# EDGAR Filing Document

**Accession Number:** 0001167456
**File Stem:** 0001085146-23-001349
**Filing Date:** 2023-2
**Character Count:** 150125
**Document Hash:** ec9c77c8f00f4759f8198680b3a91a3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001085146-23-001349.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001085146-23-001349

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Arbitrage LLC
- **CENTRAL INDEX KEY:** 0001167456
- **IRS NUMBER:** 134172062
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-10114
- **FILM NUMBER:** 23630431

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CNH PARTNERS LLC
- **DATE OF NAME CHANGE:** 20020213

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**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>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  02-14-2023<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:** 1232

**Form 13F Information Table Value Total:** $3898483042

      (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 |
| 10X CAP VENTURE ACQSTN CORP | *W EXP 04/19/202 | G87076116 |  | 7733 | 117164 | SH |  | DFND |  | 117164 | 0 | 0 |
| 10X CAPITAL VENTURE ACQ III | *W EXP 06/30/202 | G87077114 |  | 65000 | 812499 | SH |  | DFND |  | 812499 | 0 | 0 |
| 10X CAPITAL VENTURE ACQ III | CL A ORD SHS | G87077106 | BBG00ZKFFFW1 | 12343298 | 1208942 | SH |  | DFND |  | 1208942 | 0 | 0 |
| 180 LIFE SCIENCES CORP | *W EXP 11/07/202 | 68236V112 |  | 27564 | 436146 | SH |  | DFND |  | 436146 | 0 | 0 |
| 1LIFE HEALTHCARE INC | COM | 68269G107 | BBG0026ZDDR9 | 33543119 | 2007368 | SH |  | DFND |  | 2007368 | 0 | 0 |
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 |  | 11248152 | 11608000 | PRN |  | DFND |  | 11608000 | 0 | 0 |
| 26 CAPITAL ACQUISITION CORP | *W EXP 12/31/202 | 90138P118 |  | 28000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 |  | 6238113 | 9575000 | PRN |  | DFND |  | 9575000 | 0 | 0 |
| 7 ACQUISITION CORPORATION | *W EXP 11/05/202 | G80694113 |  | 16449 | 173330 | SH |  | DFND |  | 173330 | 0 | 0 |
| 7 ACQUISITION CORPORATION | SHS CL A | G80694105 | BBG0133MKD90 | 3570598 | 346660 | SH |  | DFND |  | 346660 | 0 | 0 |
| 7GC  CO HOLDINGS INC | *W EXP 12/28/202 | 81786A115 |  | 7000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 |  | 6725181 | 7350000 | PRN |  | DFND |  | 7350000 | 0 | 0 |
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 |  | 8290000 | 10000000 | PRN |  | DFND |  | 10000000 | 0 | 0 |
| A SPAC I ACQUISITION CORP | *W EXP 05/21/202 | G0542S130 |  | 1125 | 112496 | SH |  | DFND |  | 112496 | 0 | 0 |
| A SPAC I ACQUISITION CORP | CLASS A ORD SHS | G0542S106 | BBG011YN5DF8 | 1513619 | 148394 | SH |  | DFND |  | 148394 | 0 | 0 |
| A SPAC I ACQUISITION CORP | RIGHT 12/09/2026 | G0542S114 | BBG01635TZM7 | 12749 | 149994 | SH |  | DFND |  | 149994 | 0 | 0 |
| A SPAC II ACQUISITION CORP | *W EXP 10/15/202 | G0543H117 |  | 9031 | 212498 | SH |  | DFND |  | 212498 | 0 | 0 |
| A SPAC II ACQUISITION CORP | ORD SHS CL A | G0543H109 | BBG016DX8D38 | 4347719 | 424997 | SH |  | DFND |  | 424997 | 0 | 0 |
| A SPAC II ACQUISITION CORP | RIGHT 10/15/2026 | G0543H133 | BBG017TG8NV3 | 25500 | 424997 | SH |  | DFND |  | 424997 | 0 | 0 |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 | BBG00Z3YMTS6 | 1511482 | 149800 | SH |  | DFND |  | 149800 | 0 | 0 |
| ABRDN GLOBAL DYNAMIC DIVIDEN | COM | 00302M106 | BBG001SMLZ16 | 107910 | 11407 | SH |  | DFND |  | 11407 | 0 | 0 |
| ABRDN TOTAL DYNAMIC DIVIDEND | COM SH BEN INT | 00326L100 | BBG001SS0YX4 | 863671 | 110727 | SH |  | DFND |  | 110727 | 0 | 0 |
| ABRI SPAC I INC | COMMON STOCK | 00085X105 | BBG011VF2MP0 | 517500 | 50000 | SH |  | DFND |  | 50000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | *W EXP 03/01/202 | 00438Y115 |  | 4207 | 224999 | SH |  | DFND |  | 224999 | 0 | 0 |
| ACCRETION ACQUISITION CORP | COM | 00438Y107 | BBG01282H7Y0 | 2056945 | 204062 | SH |  | DFND |  | 204062 | 0 | 0 |
| ACCRETION ACQUISITION CORP | RIGHT 03/01/2028 | 00438Y123 | BBG012G23PV9 | 32580 | 449997 | SH |  | DFND |  | 449997 | 0 | 0 |
| ACHARI VENTURES HLDGS CORP I | *W EXP 01/01/202 | 00444X119 |  | 5000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| ACHARI VENTURES HLDGS CORP I | COM | 00444X101 | BBG01223ZV80 | 1022000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| ACRI CAPITAL ACQUISITION COR | *W EXP 02/01/202 | 00501A119 |  | 4200 | 119998 | SH |  | DFND |  | 119998 | 0 | 0 |
| ACRI CAPITAL ACQUISITION COR | COM CL A | 00501A101 | BBG0160DYTH7 | 2457580 | 239998 | SH |  | DFND |  | 239998 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | *W EXP 03/30/202 | 005029111 |  | 33879 | 282327 | SH |  | DFND |  | 282327 | 0 | 0 |
| ACROPOLIS INFRASTRUCTURE ACQ | CL A | 005029103 | BBG00ZTH7620 | 7999729 | 807238 | SH |  | DFND |  | 807238 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 | BBG001S6C009 | 55202557 | 722074 | SH |  | DFND |  | 722074 | 0 | 0 |
| ADAM NAT RES FD INC | COM | 00548F105 | BBG001S5V3Q6 | 354686 | 16270 | SH |  | DFND |  | 16270 | 0 | 0 |
| ADAMS DIVERSIFIED EQUITY FD | COM | 006212104 | BBG001S5NDV7 | 1843730 | 126804 | SH |  | DFND |  | 126804 | 0 | 0 |
| ADARA ACQUISITION CORP | COM CL A | 00653H102 | BBG00YB0X2S1 | 163267 | 16038 | SH |  | DFND |  | 16038 | 0 | 0 |
| ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 |  | 3960 | 65999 | SH |  | DFND |  | 65999 | 0 | 0 |
| AEQUI ACQUISITION CORP | *W EXP 11/30/202 | 00775W110 |  | 4013 | 143333 | SH |  | DFND |  | 143333 | 0 | 0 |
| AEROJET ROCKETDYNE HLDGS INC | COM | 007800105 | BBG001S5RRJ6 | 11006521 | 196791 | SH |  | DFND |  | 196791 | 0 | 0 |
| AESTHER HEALTHCARE ACQSTN CO | *W EXP 09/14/202 | 00809L114 |  | 7500 | 49997 | SH |  | DFND |  | 49997 | 0 | 0 |
| AESTHER HEALTHCARE ACQSTN CO | CLASS A COM | 00809L106 | BBG011WXCRT4 | 430009 | 41347 | SH |  | DFND |  | 41347 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | *W EXP 12/21/202 | 00809J119 |  | 1757 | 532467 | SH |  | DFND |  | 532467 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | CLASS A COM | 00809J101 | BBG011XNZVY5 | 5036552 | 496212 | SH |  | DFND |  | 496212 | 0 | 0 |
| AFRICAN GOLD ACQUISITION COR | SHS CL A | G0112R108 | BBG00YTSDC56 | 2749338 | 273566 | SH |  | DFND |  | 273566 | 0 | 0 |
| AFTERNEXT HEALTHTECH ACQUISI | *W EXP 99/99/999 | G01109126 |  | 9412 | 125497 | SH |  | DFND |  | 125497 | 0 | 0 |
| AFTERNEXT HEALTHTECH ACQUISI | SHS CL A | G01109100 | BBG011VF2KG4 | 1878730 | 187498 | SH |  | DFND |  | 187498 | 0 | 0 |
| AGILE GROWTH CORP | *W EXP 03/09/202 | G01202111 |  | 168 | 16666 | SH |  | DFND |  | 16666 | 0 | 0 |
| AGILE GROWTH CORP | CLASS A ORD | G01202103 | BBG00Z4HL239 | 1047836 | 103849 | SH |  | DFND |  | 103849 | 0 | 0 |
| AHREN ACQUISITION CORP | *W EXP 12/09/202 | G01322125 |  | 20931 | 261634 | SH |  | DFND |  | 261634 | 0 | 0 |
| AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 | BBG013RSG2S9 | 5350531 | 519469 | SH |  | DFND |  | 519469 | 0 | 0 |
| AIB ACQUISITION CORPORATION | CLASS A ORD | G0R45S109 | BBG0139TC3N4 | 3567508 | 348730 | SH |  | DFND |  | 348730 | 0 | 0 |
| AIB ACQUISITION CORPORATION | RIGHT 10/31/2028 | G0R45S117 | BBG014XFN077 | 17415 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| AIMFINITY INVESTMENT CORP I | *W EXP 04/21/202 | G0135E126 |  | 14839 | 493000 | SH |  | DFND |  | 493000 | 0 | 0 |
| AIMFINITY INVESTMENT CORP I | UNIT 04/21/2027 | G0135E142 | BBG0185KYXC8 | 4949720 | 493000 | SH |  | DFND |  | 493000 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 24098822 | 29193000 | PRN |  | DFND |  | 29193000 | 0 | 0 |
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | BBG009KG1741 | 14942942 | 720489 | SH |  | DFND |  | 720489 | 0 | 0 |
| ALLIANCEBERNSTEIN NATL MUN I | COM | 01864U106 | BBG001SK6452 | 1025720 | 97874 | SH |  | DFND |  | 97874 | 0 | 0 |
| ALPHA HEALTHCARE ACQU CORP I | *W EXP 04/01/202 | 02073F112 |  | 18731 | 112500 | SH |  | DFND |  | 112500 | 0 | 0 |
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | BBG00ZL676P7 | 3838735 | 387751 | SH |  | DFND |  | 387751 | 0 | 0 |
| ALPHA PARTNERS TECH MERGR CO | *W EXP 03/31/202 | G63290103 |  | 5500 | 124999 | SH |  | DFND |  | 124999 | 0 | 0 |
| ALPHA PARTNERS TECH MERGR CO | CLASS A ORD SHS | G63290111 | BBG00ZKFDJ64 | 3065220 | 304997 | SH |  | DFND |  | 304997 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | *W EXP 12/13/202 | G0230C116 |  | 3300 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | ORDINARY SHARES | G0230C108 | BBG014KF2P51 | 2469254 | 240668 | SH |  | DFND |  | 240668 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | RIGHT 05/30/2023 | G0230C132 | BBG014KDN842 | 24300 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | UNIT 06/19/2024 | G0283A124 | BBG01BFBC312 | 3535000 | 350000 | SH |  | DFND |  | 350000 | 0 | 0 |
| ALPINE ACQUISITION CORPORATI | *W EXP 05/01/202 | 02083L117 |  | 3750 | 37499 | SH |  | DFND |  | 37499 | 0 | 0 |
| ALPINE ACQUISITION CORPORATI | COM | 02083L109 | BBG011WZ1WC8 | 782979 | 74998 | SH |  | DFND |  | 74998 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CO | *W EXP 01/31/202 | 02115M117 |  | 14337 | 184996 | SH |  | DFND |  | 184996 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CO | CLASS A COM | 02115M109 | BBG01699JWS5 | 6134134 | 612189 | SH |  | DFND |  | 612189 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CO | RIGHT 01/31/2027 | 02115M125 | BBG01699N4C9 | 55499 | 369992 | SH |  | DFND |  | 369992 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 |  | 5199 | 148542 | SH |  | DFND |  | 148542 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | CLASS A ORD | G0231L107 | BBG013CW3QK5 | 2342420 | 228752 | SH |  | DFND |  | 228752 | 0 | 0 |
| ALTC ACQUISITION CORP | COM CL A | 02156V109 | BBG0112CBMQ8 | 10295105 | 1037813 | SH |  | DFND |  | 1037813 | 0 | 0 |
| ALTENERGY ACQUISITION CORP | *W EXP 10/29/202 | 02157M116 |  | 15341 | 148946 | SH |  | DFND |  | 148946 | 0 | 0 |
| ALTENERGY ACQUISITION CORP | COM CL A | 02157M108 | BBG0136JW5C4 | 4070435 | 397892 | SH |  | DFND |  | 397892 | 0 | 0 |
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 |  | 2667000 | 3175000 | PRN |  | DFND |  | 3175000 | 0 | 0 |
| ALTIMAR ACQUISITION CORP III | SHS CL A | G0370U108 | BBG00Z4H63H9 | 587282 | 58320 | SH |  | DFND |  | 58320 | 0 | 0 |
| ALTITUDE ACQUISITION CORP | *W EXP 11/30/202 | 02156Y111 |  | 5535 | 135000 | SH |  | DFND |  | 135000 | 0 | 0 |
| ALTRA INDL MOTION CORP | COM | 02208R106 | BBG001SRNL96 | 30090578 | 503608 | SH |  | DFND |  | 503608 | 0 | 0 |
| ALVOTECH | *W EXP 06/15/202 | L01800116 |  | 10596 | 11394 | SH |  | DFND |  | 11394 | 0 | 0 |
| AMCI ACQUISITION CORP II | *W EXP 08/06/202 | 00166R118 |  | 36180 | 150750 | SH |  | DFND |  | 150750 | 0 | 0 |
| AMCI ACQUISITION CORP II | CLASS A COM | 00166R100 | BBG00ZCX6BL2 | 2989010 | 299500 | SH |  | DFND |  | 299500 | 0 | 0 |
| AMERICAN ACQUISITION OPPT IN | *W EXP 05/28/202 | 02369M110 |  | 2060 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| AMERICAN ACQUISITION OPPT IN | CLASS A COM | 02369M102 | BBG00Z69M9M8 | 1498500 | 149850 | SH |  | DFND |  | 149850 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 |  | 22402086 | 21154000 | PRN |  | DFND |  | 21154000 | 0 | 0 |
