# EDGAR Filing Document

**Accession Number:** 0001167456
**File Stem:** 0001085146-25-005296
**Filing Date:** 2025-8
**Character Count:** 50485
**Document Hash:** b05497022f8d6f52b90e42076f3da343
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001085146-25-005296.hdr.sgml**: 20250814

**ACCESSION NUMBER**: 0001085146-25-005296

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250814

**DATE AS OF CHANGE**: 20250814

**EFFECTIVENESS DATE**: 20250814

**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:** 251219730

**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:** 06-30-2025

**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  08-14-2025<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:** 390

**Form 13F Information Table Value Total:** $4359212964

      (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 |
| A SPAC III ACQUISITION CORP | ORD SHS CL A | G0544A103 | BBG01QGQ7T50 | 1899362 | 186212 | SH |  | DFND |  | 186212 | 0 | 0 |
| A SPAC III ACQUISITION CORP | RIGHT 01/02/2026 | G0544A145 | BBG01RL62TL3 | 44903 | 249459 | SH |  | DFND |  | 249459 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 08/01/203 | G1000R127 |  | 73286 | 744772 | SH |  | DFND |  | 744772 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000R101 | BBG01P4W84L8 | 10417551 | 999765 | SH |  | DFND |  | 999765 | 0 | 0 |
| ABLE VIEW GLOBAL INC | *W EXP 08/18/202 | G1149B116 |  | 2584 | 155652 | SH |  | DFND |  | 155652 | 0 | 0 |
| ABPRO HLDGS INC | *W EXP 11/12/202 | 000847111 |  | 11988 | 579134 | SH |  | DFND |  | 579134 | 0 | 0 |
| ABPRO HLDGS INC | COM | 000847103 | BBG013X0S889 | 18620 | 87500 | SH |  | DFND |  | 87500 | 0 | 0 |
| AGRICULTURE  NAT SOL ACQ CO | *W EXP 10/01/202 | G0131Y118 |  | 111083 | 740550 | SH |  | DFND |  | 740550 | 0 | 0 |
| AGRICULTURE  NAT SOL ACQ CO | SHS CL A | G0131Y100 | BBG01KV7B8R5 | 22250160 | 2050706 | SH |  | DFND |  | 2050706 | 0 | 0 |
| AIFEEX NEXUS ACQUISITION COR | ORD SHS CL A | G8089R100 | BBG01RZ1SL92 | 5529165 | 542607 | SH |  | DFND |  | 542607 | 0 | 0 |
| AIFEEX NEXUS ACQUISITION COR | RIGHT 12/31/2026 | G8089R118 | BBG01RZ1TSZ7 | 154000 | 700000 | SH |  | DFND |  | 700000 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 966497 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 25033965 | 26310000 | PRN |  | DFND |  | 26310000 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 |  | 21365 | 201748 | SH |  | DFND |  | 201748 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | CL A ORD SHS | G0232F109 | BBG01GM8V0L3 | 1027930 | 89619 | SH |  | DFND |  | 89619 | 0 | 0 |
| ALDEL FINL II INC | *W EXP 09/26/203 | G01558124 |  | 517703 | 1131592 | SH |  | DFND |  | 1131592 | 0 | 0 |
| ALDEL FINL II INC | CL A | G01558108 | BBG01QG48GT0 | 17391014 | 1657866 | SH |  | DFND |  | 1657866 | 0 | 0 |
| ALLETE INC | COM NEW | 018522300 | BBG001S77110 | 97695397 | 1527923 | SH |  | DFND |  | 1527923 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | ORDINARY SHARES | G0283A108 | BBG01BFJ8RY1 | 1781964 | 149997 | SH |  | DFND |  | 149997 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | RIGHT 12/22/2024 | G0283A116 | BBG01BHZVDY8 | 103341 | 344586 | SH |  | DFND |  | 344586 | 0 | 0 |
| AMEDISYS INC | COM | 023436108 | BBG001S5NN72 | 67819824 | 690911 | SH |  | DFND |  | 690911 | 0 | 0 |
| AMRIZE LTD | SHS | H2927K103 | BBG01T2JZYW3 | 6590150 | 133000 | SH |  | DFND |  | 133000 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | *W EXP 06/01/203 | G26745128 |  | 208433 | 1114616 | SH |  | DFND |  | 1114616 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | ORD SHS CL A | G26745102 | BBG01QHPJC82 | 14562445 | 1402933 | SH |  | DFND |  | 1402933 | 0 | 0 |
| ANSYS INC | COM | 03662Q105 | BBG001S926L8 | 54647156 | 155912 | SH |  | DFND |  | 155912 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | *W EXP 10/15/202 | G04537125 |  | 182453 | 651618 | SH |  | DFND |  | 651618 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | ORD SHS | G04537109 | BBG01S7RK4F3 | 9916778 | 969382 | SH |  | DFND |  | 969382 | 0 | 0 |
| ARES ACQUISITION CORP II | *W EXP 99/99/999 | G33033120 |  | 1209999 | 1099999 | SH |  | DFND |  | 1099999 | 0 | 0 |
| ARES ACQUISITION CORP II | SHS CLASS A | G33033104 | BBG01GWQM3D5 | 21246345 | 1875229 | SH |  | DFND |  | 1875229 | 0 | 0 |
| ARMADA ACQUISITION CORP II | UNIT 05/21/2030 | G0R38G120 | BBG01T2RPJ04 | 15266264 | 1499633 | SH |  | DFND |  | 1499633 | 0 | 0 |
| ARTIUS II ACQUISITION INC | RIGHT 11/27/2029 | G0509J123 | BBG01T7MSFW0 | 554400 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| ARTIUS II ACQUISITION INC | SHS CL A | G0509J115 | BBG01SK9X892 | 15202315 | 1502205 | SH |  | DFND |  | 1502205 | 0 | 0 |
| AVIDXCHANGE HOLDINGS INC | COM | 05368X102 | BBG012MBDGV1 | 44156718 | 4510390 | SH |  | DFND |  | 4510390 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | UNIT 06/10/2030 | G0750N120 | BBG01TZL8LH7 | 12120000 | 1200000 | SH |  | DFND |  | 1200000 | 0 | 0 |
| AZEK CO INC | CL A | 05478C105 | BBG00RP7FY15 | 3929505 | 72300 | SH |  | DFND |  | 72300 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 18687808 | 19765000 | PRN |  | DFND |  | 19765000 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 503749 | 774998 | SH |  | DFND |  | 774998 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 | BBG01TG07R28 | 16025918 | 1537996 | SH |  | DFND |  | 1537996 | 0 | 0 |
| BEST SPAC I ACQUISITION CORP | UNIT 05/27/2030 | G1069P137 | BBG01T4VHMR6 | 1506000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 |  | 51150622 | 54125000 | PRN |  | DFND |  | 54125000 | 0 | 0 |
| BLACK HAWK ACQUISITION CORP | RIGHT 06/20/2025 | G1148A119 | BBG01MT1JD16 | 130868 | 87245 | SH |  | DFND |  | 87245 | 0 | 0 |
| BLACK HAWK ACQUISITION CORP | USD CL A SHS | G1148A101 | BBG01M9PCB43 | 5363079 | 504523 | SH |  | DFND |  | 504523 | 0 | 0 |
