0 | 0 |
| CANTOR EQUITY PARTNERS II IN | CL A ORD SHS | G1827P106 | BBG01SRXCFM4 | 1684991 | 149644 | SH |  | DFND |  | 149644 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 | BBG01VFVMDK0 | 3286940 | 322249 | SH |  | DFND |  | 322249 | 0 | 0 |
| CANTOR EQUITY PARTNERS IV IN | SHS CL A | G1828E100 | BBG01W7FHVM6 | 7778876 | 756700 | SH |  | DFND |  | 756700 | 0 | 0 |
| CANTOR EQUITY PARTNERS V INC | SHS CL A S | G1828S109 | BBG01WSV5YJ9 | 2629330 | 256520 | SH |  | DFND |  | 256520 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 4591305 | 4626000 | PRN |  | DFND |  | 4626000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | *W EXP 05/02/203 | G19307126 |  | 423983 | 529846 | SH |  | DFND |  | 529846 | 0 | 0 |
| CARTESIAN GROWTH CORP III | COM CL A | G19307100 | BBG01SQC0LG8 | 10801331 | 1049692 | SH |  | DFND |  | 1049692 | 0 | 0 |
| CAYSON ACQUISITION CORP | RIGHT 99/99/9999 | G1993W117 | BBG01QGCYNH1 | 64422 | 357901 | SH |  | DFND |  | 357901 | 0 | 0 |
| CAYSON ACQUISITION CORP | SHS | G1993W109 | BBG01QGD1SQ4 | 3729945 | 349901 | SH |  | DFND |  | 349901 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 323504 | 1012533 | SH |  | DFND |  | 1012533 | 0 | 0 |
| CENTURION ACQUISITION CORP | SHS CL A | G20315100 | BBG01N8JMH15 | 18686177 | 1749642 | SH |  | DFND |  | 1749642 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | RIGHT 05/14/2030 | G2124S116 | BBG01VNW2957 | 68945 | 372676 | SH |  | DFND |  | 372676 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | SHS CL A | G2124S108 | BBG01V9SHZB1 | 3729095 | 366676 | SH |  | DFND |  | 366676 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | ORD SHS CL A | G9877L107 | BBG01Q0Q3W90 | 5504127 | 525203 | SH |  | DFND |  | 525203 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | RIGHT 12/31/2026 | G9877L115 | BBG01QGQZST5 | 81160 | 540703 | SH |  | DFND |  | 540703 | 0 | 0 |
| CHART INDS INC | COM | 16115Q308 | BBG001SQV7W4 | 89400293 | 433498 | SH |  | DFND |  | 433498 | 0 | 0 |
| CHENGHE ACQUISITION III CO | *W EXP 09/09/203 | G2086N121 |  | 52303 | 261516 | SH |  | DFND |  | 261516 | 0 | 0 |
| CHENGHE ACQUISITION III CO | ORD SHS CL A | G2086N105 | BBG01VXW0D22 | 5219839 | 523030 | SH |  | DFND |  | 523030 | 0 | 0 |
| CHURCHILL CAP CORP X | *W EXP 05/14/203 | G2130T116 |  | 725948 | 94279 | SH |  | DFND |  | 94279 | 0 | 0 |
| CHURCHILL CAP CORP XI | UNIT 12/10/2030 | G2131A124 | BBG01YLXN5D7 | 3313513 | 324536 | SH |  | DFND |  | 324536 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | *W EXP 03/31/203 | G21301117 |  | 39441 | 46390 | SH |  | DFND |  | 46390 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | CL A SHS | G21301109 | BBG01N8LRBJ9 | 3747936 | 352581 | SH |  | DFND |  | 352581 | 0 | 0 |
| CIDARA THERAPEUTICS INC | COM NEW | 171757206 | BBG006R5MFV3 | 34836341 | 157709 | SH |  | DFND |  | 157709 | 0 | 0 |
| CIVITAS RESOURCES INC | COM NEW | 17888H103 | BBG00GLNJ0R0 | 2663408 | 98317 | SH |  | DFND |  | 98317 | 0 | 0 |
| CLEARWATER ANALYTICS HLDGS I | CL A | 185123106 | BBG012C765M3 | 31841487 | 1320128 | SH |  | DFND |  | 1320128 | 0 | 0 |
| CLOUGH GLOBAL EQUITY FD | COM | 18914C100 | BBG001SMM7Q0 | 373548 | 48766 | SH |  | DFND |  | 48766 | 0 | 0 |
| CN HEALTHY FOOD TECH GROUP C | *W EXP 09/30/203 | 462837113 |  | 36060 | 396260 | SH |  | DFND |  | 396260 | 0 | 0 |
| CN HEALTHY FOOD TECH GROUP C | COM | 462837105 | BBG00JPYYX97 | 501686 | 91050 | SH |  | DFND |  | 91050 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | *W EXP 08/17/202 | 12664M111 |  | 96170 | 590000 | SH |  | DFND |  | 590000 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | COM | 12664M103 | BBG01FRF6194 | 6019650 | 585000 | SH |  | DFND |  | 585000 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | RIGHT 10/15/2028 | 12664M129 | BBG01RRRVRX0 | 108678 | 590000 | SH |  | DFND |  | 590000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | *W EXP 07/01/203 | G2254C113 |  | 63069 | 94983 | SH |  | DFND |  | 94983 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | SHS CL A | G2254C121 | BBG01V7F8J09 | 3890565 | 379938 | SH |  | DFND |  | 379938 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 |  | 16848968 | 16410000 | PRN |  | DFND |  | 16410000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 |  | 105000 | 105000 | PRN |  | DFND |  | 105000 | 0 | 0 |
| COLUMBUS ACQUISITION CORP | RIGHT 09/30/2025 | G2295P115 | BBG01SVDRQ34 | 79906 | 228304 | SH |  | DFND |  | 228304 | 0 | 0 |
| COLUMBUS ACQUISITION CORP | SHS | G2295P107 | BBG01SJXPXX8 | 2321546 | 224304 | SH |  | DFND |  | 224304 | 0 | 0 |
| COMERICA INC | COM | 200340107 | BBG001S6PXB1 | 87740709 | 1009326 | SH |  | DFND |  | 1009326 | 0 | 0 |
| CONFLUENT INC | CLASS A COM | 20717M103 | BBG007HWGYS3 | 42503046 | 1405524 | SH |  | DFND |  | 1405524 | 0 | 0 |
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 |  | 48675 | 50000 | PRN |  | DFND |  | 50000 | 0 | 0 |
| COPLEY ACQUISITION CORP | *W EXP 99/99/999 | G24243126 |  | 80267 | 311596 | SH |  | DFND |  | 311596 | 0 | 0 |
| COPLEY ACQUISITION CORP | ORD SHS CL A | G24243100 | BBG01RG0C5H8 | 6248426 | 613192 | SH |  | DFND |  | 613192 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | CL A | G24979109 | BBG01V2FH8P1 | 9343406 | 867540 | SH |  | DFND |  | 867540 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | RIGHT 04/17/2030 | G24979117 | BBG01SLP2RB4 | 1171192 | 1463990 | SH |  | DFND |  | 1463990 | 0 | 0 |
| CRANE HBR ACQUISITION CORP I | UNIT 12/09/2030 | G25014120 | BBG01YCKSLT8 | 11204036 | 1113168 | SH |  | DFND |  | 1113168 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | UNIT 10/14/2030 | G2574F101 | BBG01VBMX253 | 3216188 | 318750 | SH |  | DFND |  | 318750 | 0 | 0 |
| CSG SYS INTL INC | COM | 126349109 | BBG001S8QQ76 | 38628370 | 503695 | SH |  | DFND |  | 503695 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | *W EXP 08/28/203 | G2584S119 |  | 212352 | 606720 | SH |  | DFND |  | 606720 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | USD CL A ORD SHS | G2584S101 | BBG01VP286Y9 | 12073728 | 1213440 | SH |  | DFND |  | 1213440 | 0 | 0 |
| CYBERARK SOFTWARE LTD | SHS | M2682V108 | BBG006Q52QW1 | 96966307 | 217384 | SH |  | DFND |  | 217384 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | *W EXP 07/23/203 | G2616F119 |  | 148613 | 474347 | SH |  | DFND |  | 474347 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | SHS CL A | G2616F101 | BBG01TRHB8X2 | 9515401 | 948694 | SH |  | DFND |  | 948694 | 0 | 0 |