| AMPRIUS TECHNOLOGIES INC | *W EXP 09/14/202 | 03214Q116 |  | 151129 | 520956 | SH |  | DFND |  | 520956 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | *W EXP 99/99/999 | G26735129 |  | 18830 | 267473 | SH |  | DFND |  | 267473 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | CL A ORD SHS | G26735103 | BBG0112J4TT3 | 5523317 | 534946 | SH |  | DFND |  | 534946 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | *W EXP 11/01/202 | G03959114 |  | 32367 | 359631 | SH |  | DFND |  | 359631 | 0 | 0 |
| ANTHEMIS DIGITAL ACQUISITION | CLASS A ORD | G03959106 | BBG013B5VPG1 | 4930751 | 480580 | SH |  | DFND |  | 480580 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 |  | 3169 | 83398 | SH |  | DFND |  | 83398 | 0 | 0 |
| ANZU SPECIAL ACQUISITIN CORP | COM CL A | 03737A101 | BBG00Z6RQKZ5 | 4941435 | 489251 | SH |  | DFND |  | 489251 | 0 | 0 |
| AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 |  | 10514 | 131419 | SH |  | DFND |  | 131419 | 0 | 0 |
| AP ACQUISITION CORP | CL A ORD SHS | G04058106 | BBG013VVS9H1 | 2715117 | 262838 | SH |  | DFND |  | 262838 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | *W EXP 04/02/202 | 03752A119 |  | 24619 | 164129 | SH |  | DFND |  | 164129 | 0 | 0 |
| APEIRON CAPITAL INVEST CORP | CL A COM | 03752A101 | BBG011RTZGR0 | 933732 | 91007 | SH |  | DFND |  | 91007 | 0 | 0 |
| APOLLO SR FLOATING RATE FD I | COM | 037636107 | BBG001TCQ4W7 | 353097 | 28614 | SH |  | DFND |  | 28614 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | BBG00YVV15C6 | 6837738 | 682409 | SH |  | DFND |  | 682409 | 0 | 0 |
| APOLLO TACTICAL INCOME FD IN | COM | 037638103 | BBG003NQ4BY4 | 181727 | 14994 | SH |  | DFND |  | 14994 | 0 | 0 |
| APX ACQUISITION CORP I | *W EXP 11/30/202 | G0440J125 |  | 2970 | 148488 | SH |  | DFND |  | 148488 | 0 | 0 |
| APX ACQUISITION CORP I | CLASS A ORD SHS | G0440J109 | BBG0145K9GT4 | 3032125 | 296976 | SH |  | DFND |  | 296976 | 0 | 0 |
| AQUARON ACQUISITION CORP | COMMON STOCK | 03842W105 | BBG017T7VX45 | 1503000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| AQUARON ACQUISITION CORP | RIGHT 07/15/2026 | 03842W113 | BBG01B2TXTR9 | 33000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| ARBOR RAPHA CAP BIOHLDS CORP | *W EXP 10/31/202 | 03881F112 |  | 4692 | 115848 | SH |  | DFND |  | 115848 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | *W EXP 99/99/999 | G0477L126 |  | 793 | 18749 | SH |  | DFND |  | 18749 | 0 | 0 |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 |  | 6994 | 14999 | SH |  | DFND |  | 14999 | 0 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 | BBG00YZC2ZB8 | 4011223 | 398334 | SH |  | DFND |  | 398334 | 0 | 0 |
| ARES DYNAMIC CR ALLOCATION F | COM | 04014F102 | BBG001V0WD35 | 365050 | 31497 | SH |  | DFND |  | 31497 | 0 | 0 |
| ARIES I ACQUISITION CORP | *W EXP 03/18/202 | G0542N123 |  | 4860 | 90505 | SH |  | DFND |  | 90505 | 0 | 0 |
| ARMADA ACQUISITION CORP I | *W EXP 08/13/202 | 04208V111 |  | 4286 | 138250 | SH |  | DFND |  | 138250 | 0 | 0 |
| ARMADA ACQUISITION CORP I | COM | 04208V103 | BBG011XR7315 | 2801583 | 274665 | SH |  | DFND |  | 274665 | 0 | 0 |
| AROGO CAPITAL ACQUISITION CO | *W EXP 03/23/202 | 042644112 |  | 23209 | 309459 | SH |  | DFND |  | 309459 | 0 | 0 |
| AROGO CAPITAL ACQUISITION CO | CLASS A COM | 042644104 | BBG012F71TN2 | 2772844 | 273456 | SH |  | DFND |  | 273456 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 |  | 31952520 | 31280000 | PRN |  | DFND |  | 31280000 | 0 | 0 |
| ARROWROOT ACQUISITION CORP | *W EXP 03/02/202 | 04282M110 |  | 305 | 61000 | SH |  | DFND |  | 61000 | 0 | 0 |
| ARROWROOT ACQUISITION CORP | CL A COM | 04282M102 | BBG00Z9115H9 | 7630975 | 759301 | SH |  | DFND |  | 759301 | 0 | 0 |
| ARTEMIS STRATEGIC INVT CORP | *W EXP 09/30/202 | 04303A111 |  | 33800 | 249999 | SH |  | DFND |  | 249999 | 0 | 0 |
| ARTEMIS STRATEGIC INVT CORP | COM CL A | 04303A103 | BBG0112H7JL4 | 4667809 | 455396 | SH |  | DFND |  | 455396 | 0 | 0 |
| ARYA SCIENCES ACQU CORP IV | CL A | G31659108 | BBG00Z73NNM8 | 363600 | 36000 | SH |  | DFND |  | 36000 | 0 | 0 |
| ARYA SCIENCES ACQUISITN CORP | CLASS A ORD SHS | G31658100 | BBG011LN0WM7 | 492993 | 49250 | SH |  | DFND |  | 49250 | 0 | 0 |
| ASCENDANT DIGITAL ACQ CORP I | CL A COM | G05157105 | BBG0112C92C0 | 2211235 | 214267 | SH |  | DFND |  | 214267 | 0 | 0 |
| ATHENA CONSUMER ACQ CORP | *W EXP 07/31/202 | 04684M114 |  | 19275 | 165733 | SH |  | DFND |  | 165733 | 0 | 0 |
| ATHENA CONSUMER ACQ CORP | CL A | 04684M106 | BBG011Y74LG5 | 2048576 | 197930 | SH |  | DFND |  | 197930 | 0 | 0 |
| ATHENA TECHNOLOGY ACQ CORP I | *W EXP 10/17/202 | 04687C113 |  | 34906 | 877029 | SH |  | DFND |  | 877029 | 0 | 0 |
| ATHENA TECHNOLOGY ACQ CORP I | CL A COM | 04687C105 | BBG014106TB6 | 8879959 | 883578 | SH |  | DFND |  | 883578 | 0 | 0 |
| ATLANTIC COASTAL ACQUISTN CO | *W EXP 03/02/202 | 048453112 |  | 14817 | 296331 | SH |  | DFND |  | 296331 | 0 | 0 |
| ATLANTIC COASTAL ACQUISTN CO | CLASS A COM | 048453104 | BBG00Z9FJVV6 | 5447914 | 543704 | SH |  | DFND |  | 543704 | 0 | 0 |
| ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 |  | 43875 | 674999 | SH |  | DFND |  | 674999 | 0 | 0 |
| ATLANTIC COASTAL AQSTN CORP | CLASS A COM | 04845A108 | BBG013X0S889 | 9851030 | 966735 | SH |  | DFND |  | 966735 | 0 | 0 |
| ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | BBG001SM7BG9 | 25048397 | 248496 | SH |  | DFND |  | 248496 | 0 | 0 |
| ATLAS CORP | SHARES | Y0436Q109 | BBG00R1VTZS1 | 19360783 | 1262111 | SH |  | DFND |  | 1262111 | 0 | 0 |
| AULT DISRUPTIVE TECHS CORP | COM | 05150A104 | BBG013DRDYD5 | 2041471 | 198780 | SH |  | DFND |  | 198780 | 0 | 0 |
| AURA FAT PROJS ACQUISITION C | *W EXP 03/31/202 | G06362126 |  | 22494 | 690000 | SH |  | DFND |  | 690000 | 0 | 0 |
| AURA FAT PROJS ACQUISITION C | CLASS A ORD | G06362100 | BBG016B1Y3V2 | 7113900 | 690000 | SH |  | DFND |  | 690000 | 0 | 0 |
| AURORA ACQUISITION CORP | *W EXP 03/02/202 | G0698L129 |  | 188 | 12500 | SH |  | DFND |  | 12500 | 0 | 0 |
| AURORA ACQUISITION CORP | CLASS A ORD SHS | G0698L103 | BBG0103VG6P8 | 548079 | 54319 | SH |  | DFND |  | 54319 | 0 | 0 |
| AURORA TECHNOLOGY ACQUISITIO | *W EXP 01/27/202 | G06984127 |  | 21605 | 977600 | SH |  | DFND |  | 977600 | 0 | 0 |
| AURORA TECHNOLOGY ACQUISITIO | CLASS A ORD SHS | G06984119 | BBG0165YKZJ5 | 8977848 | 877600 | SH |  | DFND |  | 877600 | 0 | 0 |
| AURORA TECHNOLOGY ACQUISITIO | RIGHT 01/27/2027 | G06984135 | BBG0165YQJG8 | 127088 | 977600 | SH |  | DFND |  | 977600 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | *W EXP 01/20/202 | G06607124 |  | 233 | 66500 | SH |  | DFND |  | 66500 | 0 | 0 |
| AVALON ACQUISITION INC | *W EXP 12/31/202 | 05338E119 |  | 12187 | 187493 | SH |  | DFND |  | 187493 | 0 | 0 |
| AVALON ACQUISITION INC | CLASS A COM | 05338E101 | BBG00ZN8XNP5 | 5140949 | 501556 | SH |  | DFND |  | 501556 | 0 | 0 |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 |  | 314500 | 7400000 | PRN |  | DFND |  | 7400000 | 0 | 0 |
| AVEO PHARMACEUTICALS INC | COM NEW | 053588307 | BBG001T6BKQ7 | 8883963 | 594245 | SH |  | DFND |  | 594245 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | *W EXP 99/99/999 | G0703K116 |  | 10500 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | CL A ORD SHS | G0703K108 | BBG01699GNL5 | 2031036 | 197188 | SH |  | DFND |  | 197188 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | RIGHT 99/99/9999 | G0703K124 | BBG01699HZH2 | 30780 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| AXONPRIME INFRSTCTR AQSTN CO | *W EXP 05/31/202 | 05467C116 |  | 6737 | 167165 | SH |  | DFND |  | 167165 | 0 | 0 |
| AXONPRIME INFRSTCTR AQSTN CO | CLASS A COM | 05467C108 | BBG011QPW6L0 | 2418920 | 244830 | SH |  | DFND |  | 244830 | 0 | 0 |
| B RILEY PRIN 250 MERGER CORP | *W EXP 04/01/202 | 05602L112 |  | 6443 | 214059 | SH |  | DFND |  | 214059 | 0 | 0 |
| B RILEY PRIN 250 MERGER CORP | CLASS A COM | 05602L104 | BBG00ZLH0JJ9 | 1999105 | 200512 | SH |  | DFND |  | 200512 | 0 | 0 |
| BANCROFT FD LTD | COM | 059695106 | BBG001S5P2V9 | 341474 | 20847 | SH |  | DFND |  | 20847 | 0 | 0 |
| BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 |  | 13297970 | 17525000 | PRN |  | DFND |  | 17525000 | 0 | 0 |
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 |  | 2780360 | 4400000 | PRN |  | DFND |  | 4400000 | 0 | 0 |
| BANNER ACQUISITION CORP | *W EXP 09/07/202 | 06654K119 |  | 749 | 49635 | SH |  | DFND |  | 49635 | 0 | 0 |
| BANNER ACQUISITION CORP | CLASS A COM | 06654K101 | BBG011V6GG69 | 1506658 | 149470 | SH |  | DFND |  | 149470 | 0 | 0 |
| BANNIX ACQUISITION CORP | *W EXP 07/31/202 | 066644113 |  | 1625 | 65000 | SH |  | DFND |  | 65000 | 0 | 0 |
| BANNIX ACQUISITION CORP | COM | 066644105 | BBG00ZDRD4L2 | 268030 | 26355 | SH |  | DFND |  | 26355 | 0 | 0 |
| BANNIX ACQUISITION CORP | RIGHT 07/31/2026 | 066644121 | BBG011VMS2Z0 | 5525 | 65000 | SH |  | DFND |  | 65000 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | *W EXP 09/30/202 | 06690B115 |  | 13437 | 537496 | SH |  | DFND |  | 537496 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | CL A COM | 06690B107 | BBG0124VV2Q4 | 9341936 | 914979 | SH |  | DFND |  | 914979 | 0 | 0 |
| BARINGS GLOBAL SHORT DURATIO | COM | 06760L100 | BBG0034WH517 | 427772 | 33736 | SH |  | DFND |  | 33736 | 0 | 0 |
| BARK INC | *W EXP 05/01/202 | 68622E112 |  | 25972 | 173027 | SH |  | DFND |  | 173027 | 0 | 0 |
| BATTERY FUTURE ACQUISITION C | *W EXP 99/99/999 | G0888J124 |  | 35855 | 565829 | SH |  | DFND |  | 565829 | 0 | 0 |
| BATTERY FUTURE ACQUISITION C | CL A ORD SHS | G0888J108 | BBG013YSH5G6 | 10593628 | 1031512 | SH |  | DFND |  | 1031512 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | *W EXP 99/99/999 | 07402Q119 |  | 17593 | 219912 | SH |  | DFND |  | 219912 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQ | CL A COM | 07402Q101 | BBG00ZLKVT42 | 5755669 | 564835 | SH |  | DFND |  | 564835 | 0 | 0 |
| BELONG ACQUISITION CORP | *W EXP 03/23/202 | 08069M110 |  | 21000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| BELONG ACQUISITION CORP | CLASS A COM | 08069M102 | BBG00ZLLWHG2 | 1265920 | 128000 | SH |  | DFND |  | 128000 | 0 | 0 |
| BERENSON ACQUISITION CORP I | *W EXP 08/01/202 | 083690115 |  | 1369 | 37499 | SH |  | DFND |  | 37499 | 0 | 0 |
| BERENSON ACQUISITION CORP I | CL A COM | 083690107 | BBG012J1SJJ9 | 3837710 | 382242 | SH |  | DFND |  | 382242 | 0 | 0 |
| BETTER WORLD ACQUISITION COR | *W EXP 11/15/202 | 08772B112 |  | 8865 | 90000 | SH |  | DFND |  | 90000 | 0 | 0 |
| BETTER WORLD ACQUISITION COR | COM | 08772B104 | BBG00XV4BRB0 | 1534060 | 146800 | SH |  | DFND |  | 146800 | 0 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 |  | 1301850 | 4950000 | PRN |  | DFND |  | 4950000 | 0 | 0 |
| BILANDER ACQUISITION CORP | *W EXP 05/19/202 | 09001T114 |  | 24627 | 136817 | SH |  | DFND |  | 136817 | 0 | 0 |
| BILANDER ACQUISITION CORP | CL A COM | 09001T106 | BBG00ZGG1089 | 2838064 | 286963 | SH |  | DFND |  | 286963 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | *W EXP 12/02/202 | G11217125 |  | 31167 | 311977 | SH |  | DFND |  | 311977 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | CLASS A ORD SHS | G11217117 | BBG011WZRG71 | 6414247 | 623954 | SH |  | DFND |  | 623954 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | *W EXP 11/30/202 | G1125A116 |  | 1693 | 26499 | SH |  | DFND |  | 26499 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 | BBG00ZCQKFN0 | 3546595 | 351148 | SH |  | DFND |  | 351148 | 0 | 0 |