| BLACKLINE INC | NOTE 1.000% 6/0 | 09239BAF6 |  | 106708 | 100000 | PRN |  | DFND |  | 100000 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 |  | 4433478 | 4600000 | PRN |  | DFND |  | 4600000 | 0 | 0 |
| BLACKROCK ENHANCED GLOBAL DI | COM | 092501105 | BBG001SB82H1 | 581767 | 51257 | SH |  | DFND |  | 51257 | 0 | 0 |
| BLAIZE HLDGS INC | COM | 092915107 | BBG0127JV7T4 | 298000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| BLEICHROEDER ACQUISITION COR | RIGHT 11/04/2026 | G1169T138 | BBG01R1Y9CG0 | 840965 | 2462563 | SH |  | DFND |  | 2462563 | 0 | 0 |
| BLEICHROEDER ACQUISITION COR | SHS CL A | G1169T104 | BBG01R1Y9VF9 | 19488578 | 1886600 | SH |  | DFND |  | 1886600 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 |  | 59260 | 40000 | PRN |  | DFND |  | 40000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AM9 |  | 14141322 | 10010000 | PRN |  | DFND |  | 10010000 | 0 | 0 |
| BLUE ACQUISITION CORP. | UNIT 06/02/2030 | G1331A124 | BBG01TZLJS35 | 7028000 | 700000 | SH |  | DFND |  | 700000 | 0 | 0 |
| BLUE GOLD LTD | *W EXP 04/01/203 | G1331C112 |  | 22463 | 118227 | SH |  | DFND |  | 118227 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | UNIT 05/23/2030 | G1368E122 | BBG01SGH32V0 | 15007500 | 1500000 | SH |  | DFND |  | 1500000 | 0 | 0 |
| BLUEPRINT MEDICINES CORP | COM | 09627Y109 | BBG001V11BV0 | 10277344 | 80179 | SH |  | DFND |  | 80179 | 0 | 0 |
| BNY MELLON STRATEGIC MUNS IN | COM | 05588W108 | BBG001S5SRS5 | 251233 | 42438 | SH |  | DFND |  | 42438 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 13953339 | 204250 | SH |  | DFND |  | 204250 | 0 | 0 |
| BOFA FIN LLC | MTNF 0.600% 5/2 | 09709UV70 |  | 19910050 | 20275000 | PRN |  | DFND |  | 20275000 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | CL A | G2003N105 | BBG01QJQH013 | 21174141 | 2022363 | SH |  | DFND |  | 2022363 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | RIGHT 10/11/2029 | G2003N121 | BBG01R8DRTQ1 | 848694 | 2828981 | SH |  | DFND |  | 2828981 | 0 | 0 |
| BOWEN ACQUISITION CORP | RIGHT 99/99/9999 | G12729128 | BBG01HX10M30 | 31226 | 148626 | SH |  | DFND |  | 148626 | 0 | 0 |
| BROOKFIELD REAL ASSETS INCOM | SHS BEN INT | 112830104 | BBG00FF5CVF0 | 3038119 | 227234 | SH |  | DFND |  | 227234 | 0 | 0 |
| BROOKLINE BANCORP INC DEL | COM | 11373M107 | BBG001S73383 | 19837766 | 1880357 | SH |  | DFND |  | 1880357 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | UNIT 05/15/2030 | G17564124 | BBG01SN6XV94 | 14045150 | 1368923 | SH |  | DFND |  | 1368923 | 0 | 0 |
| CALAMOS GBL DYN INCOME FUND | COM | 12811L107 | BBG001SQN842 | 2137474 | 299786 | SH |  | DFND |  | 299786 | 0 | 0 |
| CANTALOUPE INC | COM | 138103106 | BBG001S96MW7 | 9391933 | 854589 | SH |  | DFND |  | 854589 | 0 | 0 |
| CANTOR EQUITY PARTNERS I INC | SHS CL A | G1827K107 | BBG01QMC5W04 | 8995365 | 755913 | SH |  | DFND |  | 755913 | 0 | 0 |
| CANTOR EQUITY PARTNERS II IN | CL A ORD SHS | G1827P106 | BBG01SRXCFM4 | 5492940 | 498000 | SH |  | DFND |  | 498000 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 | BBG01VFVMDK0 | 4483750 | 425000 | SH |  | DFND |  | 425000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | UNIT 02/28/2032 | G19307118 | BBG01S1P2DY2 | 14789800 | 1460000 | SH |  | DFND |  | 1460000 | 0 | 0 |
| CAYSON ACQUISITION CORP | RIGHT 99/99/9999 | G1993W117 | BBG01QGCYNH1 | 66134 | 472387 | SH |  | DFND |  | 472387 | 0 | 0 |
| CAYSON ACQUISITION CORP | SHS | G1993W109 | BBG01QGD1SQ4 | 3693435 | 357891 | SH |  | DFND |  | 357891 | 0 | 0 |
| CENTRAL SECS CORP | COM | 155123102 | BBG001S5PP20 | 2625217 | 54852 | SH |  | DFND |  | 54852 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 432671 | 1396615 | SH |  | DFND |  | 1396615 | 0 | 0 |
| CENTURION ACQUISITION CORP | SHS CL A | G20315100 | BBG01N8JMH15 | 18881512 | 1784642 | SH |  | DFND |  | 1784642 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | UNIT 05/14/2030 | G2124S124 | BBG01R6N2N72 | 4932450 | 485000 | SH |  | DFND |  | 485000 | 0 | 0 |
| CHAMPIONX CORPORATION | COM | 15872M104 | BBG00JH9V005 | 89701041 | 3611153 | SH |  | DFND |  | 3611153 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | ORD SHS CL A | G9877L107 | BBG01Q0Q3W90 | 5550079 | 539891 | SH |  | DFND |  | 539891 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | RIGHT 12/31/2026 | G9877L115 | BBG01QGQZST5 | 110774 | 737999 | SH |  | DFND |  | 737999 | 0 | 0 |
| CHART INDS INC | COM | 16115Q308 | BBG001SQV7W4 | 13287584 | 80702 | SH |  | DFND |  | 80702 | 0 | 0 |
| CHENGHE ACQUISITION II CO | *W EXP 05/30/203 | G20873116 |  | 24399 | 406650 | SH |  | DFND |  | 406650 | 0 | 0 |
| CHURCHILL CAP CORP X | UNIT 05/14/2030 | G2130T124 | BBG01TR9ZCQ3 | 5150000 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | *W EXP 03/31/203 | G21301117 |  | 49400 | 49400 | SH |  | DFND |  | 49400 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | CL A SHS | G21301109 | BBG01N8LRBJ9 | 3761752 | 357581 | SH |  | DFND |  | 357581 | 0 | 0 |
| CID HOLDCO INC | *W EXP 12/31/202 | 171756117 |  | 6797 | 86043 | SH |  | DFND |  | 86043 | 0 | 0 |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 |  | 2121750 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| CLOUGH GLOBAL EQUITY FD | COM | 18914C100 | BBG001SMM7Q0 | 956098 | 134208 | SH |  | DFND |  | 134208 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | *W EXP 08/17/202 | 12664M111 |  | 53100 | 590000 | SH |  | DFND |  | 590000 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | COM | 12664M103 | BBG01FRF6194 | 5938800 | 588000 | SH |  | DFND |  | 588000 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | RIGHT 10/15/2028 | 12664M129 | BBG01RRRVRX0 | 103250 | 590000 | SH |  | DFND |  | 590000 | 0 | 0 |
| COHEN CIRCLE ACQUISITION COR | *W EXP 01/31/202 | G3730H114 |  | 1272178 | 680309 | SH |  | DFND |  | 680309 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 |  | 137603 | 105000 | PRN |  | DFND |  | 105000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 |  | 150410 | 130000 | PRN |  | DFND |  | 130000 | 0 | 0 |