| DAEDALUS SPL ACQUISITION COR | UNIT 11/10/2030 | G2616C124 | BBG01X6024J8 | 5734389 | 570586 | SH |  | DFND |  | 570586 | 0 | 0 |
| DAYFORCE INC | COM | 15677J108 | BBG005D7PF43 | 51317965 | 742018 | SH |  | DFND |  | 742018 | 0 | 0 |
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 |  | 49625 | 50000 | PRN |  | DFND |  | 50000 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 76890912 | 83509000 | PRN |  | DFND |  | 83509000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 219079 | 547698 | SH |  | DFND |  | 547698 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 | BBG01SWLKBV4 | 11020039 | 1080396 | SH |  | DFND |  | 1080396 | 0 | 0 |
| DIGITALBRIDGE GROUP INC | CL A NEW | 25401T603 | BBG00D30HGN8 | 17071748 | 1112891 | SH |  | DFND |  | 1112891 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 96137139 | 105022000 | PRN |  | DFND |  | 105022000 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 |  | 232415 | 230000 | PRN |  | DFND |  | 230000 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 |  | 4294725 | 4325000 | PRN |  | DFND |  | 4325000 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | RIGHT 09/16/2030 | G2851K112 | BBG01WC22K12 | 161196 | 1151400 | SH |  | DFND |  | 1151400 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | USD ORD SHS | G2851K104 | BBG01WC235D1 | 11398860 | 1151400 | SH |  | DFND |  | 1151400 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | ORD SHS | G2847J104 | BBG01RQ5FRS3 | 3849458 | 371211 | SH |  | DFND |  | 371211 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | RIGHT 10/15/2029 | G2847J112 | BBG01SJ50DM2 | 60052 | 380314 | SH |  | DFND |  | 380314 | 0 | 0 |
| DT CLOUD STAR ACQUISITION CO | RIGHT 07/09/2029 | G2853N114 | BBG01PQHD351 | 62306 | 444725 | SH |  | DFND |  | 444725 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 114247 | 445407 | SH |  | DFND |  | 445407 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 | BBG01SSMGQ94 | 5766276 | 565876 | SH |  | DFND |  | 565876 | 0 | 0 |
| DYNAMIX CORP | *W EXP 10/25/202 | G2949D112 |  | 487330 | 304581 | SH |  | DFND |  | 304581 | 0 | 0 |
| DYNAMIX CORP | SHS CL A | G2949D104 | BBG01R5ZGB22 | 3703083 | 359872 | SH |  | DFND |  | 359872 | 0 | 0 |
| DYNAMIX CORP III | UNIT 10/09/2030 | G2949T125 | BBG01WN2Y2L3 | 5814980 | 578605 | SH |  | DFND |  | 578605 | 0 | 0 |
| DYNAVAX TECHNOLOGIES CORP | COM NEW | 268158201 | BBG001S7HTB7 | 8179269 | 531812 | SH |  | DFND |  | 531812 | 0 | 0 |
| EGH ACQUISITION CORP. | RIGHT 99/99/9999 | G2946P118 | BBG01TLHXWD3 | 215204 | 896685 | SH |  | DFND |  | 896685 | 0 | 0 |
| EGH ACQUISITION CORP. | SHS CL A | G2946P100 | BBG01TLHZD25 | 9061966 | 893685 | SH |  | DFND |  | 893685 | 0 | 0 |
| ELECTRONIC ARTS INC | COM | 285512109 | BBG001S5T5C9 | 68908454 | 337241 | SH |  | DFND |  | 337241 | 0 | 0 |
| EMMIS ACQUISITION CORP. | RIGHT 09/12/2030 | G3037D113 | BBG01W3L9HH3 | 69775 | 460560 | SH |  | DFND |  | 460560 | 0 | 0 |
| EMMIS ACQUISITION CORP. | SHS CL A | G3037D105 | BBG01W3L98V7 | 4573361 | 460560 | SH |  | DFND |  | 460560 | 0 | 0 |
| EQV VENTURES AC CORP. II | *W EXP 06/30/203 | G3106Q128 |  | 133009 | 380026 | SH |  | DFND |  | 380026 | 0 | 0 |
| EQV VENTURES AC CORP. II | ORD SHS CL A | G3106Q102 | BBG01VV36CM2 | 11435022 | 1140082 | SH |  | DFND |  | 1140082 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | *W EXP 07/01/203 | G3106N117 |  | 412808 | 859837 | SH |  | DFND |  | 859837 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | CL A ORD SHS | G3106N109 | BBG01N877D71 | 25424340 | 2423674 | SH |  | DFND |  | 2423674 | 0 | 0 |
| ESH ACQUISITION CORP | COM CL A | 296424104 | BBG0180WRZK1 | 1035720 | 54000 | SH |  | DFND |  | 54000 | 0 | 0 |
| ESH ACQUISITION CORP | RIGHT 06/13/2028 | 296424112 | BBG01HHQZHS9 | 107418 | 523991 | SH |  | DFND |  | 523991 | 0 | 0 |
| ESSENTIAL UTILS INC | COM | 29670G102 | BBG001S5VFD3 | 36399190 | 948884 | SH |  | DFND |  | 948884 | 0 | 0 |
| EUDA HEALTH HOLDINGS LTD | *W EXP 11/22/202 | G3142E121 |  | 8869 | 88689 | SH |  | DFND |  | 88689 | 0 | 0 |
| EUREKA ACQUISITION CORP | RIGHT 07/03/2026 | G32168125 | BBG01PP4YSJ8 | 29022 | 76374 | SH |  | DFND |  | 76374 | 0 | 0 |
| EUREKA ACQUISITION CORP | SHS CL A | G32168109 | BBG01PP4YMT0 | 1968760 | 179141 | SH |  | DFND |  | 179141 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | *W EXP 10/22/203 | G3226F119 |  | 108099 | 282537 | SH |  | DFND |  | 282537 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | USD CL A ORD SHS | G3226F101 | BBG01WGGG604 | 5577280 | 565074 | SH |  | DFND |  | 565074 | 0 | 0 |
| EXACT SCIENCES CORP | COM | 30063P105 | BBG001SGCLB9 | 19484591 | 191853 | SH |  | DFND |  | 191853 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 |  | 97613 | 95000 | PRN |  | DFND |  | 95000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 88927 | 85000 | PRN |  | DFND |  | 85000 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 223587 | 638820 | SH |  | DFND |  | 638820 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 | BBG01QF38580 | 13312998 | 1277639 | SH |  | DFND |  | 1277639 | 0 | 0 |
| FG MERGER II CORP | COM | 30334J102 | BBG01R78HC09 | 7871360 | 784000 | SH |  | DFND |  | 784000 | 0 | 0 |
| FG MERGER II CORP | RIGHT 02/11/2030 | 30334J128 | BBG01S6Z72D7 | 326304 | 792000 | SH |  | DFND |  | 792000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | ORD SHS CL A | G3415K101 | BBG01SRKL5M4 | 14208755 | 1386220 | SH |  | DFND |  | 1386220 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | RIGHT 02/21/2030 | G3415K135 | BBG01TLQ0PN3 | 560126 | 1436220 | SH |  | DFND |  | 1436220 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | *W EXP 06/17/203 | G3473K118 |  | 32418 | 118012 | SH |  | DFND |  | 118012 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | USD CL A ORD SHS | G3473K100 | BBG01VT8QV95 | 2374401 | 236024 | SH |  | DFND |  | 236024 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 225625 | 250000 | PRN |  | DFND |  | 250000 | 0 | 0 |
| FLAG SHIP ACQUISITION CORP | ORD SHS | G3530C109 | BBG01417YWZ7 | 1347152 | 125200 | SH |  | DFND |  | 125200 | 0 | 0 |
| FLAHERTY  CRUMRINE PFD INCO | COM | 338480106 | BBG001S6PG82 | 422560 | 35599 | SH |  | DFND |  | 35599 | 0 | 0 |