| BITE ACQUISITION CORP | *W EXP 02/12/203 | 09175K113 |  | 4910 | 81833 | SH |  | DFND |  | 81833 | 0 | 0 |
| BITE ACQUISITION CORP | COMMON STOCK | 09175K105 | BBG00Z1JNXW6 | 498455 | 49499 | SH |  | DFND |  | 49499 | 0 | 0 |
| BLACK KNIGHT INC | COM | 09215C105 | BBG00GX77ML3 | 40124054 | 658419 | SH |  | DFND |  | 658419 | 0 | 0 |
| BLACK MOUNTAIN ACQ CORP | *W EXP 10/15/202 | 09216A116 |  | 15827 | 431244 | SH |  | DFND |  | 431244 | 0 | 0 |
| BLACK MOUNTAIN ACQ CORP | CL A COM | 09216A108 | BBG012JCKW59 | 2051822 | 201159 | SH |  | DFND |  | 201159 | 0 | 0 |
| BLACK SPADE ACQUISITION CO | *W EXP 07/16/202 | G11537118 |  | 6250 | 125000 | SH |  | DFND |  | 125000 | 0 | 0 |
| BLACK SPADE ACQUISITION CO | SHS CL A | G11537100 | BBG011N5B5W0 | 2162300 | 216014 | SH |  | DFND |  | 216014 | 0 | 0 |
| BLACKROCK CALIF MUN INCOME T | SH BEN INT | 09248E102 | BBG001S5WLM9 | 568250 | 52470 | SH |  | DFND |  | 52470 | 0 | 0 |
| BLACKROCK CR ALLOCATION INCO | COM | 092508100 | BBG001SS72L0 | 937603 | 92832 | SH |  | DFND |  | 92832 | 0 | 0 |
| BLACKROCK DEBT STRATEGIES FD | COM NEW | 09255R202 | BBG001S9L8L3 | 912447 | 99179 | SH |  | DFND |  | 99179 | 0 | 0 |
| BLACKROCK ENERGY  RES TR | COM | 09250U101 | BBG001SMMW12 | 716516 | 57184 | SH |  | DFND |  | 57184 | 0 | 0 |
| BLACKROCK ENHANCED GLOBAL DI | COM | 092501105 | BBG001SB82H1 | 840152 | 87882 | SH |  | DFND |  | 87882 | 0 | 0 |
| BLACKROCK ENHANCED INTL DIV | COM BENE INTER | 092524107 | BBG001SSV2L3 | 355978 | 70912 | SH |  | DFND |  | 70912 | 0 | 0 |
| BLACKROCK FLOATING RATE INC | COM | 091941104 | BBG001SCPXR1 | 279419 | 25541 | SH |  | DFND |  | 25541 | 0 | 0 |
| BLACKROCK FLOATING RATE INCO | COM | 09255X100 | BBG001SBM043 | 316935 | 28147 | SH |  | DFND |  | 28147 | 0 | 0 |
| BLACKROCK MUN INCOME QUALITY | COM | 092479104 | BBG001S99KD9 | 443694 | 39092 | SH |  | DFND |  | 39092 | 0 | 0 |
| BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | BBG001SFL2F9 | 1419164 | 141070 | SH |  | DFND |  | 141070 | 0 | 0 |
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | BBG003BPM0W5 | 258886 | 12160 | SH |  | DFND |  | 12160 | 0 | 0 |
| BLACKROCK MUNI INCOME TR II | COM | 09249N101 | BBG001SKZFD6 | 1520318 | 147175 | SH |  | DFND |  | 147175 | 0 | 0 |
| BLACKROCK MUNIASSETS FD INC | COM | 09254J102 | BBG001S7DTL0 | 519933 | 48053 | SH |  | DFND |  | 48053 | 0 | 0 |
| BLACKROCK MUNICIPAL INCOME | COM | 09253X102 | BBG001SLPP25 | 1599490 | 141173 | SH |  | DFND |  | 141173 | 0 | 0 |
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | BBG001S5PKX7 | 455597 | 41156 | SH |  | DFND |  | 41156 | 0 | 0 |
| BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | BBG001SB8M69 | 935001 | 91042 | SH |  | DFND |  | 91042 | 0 | 0 |
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | BBG001SBLZS1 | 1599809 | 148958 | SH |  | DFND |  | 148958 | 0 | 0 |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | BBG001S66J14 | 1290166 | 106274 | SH |  | DFND |  | 106274 | 0 | 0 |
| BLACKROCK MUNIHOLDINGS QUALI | COM | 09254C107 | BBG001S99K21 | 370906 | 37277 | SH |  | DFND |  | 37277 | 0 | 0 |
| BLACKROCK MUNIVEST FD II INC | COM | 09253T101 | BBG001S792S7 | 634325 | 60701 | SH |  | DFND |  | 60701 | 0 | 0 |
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | BBG001S5TGK6 | 910361 | 129866 | SH |  | DFND |  | 129866 | 0 | 0 |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | BBG001S6FY66 | 1541659 | 148094 | SH |  | DFND |  | 148094 | 0 | 0 |
| BLACKROCK MUNIYIELD MICH QU | COM | 09254V105 | BBG001S75345 | 351642 | 31708 | SH |  | DFND |  | 31708 | 0 | 0 |
| BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | BBG001S6TRK0 | 1175402 | 119939 | SH |  | DFND |  | 119939 | 0 | 0 |
| BLACKROCK MUNIYIELD PA QLTY | COM | 09255G107 | BBG001S75363 | 290202 | 26358 | SH |  | DFND |  | 26358 | 0 | 0 |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | BBG001S742F6 | 296094 | 28972 | SH |  | DFND |  | 28972 | 0 | 0 |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254E103 | BBG001S71893 | 1252919 | 111768 | SH |  | DFND |  | 111768 | 0 | 0 |
| BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | BBG001S6Y4Q9 | 1531409 | 132018 | SH |  | DFND |  | 132018 | 0 | 0 |
| BLACKROCK N Y MUN INCOME TRU | SH BEN INT | 09248L106 | BBG001SFL1C4 | 993174 | 98627 | SH |  | DFND |  | 98627 | 0 | 0 |
| BLACKROCK RES  COMMODITIES | SHS | 09257A108 | BBG001TG5XN7 | 1115822 | 111918 | SH |  | DFND |  | 111918 | 0 | 0 |
| BLACKSTONE LONG SHORT CR INC | COM SHS BN INT | 09257D102 | BBG001TCJG67 | 631571 | 58263 | SH |  | DFND |  | 58263 | 0 | 0 |
| BLACKSTONE SENIOR FLOATNG RA | COM | 09256U105 | BBG001T6YK55 | 430787 | 34657 | SH |  | DFND |  | 34657 | 0 | 0 |
| BLACKSTONE STRATEGIC CREDIT | COM SHS BEN IN | 09257R101 | BBG002W5R801 | 711103 | 67212 | SH |  | DFND |  | 67212 | 0 | 0 |
| BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 |  | 2097 | 173305 | SH |  | DFND |  | 173305 | 0 | 0 |
| BLEUACACIA LTD | CLASS A ORD SHS | G11728105 | BBG011K5CDK8 | 3203884 | 319112 | SH |  | DFND |  | 319112 | 0 | 0 |
| BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | BBG014FP7C86 | 34696 | 346610 | SH |  | DFND |  | 346610 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 |  | 11913 | 198552 | SH |  | DFND |  | 198552 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 | BBG012D9HKS7 | 6658721 | 647106 | SH |  | DFND |  | 647106 | 0 | 0 |
| BLOCKCHAIN MOON ACQUISITN CO | *W EXP 10/14/202 | 09370F125 |  | 1800 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| BLOCKCHAIN MOON ACQUISITN CO | COM | 09370F109 | BBG012Q928P9 | 1845358 | 181095 | SH |  | DFND |  | 181095 | 0 | 0 |
| BLOCKCHAIN MOON ACQUISITN CO | RIGHT 10/14/2026 | 09370F117 | BBG013BWHQ21 | 3510 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | *W EXP 12/02/202 | G1330L121 |  | 20159 | 268786 | SH |  | DFND |  | 268786 | 0 | 0 |
| BLUE OCEAN ACQUISITION CORP | CLASS A ORD SHS | G1330L105 | BBG014RKXDS1 | 5056115 | 491840 | SH |  | DFND |  | 491840 | 0 | 0 |
| BLUE SAFARI GRP ACQUISITN CO | CLASS A ORD SHS | G1195R106 | BBG011FRCYC9 | 1047046 | 100100 | SH |  | DFND |  | 100100 | 0 | 0 |
| BLUE SAFARI GRP ACQUISITN CO | RIGHT 09/24/2026 | G1195R130 | BBG011Y7QRL2 | 11792 | 100100 | SH |  | DFND |  | 100100 | 0 | 0 |
| BLUE WHALE ACQUISITION CORP | *W EXP 07/30/202 | G1330M129 |  | 5301 | 74351 | SH |  | DFND |  | 74351 | 0 | 0 |
| BLUE WHALE ACQUISITION CORP | CLASS A ORD SHS | G1330M103 | BBG011RWNMX6 | 4656075 | 475595 | SH |  | DFND |  | 475595 | 0 | 0 |
| BLUE WORLD ACQUISITION CORP | *W EXP 01/10/202 | G1263E136 |  | 3250 | 162499 | SH |  | DFND |  | 162499 | 0 | 0 |
| BLUE WORLD ACQUISITION CORP | CLASS A ORD SHS | G1263E102 | BBG01412JQH8 | 3262970 | 319899 | SH |  | DFND |  | 319899 | 0 | 0 |
| BLUE WORLD ACQUISITION CORP | RIGHT 08/29/2029 | G1263E110 | BBG0161FH2J7 | 26000 | 324999 | SH |  | DFND |  | 324999 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 |  | 250 | 16666 | SH |  | DFND |  | 16666 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | BBG00YZF46R6 | 822115 | 81559 | SH |  | DFND |  | 81559 | 0 | 0 |
| BLUESCAPE OPPORTUNITIES ACQU | *W EXP 10/28/202 | G1195N113 |  | 10400 | 65000 | SH |  | DFND |  | 65000 | 0 | 0 |
| BNY MELLON MUN INCOME INC | COM | 05589T104 | BBG001S5NWL6 | 770706 | 123116 | SH |  | DFND |  | 123116 | 0 | 0 |
| BNY MELLON STRATEGIC MUN BD | COM | 09662E109 | BBG001S6D1L3 | 729355 | 126186 | SH |  | DFND |  | 126186 | 0 | 0 |
| BNY MELLON STRATEGIC MUNS IN | COM | 05588W108 | BBG001S5SRS5 | 884471 | 144758 | SH |  | DFND |  | 144758 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 | BBG001S89N72 | 13555357 | 6809 | SH |  | DFND |  | 6809 | 0 | 0 |
| BREEZE HOLDINGS ACQUISITN CO | *W EXP 05/25/202 | 106762115 |  | 6380 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| BREEZE HOLDINGS ACQUISITN CO | RIGHT 05/23/2022 | 106762123 | BBG00YMWBQG3 | 13020 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 6881388 | 18020000 | PRN |  | DFND |  | 18020000 | 0 | 0 |
| BRIDGETOWN HOLDINGS LTD | *W EXP 09/30/202 | G1355U121 |  | 4600 | 40000 | SH |  | DFND |  | 40000 | 0 | 0 |
| BROAD CAPITAL ACQUISITION CO | COM | 11125B102 | BBG012BF1XS4 | 2032738 | 198898 | SH |  | DFND |  | 198898 | 0 | 0 |
| BROAD CAPITAL ACQUISITION CO | RIGHT 01/10/2027 | 11125B110 | BBG012BF4B90 | 23506 | 235055 | SH |  | DFND |  | 235055 | 0 | 0 |
| BROADMARK RLTY CAP INC | *W EXP 11/15/202 | 11135B118 |  | 1583 | 1319397 | SH |  | DFND |  | 1319397 | 0 | 0 |
| BROOGE ENERGY LTD | *W EXP 12/20/202 | G1611B115 |  | 71867 | 359337 | SH |  | DFND |  | 359337 | 0 | 0 |
| BUILD ACQUISITION CORP | COM CLASS A | 12008J105 | BBG010HFCH05 | 2397205 | 239242 | SH |  | DFND |  | 239242 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | *W EXP 12/03/202 | G1792A118 |  | 6939 | 346951 | SH |  | DFND |  | 346951 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 | BBG013KTYMM6 | 5255608 | 513243 | SH |  | DFND |  | 513243 | 0 | 0 |
| BURTECH ACQUISITION CORP | *W EXP 12/18/202 | 123013112 |  | 7427 | 1217571 | SH |  | DFND |  | 1217571 | 0 | 0 |
| BURTECH ACQUISITION CORP | CLASS A COM | 123013104 | BBG0127JV7T4 | 7471085 | 735343 | SH |  | DFND |  | 735343 | 0 | 0 |
| BYNORDIC ACQUISITION CORP | *W EXP 07/01/202 | 124420118 |  | 4250 | 212497 | SH |  | DFND |  | 212497 | 0 | 0 |
| BYNORDIC ACQUISITION CORP | CLASS A COM | 124420100 | BBG011XR7422 | 4326459 | 424996 | SH |  | DFND |  | 424996 | 0 | 0 |
| BYTE ACQUISITION CORP | *W EXP 03/18/202 | G1R25Q113 |  | 6000 | 75000 | SH |  | DFND |  | 75000 | 0 | 0 |
| BYTE ACQUISITION CORP | CLASS A ORD SHS | G1R25Q105 | BBG00ZZNS7D3 | 1007960 | 99996 | SH |  | DFND |  | 99996 | 0 | 0 |
| C5 ACQUISITION CORPORATION | *W EXP 12/31/202 | 12530D113 |  | 20727 | 690886 | SH |  | DFND |  | 690886 | 0 | 0 |
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 | BBG0156KRYN7 | 14542995 | 1427183 | SH |  | DFND |  | 1427183 | 0 | 0 |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 |  | 8583300 | 11475000 | PRN |  | DFND |  | 11475000 | 0 | 0 |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 |  | 15948338 | 20175000 | PRN |  | DFND |  | 20175000 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 |  | 988 | 98809 | SH |  | DFND |  | 98809 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | CLASS A ORD | G1745A108 | BBG011WY8GN7 | 2027561 | 197618 | SH |  | DFND |  | 197618 | 0 | 0 |
| CALAMOS GBL DYN INCOME FUND | COM | 12811L107 | BBG001SQN842 | 85514 | 15325 | SH |  | DFND |  | 15325 | 0 | 0 |
| CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 |  | 9887 | 496844 | SH |  | DFND |  | 496844 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | *W EXP 11/19/202 | G1889L126 |  | 3730 | 185574 | SH |  | DFND |  | 185574 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | CLASS A ORD SHS | G1889L100 | BBG0142498C9 | 5693359 | 551148 | SH |  | DFND |  | 551148 | 0 | 0 |
| CARDIO DIAGNOSTICS HOLDGS IN | *W EXP 12/01/202 | 14159C111 |  | 2299 | 46442 | SH |  | DFND |  | 46442 | 0 | 0 |
| CARNEY TECHNOLOGY ACQU CORP | *W EXP 11/30/202 | 143636116 |  | 13645 | 203046 | SH |  | DFND |  | 203046 | 0 | 0 |