| COLOMBIER ACQUISITION CORP I | *W EXP 11/24/202 | G2283U118 |  | 1588628 | 423634 | SH |  | DFND |  | 423634 | 0 | 0 |
| COLUMBUS ACQUISITION CORP | RIGHT 09/30/2025 | G2295P115 | BBG01SVDRQ34 | 65880 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| COLUMBUS ACQUISITION CORP | SHS | G2295P107 | BBG01SJXPXX8 | 2310436 | 228304 | SH |  | DFND |  | 228304 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP. I | *W EXP 05/16/203 | G2296A117 |  | 829995 | 499997 | SH |  | DFND |  | 499997 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP. I | SHS CL A | G2296A109 | BBG01VF3Z0N3 | 10396088 | 978916 | SH |  | DFND |  | 978916 | 0 | 0 |
| COPLEY ACQUISITION CORP | UNIT 99/99/9999 | G24243118 | BBG01RG0C1C2 | 8358100 | 830000 | SH |  | DFND |  | 830000 | 0 | 0 |
| COUCHBASE INC | COM | 22207T101 | BBG001Z5ZB22 | 327326 | 13426 | SH |  | DFND |  | 13426 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | CL A | G24979109 | BBG01V2FH8P1 | 19938600 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | RIGHT 04/17/2030 | G24979117 | BBG01SLP2RB4 | 534600 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| CROSS CTRY HEALTHCARE INC | COM | 227483104 | BBG001SG7SC9 | 10340089 | 792344 | SH |  | DFND |  | 792344 | 0 | 0 |
| CUREVAC N V | COM | N2451R105 | BBG00W9LXY93 | 239783 | 44159 | SH |  | DFND |  | 44159 | 0 | 0 |
| CYCURION INC | *W EXP 02/13/203 | 95758L115 |  | 18851 | 314189 | SH |  | DFND |  | 314189 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 52336500 | 55500000 | PRN |  | DFND |  | 55500000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 556873 | 742497 | SH |  | DFND |  | 742497 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 | BBG01SWLKBV4 | 15547887 | 1484994 | SH |  | DFND |  | 1484994 | 0 | 0 |
| DISTOKEN ACQUISITION CORP | *W EXP 11/30/202 | G27740102 |  | 13083 | 117869 | SH |  | DFND |  | 117869 | 0 | 0 |
| DISTOKEN ACQUISITION CORP | RIGHT 99/99/9999 | G27740136 | BBG01G2GTPY1 | 35088 | 125000 | SH |  | DFND |  | 125000 | 0 | 0 |
| DMY SQUARED TECHNOLOGY GROUP | *W EXP 99/99/999 | 233276112 |  | 43470 | 22759 | SH |  | DFND |  | 22759 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 57030099 | 63402000 | PRN |  | DFND |  | 63402000 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 |  | 24309840 | 23880000 | PRN |  | DFND |  | 23880000 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | ORD SHS | G2847J104 | BBG01RQ5FRS3 | 3838403 | 376314 | SH |  | DFND |  | 376314 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | RIGHT 10/15/2029 | G2847J112 | BBG01SJ50DM2 | 62450 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| DT CLOUD STAR ACQUISITION CO | RIGHT 07/09/2029 | G2853N114 | BBG01PQHD351 | 72021 | 589854 | SH |  | DFND |  | 589854 | 0 | 0 |
| DT CLOUD STAR ACQUISITION CO | SHS | G2853N106 | BBG01PQHCYD5 | 4215483 | 405725 | SH |  | DFND |  | 405725 | 0 | 0 |
| DUN  BRADSTREET HLDGS INC | COM | 26484T106 | BBG00VCZXBX3 | 38297870 | 4213187 | SH |  | DFND |  | 4213187 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 113997 | 599985 | SH |  | DFND |  | 599985 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 | BBG01SSMGQ94 | 7838799 | 779980 | SH |  | DFND |  | 779980 | 0 | 0 |
| DYNAMIX CORP | *W EXP 09/12/202 | G2949D112 |  | 260999 | 724998 | SH |  | DFND |  | 724998 | 0 | 0 |
| DYNAMIX CORP | SHS CL A | G2949D104 | BBG01R5ZGB22 | 11283377 | 1107299 | SH |  | DFND |  | 1107299 | 0 | 0 |
| DYNAVAX TECHNOLOGIES CORP | DEBT 2.000% 3/1 | 268158AE2 |  | 17368963 | 19100000 | PRN |  | DFND |  | 19100000 | 0 | 0 |
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | BBG00S91HBN8 | 5079349 | 1572554 | SH |  | DFND |  | 1572554 | 0 | 0 |
| EATON VANCE TAX ADVT DIV INC | COM | 27828G107 | BBG001SBKCG6 | 2162541 | 89732 | SH |  | DFND |  | 89732 | 0 | 0 |
| EATON VANCE TAX-ADVANTAGED G | COM | 27828U106 | BBG001SK6L81 | 636572 | 23412 | SH |  | DFND |  | 23412 | 0 | 0 |
| EATON VANCE TAX-MANAGED GLOB | COM | 27829C105 | BBG001SGGKG2 | 2527002 | 292139 | SH |  | DFND |  | 292139 | 0 | 0 |
| EATON VANCE TAX-MANAGED GLOB | COM | 27829F108 | BBG001SPXHX1 | 774935 | 88564 | SH |  | DFND |  | 88564 | 0 | 0 |
| EATON VANCE TX ADV GLBL DIV | COM | 27828S101 | BBG001SJ9S68 | 2235324 | 106749 | SH |  | DFND |  | 106749 | 0 | 0 |
| EGH ACQUISITION CORP. | UNIT 99/99/9999 | G2946P126 | BBG01TJFMQB7 | 12401230 | 1217000 | SH |  | DFND |  | 1217000 | 0 | 0 |
| ELLSWORTH GROWTH  INCOME FD | COM | 289074106 | BBG001S5QR43 | 531268 | 51831 | SH |  | DFND |  | 51831 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | *W EXP 10/25/202 | G3034H125 |  | 3864 | 193214 | SH |  | DFND |  | 193214 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | ORDINARY SHARES | G3034H109 | BBG011YXMSG3 | 1815000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | RIGHT 10/25/2026 | G3034H141 | BBG019VR7686 | 22065 | 193214 | SH |  | DFND |  | 193214 | 0 | 0 |
| ENSTAR GROUP LIMITED | SHS | G3075P101 | BBG001SKW104 | 59066498 | 175605 | SH |  | DFND |  | 175605 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | *W EXP 07/01/203 | G3106N117 |  | 841762 | 1146815 | SH |  | DFND |  | 1146815 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | CL A ORD SHS | G3106N109 | BBG01N877D71 | 25526804 | 2428811 | SH |  | DFND |  | 2428811 | 0 | 0 |
| ESH ACQUISITION CORP | COM | 296424104 | BBG0180WRZK1 | 600480 | 54000 | SH |  | DFND |  | 54000 | 0 | 0 |
| ESH ACQUISITION CORP | RIGHT 99/99/9999 | 296424112 | BBG01HHQZHS9 | 44539 | 523991 | SH |  | DFND |  | 523991 | 0 | 0 |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 |  | 36303906 | 37475000 | PRN |  | DFND |  | 37475000 | 0 | 0 |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 |  | 8682385 | 10087000 | PRN |  | DFND |  | 10087000 | 0 | 0 |
| EUDA HEALTH HOLDINGS LTD | *W EXP 11/22/202 | G3142E121 |  | 14166 | 108967 | SH |  | DFND |  | 108967 | 0 | 0 |