| FLAHERTY  CRUMRINE TOTAL RE | COM | 338479108 | BBG001SLJ198 | 531895 | 30394 | SH |  | DFND |  | 30394 | 0 | 0 |
| FLUOR CORP NEW | COM | 343412102 | BBG001S5Q738 | 9658108 | 243707 | SH |  | DFND |  | 243707 | 0 | 0 |
| FLUSHING FINL CORP | COM | 343873105 | BBG001S7KQM7 | 1174841 | 77445 | SH |  | DFND |  | 77445 | 0 | 0 |
| FORD MTR CO | NOTE 3/1 | 345370CZ1 |  | 24984000 | 24000000 | PRN |  | DFND |  | 24000000 | 0 | 0 |
| FOX CORP | CL B COM | 35137L204 | BBG00JHNKKR3 | 4783004 | 73664 | SH |  | DFND |  | 73664 | 0 | 0 |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | BBG010MVVVX6 | 76085941 | 1998580 | SH |  | DFND |  | 1998580 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 4069501 | 4063000 | PRN |  | DFND |  | 4063000 | 0 | 0 |
| FUSEMACHINES INC | *W EXP 10/22/203 | 36118R111 |  | 12284 | 198128 | SH |  | DFND |  | 198128 | 0 | 0 |
| FUTURE VISION II ACQUISITION | RIGHT 06/29/2029 | G37068114 | BBG01QLJP7K1 | 44027 | 338408 | SH |  | DFND |  | 338408 | 0 | 0 |
| FUTURE VISION II ACQUISITION | SHS | G37068106 | BBG01QLJMJH2 | 3451355 | 326215 | SH |  | DFND |  | 326215 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | *W EXP 09/30/203 | G3730U115 |  | 63018 | 86622 | SH |  | DFND |  | 86622 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | CL A ORD SHS | G3730U107 | BBG01X4PLJH3 | 3499529 | 346488 | SH |  | DFND |  | 346488 | 0 | 0 |
| GABELLI HLTHCARE  WELLNESS | SHS | 36246K103 | BBG001SQ5J84 | 508676 | 52822 | SH |  | DFND |  | 52822 | 0 | 0 |
| GALATA ACQUISITION CORP II | *W EXP 09/12/203 | G3R25N116 |  | 90324 | 225809 | SH |  | DFND |  | 225809 | 0 | 0 |
| GALATA ACQUISITION CORP II | ORD SHS CL A | G3R25N108 | BBG01WY6Q6S5 | 6747173 | 677427 | SH |  | DFND |  | 677427 | 0 | 0 |
| GENERAL PURP ACQUISITION COR | UNIT 12/03/2030 | G3810N122 | BBG01XX0LFB0 | 9057158 | 904811 | SH |  | DFND |  | 904811 | 0 | 0 |
| GENERATION ESSENTIALS GROUP | *W EXP 02/15/202 | G38268119 |  | 61039 | 406926 | SH |  | DFND |  | 406926 | 0 | 0 |
| GESHER ACQUISITION CORP. II | *W EXP 10/31/203 | G3852D115 |  | 167164 | 371476 | SH |  | DFND |  | 371476 | 0 | 0 |
| GIGCAPITAL7 CORP | *W EXP 08/29/202 | G38648120 |  | 727370 | 1774074 | SH |  | DFND |  | 1774074 | 0 | 0 |
| GIGCAPITAL7 CORP | ORD SHS CL A | G38648104 | BBG01PNQB846 | 11651875 | 1105491 | SH |  | DFND |  | 1105491 | 0 | 0 |
| GIGCAPITAL8 CORP | ORD CL A | G3864J100 | BBG01WN43386 | 16761265 | 1694769 | SH |  | DFND |  | 1694769 | 0 | 0 |
| GIGCAPITAL8 CORP | RIGHT 09/30/2030 | G3864J118 | BBG01WN471P7 | 525378 | 1694769 | SH |  | DFND |  | 1694769 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | *W EXP 06/17/203 | G3933N124 |  | 8561 | 68107 | SH |  | DFND |  | 68107 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | CL A ORD SHS | G3933N116 | BBG01TLJBCS1 | 917181 | 90810 | SH |  | DFND |  | 90810 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | RIGHT 06/17/2030 | G3933N132 | BBG01TLJBZF4 | 11814 | 90810 | SH |  | DFND |  | 90810 | 0 | 0 |
| GLOBAL PMTS INC | NOTE 1.500% 3/0 | 37940XAU6 |  | 36812038 | 40925000 | PRN |  | DFND |  | 40925000 | 0 | 0 |
| GOLDEN ENTMT INC | COM | 381013101 | BBG001S69CW2 | 5107587 | 187848 | SH |  | DFND |  | 187848 | 0 | 0 |
| GORES HLDGS X INC | *W EXP 05/02/203 | G4002F125 |  | 262310 | 282084 | SH |  | DFND |  | 282084 | 0 | 0 |
| GORES HLDGS X INC | SHS CL A | G4002F109 | BBG0146ZJ577 | 11456227 | 1113336 | SH |  | DFND |  | 1113336 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | *W EXP 05/13/202 | G4035N129 |  | 124871 | 463173 | SH |  | DFND |  | 463173 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | CL A | G4035N103 | BBG00ZKFGXW1 | 16864473 | 1576119 | SH |  | DFND |  | 1576119 | 0 | 0 |
| GRABAGUN DIGITAL HLDGS INC | *W EXP 99/99/999 | 38387Q113 |  | 21260 | 56693 | SH |  | DFND |  | 56693 | 0 | 0 |
| GRAF GLOBAL CORP | *W EXP 05/31/203 | G4036C122 |  | 331210 | 766689 | SH |  | DFND |  | 766689 | 0 | 0 |
| GRAF GLOBAL CORP | ORD SHS CL A | G4036C106 | BBG01NP47HQ9 | 16254870 | 1511378 | SH |  | DFND |  | 1511378 | 0 | 0 |
| GROUPON INC | NOTE 4.875% 6/3 | 399473AK3 |  | 26033750 | 29500000 | PRN |  | DFND |  | 29500000 | 0 | 0 |
| GSR IV ACQUISITION CORP | CL A SHS | G4R12K107 | BBG01WH8MNL4 | 9331160 | 934050 | SH |  | DFND |  | 934050 | 0 | 0 |
| GSR IV ACQUISITION CORP | RIGHT 08/22/2030 | G4R12K115 | BBG01WH8MXS5 | 314904 | 133434 | SH |  | DFND |  | 133434 | 0 | 0 |
| GUESS INC | COM | 401617105 | BBG001S5RJR5 | 3519795 | 210137 | SH |  | DFND |  | 210137 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | COM | 40171V100 | BBG001TWHGX5 | 8634184 | 42954 | SH |  | DFND |  | 42954 | 0 | 0 |
| HALL CHADWICK ACQUISITION CO | UNIT 11/20/2030 | G42386121 | BBG01WK1CPC1 | 5612667 | 559867 | SH |  | DFND |  | 559867 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | UNIT 10/03/2030 | G4330A129 | BBG01S843Z09 | 6527271 | 652075 | SH |  | DFND |  | 652075 | 0 | 0 |
| HAYMAKER ACQUISITION CORP IV | *W EXP 05/31/202 | G4375F116 |  | 230363 | 148621 | SH |  | DFND |  | 148621 | 0 | 0 |
| HAYMAKER ACQUISITION CORP IV | CLASS A | G4375F108 | BBG01J7X1WJ5 | 7806748 | 686006 | SH |  | DFND |  | 686006 | 0 | 0 |
| HCM III ACQUISITION CORP | *W EXP 07/23/203 | G4365E111 |  | 60195 | 126461 | SH |  | DFND |  | 126461 | 0 | 0 |
| HCM III ACQUISITION CORP | ORD SHS CL A | G4365E103 | BBG01VFVN4H3 | 3816633 | 379387 | SH |  | DFND |  | 379387 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 | BBG01S57DDQ5 | 10966746 | 1059589 | SH |  | DFND |  | 1059589 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 | BBG01S57FYV1 | 359476 | 1288444 | SH |  | DFND |  | 1288444 | 0 | 0 |
| HERBALIFE LTD | NOTE 4.250% 6/1 | 42703MAF0 |  | 650700 | 600000 | PRN |  | DFND |  | 600000 | 0 | 0 |
| HERITAGE COMM CORP | COM | 426927109 | BBG001SBY8P0 | 4917675 | 409465 | SH |  | DFND |  | 409465 | 0 | 0 |
| HIGHVIEW MERGER CORP | *W EXP 07/24/203 | G4569C119 |  | 171400 | 634111 | SH |  | DFND |  | 634111 | 0 | 0 |
| HIGHVIEW MERGER CORP | ORD SH CL A | G4569C101 | BBG01WC0XDK7 | 12682220 | 1268222 | SH |  | DFND |  | 1268222 | 0 | 0 |
| HILLENBRAND INC | COM | 431571108 | BBG001STH2P3 | 33222259 | 1047360 | SH |  | DFND |  | 1047360 | 0 | 0 |
| HOLOGIC INC | COM | 436440101 | BBG001S6HWB2 | 31260250 | 419657 | SH |  | DFND |  | 419657 | 0 | 0 |