| CARNEY TECHNOLOGY ACQU CORP | CL A COMMON STK | 143636108 | BBG00XTVXMC9 | 993239 | 96996 | SH |  | DFND |  | 96996 | 0 | 0 |
| CARTESIAN GROWTH CORP | *W EXP 02/26/202 | G19276115 |  | 23734 | 46401 | SH |  | DFND |  | 46401 | 0 | 0 |
| CARTESIAN GROWTH CORP | CL A SHS | G19276107 |  | 3616510 | 359494 | SH |  | DFND |  | 359494 | 0 | 0 |
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 |  | 56373 | 266664 | SH |  | DFND |  | 266664 | 0 | 0 |
| CARTESIAN GROWTH CORP II | CLASS A ORD | G19305112 | BBG0149BBMQ7 | 8207928 | 799993 | SH |  | DFND |  | 799993 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 |  | 21085 | 315175 | SH |  | DFND |  | 315175 | 0 | 0 |
| CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 | BBG013KBCH95 | 6273022 | 607851 | SH |  | DFND |  | 607851 | 0 | 0 |
| CASCADIA ACQUISITION CORP | *W EXP 09/30/202 | 14739D118 |  | 1590 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| CASCADIA ACQUISITION CORP | CLASS A COM | 14739D100 | BBG012G25382 | 1774421 | 175338 | SH |  | DFND |  | 175338 | 0 | 0 |
| CATALYST PARTNRS ACQUISITN C | *W EXP 05/12/202 | G19550121 |  | 136 | 79997 | SH |  | DFND |  | 79997 | 0 | 0 |
| CATALYST PARTNRS ACQUISITN C | CLASS A ORD SHS | G19550105 | BBG00ZMZ20P0 | 997718 | 98980 | SH |  | DFND |  | 98980 | 0 | 0 |
| CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 | BBG00Z2Y3HY7 | 2166626 | 214730 | SH |  | DFND |  | 214730 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 | BBG00YZ6DSL4 | 5443839 | 538994 | SH |  | DFND |  | 538994 | 0 | 0 |
| CENAQ ENERGY CORP | *W EXP 02/04/202 | 15130M110 |  | 24874 | 226125 | SH |  | DFND |  | 226125 | 0 | 0 |
| CENAQ ENERGY CORP | CLASS A ORD SHS | 15130M102 | BBG00ZHS5YR3 | 1852997 | 203626 | SH |  | DFND |  | 203626 | 0 | 0 |
| CF ACQUISITION CORP IV | *W EXP 12/31/202 | 12520T110 |  | 7700 | 99998 | SH |  | DFND |  | 99998 | 0 | 0 |
| CF ACQUISITION CORP VII | *W EXP 03/16/202 | 12521H115 |  | 4629 | 144644 | SH |  | DFND |  | 144644 | 0 | 0 |
| CF ACQUISITION CORP VII | CLASS A COM | 12521H107 | BBG00ZDR6RS2 | 6461006 | 633432 | SH |  | DFND |  | 633432 | 0 | 0 |
| CF ACQUISITION CORP VIII | *W EXP 03/31/202 | 12520C117 |  | 2100 | 75000 | SH |  | DFND |  | 75000 | 0 | 0 |
| CF ACQUISITION CORP VIII | CLASS A COM | 12520C109 | BBG00ZDRLW13 | 862156 | 82820 | SH |  | DFND |  | 82820 | 0 | 0 |
| CHAIN BRIDGE I | *W EXP 11/10/202 | G2061X110 |  | 14604 | 148563 | SH |  | DFND |  | 148563 | 0 | 0 |
| CHAIN BRIDGE I | CLASS A ORD | G2061X102 | BBG010G6RJ88 | 2201030 | 214108 | SH |  | DFND |  | 214108 | 0 | 0 |
| CHAVANT CAPITAL ACQUISITN CO | *W EXP 99/99/999 | G2058L111 |  | 14578 | 147846 | SH |  | DFND |  | 147846 | 0 | 0 |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 |  | 7408813 | 8075000 | PRN |  | DFND |  | 8075000 | 0 | 0 |
| CHEGG INC | NOTE 9/0 | 163092AF6 |  | 10462248 | 13170000 | PRN |  | DFND |  | 13170000 | 0 | 0 |
| CHENGHE ACQUISITION CO | *W EXP 04/22/202 | G2086M123 |  | 13534 | 225199 | SH |  | DFND |  | 225199 | 0 | 0 |
| CHENGHE ACQUISITION CO | CLASS A ORD | G2086M107 | BBG016M1QVF5 | 4639089 | 450397 | SH |  | DFND |  | 450397 | 0 | 0 |
| CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 |  | 1009 | 12499 | SH |  | DFND |  | 12499 | 0 | 0 |
| CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 | BBG00YRX3C30 | 4697217 | 472557 | SH |  | DFND |  | 472557 | 0 | 0 |
| CHURCHILL CAPITAL CORP VI | *W EXP 02/17/202 | 17143W119 |  | 1736 | 28937 | SH |  | DFND |  | 28937 | 0 | 0 |
| CHURCHILL CAPITAL CORP VI | COM CL A | 17143W101 | BBG00YVW7JS1 | 13125764 | 1313233 | SH |  | DFND |  | 1313233 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 |  | 1156 | 23400 | SH |  | DFND |  | 23400 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | BBG00ZKGBLC2 | 39464949 | 3958370 | SH |  | DFND |  | 3958370 | 0 | 0 |
| CIIG CAPITAL PARTNERS II INC | *W EXP 02/28/202 | 12561U117 |  | 12250 | 174998 | SH |  | DFND |  | 174998 | 0 | 0 |
| CIIG CAPITAL PARTNERS II INC | COM CL A | 12561U109 | BBG00ZMZ2NB5 | 2592479 | 254414 | SH |  | DFND |  | 254414 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS COR | *W EXP 99/99/999 | 184493112 |  | 25648 | 320595 | SH |  | DFND |  | 320595 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS COR | CLASS A COM | 184493104 | BBG013NTTJD6 | 7991039 | 791192 | SH |  | DFND |  | 791192 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS COR | RIGHT 01/01/2027 | 184493120 | BBG015H887L4 | 73737 | 641192 | SH |  | DFND |  | 641192 | 0 | 0 |
| CLIMATEROCK | *W EXP 04/25/202 | G2311X118 |  | 10500 | 199999 | SH |  | DFND |  | 199999 | 0 | 0 |
| CLIMATEROCK | CLASS A ORD | G2311X100 | BBG0161K4219 | 4097930 | 399798 | SH |  | DFND |  | 399798 | 0 | 0 |
| CLIMATEROCK | RIGHT 10/31/2028 | G2311X134 | BBG017XHT8M6 | 48000 | 399998 | SH |  | DFND |  | 399998 | 0 | 0 |
| CLOVER LEAF CAPITAL CORP | RIGHT 05/31/2028 | 18915E121 | BBG012FF6FZ6 | 24000 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| COEPTIS THERAPEUTICS HLDGS I | *W EXP 12/31/202 | 19207A116 |  | 10826 | 108261 | SH |  | DFND |  | 108261 | 0 | 0 |
| COHEN  STEERS LTD DURATION | COM | 19248C105 | BBG002YMSBV0 | 705927 | 37115 | SH |  | DFND |  | 37115 | 0 | 0 |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 |  | 8314088 | 12645000 | PRN |  | DFND |  | 12645000 | 0 | 0 |
| COLISEUM ACQUISITION CORP | *W EXP 08/22/202 | G2263T107 |  | 3797 | 86289 | SH |  | DFND |  | 86289 | 0 | 0 |
| COLISEUM ACQUISITION CORP | CLASS A ORD SHS | G2263T123 | BBG00ZWXH3J9 | 5663527 | 563535 | SH |  | DFND |  | 563535 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 |  | 10149563 | 9975000 | PRN |  | DFND |  | 9975000 | 0 | 0 |
| COLOMBIER ACQUISITION CORP | *W EXP 99/99/999 | 19533H116 |  | 14156 | 164603 | SH |  | DFND |  | 164603 | 0 | 0 |
| COLOMBIER ACQUISITION CORP | CL A | 19533H108 | BBG00ZSKDKK6 | 1095438 | 110205 | SH |  | DFND |  | 110205 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | *W EXP 99/99/999 | G2284B119 |  | 507 | 10139 | SH |  | DFND |  | 10139 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 | BBG00ZCMH2J7 | 560234 | 55634 | SH |  | DFND |  | 55634 | 0 | 0 |
| COMPASS DIGITAL ACQUISITN CO | *W EXP 09/29/202 | G2476C123 |  | 14934 | 186678 | SH |  | DFND |  | 186678 | 0 | 0 |
| COMPASS DIGITAL ACQUISITN CO | CLASS A ORD | G2476C107 | BBG012J859N6 | 1979872 | 197592 | SH |  | DFND |  | 197592 | 0 | 0 |
| COMPOSECURE INC | *W EXP 12/27/202 | 20459V113 |  | 64336 | 91909 | SH |  | DFND |  | 91909 | 0 | 0 |
| COMPUTE HEALTH ACQUISITIN CO | *W EXP 01/25/202 | 204833115 |  | 3789 | 33724 | SH |  | DFND |  | 33724 | 0 | 0 |
| CONCORD ACQUISITION CORP II | *W EXP 99/99/999 | 20607U116 |  | 28619 | 247354 | SH |  | DFND |  | 247354 | 0 | 0 |
| CONCORD ACQUISITION CORP II | COM CL A | 20607U108 | BBG00ZVTY6P6 | 8365277 | 841154 | SH |  | DFND |  | 841154 | 0 | 0 |
| CONCORD ACQUISITION CORP III | *W EXP 99/99/999 | 20607V114 |  | 40551 | 596337 | SH |  | DFND |  | 596337 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COM CL A | 20607V106 | BBG00ZVLGBF3 | 13831712 | 1357381 | SH |  | DFND |  | 1357381 | 0 | 0 |
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 |  | 12388000 | 16300000 | PRN |  | DFND |  | 16300000 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | *W EXP 06/01/202 | G2365L119 |  | 11323 | 377418 | SH |  | DFND |  | 377418 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | CLASS A ORD SHS | G2365L101 | BBG0140F6BP8 | 8011179 | 790837 | SH |  | DFND |  | 790837 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | RIGHT 07/01/2023 | G2365L127 | BBG015ST6523 | 52914 | 754837 | SH |  | DFND |  | 754837 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | *W EXP 01/29/202 | G2R18K113 |  | 580 | 19332 | SH |  | DFND |  | 19332 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 | BBG00YVVJ1D5 | 826634 | 81764 | SH |  | DFND |  | 81764 | 0 | 0 |
| CONX CORP | *W EXP 10/30/202 | 212873111 |  | 18750 | 124999 | SH |  | DFND |  | 124999 | 0 | 0 |
| CONYERS PARK III ACQSITN COR | *W EXP 08/12/202 | 21289P110 |  | 55949 | 375497 | SH |  | DFND |  | 375497 | 0 | 0 |
| CONYERS PARK III ACQSITN COR | CLASS A COM | 21289P102 | BBG011PRC6C9 | 5327052 | 540269 | SH |  | DFND |  | 540269 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | *W EXP 03/24/202 | G24237128 |  | 1000 | 50000 | SH |  | DFND |  | 50000 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | CLASS A ORD SHS | G24237102 | BBG00Z92VP71 | 1139765 | 112848 | SH |  | DFND |  | 112848 | 0 | 0 |
| CORNER GROWTH ACQUISITION CO | *W EXP 99/99/999 | G2425N113 |  | 4013 | 133333 | SH |  | DFND |  | 133333 | 0 | 0 |
| CORNER GROWTH ACQUISITN CORP | *W EXP 04/09/202 | G2426E120 |  | 1167 | 116665 | SH |  | DFND |  | 116665 | 0 | 0 |
| CORSAIR PARTNERING CORP | *W EXP 07/06/202 | G2540H116 |  | 37426 | 113998 | SH |  | DFND |  | 113998 | 0 | 0 |
| CORSAIR PARTNERING CORP | SHS CL A | G2540H108 | BBG00ZL7TT26 | 3922061 | 394177 | SH |  | DFND |  | 394177 | 0 | 0 |
| COUNTER PRESS ACQUISITION CO | *W EXP 02/07/202 | G2542B125 |  | 14050 | 234165 | SH |  | DFND |  | 234165 | 0 | 0 |
| COUNTER PRESS ACQUISITION CO | CLASS A ORD SHS | G2542B117 | BBG014774020 | 4665550 | 454732 | SH |  | DFND |  | 454732 | 0 | 0 |
| COUPA SOFTWARE INC | COM | 22266L106 | BBG001V0GVM2 | 18867478 | 238316 | SH |  | DFND |  | 238316 | 0 | 0 |
| COWEN INC | CL A NEW | 223622606 | BBG001SQLFT1 | 22046999 | 570870 | SH |  | DFND |  | 570870 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | *W EXP 11/18/202 | G26507114 |  | 2981 | 99028 | SH |  | DFND |  | 99028 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | CLASS A ORD SHS | G26507106 | BBG0112C93P4 | 2024132 | 198056 | SH |  | DFND |  | 198056 | 0 | 0 |
| CRIXUS BH3 ACQUISITION CO | *W EXP 10/04/202 | 22677T110 |  | 11000 | 99999 | SH |  | DFND |  | 99999 | 0 | 0 |
| CRIXUS BH3 ACQUISITION CO | CLASS A COM | 22677T102 | BBG012F020X8 | 2001979 | 198609 | SH |  | DFND |  | 198609 | 0 | 0 |
| CROWN PROPTECH ACQUISITIONS | SHS CL A | G25741102 | BBG00Z17K8Q7 | 441787 | 43698 | SH |  | DFND |  | 43698 | 0 | 0 |
| D AND Z MEDIA ACQUISITION CO | *W EXP 01/27/202 | 23305Q114 |  | 2126 | 41365 | SH |  | DFND |  | 41365 | 0 | 0 |
| DA32 LIFE SCNCE TEC ACQSTN C | CLASS A COM | 23312M106 | BBG011PFN3R4 | 2745547 | 277328 | SH |  | DFND |  | 277328 | 0 | 0 |
| DATA KNIGHTS ACQUISITION COR | *W EXP 11/11/202 | 237699111 |  | 3470 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| DATA KNIGHTS ACQUISITION COR | CLASS A COM | 237699103 | BBG00ZLKW6S5 | 549843 | 52667 | SH |  | DFND |  | 52667 | 0 | 0 |
| DECARBONIZATION PLUS ACQUISI | *W EXP 07/15/202 | G2773W111 |  | 95726 | 150749 | SH |  | DFND |  | 150749 | 0 | 0 |
| DEEP LAKE CAPITAL ACQUSTN CO | *W EXP 01/04/202 | G27029118 |  | 72 | 20500 | SH |  | DFND |  | 20500 | 0 | 0 |
| DEEP MEDICINE ACQUISITION CO | CLASS A COM | 243733102 | BBG012LSMPG2 | 796500 | 75000 | SH |  | DFND |  | 75000 | 0 | 0 |
| DEEP MEDICINE ACQUISITION CO | RIGHT 09/30/2028 | 243733110 | BBG013V14VP5 | 18750 | 375000 | SH |  | DFND |  | 375000 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | *W EXP 03/28/202 | G6256B114 |  | 7158 | 168412 | SH |  | DFND |  | 168412 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | CLASS A ORD | G6256B106 | BBG015Q8ZWL9 | 1726223 | 168412 | SH |  | DFND |  | 168412 | 0 | 0 |
| DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 |  | 339 | 33865 | SH |  | DFND |  | 33865 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | *W EXP 01/28/202 | 25278L113 |  | 3229 | 30749 | SH |  | DFND |  | 30749 | 0 | 0 |
| DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | BBG00YVW5GW4 | 2188050 | 217500 | SH |  | DFND |  | 217500 | 0 | 0 |
| DIGITAL HEALTH ACQUISITION C | *W EXP 11/02/202 | 253893119 |  | 19780 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| DIGITAL HEALTH ACQUISITION C | COMMON STOCK | 253893101 | BBG0130V91H3 | 2122000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | *W EXP 03/31/202 | 25401K115 |  | 1926 | 29999 | SH |  | DFND |  | 29999 | 0 | 0 |
| DIGITAL TRANSFORMATN OPT COR | CLASS A COM | 25401K107 | BBG00ZCLLZ47 | 2760557 | 274819 | SH |  | DFND |  | 274819 | 0 | 0 |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 |  | 5771675 | 7670000 | PRN |  | DFND |  | 7670000 | 0 | 0 |
| DIRECT SELLING ACQUISITIN CO | CL A COM | 25460L103 | BBG012C78YM8 | 1754960 | 170550 | SH |  | DFND |  | 170550 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 |  | 61728 | 96000 | PRN |  | DFND |  | 96000 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 |  | 12660512 | 20128000 | PRN |  | DFND |  | 20128000 | 0 | 0 |
| DISRUPTIVE ACQUISITION CORP | *W EXP 03/06/202 | G2770Y128 |  | 594 | 49533 | SH |  | DFND |  | 49533 | 0 | 0 |
| DISRUPTIVE ACQUISITION CORP | CLASS A ORD SHS | G2770Y102 | BBG00ZLGWQV6 | 6537878 | 648599 | SH |  | DFND |  | 648599 | 0 | 0 |
| DMY SQUARED TECHNOLOGY GROUP | *W EXP 99/99/999 | 233276112 |  | 9390 | 22948 | SH |  | DFND |  | 22948 | 0 | 0 |
| DMY SQUARED TECHNOLOGY GROUP | CL A COM | 233276104 | BBG019LXCZG5 | 455777 | 45899 | SH |  | DFND |  | 45899 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | *W EXP 99/99/999 | 233247113 |  | 10426 | 99298 | SH |  | DFND |  | 99298 | 0 | 0 |
| DMY TECHNOLOGY GROUP INC VI | CL A COM | 233247105 | BBG01252TR03 | 1502153 | 149468 | SH |  | DFND |  | 149468 | 0 | 0 |
| DOMA HOLDINGS INC | *W EXP 07/28/202 | 25703A112 |  | 765 | 44763 | SH |  | DFND |  | 44763 | 0 | 0 |
| DP CAP ACQUISITION CORP I | *W EXP 11/08/202 | G2R05B126 |  | 2971 | 148563 | SH |  | DFND |  | 148563 | 0 | 0 |
| DP CAP ACQUISITION CORP I | CLASS A ORD | G2R05B100 | BBG0135S4TG0 | 3222748 | 314108 | SH |  | DFND |  | 314108 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 20441963 | 32525000 | PRN |  | DFND |  | 32525000 | 0 | 0 |
| DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 | BBG00ZHSJQL1 | 15804108 | 1604478 | SH |  | DFND |  | 1604478 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 |  | 10794112 | 12047000 | PRN |  | DFND |  | 12047000 | 0 | 0 |
| DTRT HEALTH ACQUISITION CORP | *W EXP 08/31/202 | 23344T111 |  | 44680 | 148984 | SH |  | DFND |  | 148984 | 0 | 0 |
| DTRT HEALTH ACQUISITION CORP | COM CL A | 23344T103 | BBG01248YHY0 | 1548157 | 149436 | SH |  | DFND |  | 149436 | 0 | 0 |
| DUET ACQUISITION CORP | *W EXP 07/19/202 | 26431Q114 |  | 3832 | 255460 | SH |  | DFND |  | 255460 | 0 | 0 |
| DUET ACQUISITION CORP | CLASS A COM | 26431Q106 | BBG014GCBXM7 | 2191117 | 219331 | SH |  | DFND |  | 219331 | 0 | 0 |
| DUNE ACQUISITION CORP | *W EXP 10/29/202 | 265334110 |  | 467 | 42499 | SH |  | DFND |  | 42499 | 0 | 0 |
| DWS MUN INCOME TR | COM | 233368109 | BBG001S63VH3 | 396835 | 46090 | SH |  | DFND |  | 46090 | 0 | 0 |
| EAST RES ACQUISITION CO | *W EXP 07/01/202 | 274681113 |  | 52500 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| EATON VANCE CALIF MUN BD FD | COM | 27828A100 | BBG001SKX9R7 | 1261207 | 145973 | SH |  | DFND |  | 145973 | 0 | 0 |
| EATON VANCE FLTING RATE INC | COM | 278279104 | BBG001SM29R7 | 494758 | 44613 | SH |  | DFND |  | 44613 | 0 | 0 |
| EATON VANCE MUN BD FD | COM | 27827X101 | BBG001S6S949 | 1562843 | 150418 | SH |  | DFND |  | 150418 | 0 | 0 |
| EATON VANCE MUNI INCOME TRUS | SH BEN INT | 27826U108 | BBG001SCBSL3 | 829919 | 84085 | SH |  | DFND |  | 84085 | 0 | 0 |
| EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | BBG001SKX9S6 | 685247 | 76054 | SH |  | DFND |  | 76054 | 0 | 0 |
| EATON VANCE SR FLTNG RTE TR | COM | 27828Q105 | BBG001SC5HJ7 | 633338 | 57892 | SH |  | DFND |  | 57892 | 0 | 0 |
| EATON VANCE SR INCOME TR | SH BEN INT | 27826S103 | BBG001SC5YX4 | 69575 | 13202 | SH |  | DFND |  | 13202 | 0 | 0 |
| ECARX HOLDINGS INC | *W EXP 12/20/202 | G29201111 |  | 2202 | 22449 | SH |  | DFND |  | 22449 | 0 | 0 |
| EDIFY ACQUISITION CORP | *W EXP 11/25/202 | 28059Q111 |  | 1836 | 61000 | SH |  | DFND |  | 61000 | 0 | 0 |
| EDOC ACQUISITION CORP | *W EXP 11/30/202 | G4000A110 |  | 3950 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| EDOC ACQUISITION CORP | CL A | G4000A102 | BBG00YFSYHX6 | 704361 | 67210 | SH |  | DFND |  | 67210 | 0 | 0 |
| EDOC ACQUISITION CORP | RIGHT 11/30/2027 | G4000A136 | BBG00YGCK801 | 8990 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| EDTECHX HOLDINGS ACQU CORP I | *W EXP 06/15/202 | 28139A110 |  | 3243 | 73875 | SH |  | DFND |  | 73875 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | *W EXP 11/18/202 | 28201D117 |  | 2320 | 145000 | SH |  | DFND |  | 145000 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | COM | 28201D109 | BBG013CY6H73 | 1451450 | 145000 | SH |  | DFND |  | 145000 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | RIGHT 11/18/2027 | 28201D125 | BBG01BWS8PR4 | 15892 | 145000 | SH |  | DFND |  | 145000 | 0 | 0 |
| EG ACQUISITION CORP | *W EXP 05/28/202 | 26846A118 |  | 66573 | 344940 | SH |  | DFND |  | 344940 | 0 | 0 |
| EG ACQUISITION CORP | COM CL A | 26846A100 | BBG00ZXXLVV7 | 6480590 | 650009 | SH |  | DFND |  | 650009 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | *W EXP 03/02/202 | G30092111 |  | 9000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 | BBG00ZSJXTC7 | 2469600 | 245000 | SH |  | DFND |  | 245000 | 0 | 0 |
| ELLSWORTH GROWTH  INCOME FD | COM | 289074106 | BBG001S5QR43 | 567226 | 71081 | SH |  | DFND |  | 71081 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | *W EXP 10/25/202 | G3034H125 |  | 6500 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | ORDINARY SHARES | G3034H109 | BBG011YXMSG3 | 2052000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | RIGHT 10/25/2026 | G3034H141 | BBG019VR7686 | 20200 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| EMERGING MARKETS HORIZON COR | *W EXP 11/16/202 | G3033X121 |  | 1709 | 262860 | SH |  | DFND |  | 262860 | 0 | 0 |
| EMERGING MARKETS HORIZON COR | CLASS A ORD SHS | G3033X105 | BBG012120WD3 | 5367601 | 525720 | SH |  | DFND |  | 525720 | 0 | 0 |
| ENERGEM CORP | *W EXP 11/15/202 | G30449121 |  | 9738 | 125000 | SH |  | DFND |  | 125000 | 0 | 0 |
| ENPHYS ACQUISITION CORP | *W EXP 99/99/999 | G3167L117 |  | 49500 | 549999 | SH |  | DFND |  | 549999 | 0 | 0 |
| ENPHYS ACQUISITION CORP | CL A ORD SHS | G3167L109 | BBG011VF9PP6 | 7164289 | 714286 | SH |  | DFND |  | 714286 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | *W EXP 10/21/202 | G3137C114 |  | 7409 | 246969 | SH |  | DFND |  | 246969 | 0 | 0 |
| ENTERPRISE 4.0 TEC ACQSTN CO | CLASS A ORD SHS | G3137C106 | BBG013NC99M7 | 1029000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| EOS ENERGY ENTERPRISES INC | *W EXP 11/17/202 | 29415C119 |  | 40920 | 163613 | SH |  | DFND |  | 163613 | 0 | 0 |
| EPIPHANY TECHNOLOGY ACQUISIT | *W EXP 01/12/202 | 29429X117 |  | 192 | 83332 | SH |  | DFND |  | 83332 | 0 | 0 |
| ESGEN ACQUISITION CORP | *W EXP 10/18/202 | G3R95N111 |  | 7770 | 271664 | SH |  | DFND |  | 271664 | 0 | 0 |
| ESM ACQUISITION CORPORATION | *W EXP 02/02/202 | G3195H112 |  | 3877 | 33332 | SH |  | DFND |  | 33332 | 0 | 0 |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 |  | 27217080 | 31600000 | PRN |  | DFND |  | 31600000 | 0 | 0 |
| EUCRATES BIOMEDICAL ACQU COR | *W EXP 10/23/202 | G3141W122 |  | 2337 | 45832 | SH |  | DFND |  | 45832 | 0 | 0 |
| EUDA HEALTH HOLDINGS LTD | *W EXP 09/24/202 | G3142E121 |  | 18595 | 232148 | SH |  | DFND |  | 232148 | 0 | 0 |
| EURONAV NV | SHS | B38564108 | BBG001SKWXZ6 | 2328806 | 136667 | SH |  | DFND |  | 136667 | 0 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | *W EXP 03/06/202 | G3167F128 |  | 3667 | 14666 | SH |  | DFND |  | 14666 | 0 | 0 |
| EUROPEAN BIOTECH ACQUTN CORP | CLASS A ORD SHS | G3167F102 | BBG00ZGWWBY7 | 2022101 | 200208 | SH |  | DFND |  | 200208 | 0 | 0 |
| EVE HLDG INC | *W EXP 05/09/202 | 29970N112 |  | 27948 | 111792 | SH |  | DFND |  | 111792 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | *W EXP 12/31/202 | G3218G117 |  | 19464 | 389271 | SH |  | DFND |  | 389271 | 0 | 0 |
| EVE MOBILITY ACQUISITION COR | CL A ORD SHS | G3218G109 | BBG014VV1871 | 7646699 | 742398 | SH |  | DFND |  | 742398 | 0 | 0 |
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 |  | 10842000 | 15600000 | PRN |  | DFND |  | 15600000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 |  | 2951 | 195444 | SH |  | DFND |  | 195444 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQ COR | CL A COM | 29978K102 | BBG014FP37G2 | 3998784 | 390888 | SH |  | DFND |  | 390888 | 0 | 0 |
| EVERGREEN CORPORATION | *W EXP 02/08/202 | G3312W117 |  | 4375 | 350000 | SH |  | DFND |  | 350000 | 0 | 0 |
| EVERGREEN CORPORATION | CLASS A ORD SHS | G3312W109 | BBG016GBM4F4 | 4626000 | 450000 | SH |  | DFND |  | 450000 | 0 | 0 |
| EVO ACQUISITION CORP | *W EXP 01/04/202 | 30052G116 |  | 3432 | 61500 | SH |  | DFND |  | 61500 | 0 | 0 |
| EVO PMTS INC | CL A COM | 26927E104 | BBG00KRX3N72 | 14313576 | 422978 | SH |  | DFND |  | 422978 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 |  | 15944014 | 20213000 | PRN |  | DFND |  | 20213000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 8435290 | 10163000 | PRN |  | DFND |  | 10163000 | 0 | 0 |
| EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 |  | 4469 | 148965 | SH |  | DFND |  | 148965 | 0 | 0 |
| EXCELFIN ACQUISITION CORP | COM CL A | 30069X102 | BBG012TVXTM0 | 4229267 | 414634 | SH |  | DFND |  | 414634 | 0 | 0 |
| EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 |  | 4906220 | 5500000 | PRN |  | DFND |  | 5500000 | 0 | 0 |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 |  | 11004125 | 14575000 | PRN |  | DFND |  | 14575000 | 0 | 0 |
| FAST ACQUISITION CORP II | *W EXP 03/16/202 | 311874119 |  | 25142 | 37525 | SH |  | DFND |  | 37525 | 0 | 0 |
| FAST ACQUISITION CORP II | CL A | 311874101 | BBG00ZK02PR2 | 480480 | 48000 | SH |  | DFND |  | 48000 | 0 | 0 |
| FASTLY INC | NOTE 3/1 | 31188VAB6 |  | 14846740 | 20338000 | PRN |  | DFND |  | 20338000 | 0 | 0 |
| FAT PROJECTS ACQUISITION COR | *W EXP 08/31/202 | G3400W110 |  | 1736 | 80000 | SH |  | DFND |  | 80000 | 0 | 0 |
| FAT PROJECTS ACQUISITION COR | CLASS A ORD SHS | G3400W102 | BBG011FPX1F9 | 811200 | 80000 | SH |  | DFND |  | 80000 | 0 | 0 |
| FEDERATED HERMES PREM MUNI I | COM | 31423P108 | BBG001SFSHM1 | 825836 | 78651 | SH |  | DFND |  | 78651 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CO | *W EXP 06/01/202 | 31561T110 |  | 11100 | 370000 | SH |  | DFND |  | 370000 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CO | CL A COM | 31561T102 | BBG016QY23W8 | 3762900 | 370000 | SH |  | DFND |  | 370000 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CO | RIGHT 06/01/2029 | 31561T128 | BBG0192Y59N2 | 29970 | 370000 | SH |  | DFND |  | 370000 | 0 | 0 |