| EUREKA ACQUISITION CORP | RIGHT 01/03/2026 | G32168125 | BBG01PP4YSJ8 | 21807 | 99076 | SH |  | DFND |  | 99076 | 0 | 0 |
| EUREKA ACQUISITION CORP | SHS CL A | G32168109 | BBG01PP4YMT0 | 1875606 | 179141 | SH |  | DFND |  | 179141 | 0 | 0 |
| EVERI HLDGS INC | COM | 30034T103 | BBG001SLY556 | 54417804 | 3821475 | SH |  | DFND |  | 3821475 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 |  | 65173886 | 71384000 | PRN |  | DFND |  | 71384000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 81090 | 85000 | PRN |  | DFND |  | 85000 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 255000 | 850000 | SH |  | DFND |  | 850000 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 | BBG01QF38580 | 13198011 | 1277639 | SH |  | DFND |  | 1277639 | 0 | 0 |
| FARO TECHNOLOGIES INC | COM | 311642102 | BBG001S8HPX9 | 7785962 | 177276 | SH |  | DFND |  | 177276 | 0 | 0 |
| FG MERGER II CORP | COM | 30334J102 | BBG01R78HC09 | 7787430 | 789000 | SH |  | DFND |  | 789000 | 0 | 0 |
| FG MERGER II CORP | RIGHT 02/11/2030 | 30334J128 | BBG01S6Z72D7 | 151430 | 792000 | SH |  | DFND |  | 792000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | ORD SHS CL A | G3415K101 | BBG01SRKL5M4 | 14171633 | 1396220 | SH |  | DFND |  | 1396220 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | RIGHT 02/21/2030 | G3415K135 | BBG01TLQ0PN3 | 501440 | 1782582 | SH |  | DFND |  | 1782582 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | UNIT 06/17/2030 | G3473K126 | BBG01V57J990 | 3063428 | 305884 | SH |  | DFND |  | 305884 | 0 | 0 |
| FIRSTENERGY CORP | NOTE 4.000% 5/0 | 337932AR8 |  | 36112123 | 35870000 | PRN |  | DFND |  | 35870000 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 13066862 | 14908000 | PRN |  | DFND |  | 14908000 | 0 | 0 |
| FLAG SHIP ACQUISITION CORP | ORD SHS | G3530C109 | BBG01417YWZ7 | 2996743 | 284591 | SH |  | DFND |  | 284591 | 0 | 0 |
| FLAHERTY  CRUMRINE PFD INCO | COM | 338480106 | BBG001S6PG82 | 1029448 | 91021 | SH |  | DFND |  | 91021 | 0 | 0 |
| FLAHERTY  CRUMRINE PFD SECS | COM | 338478100 | BBG001SJF1Q8 | 2281300 | 140043 | SH |  | DFND |  | 140043 | 0 | 0 |
| FLAHERTY  CRUMRINE TOTAL RE | COM | 338479108 | BBG001SLJ198 | 1286849 | 75697 | SH |  | DFND |  | 75697 | 0 | 0 |
| FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 |  | 328313 | 250000 | PRN |  | DFND |  | 250000 | 0 | 0 |
| FLUOR CORP NEW | COM | 343412102 | BBG001S5Q738 | 3025699 | 59015 | SH |  | DFND |  | 59015 | 0 | 0 |
| FOOT LOCKER INC | COM | 344849104 | BBG001S5XMR1 | 29348918 | 1197915 | SH |  | DFND |  | 1197915 | 0 | 0 |
| FORD MTR CO | NOTE 3/1 | 345370CZ1 |  | 247625 | 250000 | PRN |  | DFND |  | 250000 | 0 | 0 |
| FOUR LEAF ACQUISITION CORP | *W EXP 03/15/202 | 35088F115 |  | 13111 | 437027 | SH |  | DFND |  | 437027 | 0 | 0 |
| FOUR LEAF ACQUISITION CORP | COM CL A | 35088F107 | BBG019M65D98 | 4240775 | 366532 | SH |  | DFND |  | 366532 | 0 | 0 |
| FOXX DEV HLDGS INC | *W EXP 09/26/202 | 351665112 |  | 9254 | 77053 | SH |  | DFND |  | 77053 | 0 | 0 |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | BBG010MVVVX6 | 33372430 | 916825 | SH |  | DFND |  | 916825 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 3973614 | 4063000 | PRN |  | DFND |  | 4063000 | 0 | 0 |
| FUTURE VISION II ACQUISITION | RIGHT 06/29/2029 | G37068114 | BBG01QLJP7K1 | 83180 | 489295 | SH |  | DFND |  | 489295 | 0 | 0 |
| FUTURE VISION II ACQUISITION | SHS | G37068106 | BBG01QLJMJH2 | 3522827 | 338408 | SH |  | DFND |  | 338408 | 0 | 0 |
| GABELLI HLTHCARE  WELLNESS | SHS | 36246K103 | BBG001SQ5J84 | 1040445 | 110100 | SH |  | DFND |  | 110100 | 0 | 0 |
| GEN DIGITAL INC | RIGHT 99/99/9999 | 668771116 | BBG01R72Q570 | 549405 | 67329 | SH |  | DFND |  | 67329 | 0 | 0 |
| GENERATION ESSENTIALS GROUP | *W EXP 02/15/202 | G38268119 |  | 184034 | 460084 | SH |  | DFND |  | 460084 | 0 | 0 |
| GESHER ACQUISITION CORP. II | *W EXP 10/31/203 | G3852D115 |  | 160000 | 499999 | SH |  | DFND |  | 499999 | 0 | 0 |
| GIGCAPITAL7 CORP | *W EXP 08/29/202 | G38648120 |  | 390525 | 2366816 | SH |  | DFND |  | 2366816 | 0 | 0 |
| GIGCAPITAL7 CORP | ORD SHS CL A | G38648104 | BBG01PNQB846 | 19121480 | 1847486 | SH |  | DFND |  | 1847486 | 0 | 0 |
| GLOBAL PMTS INC | NOTE 1.500% 3/0 | 37940XAU6 |  | 34573000 | 38500000 | PRN |  | DFND |  | 38500000 | 0 | 0 |
| GMS INC | COM | 36251C103 | BBG009Q036F8 | 3788524 | 34837 | SH |  | DFND |  | 34837 | 0 | 0 |
| GORES HLDGS X INC | UNIT 05/02/2030 | G4002F117 | BBG0146ZHZ28 | 15585000 | 1500000 | SH |  | DFND |  | 1500000 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | *W EXP 05/13/202 | G4035N129 |  | 153170 | 494096 | SH |  | DFND |  | 494096 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | CL A | G4035N103 | BBG00ZKFGXW1 | 16723005 | 1585119 | SH |  | DFND |  | 1585119 | 0 | 0 |
| GRAF GLOBAL CORP | *W EXP 05/31/203 | G4036C122 |  | 320584 | 1104700 | SH |  | DFND |  | 1104700 | 0 | 0 |
| GRAF GLOBAL CORP | ORD SHS CL A | G4036C106 | BBG01NP47HQ9 | 15829934 | 1513378 | SH |  | DFND |  | 1513378 | 0 | 0 |
| GROUPON INC | NOTE 6.250% 3/1 | 399473AH0 |  | 13958926 | 10000000 | PRN |  | DFND |  | 10000000 | 0 | 0 |
| GSR III ACQUISITION CORP | CL A | G4R103107 | BBG01R1X9X03 | 2771217 | 256832 | SH |  | DFND |  | 256832 | 0 | 0 |
| GSR III ACQUISITION CORP | RIGHT 99/99/9999 | G4R103131 | BBG01RBC7333 | 2039635 | 297167 | SH |  | DFND |  | 297167 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | COM | 40171V100 | BBG001TWHGX5 | 12391536 | 52656 | SH |  | DFND |  | 52656 | 0 | 0 |
| HANCOCK JOHN INCOME SECS TR | COM | 410123103 | BBG001S5SH16 | 143121 | 12688 | SH |  | DFND |  | 12688 | 0 | 0 |
| HANCOCK JOHN TAX-ADVANTAGED | COM | 41013V100 | BBG001S98632 | 2797795 | 119615 | SH |  | DFND |  | 119615 | 0 | 0 |
| HAYMAKER ACQUISITION CORP IV | *W EXP 05/31/202 | G4375F116 |  | 53504 | 148621 | SH |  | DFND |  | 148621 | 0 | 0 |
| HAYMAKER ACQUISITION CORP IV | CLASS A | G4375F108 | BBG01J7X1WJ5 | 7636867 | 688006 | SH |  | DFND |  | 688006 | 0 | 0 |