| HORIZON SPACE ACQUISITION II | ORD SHS | G4627B103 | BBG01S4RV632 | 4367291 | 414354 | SH |  | DFND |  | 414354 | 0 | 0 |
| HORIZON SPACE ACQUISITION II | RIGHT 03/30/2026 | G4627B111 | BBG01S4RVHG4 | 63757 | 424761 | SH |  | DFND |  | 424761 | 0 | 0 |
| IB ACQUISITION CORP | COM SHS | 44934N108 | BBG01MNPWL98 | 7230783 | 688646 | SH |  | DFND |  | 688646 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 03/28/2026 | 44934N116 | BBG01MNPW860 | 51170 | 741594 | SH |  | DFND |  | 741594 | 0 | 0 |
| INDIGO ACQUISITION CORP | ORD SHS | G4791J106 | BBG01VKCXTF5 | 6893813 | 683910 | SH |  | DFND |  | 683910 | 0 | 0 |
| INDIGO ACQUISITION CORP | RIGHT 04/02/2027 | G4791J114 | BBG01VKCXW04 | 108742 | 683910 | SH |  | DFND |  | 683910 | 0 | 0 |
| INFLECTION POINT ACQU CORP V | ORD SHS CL A | G6001J107 | BBG01SH1JJ04 | 3805608 | 370917 | SH |  | DFND |  | 370917 | 0 | 0 |
| INFLECTION POINT ACQU CORP V | RIGHT 99/99/9999 | G6001J131 | BBG01SP8DDT8 | 229093 | 377917 | SH |  | DFND |  | 377917 | 0 | 0 |
| INFLECTION POINT ACQUISITION | RIGHT 11/04/2026 | G1169T138 | BBG01R1Y9CG0 | 1371991 | 1918600 | SH |  | DFND |  | 1918600 | 0 | 0 |
| INFLECTION POINT ACQUISITION | SHS CL A | G1169T104 | BBG01R1Y9VF9 | 9869057 | 920621 | SH |  | DFND |  | 920621 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | CL A ORD SHS | G47875102 | BBG01TVPGL10 | 10669562 | 1052225 | SH |  | DFND |  | 1052225 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | RIGHT 04/25/2030 | G47875110 | BBG01VKD20X0 | 385281 | 1070225 | SH |  | DFND |  | 1070225 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | UNIT 10/28/2030 | G4814G121 | BBG01WV7K2S1 | 2541718 | 252405 | SH |  | DFND |  | 252405 | 0 | 0 |
| INVEST GREEN ACQUISITION COR | UNIT 11/04/2030 | G4924G128 | BBG01W9HT8W7 | 5631865 | 561502 | SH |  | DFND |  | 561502 | 0 | 0 |
| IRON HORSE ACQUISIT CORP II | UNIT 07/11/2030 | 46283H202 | BBG01RW2LM43 | 9677664 | 973608 | SH |  | DFND |  | 973608 | 0 | 0 |
| ITHAX ACQUISITION CORP III | UNIT 11/17/2030 | G4977S128 | BBG01YLL1VD0 | 10387184 | 1042890 | SH |  | DFND |  | 1042890 | 0 | 0 |
| JACKSON ACQUISITION CO II | COM SHS CL A | G4992A110 | BBG01RXZJMQ8 | 12678973 | 1216792 | SH |  | DFND |  | 1216792 | 0 | 0 |
| JACKSON ACQUISITION CO II | RIGHT 99/99/9999 | G4992A136 | BBG01RXZLQB2 | 309948 | 1239792 | SH |  | DFND |  | 1239792 | 0 | 0 |
| JAMF HLDG CORP | COM | 47074L105 | BBG00VSYYVC7 | 6836365 | 525470 | SH |  | DFND |  | 525470 | 0 | 0 |
| JANUS HENDERSON GROUP PLC | ORD SHS | G4474Y214 | BBG00GSNPMQ9 | 12585119 | 264560 | SH |  | DFND |  | 264560 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | BBG001SNW8K1 | 6498080 | 38224 | SH |  | DFND |  | 38224 | 0 | 0 |
| JD.COM INC | NOTE 0.250% 6/0 | 47215PAJ5 |  | 28929600 | 28800000 | PRN |  | DFND |  | 28800000 | 0 | 0 |
| JENA ACQUISITION CORP II | RIGHT 03/31/2030 | G5093B113 | BBG01V9V6LJ9 | 132883 | 679186 | SH |  | DFND |  | 679186 | 0 | 0 |
| JENA ACQUISITION CORP II | USD CL A ORD SHS | G5093B105 | BBG01V9XZPY7 | 6907322 | 679186 | SH |  | DFND |  | 679186 | 0 | 0 |
| JETBLUE AIRWAYS CORP | NOTE 2.500% 9/0 | 477143AR2 |  | 9117188 | 9375000 | PRN |  | DFND |  | 9375000 | 0 | 0 |
| JOHN HANCOCK DIVERSIFIED INC | COM | 47804L102 | BBG001V12GM8 | 817215 | 76020 | SH |  | DFND |  | 76020 | 0 | 0 |
| K GROWTH ACQUISITION CORP | SHS CL A | G52258111 | BBG01SMTHNX4 | 10287421 | 994915 | SH |  | DFND |  | 994915 | 0 | 0 |
| KARBON CAP PARTNERS CORP | UNIT 12/11/2030 | G5225W126 | BBG01XQCY9L1 | 2883303 | 286326 | SH |  | DFND |  | 286326 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 6316 | 123850 | SH |  | DFND |  | 123850 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | SHS | G52443119 | BBG01HN1BXB6 | 2581781 | 219726 | SH |  | DFND |  | 219726 | 0 | 0 |
| KENVUE INC | COM | 49177J102 | BBG01C79X614 | 60425560 | 3502931 | SH |  | DFND |  | 3502931 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | RIGHT 05/21/2030 | G5304D114 | BBG01W7CXRN3 | 343051 | 1429380 | SH |  | DFND |  | 1429380 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | SHS CL A | G5304D106 | BBG01W7CXHV6 | 14493913 | 1429380 | SH |  | DFND |  | 1429380 | 0 | 0 |
| KODIAK AI INC. | *W EXP 09/25/203 | 500081112 |  | 571890 | 373784 | SH |  | DFND |  | 373784 | 0 | 0 |
| KYIVSTAR GROUP LTD | *W EXP 08/14/203 | G5331N119 |  | 1038669 | 277719 | SH |  | DFND |  | 277719 | 0 | 0 |
| LAFAYETTE ACQUISITION CORP | ORD SHS | G53426105 | BBG01Y666Z64 | 6529921 | 659588 | SH |  | DFND |  | 659588 | 0 | 0 |
| LAFAYETTE ACQUISITION CORP | RIGHT 10/24/2030 | G53426113 | BBG01YRJMXJ6 | 89110 | 659588 | SH |  | DFND |  | 659588 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | RIGHT 09/19/2030 | G5354C115 | BBG01XRV52R9 | 144727 | 77810 | SH |  | DFND |  | 77810 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | USD CL A ORD SHS | G5354C107 | BBG01XRV4W85 | 5414020 | 544670 | SH |  | DFND |  | 544670 | 0 | 0 |
| LAKESHORE ACQUISITION III CO | RIGHT 08/01/2026 | G5353S137 | BBG01VPX2347 | 55641 | 221589 | SH |  | DFND |  | 221589 | 0 | 0 |
| LAKESHORE ACQUISITION III CO | USD ORD SHS | G5353S103 | BBG01T9WNSC5 | 2211374 | 216589 | SH |  | DFND |  | 216589 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | *W EXP 06/01/203 | G5S86M126 |  | 200718 | 802870 | SH |  | DFND |  | 802870 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | SHS CLASS A | G5S86M100 | BBG01NB11X27 | 16665928 | 1573742 | SH |  | DFND |  | 1573742 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 239336 | 758593 | SH |  | DFND |  | 758593 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 | BBG01R0Z94C0 | 15851672 | 1509683 | SH |  | DFND |  | 1509683 | 0 | 0 |
| LAUNCHPAD CADENZA ACQUISITIO | UNIT 12/15/2030 | G6001S123 | BBG01YGST9N9 | 10618760 | 1064004 | SH |  | DFND |  | 1064004 | 0 | 0 |
| LEAPFROG ACQUISITION CORP | UNIT 11/10/2030 | G5414D129 | BBG01X2PG3D0 | 5131955 | 512939 | SH |  | DFND |  | 512939 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 321171 | 783153 | SH |  | DFND |  | 783153 | 0 | 0 |
| LEGATO MERGER CORP III | ORD SHS | G5451A103 | BBG01LDZ70H4 | 15024105 | 1380892 | SH |  | DFND |  | 1380892 | 0 | 0 |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | BBG006GNSZX4 | 51967008 | 1069280 | SH |  | DFND |  | 1069280 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | *W EXP 06/06/203 | G5490M126 |  | 101396 | 532264 | SH |  | DFND |  | 532264 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | USD CL A ORD SHS | G5490M100 | BBG01V8BY866 | 10698506 | 1064528 | SH |  | DFND |  | 1064528 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 131561 | 871267 | SH |  | DFND |  | 871267 | 0 | 0 |