| FG MERGER CORP | *W EXP 06/17/202 | 30324Y119 |  | 11250 | 224990 | SH |  | DFND |  | 224990 | 0 | 0 |
| FG MERGER CORP | COMMON STOCK | 30324Y101 | BBG015LGWTJ9 | 3056878 | 299988 | SH |  | DFND |  | 299988 | 0 | 0 |
| FIFTH WALL ACQUISITN CORP II | CLASS A ORD SHS | G34142102 | BBG0104PDMH7 | 3647432 | 363290 | SH |  | DFND |  | 363290 | 0 | 0 |
| FINANCIAL STRATEGIES ACQUISI | *W EXP 03/31/202 | 31772T115 |  | 7048 | 352400 | SH |  | DFND |  | 352400 | 0 | 0 |
| FINANCIAL STRATEGIES ACQUISI | CLASS A COM | 31772T107 | BBG0135B2CD9 | 505659 | 48998 | SH |  | DFND |  | 48998 | 0 | 0 |
| FINANCIAL STRATEGIES ACQUISI | RIGHT 07/01/2023 | 31772T123 | BBG014FPDG80 | 26430 | 352400 | SH |  | DFND |  | 352400 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | *W EXP 09/30/202 | G3R34K111 |  | 3680 | 243741 | SH |  | DFND |  | 243741 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | CLASS A ORD SHS | G3R34K103 | BBG01396HWX4 | 275009 | 26804 | SH |  | DFND |  | 26804 | 0 | 0 |
| FINSERV ACQUISITION CORP II | *W EXP 02/17/202 | 31809Y111 |  | 152 | 29748 | SH |  | DFND |  | 29748 | 0 | 0 |
| FINSERV ACQUISITION CORP II | COM CL A | 31809Y103 | BBG00Z4K8SY6 | 824215 | 82175 | SH |  | DFND |  | 82175 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | *W EXP 04/01/202 | 318136116 |  | 875 | 12498 | SH |  | DFND |  | 12498 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | CLASS A COM | 318136108 | BBG0110XD972 | 204754 | 19976 | SH |  | DFND |  | 19976 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | RIGHT 04/01/2026 | 318136124 | BBG0110XF0D2 | 3499 | 24996 | SH |  | DFND |  | 24996 | 0 | 0 |
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 | BBG0100S9SX9 | 414302 | 41020 | SH |  | DFND |  | 41020 | 0 | 0 |
| FIRST HORIZON CORPORATION | COM | 320517105 | BBG001SCW8R8 | 48022686 | 1960910 | SH |  | DFND |  | 1960910 | 0 | 0 |
| FIRST LT ACQUISITION GROUP I | *W EXP 03/14/202 | 320703119 |  | 2500 | 49998 | SH |  | DFND |  | 49998 | 0 | 0 |
| FIRST LT ACQUISITION GROUP I | CL A | 320703101 | BBG012QFCL93 | 1073789 | 105584 | SH |  | DFND |  | 105584 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE GW | *W EXP 03/05/202 | 336169115 |  | 369 | 29249 | SH |  | DFND |  | 29249 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE GW | CLASS A COM | 336169107 | BBG00Z6BF576 | 4469235 | 444700 | SH |  | DFND |  | 444700 | 0 | 0 |
| FIRST TR HIGH INCOME LONG / | COM | 33738E109 | BBG001T9DWN6 | 490907 | 42874 | SH |  | DFND |  | 42874 | 0 | 0 |
| FIRST TR SR FLTG RATE INCOME | COM | 33733U108 | BBG001SLKS51 | 384736 | 40371 | SH |  | DFND |  | 40371 | 0 | 0 |
| FISCALNOTE HOLDINGS INC | *W EXP 07/29/202 | 337655112 |  | 102276 | 83151 | SH |  | DFND |  | 83151 | 0 | 0 |
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 |  | 8850945 | 10841000 | PRN |  | DFND |  | 10841000 | 0 | 0 |
| FLAME ACQUISITION CORP | *W EXP 02/26/202 | 33850F116 |  | 65009 | 99999 | SH |  | DFND |  | 99999 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | *W EXP 10/28/202 | 34417L117 |  | 6206 | 124124 | SH |  | DFND |  | 124124 | 0 | 0 |
| FOCUS IMPACT ACQUISITION COR | CLASS A COM | 34417L109 | BBG010WX5503 | 2014215 | 197860 | SH |  | DFND |  | 197860 | 0 | 0 |
| FORBION EUROPEAN ACQUSTN COR | *W EXP 12/10/202 | G3619H110 |  | 23394 | 161675 | SH |  | DFND |  | 161675 | 0 | 0 |
| FORBION EUROPEAN ACQUSTN COR | CLASS A ORD SHS | G3619H102 | BBG013QQHCT0 | 5017604 | 485027 | SH |  | DFND |  | 485027 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 |  | 8149 | 24399 | SH |  | DFND |  | 24399 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 | BBG0108B3GR7 | 3936189 | 392246 | SH |  | DFND |  | 392246 | 0 | 0 |
| FORGEROCK INC | CL A | 34631B101 | BBG006NSMS49 | 21180768 | 930205 | SH |  | DFND |  | 930205 | 0 | 0 |
| FORTRESS CAPITAL ACQUISITION | SHS CL A | G36427105 | BBG00Z0F1VK6 | 455187 | 45068 | SH |  | DFND |  | 45068 | 0 | 0 |
| FORTUNE RISE ACQUISITION COR | *W EXP 12/06/202 | 34969G110 |  | 5588 | 159644 | SH |  | DFND |  | 159644 | 0 | 0 |
| FORTUNE RISE ACQUISITION COR | CL A | 34969G102 | BBG011XR74L1 | 2791474 | 270754 | SH |  | DFND |  | 270754 | 0 | 0 |
| FORUM MERGER IV CORP | *W EXP 03/15/202 | 349875112 |  | 4500 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| FORUM MERGER IV CORP | CLASS A COM | 349875104 | BBG00ZCX6K78 | 4896601 | 487224 | SH |  | DFND |  | 487224 | 0 | 0 |
| FOXO TECHNOLOGIES INC | *W EXP 08/01/202 | 351471115 |  | 716 | 26613 | SH |  | DFND |  | 26613 | 0 | 0 |
| FOXWAYNE ENTERPRIS AQSTN COR | *W EXP 01/12/202 | 35166L117 |  | 4225 | 50000 | SH |  | DFND |  | 50000 | 0 | 0 |
| FOXWAYNE ENTERPRIS AQSTN COR | COM CL A | 35166L109 | BBG00YHLRNG3 | 954478 | 94130 | SH |  | DFND |  | 94130 | 0 | 0 |
| FRANKLIN LTD DURATION INCOME | COM | 35472T101 | BBG001SLW549 | 1150831 | 185319 | SH |  | DFND |  | 185319 | 0 | 0 |
| FRONTIER ACQUISITION CORP | *W EXP 03/15/202 | G36826124 |  | 324 | 27943 | SH |  | DFND |  | 27943 | 0 | 0 |
| FRONTIER ACQUISITION CORP | CLASS A ORD SHS | G36826108 | BBG00ZGYML45 | 622460 | 61752 | SH |  | DFND |  | 61752 | 0 | 0 |
| FRONTIER INVESTMENT CORP | *W EXP 06/29/202 | G36816125 |  | 8857 | 149111 | SH |  | DFND |  | 149111 | 0 | 0 |
| FRONTIER INVESTMENT CORP | CLASS A ORD SHS | G36816109 | BBG011FRSJL5 | 4429780 | 440336 | SH |  | DFND |  | 440336 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | *W EXP 03/01/202 | G37283119 |  | 613 | 12500 | SH |  | DFND |  | 12500 | 0 | 0 |
| FTAC ATHENA ACQUISITION CORP | CL A SHS | G37283101 | BBG00ZGGQDW7 | 347653 | 34387 | SH |  | DFND |  | 34387 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | *W EXP 10/19/202 | 29103K118 |  | 17061 | 341217 | SH |  | DFND |  | 341217 | 0 | 0 |
| FTAC EMERALD ACQUISITION COR | CLASS A COM | 29103K100 | BBG0142PTS63 | 12124921 | 1210072 | SH |  | DFND |  | 1210072 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 |  | 625 | 24999 | SH |  | DFND |  | 24999 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 | BBG00Z49ZND5 | 12669258 | 1251903 | SH |  | DFND |  | 1251903 | 0 | 0 |
| FTAC PARNASSUS ACQUISITN COR | *W EXP 03/10/202 | 30319B116 |  | 1434 | 71714 | SH |  | DFND |  | 71714 | 0 | 0 |
| FTAC PARNASSUS ACQUISITN COR | CLASS A COM | 30319B108 | BBG00ZTZS1R1 | 1898719 | 189304 | SH |  | DFND |  | 189304 | 0 | 0 |
| FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | BBG00ZL7DSJ7 | 15877038 | 1571984 | SH |  | DFND |  | 1571984 | 0 | 0 |
| FUSION ACQUISITION CORP II | COM CL A | 36118N102 | BBG00Z0H1G61 | 3555576 | 354141 | SH |  | DFND |  | 354141 | 0 | 0 |
| FUSION FUEL GREEN PLC | *W EXP 12/10/202 | G3R25D100 |  | 19239 | 20919 | SH |  | DFND |  | 20919 | 0 | 0 |
| FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 |  | 7927 | 113243 | SH |  | DFND |  | 113243 | 0 | 0 |
| FUTURETECH II ACQUISITION CO | *W EXP 12/23/202 | 36119D111 |  | 3624 | 120000 | SH |  | DFND |  | 120000 | 0 | 0 |
| FUTURETECH II ACQUISITION CO | CLASS A COM | 36119D103 | BBG0149PS3F2 | 2245825 | 217408 | SH |  | DFND |  | 217408 | 0 | 0 |
| G SQUARED ASCEND II INC | *W EXP 12/31/202 | G42041122 |  | 1962 | 48918 | SH |  | DFND |  | 48918 | 0 | 0 |
| G SQUARED ASCEND II INC | COM CL A | G42041106 | BBG0112C5LC2 | 1453528 | 143346 | SH |  | DFND |  | 143346 | 0 | 0 |
| GABELLI DIVID  INCOME TR | COM | 36242H104 | BBG001SDC273 | 1148286 | 55715 | SH |  | DFND |  | 55715 | 0 | 0 |
| GABELLI HLTHCARE  WELLNESS | SHS | 36246K103 | BBG001SQ5J84 | 103787 | 10096 | SH |  | DFND |  | 10096 | 0 | 0 |
| GALATA ACQUISITION CORP | *W EXP 99/99/999 | G3R23A116 |  | 6190 | 86939 | SH |  | DFND |  | 86939 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | *W EXP 12/01/202 | G3731J127 |  | 7821 | 259827 | SH |  | DFND |  | 259827 | 0 | 0 |
| GAMES  ESPORTS EXPRNC ACQ C | CLASS A ORD SHS | G3731J119 | BBG014RL1QB3 | 5721972 | 557154 | SH |  | DFND |  | 557154 | 0 | 0 |
| GARDINER HEALTHCARE ACQTS CO | *W EXP 07/30/202 | 365506112 |  | 19500 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| GARDINER HEALTHCARE ACQTS CO | COMMON STOCK | 365506104 | BBG01356YD34 | 2224878 | 215172 | SH |  | DFND |  | 215172 | 0 | 0 |
| GDL FD | COM SH BEN IT | 361570104 | BBG001SQ2JP8 | 146773 | 18721 | SH |  | DFND |  | 18721 | 0 | 0 |
| GENERAL AMERN INVS CO INC | COM | 368802104 | BBG001S5RG46 | 215056 | 5949 | SH |  | DFND |  | 5949 | 0 | 0 |
| GENERATION ASIA I ACQUISITIO | *W EXP 99/99/999 | G38258128 |  | 10107 | 229698 | SH |  | DFND |  | 229698 | 0 | 0 |
| GENERATION ASIA I ACQUISITIO | CL A ORD SHS | G38258102 | BBG01386JXN2 | 6398330 | 632246 | SH |  | DFND |  | 632246 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | *W EXP 99/99/999 | G3R23D128 |  | 123740 | 494961 | SH |  | DFND |  | 494961 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | CLASS A ORD SHS | G3R23D102 | BBG0146N9RG7 | 10235793 | 989922 | SH |  | DFND |  | 989922 | 0 | 0 |
| GENESIS UNICORN CAPITAL CORP | *W EXP 06/30/202 | 37187C118 |  | 9338 | 207500 | SH |  | DFND |  | 207500 | 0 | 0 |
| GENESIS UNICORN CAPITAL CORP | CLASS A COM | 37187C100 | BBG011WZQ120 | 2064307 | 202980 | SH |  | DFND |  | 202980 | 0 | 0 |
| GESHER I ACQUISITION CORP | *W EXP 04/16/202 | G38537125 |  | 45000 | 89999 | SH |  | DFND |  | 89999 | 0 | 0 |
| GESHER I ACQUISITION CORP | CLASS A ORD | G38537109 | BBG012F01QH0 | 1136355 | 111846 | SH |  | DFND |  | 111846 | 0 | 0 |
| GETAROUND INC | *W EXP 03/09/202 | 37427G119 |  | 1185 | 25928 | SH |  | DFND |  | 25928 | 0 | 0 |
| GIGCAPITAL 5 INC | *W EXP 03/28/202 | 37519U117 |  | 10500 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| GIGCAPITAL 5 INC | COMMON STOCK | 37519U109 | BBG00ZLKV688 | 3002452 | 294358 | SH |  | DFND |  | 294358 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | *W EXP 05/09/202 | 37961B120 |  | 23355 | 675000 | SH |  | DFND |  | 675000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | COMMON STOCK | 37961B104 | BBG017779PJ5 | 6824250 | 675000 | SH |  | DFND |  | 675000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | RIGHT 05/09/2027 | 37961B112 | BBG0185KW808 | 27068 | 675000 | SH |  | DFND |  | 675000 | 0 | 0 |
| GLOBAL STAR ACQUISITION INC | *W EXP 07/15/202 | 37962G110 |  | 7287 | 210000 | SH |  | DFND |  | 210000 | 0 | 0 |
| GLOBAL STAR ACQUISITION INC | CLASS A COM | 37962G102 | BBG0191FHR33 | 2527500 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| GLOBAL STAR ACQUISITION INC | RIGHT 06/21/2024 | 37962G128 | BBG0191G42V9 | 36309 | 210000 | SH |  | DFND |  | 210000 | 0 | 0 |
| GLOBAL SYSTEMS DYNAMICS INC | *W EXP 04/01/202 | 37653T116 |  | 7538 | 150750 | SH |  | DFND |  | 150750 | 0 | 0 |
| GLOBAL SYSTEMS DYNAMICS INC | CLASS A COM | 37653T108 | BBG00Z83X7C2 | 2689116 | 260321 | SH |  | DFND |  | 260321 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | *W EXP 10/19/202 | G3934N115 |  | 2962 | 98747 | SH |  | DFND |  | 98747 | 0 | 0 |
| GLOBAL TECHNOLGY ACQSTN CORP | CLASS A ORD | G3934N107 | BBG011RT8KP3 | 2030238 | 197494 | SH |  | DFND |  | 197494 | 0 | 0 |
| GLOBALINK INVT INC | *W EXP 12/03/202 | 37892F125 |  | 2000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| GLOBALINK INVT INC | COM | 37892F109 | BBG01413QRQ6 | 6034728 | 591640 | SH |  | DFND |  | 591640 | 0 | 0 |