| HCM II ACQUISITION CORP | *W EXP 99/99/999 | G43658122 |  | 2501919 | 1116928 | SH |  | DFND |  | 1116928 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 | BBG01S57DDQ5 | 13090591 | 1288444 | SH |  | DFND |  | 1288444 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 | BBG01S57FYV1 | 571725 | 1732500 | SH |  | DFND |  | 1732500 | 0 | 0 |
| HESS CORP | COM | 42809H107 | BBG001S5NHS2 | 150922982 | 1089382 | SH |  | DFND |  | 1089382 | 0 | 0 |
| HORIZON SPACE ACQUISITION II | ORD SHS | G4627B103 | BBG01S4RV632 | 4318833 | 421761 | SH |  | DFND |  | 421761 | 0 | 0 |
| HORIZON SPACE ACQUISITION II | RIGHT 03/30/2026 | G4627B111 | BBG01S4RVHG4 | 77000 | 550000 | SH |  | DFND |  | 550000 | 0 | 0 |
| HORIZON SPACE ACQUSTN I CORP | *W EXP 12/27/202 | G4619M117 |  | 9845 | 246133 | SH |  | DFND |  | 246133 | 0 | 0 |
| HORIZON SPACE ACQUSTN I CORP | RIGHT 12/27/2024 | G4619M125 | BBG01D7WLS16 | 44304 | 246133 | SH |  | DFND |  | 246133 | 0 | 0 |
| IB ACQUISITION CORP | COM SHS | 44934N108 | BBG01MNPWL98 | 11663445 | 1123646 | SH |  | DFND |  | 1123646 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 09/28/2025 | 44934N116 | BBG01MNPW860 | 30480 | 741594 | SH |  | DFND |  | 741594 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | UNIT 03/01/2027 | G47875128 | BBG01R0LZTN5 | 14714000 | 1400000 | SH |  | DFND |  | 1400000 | 0 | 0 |
| INFORMATICA INC | COM CL A | 45674M101 | BBG012THM4K0 | 6905368 | 283588 | SH |  | DFND |  | 283588 | 0 | 0 |
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 |  | 117480330 | 40302000 | PRN |  | DFND |  | 40302000 | 0 | 0 |
| INTERPUBLIC GROUP COS INC | COM | 460690100 | BBG001S6RLK5 | 75091078 | 3091440 | SH |  | DFND |  | 3091440 | 0 | 0 |
| IRON HORSE ACQUISITIONS CORP | *W EXP 99/99/999 | 462837113 |  | 26984 | 449726 | SH |  | DFND |  | 449726 | 0 | 0 |
| IRON HORSE ACQUISITIONS CORP | RIGHT 99/99/9999 | 462837121 | BBG01LGZ90Y0 | 226172 | 455257 | SH |  | DFND |  | 455257 | 0 | 0 |
| ISRAEL ACQUISITIONS CORP | *W EXP 99/99/999 | G49667119 |  | 88525 | 397864 | SH |  | DFND |  | 397864 | 0 | 0 |
| ISRAEL ACQUISITIONS CORP | CLASS A ORD | G49667101 | BBG0166KJBF3 | 1138500 | 90000 | SH |  | DFND |  | 90000 | 0 | 0 |
| JACKSON ACQUISITION CO II | COM SHS CL A | G4992A110 | BBG01RXZJMQ8 | 12563858 | 1219792 | SH |  | DFND |  | 1219792 | 0 | 0 |
| JACKSON ACQUISITION CO II | RIGHT 99/99/9999 | G4992A136 | BBG01RXZLQB2 | 448000 | 1600000 | SH |  | DFND |  | 1600000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 |  | 207716 | 205000 | PRN |  | DFND |  | 205000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | BBG001SNW8K1 | 8597842 | 81020 | SH |  | DFND |  | 81020 | 0 | 0 |
| JENA ACQUISITION CORP II | UNIT 99/99/9999 | G5093B121 | BBG01TYMMNS4 | 9252000 | 900000 | SH |  | DFND |  | 900000 | 0 | 0 |
| JOHN HANCOCK DIVERSIFIED INC | COM | 47804L102 | BBG001V12GM8 | 1310873 | 123901 | SH |  | DFND |  | 123901 | 0 | 0 |
| JUNIPER NETWORKS INC | COM | 48203R104 | BBG001SCTT05 | 36548201 | 915995 | SH |  | DFND |  | 915995 | 0 | 0 |
| JVSPAC ACQUISITION CORP | RIGHT 11/26/2026 | G5212E113 | BBG01LW5KFM5 | 174913 | 201049 | SH |  | DFND |  | 201049 | 0 | 0 |
| K GROWTH ACQUISITION CORP | SHS CL A | G52258111 | BBG01SMTHNX4 | 10158775 | 997915 | SH |  | DFND |  | 997915 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 6688 | 123850 | SH |  | DFND |  | 123850 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | SHS | G52443119 | BBG01HN1BXB6 | 5044914 | 443704 | SH |  | DFND |  | 443704 | 0 | 0 |
| KELLANOVA | COM | 487836108 | BBG001S5SJL0 | 72180081 | 911710 | SH |  | DFND |  | 911710 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | UNIT 05/21/2030 | G5304D122 | BBG01TQT6NX0 | 19078125 | 1875000 | SH |  | DFND |  | 1875000 | 0 | 0 |
| LAKESHORE ACQUISITION III CO | UNIT 99/99/9999 | G5353S129 | BBG01T9S6WF1 | 3054000 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | *W EXP 06/01/203 | G5S86M126 |  | 301279 | 1115848 | SH |  | DFND |  | 1115848 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | SHS CLASS A | G5S86M100 | BBG01NB11X27 | 16411353 | 1575742 | SH |  | DFND |  | 1575742 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 499121 | 1116602 | SH |  | DFND |  | 1116602 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 | BBG01R0Z94C0 | 15782997 | 1514683 | SH |  | DFND |  | 1514683 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 225879 | 836589 | SH |  | DFND |  | 836589 | 0 | 0 |
| LEGATO MERGER CORP III | ORD SHS | G5451A103 | BBG01LDZ70H4 | 14947589 | 1399587 | SH |  | DFND |  | 1399587 | 0 | 0 |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | BBG006GNSZX4 | 27102369 | 277092 | SH |  | DFND |  | 277092 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | UNIT 06/06/2030 | G5490M118 | BBG01V4V8DD6 | 14070000 | 1400000 | SH |  | DFND |  | 1400000 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 385702 | 1134417 | SH |  | DFND |  | 1134417 | 0 | 0 |
| LIONHEART HOLDINGS | SHS CL A | G5501C109 | BBG01P63K846 | 16572506 | 1572344 | SH |  | DFND |  | 1572344 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 81771275 | 53150000 | PRN |  | DFND |  | 53150000 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | *W EXP 10/31/203 | G5509P110 |  | 454999 | 649998 | SH |  | DFND |  | 649998 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | CL A SHS | G5509P102 | BBG01SRKGQ99 | 10921297 | 1020682 | SH |  | DFND |  | 1020682 | 0 | 0 |
| LONGEVITY HEALTH HLDGS INC | *W EXP 07/12/202 | 142922111 |  | 1057 | 45575 | SH |  | DFND |  | 45575 | 0 | 0 |
| LYFT INC | NOTE 0.625% 3/0 | 55087PAD6 |  | 20536425 | 19175000 | PRN |  | DFND |  | 19175000 | 0 | 0 |
| M3BRIGADE ACQUISITION V CORP | *W EXP 99/99/999 | G63212115 |  | 2121114 | 1212065 | SH |  | DFND |  | 1212065 | 0 | 0 |
| M3BRIGADE ACQUISITION V CORP | CL A | G63212107 | BBG01N69YSN8 | 11199748 | 992006 | SH |  | DFND |  | 992006 | 0 | 0 |