| LIONHEART HOLDINGS | SHS CL A | G5501C109 | BBG01P63K846 | 16792634 | 1572344 | SH |  | DFND |  | 1572344 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | *W EXP 99/99/999 | G5509P110 |  | 489927 | 510341 | SH |  | DFND |  | 510341 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | CL A SHS | G5509P102 | BBG01SRKGQ99 | 10513025 | 1020682 | SH |  | DFND |  | 1020682 | 0 | 0 |
| LUCID GROUP INC | COM NEW | 549498202 | BBG00W7F99W4 | 1142680 | 108106 | SH |  | DFND |  | 108106 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 |  | 383535 | 135000 | PRN |  | DFND |  | 135000 | 0 | 0 |
| M3BRIGADE ACQUISITION V CORP | *W EXP 99/99/999 | G63212115 |  | 629925 | 719914 | SH |  | DFND |  | 719914 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | *W EXP 08/18/203 | G63221116 |  | 140825 | 380608 | SH |  | DFND |  | 380608 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | ORD SHS CL A | G63221108 | BBG01WJCZJC8 | 11429658 | 1141824 | SH |  | DFND |  | 1141824 | 0 | 0 |
| MAGNUM ICE CREAM CO NV | ORD SHS | N5505D105 | BBG01TQ4TF76 | 5947966 | 375266 | SH |  | DFND |  | 375266 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 |  | 998800 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 66675 | 70000 | PRN |  | DFND |  | 70000 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | RIGHT 07/25/2030 | G6005T119 | BBG01WN0YMD2 | 104563 | 950571 | SH |  | DFND |  | 950571 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | SHS CL A | G6005T101 | BBG01WN0YG72 | 9477193 | 950571 | SH |  | DFND |  | 950571 | 0 | 0 |
| MELAR ACQUISITION CORP. I | *W EXP 06/01/203 | G6004G118 |  | 58351 | 416493 | SH |  | DFND |  | 416493 | 0 | 0 |
| MELAR ACQUISITION CORP. I | SHS CL A | G6004G100 | BBG01NC85PP9 | 10600013 | 997179 | SH |  | DFND |  | 997179 | 0 | 0 |
| MESHFLOW ACQUISITION CORP | UNIT 11/19/2030 | G6032N127 | BBG01X5ZZZX1 | 11914090 | 1191409 | SH |  | DFND |  | 1191409 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.750% 6/0 | 595017BG8 |  | 23017405 | 23425000 | PRN |  | DFND |  | 23425000 | 0 | 0 |
| MIDWESTONE FINL GROUP INC NE | COM | 598511103 | BBG001SCDXR4 | 7938084 | 206184 | SH |  | DFND |  | 206184 | 0 | 0 |
| MILUNA ACQUISITION CORP | UNIT 09/29/2030 | G6180J126 | BBG01X0XBQF7 | 3077300 | 308038 | SH |  | DFND |  | 308038 | 0 | 0 |
| MKS INC. | COM | 55306N104 | BBG001SBB6Q8 | 6406382 | 40090 | SH |  | DFND |  | 40090 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | RIGHT 11/15/2028 | G6301B127 | BBG01S2WHSM0 | 368137 | 1533906 | SH |  | DFND |  | 1533906 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | SHS CL A | G6301B101 | BBG01RCMCFZ2 | 14619353 | 1405707 | SH |  | DFND |  | 1405707 | 0 | 0 |
| NAMIB MINERALS | *W EXP 06/05/203 | G63638111 |  | 23101 | 321741 | SH |  | DFND |  | 321741 | 0 | 0 |
| NEW AMER ACQUISITION I CORP | UNIT 99/99/9999 | 023634207 | BBG01WHWB1C1 | 1405350 | 135000 | SH |  | DFND |  | 135000 | 0 | 0 |
| NEW GERMANY FD INC | COM | 644465106 | BBG001S6GLF3 | 458159 | 40119 | SH |  | DFND |  | 40119 | 0 | 0 |
| NEW GOLD INC CDA | COM | 644535106 | BBG001S5YM54 | 91721448 | 10530591 | SH |  | DFND |  | 10530591 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | *W EXP 04/24/203 | G6476A110 |  | 271747 | 537794 | SH |  | DFND |  | 537794 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | USD CL A ORD SHS | G6476A102 | BBG00ZVC8VN9 | 16553299 | 1613382 | SH |  | DFND |  | 1613382 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | *W EXP 06/01/203 | G6439S117 |  | 127727 | 508871 | SH |  | DFND |  | 508871 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | ORD SHS CL A | G6439S109 | BBG01QMXCZJ3 | 10645602 | 1017744 | SH |  | DFND |  | 1017744 | 0 | 0 |
| NEWHOLD INVT CORP III | *W EXP 01/30/203 | G6486E110 |  | 242757 | 516504 | SH |  | DFND |  | 516504 | 0 | 0 |
| NEWHOLD INVT CORP III | ORD SHS CL A | G6486E102 | BBG01RXKQM01 | 10701963 | 1033008 | SH |  | DFND |  | 1033008 | 0 | 0 |
| NMP ACQUISITION CORP | CL A | G6375X104 | BBG01TX82Y31 | 6281608 | 626907 | SH |  | DFND |  | 626907 | 0 | 0 |
| NMP ACQUISITION CORP | RIGHT 06/27/2030 | G6375X112 | BBG01VVSNKK2 | 126008 | 626907 | SH |  | DFND |  | 626907 | 0 | 0 |
| NORFOLK SOUTHN CORP | COM | 655844108 | BBG001S5TQJ6 | 98880537 | 342479 | SH |  | DFND |  | 342479 | 0 | 0 |
| NORTHWESTERN ENERGY GROUP IN | COM NEW | 668074305 | BBG001SM2G73 | 39177587 | 607028 | SH |  | DFND |  | 607028 | 0 | 0 |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 |  | 90040 | 80000 | PRN |  | DFND |  | 80000 | 0 | 0 |
| NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 |  | 120875 | 125000 | PRN |  | DFND |  | 125000 | 0 | 0 |
| NUVEEN DOW 30 DYNMC OVERWRT | SHS | 67075F105 | BBG007PPRJB8 | 3120548 | 204492 | SH |  | DFND |  | 204492 | 0 | 0 |
| NUVEEN S 500 BUY-WRITE INC | COM | 6706ER101 | BBG001S7ZM04 | 1840587 | 125210 | SH |  | DFND |  | 125210 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | *W EXP 99/99/999 | 67190B112 |  | 1976 | 95000 | SH |  | DFND |  | 95000 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | CL A | 67190B104 | BBG01G2R5D70 | 1286690 | 106338 | SH |  | DFND |  | 106338 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 | BBG01GP115B8 | 23731 | 95000 | SH |  | DFND |  | 95000 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | *W EXP 09/01/203 | G6717R112 |  | 206007 | 290150 | SH |  | DFND |  | 290150 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | SHS CL A | G6717R104 | BBG00Z9CKG26 | 15017533 | 1412750 | SH |  | DFND |  | 1412750 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 85767164 | 90424000 | PRN |  | DFND |  | 90424000 | 0 | 0 |
| ORIGIN INVT CORP I | *W EXP 06/27/203 | G67751126 |  | 41918 | 218325 | SH |  | DFND |  | 218325 | 0 | 0 |
| ORIGIN INVT CORP I | ORD SHS | G67751100 | BBG01TW7ZPN5 | 4427631 | 436650 | SH |  | DFND |  | 436650 | 0 | 0 |
| OTG ACQUISITION CORP. I | *W EXP 09/05/203 | G6791A118 |  | 86167 | 297127 | SH |  | DFND |  | 297127 | 0 | 0 |