| GLOBALINK INVT INC | RIGHT 12/06/2026 | 37892F117 | BBG0147P8X33 | 10080 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 |  | 6182 | 128000 | SH |  | DFND |  | 128000 | 0 | 0 |
| GOAL ACQUISITIONS CORP | COM | 38021H107 | BBG00Z0Z3ZZ5 | 3273112 | 325359 | SH |  | DFND |  | 325359 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | *W EXP 05/31/202 | G9461B119 |  | 32586 | 98745 | SH |  | DFND |  | 98745 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | ORD SHS CL A | G9461B101 | BBG011FRFHH8 | 2094497 | 201782 | SH |  | DFND |  | 201782 | 0 | 0 |
| GOLDEN ARROW MERGER CORP | *W EXP 07/31/202 | 380799114 |  | 1397 | 211702 | SH |  | DFND |  | 211702 | 0 | 0 |
| GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 |  | 13125 | 87500 | SH |  | DFND |  | 87500 | 0 | 0 |
| GOLDENBRIDGE ACQUISITION LTD | *W EXP 10/28/202 | G3970D120 |  | 2543 | 34000 | SH |  | DFND |  | 34000 | 0 | 0 |
| GOLDENBRIDGE ACQUISITION LTD | RIGHT 10/28/2025 | G3970D138 | BBG01041T1Y0 | 4420 | 34000 | SH |  | DFND |  | 34000 | 0 | 0 |
| GOLDENSTONE ACQUISITION LTD | *W EXP 07/15/202 | 38136Y110 |  | 121 | 110000 | SH |  | DFND |  | 110000 | 0 | 0 |
| GOLDENSTONE ACQUISITION LTD | COM | 38136Y102 | BBG011K3YXF1 | 2128826 | 208300 | SH |  | DFND |  | 208300 | 0 | 0 |
| GOLDENSTONE ACQUISITION LTD | RIGHT 07/15/2026 | 38136Y128 | BBG016R0D224 | 9900 | 110000 | SH |  | DFND |  | 110000 | 0 | 0 |
| GOOD WKS II ACQUISITION CORP | *W EXP 02/01/202 | 38216G112 |  | 20867 | 287818 | SH |  | DFND |  | 287818 | 0 | 0 |
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 |  | 5392983 | 5933000 | PRN |  | DFND |  | 5933000 | 0 | 0 |
| GORES HOLDINGS IX INC | *W EXP 01/14/202 | 38287A119 |  | 300991 | 1583329 | SH |  | DFND |  | 1583329 | 0 | 0 |
| GORES HOLDINGS IX INC | CLASS A COM | 38287A101 | BBG0146ZHK30 | 30432784 | 3067821 | SH |  | DFND |  | 3067821 | 0 | 0 |
| GORILLA TECHNOLOGY GROUP INC | *W EXP 07/13/202 | G4000K118 |  | 4170 | 19849 | SH |  | DFND |  | 19849 | 0 | 0 |
| GRAF ACQUISITION CORP IV | *W EXP 05/31/202 | 384272118 |  | 11082 | 130528 | SH |  | DFND |  | 130528 | 0 | 0 |
| GRAF ACQUISITION CORP IV | COM | 384272100 | BBG00ZFCTT31 | 696500 | 70000 | SH |  | DFND |  | 70000 | 0 | 0 |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 |  | 3034900 | 3100000 | PRN |  | DFND |  | 3100000 | 0 | 0 |
| GRANITE RIDGE RESOURCES INC | *W EXP 10/24/202 | 387432115 |  | 119736 | 104118 | SH |  | DFND |  | 104118 | 0 | 0 |
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 |  | 7493750 | 6250000 | PRN |  | DFND |  | 6250000 | 0 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | *W EXP 10/27/202 | G4166K126 |  | 990 | 99041 | SH |  | DFND |  | 99041 | 0 | 0 |
| GREEN VISOR FIN TEC ACQ CORP | CLASS A ORD | G4166K100 | BBG0149J39W1 | 1524701 | 147030 | SH |  | DFND |  | 147030 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 26816625 | 30250000 | PRN |  | DFND |  | 30250000 | 0 | 0 |
| GREENCITY ACQUISITION CORP | *W EXP 04/30/202 | G4086B123 |  | 2040 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 |  | 6201000 | 10600000 | PRN |  | DFND |  | 10600000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | *W EXP 02/24/202 | 36263W121 |  | 47925 | 750000 | SH |  | DFND |  | 750000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | CLASS A COM | 36263W105 | BBG014C512J9 | 7608750 | 750000 | SH |  | DFND |  | 750000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | RIGHT 02/24/2027 | 36263W113 | BBG016RV0TY6 | 44057 | 46869 | SH |  | DFND |  | 46869 | 0 | 0 |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 |  | 16500008 | 26320000 | PRN |  | DFND |  | 26320000 | 0 | 0 |
| GX ACQUISITION CORP II | *W EXP 03/17/202 | 36260F113 |  | 157998 | 199998 | SH |  | DFND |  | 199998 | 0 | 0 |
| GX ACQUISITION CORP II | CLASS A COM | 36260F105 | BBG00ZGDX5Y1 | 10864023 | 1085317 | SH |  | DFND |  | 1085317 | 0 | 0 |
| HAINAN MANASLU ACQUISTN CORP | *W EXP 01/31/202 | G4233U131 |  | 10000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| HAINAN MANASLU ACQUISTN CORP | ORDINARY SHARES | G4233U107 | BBG013RT4P45 | 2032000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| HAINAN MANASLU ACQUISTN CORP | RIGHT 01/31/2029 | G4233U115 | BBG019KN7CR3 | 22200 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| HALL OF FAME RESORT  ENTMT | *W EXP 07/01/202 | 40619L110 |  | 13846 | 294596 | SH |  | DFND |  | 294596 | 0 | 0 |
| HAWKS ACQUISITION CORP | CL A | 42032P108 | BBG011ZVWGT7 | 3726520 | 373025 | SH |  | DFND |  | 373025 | 0 | 0 |
| HCM ACQUISITION CO | *W EXP 01/20/202 | G4365A127 |  | 8197 | 502881 | SH |  | DFND |  | 502881 | 0 | 0 |
| HCM ACQUISITION CO | CLASS A ORD SHS | G4365A101 | BBG00ZHQPH29 | 11345139 | 1105764 | SH |  | DFND |  | 1105764 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | *W EXP 99/99/999 | G4373K117 |  | 17075 | 284579 | SH |  | DFND |  | 284579 | 0 | 0 |
| HEALTHCARE AI ACQUISITION CO | CLASS A ORD SHS | G4373K109 | BBG013NT8NQ6 | 5827154 | 569058 | SH |  | DFND |  | 569058 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP | *W EXP 08/05/202 | 42227R117 |  | 24060 | 300750 | SH |  | DFND |  | 300750 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP | CLASS A COM | 42227R109 | BBG00ZGFZ823 | 125730 | 12700 | SH |  | DFND |  | 12700 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 |  | 27440 | 699998 | SH |  | DFND |  | 699998 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | BBG015VQ6BB2 | 10669876 | 1049152 | SH |  | DFND |  | 1049152 | 0 | 0 |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 |  | 13866178 | 10000000 | PRN |  | DFND |  | 10000000 | 0 | 0 |
| HENNESSY CAPITAL INVST CORP | *W EXP 06/10/202 | 42600H116 |  | 54683 | 566664 | SH |  | DFND |  | 566664 | 0 | 0 |
| HENNESSY CAPITAL INVST CORP | CLASS A COM | 42600H108 | BBG00ZLKX2G6 | 529825 | 53626 | SH |  | DFND |  | 53626 | 0 | 0 |
| HH ACQUISITION CO | *W EXP 02/04/202 | G39714129 |  | 1611 | 32149 | SH |  | DFND |  | 32149 | 0 | 0 |
| HHG CAPITAL CORPORATION | *W EXP 02/25/202 | G4R23P129 |  | 613 | 25000 | SH |  | DFND |  | 25000 | 0 | 0 |
| HHG CAPITAL CORPORATION | RIGHT 02/25/2026 | G4R23P145 | BBG013G491B2 | 2750 | 25000 | SH |  | DFND |  | 25000 | 0 | 0 |
| HIGHLAND INCOME FD | HIGHLAND INCOME | 43010E404 | BBG001V1HXF3 | 290233 | 28178 | SH |  | DFND |  | 28178 | 0 | 0 |
| HNR ACQUISITION CORP | *W EXP 02/04/202 | 40472A128 |  | 15000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| HNR ACQUISITION CORP | COM | 40472A102 | BBG00Z83TWG8 | 2187174 | 213800 | SH |  | DFND |  | 213800 | 0 | 0 |
| HOME PLATE ACQUISITION CORP | *W EXP 09/30/202 | 43734R111 |  | 500 | 49998 | SH |  | DFND |  | 49998 | 0 | 0 |
| HOME PLATE ACQUISITION CORP | CL A COM | 43734R103 | BBG012F0LLS7 | 1004714 | 99280 | SH |  | DFND |  | 99280 | 0 | 0 |
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 |  | 1055650 | 1075000 | PRN |  | DFND |  | 1075000 | 0 | 0 |
| HORIZON ACQUISITION CORPORAT | *W EXP 10/19/202 | G46044114 |  | 20500 | 49999 | SH |  | DFND |  | 49999 | 0 | 0 |
| HORIZON SPACE ACQUSTN I CORP | UNIT 03/02/2029 | G4619M133 | BBG01BTSLF40 | 2525000 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| HORIZON THERAPEUTICS PUB L | SHS | G46188101 | BBG001T9M4T2 | 59700208 | 525530 | SH |  | DFND |  | 525530 | 0 | 0 |
| HPX CORP | *W EXP 07/14/202 | G32219126 |  | 63000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| HUDSON ACQUISITION I CORP | UNIT 05/10/2027 | 44364H209 | BBG0174QRV03 | 1711176 | 167927 | SH |  | DFND |  | 167927 | 0 | 0 |
| IAA INC | COM | 449253103 | BBG00K7ZQ6X2 | 48811585 | 1223348 | SH |  | DFND |  | 1223348 | 0 | 0 |
| IBERE PHARMACEUTICALS | *W EXP 03/01/202 | G46843119 |  | 668 | 37500 | SH |  | DFND |  | 37500 | 0 | 0 |
| IBERE PHARMACEUTICALS | SHS CL A | G46843101 | BBG00Z842R94 | 2082727 | 206415 | SH |  | DFND |  | 206415 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | *W EXP 10/12/202 | G4712C115 |  | 33179 | 246868 | SH |  | DFND |  | 246868 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CO | CL A ORD SHS | G4712C107 | BBG013NC55P6 | 4512295 | 437662 | SH |  | DFND |  | 437662 | 0 | 0 |
| IG ACQUISITION CORP | *W EXP 10/05/202 | 449534114 |  | 7719 | 312500 | SH |  | DFND |  | 312500 | 0 | 0 |
| IG ACQUISITION CORP | COM CL A | 449534106 | BBG00XLXLNH9 | 502530 | 50003 | SH |  | DFND |  | 50003 | 0 | 0 |
| IMAGO BIOSCIENCES INC | COM | 45250K107 | BBG007G7WZR9 | 12728493 | 354061 | SH |  | DFND |  | 354061 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | *W EXP 10/15/202 | 45333D112 |  | 6000 | 149997 | SH |  | DFND |  | 149997 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | COMMON STOCK | 45333D104 | BBG011M22120 | 3545439 | 349994 | SH |  | DFND |  | 349994 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | RIGHT 12/08/2026 | 45333D120 | BBG014QZBMX7 | 29699 | 299994 | SH |  | DFND |  | 299994 | 0 | 0 |
| INDEPENDENCE HOLDINGS CORP | *W EXP 03/31/202 | G4761A127 |  | 92 | 15000 | SH |  | DFND |  | 15000 | 0 | 0 |
| INDEPENDENCE HOLDINGS CORP | CLASS A ORD SHS | G4761A101 | BBG010H57135 | 10628392 | 1053359 | SH |  | DFND |  | 1053359 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | *W EXP 03/31/202 | 45635R116 |  | 14600 | 182498 | SH |  | DFND |  | 182498 | 0 | 0 |
| INDUSTRIAL TECH ACQSTNS II I | CLASS A COM | 45635R108 | BBG01018YCT4 | 4071959 | 399996 | SH |  | DFND |  | 399996 | 0 | 0 |
| INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 |  | 14932800 | 12000000 | PRN |  | DFND |  | 12000000 | 0 | 0 |
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 |  | 14630505 | 13090000 | PRN |  | DFND |  | 13090000 | 0 | 0 |
| INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 |  | 6527 | 98901 | SH |  | DFND |  | 98901 | 0 | 0 |
| INFINITE ACQUISITION CORP | CL A ORD SHS | G48028107 | BBG014C9P2N0 | 2027471 | 197802 | SH |  | DFND |  | 197802 | 0 | 0 |
| INFINT ACQUISITION CORP | *W EXP 99/99/999 | G47862126 |  | 6932 | 86649 | SH |  | DFND |  | 86649 | 0 | 0 |
| INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 | BBG011KCRG57 | 1795367 | 173298 | SH |  | DFND |  | 173298 | 0 | 0 |
| INFLECTION POINT ACQUSTN COR | *W EXP 09/21/202 | G47874113 |  | 98249 | 374998 | SH |  | DFND |  | 374998 | 0 | 0 |
| INFLECTION POINT ACQUSTN COR | CLASS A ORD | G47874121 | BBG00ZMYYP19 | 7514990 | 749999 | SH |  | DFND |  | 749999 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | *W EXP 07/01/202 | G4809M125 |  | 6222 | 246891 | SH |  | DFND |  | 246891 | 0 | 0 |
| INNOVATIVE INTL ACQUSITIN CO | CLASS A ORD | G4809M109 | BBG012VJ0W52 | 5085955 | 493782 | SH |  | DFND |  | 493782 | 0 | 0 |
| INNOVIZ TECHNOLOGIES LTD | *W EXP 04/05/202 | M5R635116 |  | 91211 | 62904 | SH |  | DFND |  | 62904 | 0 | 0 |
| INOTIV INC | NOTE 3.250%10/1 | 45783QAB6 |  | 3392750 | 8275000 | PRN |  | DFND |  | 8275000 | 0 | 0 |
| INOVIO PHARMACEUTICALS INC | NOTE 6.500% 3/0 | 45773HAB8 |  | 3783910 | 4225000 | PRN |  | DFND |  | 4225000 | 0 | 0 |
| INSIGHT ACQUISITION CORP | *W EXP 08/26/202 | 45784L118 |  | 356 | 62498 | SH |  | DFND |  | 62498 | 0 | 0 |
| INSIGHT ACQUISITION CORP | COM CL A | 45784L100 | BBG0123NSWT8 | 526801 | 52262 | SH |  | DFND |  | 52262 | 0 | 0 |