| MAC COPPER LIMITED | ORD SHS | G60409110 | BBG01GXTNL29 | 1220751 | 100972 | SH |  | DFND |  | 100972 | 0 | 0 |
| MAG SILVER CORP | COM | 55903Q104 | BBG001S631Z9 | 30553029 | 1445955 | SH |  | DFND |  | 1445955 | 0 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 |  | 82683750 | 32425000 | PRN |  | DFND |  | 32425000 | 0 | 0 |
| MAYWOOD ACQUISITION CORP | ORD SHS CL A | G6001J107 | BBG01SH1JJ04 | 3797909 | 374917 | SH |  | DFND |  | 374917 | 0 | 0 |
| MAYWOOD ACQUISITION CORP | RIGHT 99/99/9999 | G6001J131 | BBG01SP8DDT8 | 136000 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| MELAR ACQUISITION CORP. I | *W EXP 06/01/203 | G6004G118 |  | 168143 | 542398 | SH |  | DFND |  | 542398 | 0 | 0 |
| MELAR ACQUISITION CORP. I | SHS CL A | G6004G100 | BBG01NC85PP9 | 10564880 | 1006179 | SH |  | DFND |  | 1006179 | 0 | 0 |
| MICROSTRATEGY INC | CL A NEW | 594972408 | BBG001SC7PX1 | 88284048 | 225600 | SH | Put | DFND |  | 225600 | 0 | 0 |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 |  | 92763720 | 82530000 | PRN |  | DFND |  | 82530000 | 0 | 0 |
| MKS INC. | COM | 55306N104 | BBG001SBB6Q8 | 3328461 | 33499 | SH |  | DFND |  | 33499 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 79240 | 80000 | PRN |  | DFND |  | 80000 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | RIGHT 11/15/2028 | G6301B127 | BBG01S2WHSM0 | 336600 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | SHS CL A | G6301B101 | BBG01RCMCFZ2 | 15471116 | 1507906 | SH |  | DFND |  | 1507906 | 0 | 0 |
| MRC GLOBAL INC | COM | 55345K103 | BBG001SN9P56 | 3179418 | 231905 | SH |  | DFND |  | 231905 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 09/01/202 | G6363K114 |  | 238259 | 495238 | SH |  | DFND |  | 495238 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A | G6363K106 | BBG01J5SN479 | 5236958 | 471798 | SH |  | DFND |  | 471798 | 0 | 0 |
| NAMIB MINERALS | *W EXP 06/05/203 | G63638111 |  | 82402 | 422574 | SH |  | DFND |  | 422574 | 0 | 0 |
| NEW GERMANY FD INC | COM | 644465106 | BBG001S6GLF3 | 708460 | 59335 | SH |  | DFND |  | 59335 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | UNIT 99/99/9999 | G6476A128 | BBG00ZDPVDG2 | 22990000 | 2200000 | SH |  | DFND |  | 2200000 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | *W EXP 06/01/203 | G6439S117 |  | 181841 | 727364 | SH |  | DFND |  | 727364 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | ORD SHS CL A | G6439S109 | BBG01QMXCZJ3 | 10472586 | 1017744 | SH |  | DFND |  | 1017744 | 0 | 0 |
| NEWHOLD INVT CORP III | *W EXP 01/30/203 | G6486E110 |  | 224070 | 699999 | SH |  | DFND |  | 699999 | 0 | 0 |
| NEWHOLD INVT CORP III | ORD SHS CL A | G6486E102 | BBG01RXKQM01 | 10505691 | 1033008 | SH |  | DFND |  | 1033008 | 0 | 0 |
| NEXTERA ENERGY CAP HLDGS INC | NOTE 3.000% 3/0 | 65339KCY4 |  | 319060 | 280000 | PRN |  | DFND |  | 280000 | 0 | 0 |
| NICE LTD | NOTE 9/1 | 653656AB4 |  | 297003 | 300000 | PRN |  | DFND |  | 300000 | 0 | 0 |
| NUVEEN DOW 30 DYNMC OVERWRT | SHS | 67075F105 | BBG007PPRJB8 | 4984584 | 350287 | SH |  | DFND |  | 350287 | 0 | 0 |
| NUVEEN NASDAQ 100 DYNAMIC OV | COM SHS | 670699107 | BBG007SRSSP5 | 3058130 | 116834 | SH |  | DFND |  | 116834 | 0 | 0 |
| NUVEEN S 500 BUY-WRITE INC | COM | 6706ER101 | BBG001S7ZM04 | 4991687 | 361193 | SH |  | DFND |  | 361193 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | *W EXP 99/99/999 | 67190B112 |  | 2850 | 95000 | SH |  | DFND |  | 95000 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | CL A | 67190B104 | BBG01G2R5D70 | 1813172 | 153269 | SH |  | DFND |  | 153269 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 | BBG01GP115B8 | 19010 | 95000 | SH |  | DFND |  | 95000 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | *W EXP 09/01/203 | G6717R112 |  | 338748 | 396057 | SH |  | DFND |  | 396057 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | SHS CL A | G6717R104 | BBG00Z9CKG26 | 15203860 | 1450750 | SH |  | DFND |  | 1450750 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 21644434 | 23325000 | PRN |  | DFND |  | 23325000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | UNIT 06/17/2030 | G6858G123 | BBG01VF4M4Z4 | 11011000 | 1100000 | SH |  | DFND |  | 1100000 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | UNIT 05/22/2030 | G6861F120 | BBG01TVQNJQ8 | 15129400 | 1495000 | SH |  | DFND |  | 1495000 | 0 | 0 |
| PACIFIC PREMIER BANCORP | COM | 69478X105 | BBG001S9JFG6 | 5849417 | 277355 | SH |  | DFND |  | 277355 | 0 | 0 |
| PAGERDUTY INC | NOTE 1.500%10/1 | 69553PAD2 |  | 25137248 | 26253000 | PRN |  | DFND |  | 26253000 | 0 | 0 |
| PARAMOUNT GLOBAL | CLASS A COM | 92556H107 | BBG001S5X7L0 | 1374177 | 59877 | SH |  | DFND |  | 59877 | 0 | 0 |
| PARSONS CORP DEL | COM | 70202L102 | BBG001SDWJQ3 | 1444595 | 20401 | SH |  | DFND |  | 20401 | 0 | 0 |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 |  | 10520760 | 6600000 | PRN |  | DFND |  | 6600000 | 0 | 0 |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 |  | 65790837 | 44387000 | PRN |  | DFND |  | 44387000 | 0 | 0 |
| PELICAN ACQUISITION CORP | RIGHT 05/02/2030 | G6993G111 | BBG01TQ1V9R1 | 70300 | 370000 | SH |  | DFND |  | 370000 | 0 | 0 |
| PELICAN ACQUISITION CORP | SHS | G6993G103 | BBG01TF1GR90 | 3700000 | 370000 | SH |  | DFND |  | 370000 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | UNIT 05/13/2030 | G7010A103 | BBG01T0B2114 | 4188000 | 400000 | SH |  | DFND |  | 400000 | 0 | 0 |
| PIMCO CALIF MUN INCOME FD | COM | 72200N106 | BBG001SJ4WY3 | 217144 | 25397 | SH |  | DFND |  | 25397 | 0 | 0 |
| PIONEER ACQUISITION I CORP | UNIT 06/16/2030 | G7117W123 | BBG01V9Z86T0 | 12943180 | 1293025 | SH |  | DFND |  | 1293025 | 0 | 0 |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | BBG001SC4CM5 | 373284 | 44974 | SH |  | DFND |  | 44974 | 0 | 0 |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | BBG001SLS3T2 | 891231 | 97296 | SH |  | DFND |  | 97296 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 126100 | 649999 | SH |  | DFND |  | 649999 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 | BBG01S2WD759 | 9892408 | 960428 | SH |  | DFND |  | 960428 | 0 | 0 |