| OTG ACQUISITION CORP. I | ORD CL A | G6791A100 | BBG01WXLYM36 | 5942540 | 594254 | SH |  | DFND |  | 594254 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | *W EXP 06/17/203 | G6858G115 |  | 92041 | 418178 | SH |  | DFND |  | 418178 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | USD CL A ORD SHS | G6858G107 | BBG01VF4MLG7 | 8413741 | 836356 | SH |  | DFND |  | 836356 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | ORD SHS CL A | G6861F104 | BBG01V67VT73 | 11512136 | 1138688 | SH |  | DFND |  | 1138688 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | RIGHT 05/22/2030 | G6861F138 | BBG01V67W0B0 | 227738 | 1138688 | SH |  | DFND |  | 1138688 | 0 | 0 |
| PAGERDUTY INC | NOTE 1.500%10/1 | 69553PAD2 |  | 20338773 | 21286000 | PRN |  | DFND |  | 21286000 | 0 | 0 |
| PANTAGES CAPITAL ACQUISITION | ORD SHS CL A | G8089R100 | BBG01RZ1SL92 | 5497089 | 530607 | SH |  | DFND |  | 530607 | 0 | 0 |
| PANTAGES CAPITAL ACQUISITION | RIGHT 11/15/2029 | G8089R118 | BBG01RZ1TSZ7 | 108630 | 542607 | SH |  | DFND |  | 542607 | 0 | 0 |
| PARSONS CORP DEL | COM | 70202L102 | BBG001SDWJQ3 | 2351799 | 38055 | SH |  | DFND |  | 38055 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 309150 | 300000 | PRN |  | DFND |  | 300000 | 0 | 0 |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 |  | 36027936 | 21168000 | PRN |  | DFND |  | 21168000 | 0 | 0 |
| PELICAN ACQUISITION CORP | RIGHT 05/02/2030 | G6993G111 | BBG01TQ1V9R1 | 64324 | 279670 | SH |  | DFND |  | 279670 | 0 | 0 |
| PELICAN ACQUISITION CORP | SHS | G6993G103 | BBG01TF1GR90 | 2793394 | 274670 | SH |  | DFND |  | 274670 | 0 | 0 |
| PENGUIN SOLUTIONS INC | NOTE 2.000% 8/1 | 83205YAE4 |  | 17604646 | 17251000 | PRN |  | DFND |  | 17251000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | *W EXP 05/13/203 | G7010A111 |  | 106754 | 150846 | SH |  | DFND |  | 150846 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | COM CL A | G7010A129 | BBG01VL9N582 | 3101394 | 301692 | SH |  | DFND |  | 301692 | 0 | 0 |
| PIONEER ACQUISITION I CORP | *W EXP 06/16/203 | G7117W115 |  | 127999 | 492303 | SH |  | DFND |  | 492303 | 0 | 0 |
| PIONEER ACQUISITION I CORP | CL A ORD SHS | G7117W107 | BBG01V9ZNWB5 | 9905156 | 984608 | SH |  | DFND |  | 984608 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 129898 | 480214 | SH |  | DFND |  | 480214 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 | BBG01S2WD759 | 10017264 | 960428 | SH |  | DFND |  | 960428 | 0 | 0 |
| PLYMOUTH INDL REIT INC | COM | 729640102 | BBG0021H6YT4 | 6116007 | 279525 | SH |  | DFND |  | 279525 | 0 | 0 |
| POTLATCHDELTIC CORPORATION | COM | 737630103 | BBG001S5V215 | 1716746 | 43156 | SH |  | DFND |  | 43156 | 0 | 0 |
| PROASSURANCE CORP | COM | 74267C106 | BBG001S9Z6F9 | 8850219 | 366317 | SH |  | DFND |  | 366317 | 0 | 0 |
| PROCAP ACQUISITION CORP | *W EXP 05/16/203 | G7257A121 |  | 96059 | 309868 | SH |  | DFND |  | 309868 | 0 | 0 |
| PROCAP ACQUISITION CORP | SHS CL A | G7257A105 | BBG01TX85Z26 | 9416889 | 929604 | SH |  | DFND |  | 929604 | 0 | 0 |
| PROCAP FINL INC | *W EXP 12/05/203 | 74277P113 |  | 164213 | 255624 | SH |  | DFND |  | 255624 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 |  | 1295775 | 1300000 | PRN |  | DFND |  | 1300000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 24161464 | 23822000 | PRN |  | DFND |  | 23822000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP. | *W EXP 07/30/203 | G7309T110 |  | 113400 | 283499 | SH |  | DFND |  | 283499 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP. | CL A SHS | G7309T102 | BBG01VVFL4Y3 | 5704000 | 566998 | SH |  | DFND |  | 566998 | 0 | 0 |
| QORVO INC | COM | 74736K101 | BBG007TJF1P5 | 118204222 | 1398701 | SH |  | DFND |  | 1398701 | 0 | 0 |
| QUANTUMSPHERE ACQUISITION CO | ORD SHS | G7387B106 | BBG01WHBTBN4 | 3229827 | 322660 | SH |  | DFND |  | 322660 | 0 | 0 |
| QUANTUMSPHERE ACQUISITION CO | RIGHT 08/06/2030 | G7387B114 | BBG01WHBTKG2 | 64564 | 322660 | SH |  | DFND |  | 322660 | 0 | 0 |
| QUARTZSEA ACQUISITION CORP | ORD SHS | G7314B104 | BBG01SRPKL58 | 3792090 | 369960 | SH |  | DFND |  | 369960 | 0 | 0 |
| QUARTZSEA ACQUISITION CORP | RIGHT 02/18/2030 | G7314B120 | BBG01TXZQN20 | 76144 | 380339 | SH |  | DFND |  | 380339 | 0 | 0 |
| QUETTA ACQUISITION CORP | COM | 74841A105 | BBG01JRVRDJ1 | 3955191 | 348475 | SH |  | DFND |  | 348475 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | ORD SHS | G7375C108 | BBG01RQ7NZW7 | 7888056 | 747683 | SH |  | DFND |  | 747683 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | RIGHT 99/99/9999 | G7375C116 | BBG01RQ7SFC8 | 344557 | 765683 | SH |  | DFND |  | 765683 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | *W EXP 09/29/203 | G7375J111 |  | 174294 | 544670 | SH |  | DFND |  | 544670 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | CL A ORD SHS | G7375J103 | BBG01X4YPQK0 | 10871613 | 1089340 | SH |  | DFND |  | 1089340 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 246464 | 547698 | SH |  | DFND |  | 547698 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 | BBG01TD1L040 | 10969039 | 1075396 | SH |  | DFND |  | 1075396 | 0 | 0 |
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 |  | 941000 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| RENATUS TACTICAL ACQUIS | *W EXP 05/15/203 | G7490F127 |  | 137918 | 169704 | SH |  | DFND |  | 169704 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | *W EXP 05/01/203 | G7515A129 |  | 211247 | 369313 | SH |  | DFND |  | 369313 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | USD CL A ORD SHS | G7515A103 | BBG01SNGSPF4 | 7438088 | 734626 | SH |  | DFND |  | 734626 | 0 | 0 |
| REV GROUP INC | COM | 749527107 | BBG00CSG01X8 | 41365577 | 680243 | SH |  | DFND |  | 680243 | 0 | 0 |
| RF ACQUISITION CORP II | RIGHT 05/01/2026 | G75389117 | BBG01NLLH7C1 | 76400 | 694544 | SH |  | DFND |  | 694544 | 0 | 0 |
| RF ACQUISITION CORP II | SHS | G75389109 | BBG01NLLGWZ2 | 1836168 | 170331 | SH |  | DFND |  | 170331 | 0 | 0 |
| RIBBON ACQUISITION CORP | ORD SHS CL A | G7552W109 | BBG01SQCQM14 | 1941839 | 186895 | SH |  | DFND |  | 186895 | 0 | 0 |
| RIBBON ACQUISITION CORP | RIGHT 12/31/2026 | G7552W117 | BBG01SQCSD03 | 45575 | 189895 | SH |  | DFND |  | 189895 | 0 | 0 |
| RICE ACQUISITION CORP 3 | *W EXP 99/99/999 | G7553X114 |  | 25041 | 32949 | SH |  | DFND |  | 32949 | 0 | 0 |
| RICE ACQUISITION CORP 3 | ORD SHS CL A | G7553X106 | BBG01X0FFN50 | 2028340 | 197694 | SH |  | DFND |  | 197694 | 0 | 0 |
| RIO TINTO PLC | SPONSORED ADR | 767204100 | BBG001SB0LX9 | 42903523 | 536093 | SH |  | DFND |  | 536093 | 0 | 0 |
| RISING DRAGON ACQUISITION CO | RIGHT 11/15/2028 | G7576K115 | BBG01R1Y5P39 | 82287 | 351804 | SH |  | DFND |  | 351804 | 0 | 0 |
| RISING DRAGON ACQUISITION CO | SHS | G7576K107 | BBG01R1Y5F86 | 3631074 | 347804 | SH |  | DFND |  | 347804 | 0 | 0 |
| RITHM ACQUISITION CORP | *W EXP 99/99/999 | G75751118 |  | 339993 | 495978 | SH |  | DFND |  | 495978 | 0 | 0 |
| RITHM ACQUISITION CORP | CL A | G75751100 | BBG01S4JL196 | 15085594 | 1451934 | SH |  | DFND |  | 1451934 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | *W EXP 10/31/203 | G7633M112 |  | 348167 | 600288 | SH |  | DFND |  | 600288 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | ORD SHS CL A | G7633M104 | BBG01S2WD5R9 | 11823208 | 1133577 | SH |  | DFND |  | 1133577 | 0 | 0 |
| SAFEGUARD ACQUISITION CORP | UNIT 99/99/9999 | G77676123 | BBG01YDLDY31 | 8196584 | 812750 | SH |  | DFND |  | 812750 | 0 | 0 |
| SC II ACQUISITION CORP | UNIT 11/06/2030 | G7866D128 | BBG01Y0C5HQ6 | 1956767 | 194220 | SH |  | DFND |  | 194220 | 0 | 0 |
| SCAGE FUTURE | *W EXP 05/15/203 | G7840J118 |  | 3050 | 46928 | SH |  | DFND |  | 46928 | 0 | 0 |
| SEALED AIR CORP NEW | COM | 81211K100 | BBG001SBSZ95 | 43692575 | 1054612 | SH |  | DFND |  | 1054612 | 0 | 0 |
| SEMRUSH HLDGS INC | CL A COM | 81686C104 | BBG00Z6S6285 | 17950071 | 1509678 | SH |  | DFND |  | 1509678 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 8074445 | 101000 | SH |  | DFND |  | 101000 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 |  | 24088 | 25000 | PRN |  | DFND |  | 25000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 | BBG00ZSK0D17 | 13423024 | 1307013 | SH |  | DFND |  | 1307013 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 | BBG01VC5QM71 | 334253 | 1337013 | SH |  | DFND |  | 1337013 | 0 | 0 |
| SILICON VY ACQUISITION CORP | UNIT 12/08/2030 | G81306105 | BBG01XFM4HB7 | 10904494 | 1096480 | SH |  | DFND |  | 1096480 | 0 | 0 |
| SILVER PEGASUS ACQUISITION C | RIGHT 06/26/2030 | G8192J136 | BBG01W3GSF78 | 71726 | 298857 | SH |  | DFND |  | 298857 | 0 | 0 |
| SILVER PEGASUS ACQUISITION C | SHS CL A | G8192J102 | BBG01RXKMDG8 | 3015467 | 298857 | SH |  | DFND |  | 298857 | 0 | 0 |
| SILVERBOX CORP IV | *W EXP 08/19/202 | G81354121 |  | 148449 | 529987 | SH |  | DFND |  | 529987 | 0 | 0 |
| SILVERBOX CORP IV | SHS CL A | G81354105 | BBG01PDGS574 | 14251281 | 1347002 | SH |  | DFND |  | 1347002 | 0 | 0 |
| SILVERBOX CORP V | UNIT 99/99/9999 | G8148S123 | BBG01WX241L7 | 7786532 | 775551 | SH |  | DFND |  | 775551 | 0 | 0 |
| SIM ACQUISITION CORP. I | *W EXP 06/01/203 | G8431T119 |  | 176411 | 818992 | SH |  | DFND |  | 818992 | 0 | 0 |
| SIM ACQUISITION CORP. I | SHS CL A | G8431T101 | BBG01P0HWDM7 | 15416096 | 1455722 | SH |  | DFND |  | 1455722 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 | BBG01V6F56K9 | 214084 | 1338022 | SH |  | DFND |  | 1338022 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 | BBG01SWJJVR2 | 13259024 | 1305022 | SH |  | DFND |  | 1305022 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 81816944 | 93425000 | PRN |  | DFND |  | 93425000 | 0 | 0 |
| SNAP INC | NOTE 5/0 | 83304AAF3 |  | 69938 | 75000 | PRN |  | DFND |  | 75000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AD1 |  | 294310 | 190000 | PRN |  | DFND |  | 190000 | 0 | 0 |
| SOCIAL COMM PARTNERS CORP | UNIT 11/24/2030 | G8254P129 | BBG01YRM31S0 | 5825050 | 582505 | SH |  | DFND |  | 582505 | 0 | 0 |
| SOLARIUS CAPITAL ACQU CORP | *W EXP 07/10/203 | G82617112 |  | 31403 | 113370 | SH |  | DFND |  | 113370 | 0 | 0 |
| SOLARIUS CAPITAL ACQU CORP | SHS CL A | G82617104 | BBG01VL04V03 | 2278737 | 226740 | SH |  | DFND |  | 226740 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | RIGHT 99/99/9999 | G82745137 | BBG01TZ066K4 | 234154 | 1338022 | SH |  | DFND |  | 1338022 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | USD CL A ORD SHS | G82745103 | BBG01T4P0J49 | 13245973 | 1305022 | SH |  | DFND |  | 1305022 | 0 | 0 |
| SPARK I ACQUISITION CORP | *W EXP 10/01/203 | G8316B118 |  | 92084 | 292331 | SH |  | DFND |  | 292331 | 0 | 0 |
| SPARK I ACQUISITION CORP | ORD SHS | G8316B100 | BBG01HCZC8S9 | 7157849 | 633999 | SH |  | DFND |  | 633999 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 5096844 | 5375000 | PRN |  | DFND |  | 5375000 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | *W EXP 09/04/203 | G8377R119 |  | 193815 | 311349 | SH |  | DFND |  | 311349 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | SHS CL A | G8377R101 | BBG01WK0KZW0 | 9480567 | 934046 | SH |  | DFND |  | 934046 | 0 | 0 |
| SPROTT FOCUS TR INC | COM | 85208J109 | BBG001S5RF39 | 1080790 | 124515 | SH |  | DFND |  | 124515 | 0 | 0 |
| SRH TOTAL RETURN FUND INC | COM | 101507101 | BBG001SKK3J3 | 2541519 | 137083 | SH |  | DFND |  | 137083 | 0 | 0 |
| STAAR SURGICAL CO | COM PAR $0.01 | 852312305 | BBG001S6MC39 | 21117491 | 914573 | SH |  | DFND |  | 914573 | 0 | 0 |
| STELLAR V CAP CORP | *W EXP 10/15/202 | G8475V111 |  | 180869 | 548087 | SH |  | DFND |  | 548087 | 0 | 0 |
| STELLAR V CAP CORP | SHS CL A | G8475V103 | BBG01R413V55 | 11356363 | 1096174 | SH |  | DFND |  | 1096174 | 0 | 0 |
| STONEBRIDGE ACQUISITION II C | CL A SHS | G85096108 | BBG01TX880K0 | 2945081 | 295988 | SH |  | DFND |  | 295988 | 0 | 0 |
| STONEBRIDGE ACQUISITION II C | RIGHT 09/09/2030 | G85096116 | BBG01XNDH2Y2 | 35519 | 295988 | SH |  | DFND |  | 295988 | 0 | 0 |
| STRATEGY INC | NOTE 0.625% 9/1 | 594972AQ4 |  | 146125 | 125000 | PRN |  | DFND |  | 125000 | 0 | 0 |
| STRATEGY INC | NOTE 12/0 | 594972AS0 |  | 51178504 | 62140000 | PRN |  | DFND |  | 62140000 | 0 | 0 |
| STRATEGY INC | NOTE 2.250% 6/1 | 594972AN1 |  | 22071188 | 19875000 | PRN |  | DFND |  | 19875000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 47023191 | 52690000 | PRN |  | DFND |  | 52690000 | 0 | 0 |
| SYNOVUS FINL CORP | COM NEW | 87161C501 | BBG001S5S3G1 | 15164199 | 302981 | SH |  | DFND |  | 302981 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | ORD SHS CL A | G8662J111 | BBG01WN7VJN6 | 4400025 | 446250 | SH |  | DFND |  | 446250 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | RIGHT 11/07/2030 | G8662J129 | BBG01YDPSHR7 | 73185 | 446250 | SH |  | DFND |  | 446250 | 0 | 0 |