| PROASSURANCE CORP | COM | 74267C106 | BBG001S9Z6F9 | 8270282 | 362255 | SH |  | DFND |  | 362255 | 0 | 0 |
| PROCAP ACQUISITION CORP | UNIT 05/16/2030 | G7257A113 | BBG01TS6MCX4 | 13365782 | 1246808 | SH |  | DFND |  | 1246808 | 0 | 0 |
| QUARTZSEA ACQUISITION CORP | ORD SHS | G7314B104 | BBG01SRPKL58 | 3792257 | 377339 | SH |  | DFND |  | 377339 | 0 | 0 |
| QUARTZSEA ACQUISITION CORP | RIGHT 02/18/2030 | G7314B120 | BBG01TXZQN20 | 130050 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| QUETTA ACQUISITION CORP | COM | 74841A105 | BBG01JRVRDJ1 | 3820533 | 351475 | SH |  | DFND |  | 351475 | 0 | 0 |
| RADIUS RECYCLING INC | CL A | 806882106 | BBG001S7H0J2 | 14528861 | 489352 | SH |  | DFND |  | 489352 | 0 | 0 |
| RAIN ENHANCEMENT TECHNOLOGIE | *W EXP 12/31/202 | 75080J111 |  | 2349 | 22919 | SH |  | DFND |  | 22919 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | ORD SHS | G7375C108 | BBG01RQ7NZW7 | 7871221 | 765683 | SH |  | DFND |  | 765683 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | RIGHT 99/99/9999 | G7375C116 | BBG01RQ7SFC8 | 247500 | 990000 | SH |  | DFND |  | 990000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 311849 | 742497 | SH |  | DFND |  | 742497 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 | BBG01TD1L040 | 14935139 | 1469994 | SH |  | DFND |  | 1469994 | 0 | 0 |
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 |  | 27077960 | 30000000 | PRN |  | DFND |  | 30000000 | 0 | 0 |
| RENATUS TACTICAL ACQUIS | *W EXP 05/15/203 | G7490F127 |  | 425246 | 224998 | SH |  | DFND |  | 224998 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | UNIT 99/99/9999 | G7515A111 | BBG01SMHK3M2 | 10580000 | 1000000 | SH |  | DFND |  | 1000000 | 0 | 0 |
| RF ACQUISITION CORP II | RIGHT 05/01/2026 | G75389117 | BBG01NLLH7C1 | 66701 | 741123 | SH |  | DFND |  | 741123 | 0 | 0 |
| RF ACQUISITION CORP II | SHS | G75389109 | BBG01NLLGWZ2 | 8217649 | 775982 | SH |  | DFND |  | 775982 | 0 | 0 |
| RIBBON ACQUISITION CORP | ORD SHS CL A | G7552W109 | BBG01SQCQM14 | 1933131 | 189895 | SH |  | DFND |  | 189895 | 0 | 0 |
| RIBBON ACQUISITION CORP | RIGHT 12/31/2026 | G7552W117 | BBG01SQCSD03 | 55000 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| RIO TINTO PLC | SPONSORED ADR | 767204100 | BBG001SB0LX9 | 15224130 | 261000 | SH |  | DFND |  | 261000 | 0 | 0 |
| RISING DRAGON ACQUISITION CO | RIGHT 11/15/2028 | G7576K115 | BBG01R1Y5P39 | 84473 | 491982 | SH |  | DFND |  | 491982 | 0 | 0 |
| RISING DRAGON ACQUISITION CO | SHS | G7576K107 | BBG01R1Y5F86 | 3582381 | 347804 | SH |  | DFND |  | 347804 | 0 | 0 |
| RITHM ACQUISITION CORP | *W EXP 99/99/999 | G75751118 |  | 265999 | 633332 | SH |  | DFND |  | 633332 | 0 | 0 |
| RITHM ACQUISITION CORP | CL A | G75751100 | BBG01S4JL196 | 14907297 | 1462934 | SH |  | DFND |  | 1462934 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | *W EXP 10/31/203 | G7633M112 |  | 399999 | 799998 | SH |  | DFND |  | 799998 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | ORD SHS CL A | G7633M104 | BBG01S2WD5R9 | 11810899 | 1145577 | SH |  | DFND |  | 1145577 | 0 | 0 |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 |  | 37879500 | 6000000 | PRN |  | DFND |  | 6000000 | 0 | 0 |
| ROYALTY MGMT HLDG CORP | *W EXP 05/28/202 | 02369M110 |  | 883 | 40141 | SH |  | DFND |  | 40141 | 0 | 0 |
| ROYCE MICRO-CAP TR INC | COM | 780915104 | BBG001S6DP67 | 269293 | 29271 | SH |  | DFND |  | 29271 | 0 | 0 |
| SAGE THERAPEUTICS INC | COM | 78667J108 | BBG0025X16Z4 | 3730582 | 409055 | SH |  | DFND |  | 409055 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 |  | 15172500 | 21000000 | PRN |  | DFND |  | 21000000 | 0 | 0 |
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 |  | 62004915 | 34440000 | PRN |  | DFND |  | 34440000 | 0 | 0 |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 |  | 1014500 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 | BBG00ZSK0D17 | 13251331 | 1312013 | SH |  | DFND |  | 1312013 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 | BBG01VC5QM71 | 364000 | 1750000 | SH |  | DFND |  | 1750000 | 0 | 0 |
| SILVERBOX CORP IV | *W EXP 08/19/202 | G81354121 |  | 893357 | 744526 | SH |  | DFND |  | 744526 | 0 | 0 |
| SILVERBOX CORP IV | SHS CL A | G81354105 | BBG01PDGS574 | 14763142 | 1347002 | SH |  | DFND |  | 1347002 | 0 | 0 |
| SIM ACQUISITION CORP. I | *W EXP 06/01/203 | G8431T119 |  | 306142 | 1118532 | SH |  | DFND |  | 1118532 | 0 | 0 |
| SIM ACQUISITION CORP. I | SHS CL A | G8431T101 | BBG01P0HWDM7 | 15266620 | 1463722 | SH |  | DFND |  | 1463722 | 0 | 0 |
| SITIO ROYALTIES CORP | CLASS A COM | 82983N108 | BBG01C36Y873 | 7064610 | 384364 | SH |  | DFND |  | 384364 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 | BBG01V6F56K9 | 350000 | 1750000 | SH |  | DFND |  | 1750000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 | BBG01SWJJVR2 | 15643830 | 1556600 | SH |  | DFND |  | 1556600 | 0 | 0 |
| SKECHERS U S A INC | CL A | 830566105 | BBG001S5XTG8 | 43463911 | 688810 | SH |  | DFND |  | 688810 | 0 | 0 |
| SNAP INC | CL A | 83304A106 | BBG00441QMK5 | 2445149 | 281375 | SH |  | DFND |  | 281375 | 0 | 0 |
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 |  | 20795364 | 23944000 | PRN |  | DFND |  | 23944000 | 0 | 0 |
| SNAP INC | NOTE 5/0 | 83304AAF3 |  | 68062 | 75000 | PRN |  | DFND |  | 75000 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | RIGHT 99/99/9999 | G82745137 | BBG01TZ066K4 | 350000 | 1750000 | SH |  | DFND |  | 1750000 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | USD CL A ORD SHS | G82745103 | BBG01T4P0J49 | 13172701 | 1312022 | SH |  | DFND |  | 1312022 | 0 | 0 |
| SPARK I ACQUISITION CORP | *W EXP 10/01/203 | G8316B118 |  | 55981 | 292331 | SH |  | DFND |  | 292331 | 0 | 0 |