| TALON CAP CORP | *W EXP 08/27/203 | G86652123 |  | 143701 | 281711 | SH |  | DFND |  | 281711 | 0 | 0 |
| TALON CAP CORP | ORD SHS CL A | G86652107 | BBG01X2MS950 | 8535843 | 845133 | SH |  | DFND |  | 845133 | 0 | 0 |
| TANDEM DIABETES CARE INC | NOTE 1.500% 3/1 | 875372AD6 |  | 2548438 | 2500000 | PRN |  | DFND |  | 2500000 | 0 | 0 |
| TAVIA ACQUISITION CORP | RIGHT 11/26/2029 | G86880146 | BBG01RBB4WP0 | 153960 | 735596 | SH |  | DFND |  | 735596 | 0 | 0 |
| TAVIA ACQUISITION CORP | SHS | G86880104 | BBG01R71VKC7 | 7188942 | 688596 | SH |  | DFND |  | 688596 | 0 | 0 |
| TECK RESOURCES LTD | CL B | 878742204 | BBG001S60LH8 | 113308746 | 2366021 | SH |  | DFND |  | 2366021 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | BBG001S5RHD4 | 12794373 | 659164 | SH |  | DFND |  | 659164 | 0 | 0 |
| TEMPLETON EMERGING MKTS FD | COM | 880191101 | BBG001S5QVH0 | 1039102 | 61016 | SH |  | DFND |  | 61016 | 0 | 0 |
| TERRA INNOVATUM GLOBAL NV | ORD SHS | N85083108 | BBG01XV8FTL1 | 858872 | 185903 | SH |  | DFND |  | 185903 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | *W EXP 04/23/203 | G8772L113 |  | 601061 | 667846 | SH |  | DFND |  | 667846 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | USD CL A ORD SHS | G8772L105 | BBG01S7MDSY8 | 11145709 | 1047529 | SH |  | DFND |  | 1047529 | 0 | 0 |
| TGE VALUE CREATIVE SOLUTIONS | UNIT 99/99/9999 | G8773E126 | BBG01WT4NV31 | 8040585 | 808912 | SH |  | DFND |  | 808912 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | CL A | G87890102 | BBG01SWD35B6 | 6770007 | 668973 | SH |  | DFND |  | 668973 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | RIGHT 05/15/2030 | G87890110 | BBG01VW6HJ01 | 140484 | 668973 | SH |  | DFND |  | 668973 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 293499 | 851956 | SH |  | DFND |  | 851956 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 | BBG01SSLTTL2 | 17102517 | 1666912 | SH |  | DFND |  | 1666912 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | *W EXP 09/30/203 | G9009S111 |  | 117271 | 244263 | SH |  | DFND |  | 244263 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | ORD SHS CL A | G9009S103 | BBG01WC2GTP2 | 7335218 | 732789 | SH |  | DFND |  | 732789 | 0 | 0 |
| TRAILBLAZER MERGER CORP I | RIGHT 04/21/2028 | 89278D125 | BBG01GM7Q0B2 | 130704 | 538763 | SH |  | DFND |  | 538763 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | *W EXP 12/18/202 | G9008W113 |  | 170498 | 549992 | SH |  | DFND |  | 549992 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | COM CL A | G9008W105 | BBG01S83YTY4 | 11507415 | 1096989 | SH |  | DFND |  | 1096989 | 0 | 0 |
| TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 |  | 28615710 | 23180000 | PRN |  | DFND |  | 23180000 | 0 | 0 |
| TWELVE SEAS INVT CO III | UNIT 11/21/2030 | G9145D127 | BBG01T9YNLL6 | 7782572 | 782168 | SH |  | DFND |  | 782168 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B804 | BBG001T4RH00 | 11430752 | 1088643 | SH |  | DFND |  | 1088643 | 0 | 0 |
| TXNM ENERGY INC | COM | 69349H107 | BBG001S5V9J1 | 69479283 | 1180015 | SH |  | DFND |  | 1180015 | 0 | 0 |
| UDEMY INC | COM | 902685106 | BBG0025DTRP3 | 5714532 | 976843 | SH |  | DFND |  | 976843 | 0 | 0 |
| UY SCUTI ACQUISITION CORP. | ORD SHS | G93Y0A104 | BBG01SNGDVP6 | 1350093 | 131588 | SH |  | DFND |  | 131588 | 0 | 0 |
| UY SCUTI ACQUISITION CORP. | RIGHT 03/03/2030 | G93Y0A112 | BBG01V6F65V8 | 35935 | 133588 | SH |  | DFND |  | 133588 | 0 | 0 |
| VEECO INSTRS INC DEL | COM | 922417100 | BBG001S5X6T4 | 11648465 | 407574 | SH |  | DFND |  | 407574 | 0 | 0 |
| VENDOME ACQUISITION CORP I | *W EXP 02/18/202 | G9580A117 |  | 95576 | 382150 | SH |  | DFND |  | 382150 | 0 | 0 |
| VENDOME ACQUISITION CORP I | COM CL A | G9580A109 | BBG01VS59080 | 7696521 | 764302 | SH |  | DFND |  | 764302 | 0 | 0 |
| VIKING ACQUISITION CORP I | UNIT 99/99/9999 | G9582G120 | BBG01WNQ0D51 | 4491335 | 448237 | SH |  | DFND |  | 448237 | 0 | 0 |
| VINE HILL CAP INVT CORP. | *W EXP 07/01/203 | G93Y09115 |  | 1193425 | 681957 | SH |  | DFND |  | 681957 | 0 | 0 |
| VINE HILL CAP INVT CORP. | ORD SHS CL A | G93Y09107 | BBG01NWVLP32 | 4206913 | 390614 | SH |  | DFND |  | 390614 | 0 | 0 |
| VINE HILL CAP INVTS CORP II | UNIT 11/25/2030 | G9709D125 | BBG01YS1YSC9 | 6663360 | 665006 | SH |  | DFND |  | 665006 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 9/1 | 928298AR9 |  | 23981361 | 26609000 | PRN |  | DFND |  | 26609000 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 177398 | 771969 | SH |  | DFND |  | 771969 | 0 | 0 |
| VOYAGER ACQUISITION CORP | CL A | G93A7H104 | BBG01Q2PBDY5 | 15140079 | 1418939 | SH |  | DFND |  | 1418939 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 | BBG011386VG3 | 49874360 | 1731448 | SH |  | DFND |  | 1731448 | 0 | 0 |
| WEIBO CORP | NOTE 1.375%12/0 | 948596AJ0 |  | 25940715 | 22305000 | PRN |  | DFND |  | 22305000 | 0 | 0 |
| WEN ACQUISITION CORP | *W EXP 99/99/999 | G9R39C111 |  | 104156 | 335663 | SH |  | DFND |  | 335663 | 0 | 0 |
| WEN ACQUISITION CORP | COM CL A | G9R39C103 | BBG01V2FJC89 | 6780393 | 671326 | SH |  | DFND |  | 671326 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 412767 | 90000 | PRN |  | DFND |  | 90000 | 0 | 0 |
| WILLOW LANE ACQUISITION CORP | *W EXP 10/31/203 | G9675P110 |  | 1620885 | 383188 | SH |  | DFND |  | 383188 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | RIGHT 99/99/9999 | G9717M117 | BBG01TR9F3M9 | 13632 | 85203 | SH |  | DFND |  | 85203 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | SHS | G9717M109 | BBG01TR9DK70 | 864810 | 85203 | SH |  | DFND |  | 85203 | 0 | 0 |
| WISDOMTREE INC | NOTE 3.250% 8/1 | 97717PAH7 |  | 37967922 | 31525000 | PRN |  | DFND |  | 31525000 | 0 | 0 |
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 |  | 19369515 | 19580000 | PRN |  | DFND |  | 19580000 | 0 | 0 |
| YHN ACQUISITION I LTD | RIGHT 08/15/2029 | G1514D127 | BBG01QNRLJK9 | 49825 | 383272 | SH |  | DFND |  | 383272 | 0 | 0 |
| YHN ACQUISITION I LTD | SHS | G1514D101 | BBG01QNRLH05 | 1793079 | 167421 | SH |  | DFND |  | 167421 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | *W EXP 06/06/203 | G98659124 |  | 50645 | 101289 | SH |  | DFND |  | 101289 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | SHS CL A | G98659116 | BBG01TJCZB96 | 3078173 | 303867 | SH |  | DFND |  | 303867 | 0 | 0 |

---