| SPARK I ACQUISITION CORP | ORD SHS | G8316B100 | BBG01HCZC8S9 | 6910589 | 633999 | SH |  | DFND |  | 633999 | 0 | 0 |
| SPARTANNASH CO | COM | 847215100 | BBG001S7LC92 | 6030687 | 227659 | SH |  | DFND |  | 227659 | 0 | 0 |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | BBG001SKF1N8 | 35393395 | 927743 | SH |  | DFND |  | 927743 | 0 | 0 |
| SPRING VALLEY ACQUISTN CORP | *W EXP 02/25/202 | G83752116 |  | 32136 | 229541 | SH |  | DFND |  | 229541 | 0 | 0 |
| SPRING VALLEY ACQUISTN CORP | RIGHT 02/25/2026 | G83752132 | BBG01B8BLJB4 | 62895 | 459084 | SH |  | DFND |  | 459084 | 0 | 0 |
| SPRINGWORKS THERAPEUTICS INC | COM | 85205L107 | BBG00Q011TX8 | 62016556 | 1319782 | SH |  | DFND |  | 1319782 | 0 | 0 |
| SPROTT FOCUS TR INC | COM | 85208J109 | BBG001S5RF39 | 1195379 | 160024 | SH |  | DFND |  | 160024 | 0 | 0 |
| SRH TOTAL RETURN FUND INC | COM | 101507101 | BBG001SKK3J3 | 5581318 | 316222 | SH |  | DFND |  | 316222 | 0 | 0 |
| STELLAR V CAP CORP | *W EXP 10/15/202 | G8475V111 |  | 200475 | 742500 | SH |  | DFND |  | 742500 | 0 | 0 |
| STELLAR V CAP CORP | SHS CL A | G8475V103 | BBG01R413V55 | 11213860 | 1096174 | SH |  | DFND |  | 1096174 | 0 | 0 |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 |  | 146868453 | 52745000 | PRN |  | DFND |  | 52745000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 27693150 | 26450000 | PRN |  | DFND |  | 26450000 | 0 | 0 |
| SURMODICS INC | COM | 868873100 | BBG001SBL623 | 4639930 | 156174 | SH |  | DFND |  | 156174 | 0 | 0 |
| TAVIA ACQUISITION CORP | RIGHT 11/26/2029 | G86880146 | BBG01RBB4WP0 | 156750 | 950000 | SH |  | DFND |  | 950000 | 0 | 0 |
| TAVIA ACQUISITION CORP | SHS | G86880104 | BBG01R71VKC7 | 7092421 | 690596 | SH |  | DFND |  | 690596 | 0 | 0 |
| TEMPLETON EMERGING MKTS FD | COM | 880191101 | BBG001S5QVH0 | 1468170 | 101323 | SH |  | DFND |  | 101323 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | UNIT 99/99/9999 | G8772L121 | BBG01S7PF8F4 | 17972500 | 1750000 | SH |  | DFND |  | 1750000 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | UNIT 05/15/2030 | G87890128 | BBG01SWD31K5 | 9053334 | 890200 | SH |  | DFND |  | 890200 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 380799 | 1119997 | SH |  | DFND |  | 1119997 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 | BBG01SSLTTL2 | 22467140 | 2239994 | SH |  | DFND |  | 2239994 | 0 | 0 |
| TRAILBLAZER MERGER CORP I | CL A | 89278D109 | BBG018LSVK98 | 5125163 | 437674 | SH |  | DFND |  | 437674 | 0 | 0 |
| TRAILBLAZER MERGER CORP I | RIGHT 04/21/2028 | 89278D125 | BBG01GM7Q0B2 | 201012 | 538763 | SH |  | DFND |  | 538763 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | *W EXP 12/18/202 | G9008W113 |  | 185921 | 742497 | SH |  | DFND |  | 742497 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | COM CL A | G9008W105 | BBG01S83YTY4 | 11329887 | 1099989 | SH |  | DFND |  | 1099989 | 0 | 0 |
| TRANSOCEAN INC | DEB 4.625% 9/3 | 893830BW8 |  | 38373225 | 36150000 | PRN |  | DFND |  | 36150000 | 0 | 0 |
| TRIUMPH GROUP INC NEW | COM | 896818101 | BBG001S6MWK6 | 26237808 | 1018944 | SH |  | DFND |  | 1018944 | 0 | 0 |
| TXNM ENERGY INC | COM | 69349H107 | BBG001S5V9J1 | 55349043 | 982760 | SH |  | DFND |  | 982760 | 0 | 0 |
| TXNM ENERGY INC | NOTE 5.750% 6/0 | 69349HAF4 |  | 4552177 | 3500000 | PRN |  | DFND |  | 3500000 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 |  | 59843858 | 41805000 | PRN |  | DFND |  | 41805000 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 |  | 149938 | 125000 | PRN |  | DFND |  | 125000 | 0 | 0 |
| UY SCUTI ACQUISITION CORP. | ORD SHS | G93Y0A104 | BBG01SNGDVP6 | 1342559 | 133588 | SH |  | DFND |  | 133588 | 0 | 0 |
| UY SCUTI ACQUISITION CORP. | RIGHT 03/03/2030 | G93Y0A112 | BBG01V6F65V8 | 35000 | 175000 | SH |  | DFND |  | 175000 | 0 | 0 |
| VERVE THERAPEUTICS INC | COM | 92539P101 | BBG00P33TD13 | 2343701 | 208700 | SH |  | DFND |  | 208700 | 0 | 0 |
| VINE HILL CAP INVT CORP. | *W EXP 07/01/203 | G93Y09115 |  | 237404 | 981818 | SH |  | DFND |  | 981818 | 0 | 0 |
| VINE HILL CAP INVT CORP. | ORD SHS CL A | G93Y09107 | BBG01NWVLP32 | 13161644 | 1264327 | SH |  | DFND |  | 1264327 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 9/1 | 928298AR9 |  | 20348100 | 22609000 | PRN |  | DFND |  | 22609000 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 318985 | 1063637 | SH |  | DFND |  | 1063637 | 0 | 0 |
| VOYAGER ACQUISITION CORP | CL A | G93A7H104 | BBG01Q2PBDY5 | 14714397 | 1418939 | SH |  | DFND |  | 1418939 | 0 | 0 |
| VSEE HEALTH INC | *W EXP 99/99/999 | 92919Y110 |  | 2695 | 60688 | SH |  | DFND |  | 60688 | 0 | 0 |
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | BBG001S5XBY7 | 14577075 | 1273107 | SH |  | DFND |  | 1273107 | 0 | 0 |
| WEBULL CORP | ORD SHS | G9572D103 | BBG01TF8MJF9 | 1746997 | 146070 | SH |  | DFND |  | 146070 | 0 | 0 |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 |  | 223656 | 190 | SH |  | DFND |  | 190 | 0 | 0 |
| WEN ACQUISITION CORP | UNIT 05/16/2030 | G9R39C129 | BBG01TS6KHT0 | 9513500 | 897500 | SH |  | DFND |  | 897500 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 15260775 | 8490000 | PRN |  | DFND |  | 8490000 | 0 | 0 |
| WILLOW LANE ACQUISITION CORP | *W EXP 10/31/203 | G9675P110 |  | 223529 | 620913 | SH |  | DFND |  | 620913 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | UNIT 05/21/2030 | G9717M125 | BBG01TR9D476 | 1142880 | 113381 | SH |  | DFND |  | 113381 | 0 | 0 |
| WORLD KINECT CORPORATION | NOTE 3.250% 7/0 | 98149GAB6 |  | 25836093 | 22175000 | PRN |  | DFND |  | 22175000 | 0 | 0 |
| YHN ACQUISITION I LTD | RIGHT 08/15/2029 | G1514D127 | BBG01QNRLJK9 | 74437 | 535136 | SH |  | DFND |  | 535136 | 0 | 0 |
| YHN ACQUISITION I LTD | SHS | G1514D101 | BBG01QNRLH05 | 3442700 | 333272 | SH |  | DFND |  | 333272 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | UNIT 06/06/2030 | G98659108 | BBG01TJCYW82 | 4500000 | 400000 | SH |  | DFND |  | 400000 | 0 | 0 |

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