| INSIGHT SELECT INCOME FD | COM | 45781W109 | BBG001S63V10 | 544398 | 36029 | SH |  | DFND |  | 36029 | 0 | 0 |
| INTEGRAL ACQUISITION CORP 1 | *W EXP 05/31/202 | 45827K119 |  | 12814 | 172002 | SH |  | DFND |  | 172002 | 0 | 0 |
| INTEGRAL ACQUISITION CORP 1 | CLASS A COM | 45827K101 | BBG01424F4N9 | 3477880 | 344004 | SH |  | DFND |  | 344004 | 0 | 0 |
| INTEGRATED RAIL AND RES ACQ | *W EXP 99/99/999 | 45827R114 |  | 23951 | 171082 | SH |  | DFND |  | 171082 | 0 | 0 |
| INTEGRATED RAIL AND RES ACQ | CL A COM | 45827R106 | BBG0116YLGS6 | 3483230 | 342164 | SH |  | DFND |  | 342164 | 0 | 0 |
| INTEGRATED WELLNESS ACQ CORP | *W EXP 10/31/202 | G4828B118 |  | 12437 | 248748 | SH |  | DFND |  | 248748 | 0 | 0 |
| INTEGRATED WELLNESS ACQ CORP | ORD SHS CL A | G4828B100 | BBG013BWN3Z9 | 8637842 | 837812 | SH |  | DFND |  | 837812 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | *W EXP 11/05/202 | 45828D114 |  | 1827 | 173954 | SH |  | DFND |  | 173954 | 0 | 0 |
| INTELLIGENT MEDI ACQSITN COR | CLASS A COM | 45828D106 | BBG012YF1KF1 | 5826982 | 566827 | SH |  | DFND |  | 566827 | 0 | 0 |
| INTERPRIVATE III FINANCIAL P | *W EXP 99/99/999 | 46064R114 |  | 2120 | 31400 | SH |  | DFND |  | 31400 | 0 | 0 |
| INTERPRIVATE IV INFRATECH PR | *W EXP 03/05/202 | 46064T110 |  | 994 | 24800 | SH |  | DFND |  | 24800 | 0 | 0 |
| INTERPRIVATE IV INFRATECH PR | CLASS A COM | 46064T102 | BBG00ZDQ50S4 | 3031509 | 295757 | SH |  | DFND |  | 295757 | 0 | 0 |
| INTL GNRL INSURANCE HLDNGS L | *W EXP 03/17/202 | G4809J114 |  | 633519 | 1092274 | SH |  | DFND |  | 1092274 | 0 | 0 |
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 |  | 3034687 | 6375000 | PRN |  | DFND |  | 6375000 | 0 | 0 |
| INVESCO ADVANTAGE MUN INCOME | SH BEN INT | 46132E103 | BBG001S7GY72 | 849731 | 98921 | SH |  | DFND |  | 98921 | 0 | 0 |
| INVESCO CALIF VALUE MUN INCO | COM | 46132H106 | BBG001S6XHW4 | 1320886 | 139334 | SH |  | DFND |  | 139334 | 0 | 0 |
| INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | BBG001S72CS2 | 1511711 | 152544 | SH |  | DFND |  | 152544 | 0 | 0 |
| INVESCO MUNICIPAL TRUST | COM | 46131J103 | BBG001S702W1 | 1415443 | 142974 | SH |  | DFND |  | 142974 | 0 | 0 |
| INVESCO PA VALUE MUN INC TR | COM | 46132K109 | BBG001S75GP3 | 529053 | 53985 | SH |  | DFND |  | 53985 | 0 | 0 |
| INVESCO QUALITY MUN INCOME T | COM | 46133G107 | BBG001S746Q5 | 1273292 | 135169 | SH |  | DFND |  | 135169 | 0 | 0 |
| INVESCO TR INVT GRADE MUNS | COM | 46131M106 | BBG001S70Z49 | 1287204 | 128080 | SH |  | DFND |  | 128080 | 0 | 0 |
| INVESCO TR INVT GRADE NEW YO | COM | 46131T101 | BBG001S71JD4 | 331007 | 32773 | SH |  | DFND |  | 32773 | 0 | 0 |
| INVESCO VALUE MUN INCOME TR | COM | 46132P108 | BBG001S77KX3 | 638156 | 52959 | SH |  | DFND |  | 52959 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | *W EXP 12/15/202 | G4923T113 |  | 29466 | 654798 | SH |  | DFND |  | 654798 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | CLASS A ORD SHS | G4923T105 | BBG013QQG945 | 13488849 | 1309597 | SH |  | DFND |  | 1309597 | 0 | 0 |
| INVESTCORP INDIA ACQUISTN CO | *W EXP 06/01/202 | G49219127 |  | 15300 | 299998 | SH |  | DFND |  | 299998 | 0 | 0 |
| INVESTCORP INDIA ACQUISTN CO | CLASS A ORD SHS | G49219101 | BBG011FRCMX2 | 6209969 | 599997 | SH |  | DFND |  | 599997 | 0 | 0 |
| IRIS ACQUISITION CORP | *W EXP 02/28/202 | 89601Y119 |  | 6177 | 81273 | SH |  | DFND |  | 81273 | 0 | 0 |
| IROBOT CORP | COM | 462726100 | BBG001SPB1K4 | 31996198 | 664787 | SH |  | DFND |  | 664787 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 |  | 2848625 | 2600000 | PRN |  | DFND |  | 2600000 | 0 | 0 |
| ITIQUIRA ACQUISITION CORP | *W EXP 02/03/202 | G49773115 |  | 146 | 19500 | SH |  | DFND |  | 19500 | 0 | 0 |
| IX ACQUISITION CORP | *W EXP 07/31/202 | G5000D111 |  | 2265 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 |  | 4872 | 23190 | SH |  | DFND |  | 23190 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | BBG00ZMHN718 | 876772 | 86552 | SH |  | DFND |  | 86552 | 0 | 0 |
| JACKSON ACQUISITION CO | *W EXP 99/99/999 | 46653C114 |  | 3037 | 532838 | SH |  | DFND |  | 532838 | 0 | 0 |
| JACKSON ACQUISITION CO | COM CL A | 46653C106 | BBG00ZXPYVT3 | 10066760 | 995723 | SH |  | DFND |  | 995723 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | *W EXP 11/23/202 | G5S11A130 |  | 45000 | 749998 | SH |  | DFND |  | 749998 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | CLASS A ORD SHS | G5S11A106 | BBG0135WF9B8 | 15585610 | 1523520 | SH |  | DFND |  | 1523520 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | RIGHT 01/01/2027 | G5S11A155 | BBG016JQ3P17 | 90150 | 1499996 | SH |  | DFND |  | 1499996 | 0 | 0 |
| JATT ACQUISITION CORP | *W EXP 07/19/202 | G50752123 |  | 11250 | 75000 | SH |  | DFND |  | 75000 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 |  | 10031 | 62499 | SH |  | DFND |  | 62499 | 0 | 0 |
| JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 | BBG00ZHCPYY8 | 10290000 | 1029000 | SH |  | DFND |  | 1029000 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | *W EXP 06/17/202 | G50735110 |  | 3140 | 50000 | SH |  | DFND |  | 50000 | 0 | 0 |
| JAWS JUGGERNAUT ACQUISITN CO | CLASS A ORD SHS | G50735102 | BBG00Z92X467 | 3025050 | 301000 | SH |  | DFND |  | 301000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 1138 | 17500 | SH |  | DFND |  | 17500 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | BBG00Z0DVX15 | 14222838 | 1407505 | SH |  | DFND |  | 1407505 | 0 | 0 |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 |  | 12240735 | 16675000 | PRN |  | DFND |  | 16675000 | 0 | 0 |
| JUNIPER II CORP | *W EXP 99/99/999 | 48203N111 |  | 24360 | 149083 | SH |  | DFND |  | 149083 | 0 | 0 |
| JUNIPER II CORP | CL A COM | 48203N103 | BBG00ZXZ1KQ4 | 8900438 | 875166 | SH |  | DFND |  | 875166 | 0 | 0 |
| JUPITER ACQUISITION CORP | *W EXP 08/17/202 | 482082112 |  | 13545 | 225750 | SH |  | DFND |  | 225750 | 0 | 0 |
| JUPITER ACQUISITION CORP | CL A | 482082104 | BBG0112HDHC1 | 4841412 | 488538 | SH |  | DFND |  | 488538 | 0 | 0 |
| JUPITER WELLNESS ACQUISITION | CLASS A COM | 48208E108 | BBG013CWWN84 | 2241410 | 214489 | SH |  | DFND |  | 214489 | 0 | 0 |
| JUPITER WELLNESS ACQUISITION | RIGHT 12/31/2028 | 48208E116 | BBG013CXMVG6 | 43999 | 439988 | SH |  | DFND |  | 439988 | 0 | 0 |
| KADEM SUSTAINABLE IMPACT COR | *W EXP 03/16/202 | 48284E113 |  | 2446 | 237499 | SH |  | DFND |  | 237499 | 0 | 0 |
| KADEM SUSTAINABLE IMPACT COR | CLASS A COM | 48284E105 | BBG00ZVX2PF1 | 3533248 | 352268 | SH |  | DFND |  | 352268 | 0 | 0 |
| KAIROS ACQUISITION CORP | *W EXP 11/30/202 | G52110106 |  | 3 | 31346 | SH |  | DFND |  | 31346 | 0 | 0 |
| KAIROUS ACQUISITION CORP LTD | *W EXP 09/15/202 | G52131128 |  | 7594 | 93748 | SH |  | DFND |  | 93748 | 0 | 0 |
| KAIROUS ACQUISITION CORP LTD | ORDINARY SHARES | G52131110 | BBG013QF2X32 | 2178597 | 210696 | SH |  | DFND |  | 210696 | 0 | 0 |
| KAIROUS ACQUISITION CORP LTD | RIGHT 09/15/2026 | G52131136 | BBG014MY5SY7 | 24562 | 187496 | SH |  | DFND |  | 187496 | 0 | 0 |
| KALERA PUBLIC LIMITED CO | *W EXP 06/28/202 | G52251116 |  | 1020 | 39094 | SH |  | DFND |  | 39094 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 |  | 44816 | 263625 | SH |  | DFND |  | 263625 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 | BBG011WGWC58 | 2565786 | 251671 | SH |  | DFND |  | 251671 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 |  | 206 | 37499 | SH |  | DFND |  | 37499 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 | BBG00YZ2QVW0 | 330391 | 32712 | SH |  | DFND |  | 32712 | 0 | 0 |
| KEYARCH ACQUISITION CORP | *W EXP 01/24/202 | G5260A112 |  | 9831 | 357498 | SH |  | DFND |  | 357498 | 0 | 0 |
| KEYARCH ACQUISITION CORP | ORD SHS CL A | G5260A104 | BBG015QML863 | 7198027 | 711971 | SH |  | DFND |  | 711971 | 0 | 0 |
| KEYARCH ACQUISITION CORP | RIGHT 01/24/2027 | G5260A120 | BBG015QMR9Z3 | 51837 | 714997 | SH |  | DFND |  | 714997 | 0 | 0 |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | BBG00Z8MT2C6 | 16393824 | 1646793 | SH |  | DFND |  | 1646793 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | *W EXP 09/15/202 | 49436K114 |  | 51300 | 569997 | SH |  | DFND |  | 569997 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CO | COM CL A | 49436K106 | BBG011ZVTZM6 | 8481822 | 825080 | SH |  | DFND |  | 825080 | 0 | 0 |
| KINS TECHNOLOGY GROUP INC | *W EXP 10/14/202 | 49714K117 |  | 3010 | 99999 | SH |  | DFND |  | 99999 | 0 | 0 |
| KISMET ACQUISITION TWO CORP | *W EXP 06/30/202 | G52807115 |  | 38 | 15000 | SH |  | DFND |  | 15000 | 0 | 0 |
| KKR INCOME OPPORTUNITIES FD | COM | 48249T106 | BBG004NRD5Z2 | 931039 | 84563 | SH |  | DFND |  | 84563 | 0 | 0 |
| KLUDEIN I ACQUISITION CORP | *W EXP 07/08/202 | 49878L117 |  | 3960 | 49999 | SH |  | DFND |  | 49999 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 |  | 26191 | 580728 | SH |  | DFND |  | 580728 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | BBG0148P1RY8 | 8562805 | 841140 | SH |  | DFND |  | 841140 | 0 | 0 |
| KNOWBE4 INC | CL A | 49926T104 | BBG00C4DL9K5 | 20593444 | 831051 | SH |  | DFND |  | 831051 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 |  | 1477 | 33332 | SH |  | DFND |  | 33332 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 | BBG010171ZV8 | 2548169 | 252294 | SH |  | DFND |  | 252294 | 0 | 0 |
| LAKELAND BANCORP INC | COM | 511637100 | BBG001S93HH8 | 2475262 | 140560 | SH |  | DFND |  | 140560 | 0 | 0 |
| LAKESHORE ACQUISITION II COR | *W EXP 11/18/202 | G5352N121 |  | 3125 | 62498 | SH |  | DFND |  | 62498 | 0 | 0 |
| LAKESHORE ACQUISITION II COR | ORDINARY SHARES | G5352N105 | BBG0156KRK20 | 2799459 | 274996 | SH |  | DFND |  | 274996 | 0 | 0 |
| LAKESHORE ACQUISITION II COR | RIGHT 11/18/2026 | G5352N113 | BBG016R0FFR6 | 21249 | 124996 | SH |  | DFND |  | 124996 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 |  | 7923 | 99042 | SH |  | DFND |  | 99042 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 | BBG012W6BRL0 | 1464151 | 142844 | SH |  | DFND |  | 142844 | 0 | 0 |
| LANDCADIA HOLDINGS IV INC | *W EXP 03/29/202 | 51477A112 |  | 12500 | 125000 | SH |  | DFND |  | 125000 | 0 | 0 |
| LANDSEA HOMES CORP | *W EXP 01/08/202 | 51509P111 |  | 74046 | 779427 | SH |  | DFND |  | 779427 | 0 | 0 |
| LATAMGROWTH SPAC | *W EXP 01/20/202 | G5380L121 |  | 56500 | 564999 | SH |  | DFND |  | 564999 | 0 | 0 |
| LATAMGROWTH SPAC | CLASS A ORD SHS | G5380L105 | BBG013RTC5W9 | 11209071 | 1092502 | SH |  | DFND |  | 1092502 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | *W EXP 10/21/202 | 519345110 |  | 387 | 75948 | SH |  | DFND |  | 75948 | 0 | 0 |
| LAVA MEDTECH ACQUISITION COR | CLASS A COM | 519345102 | BBG013B719K1 | 1561491 | 151896 | SH |  | DFND |  | 151896 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 |  | 70 | 10000 | SH |  | DFND |  | 10000 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | BBG00Z3162M1 | 6263923 | 619577 | SH |  | DFND |  | 619577 | 0 | 0 |
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 |  | 16335563 | 19275000 | PRN |  | DFND |  | 19275000 | 0 | 0 |
| LDH GROWTH CORP I | *W EXP 03/17/202 | G54094126 |  | 603 | 27399 | SH |  | DFND |  | 27399 | 0 | 0 |
| LDH GROWTH CORP I | CLASS A ORD SHS | G54094100 | BBG010WX2HT9 | 2498367 | 248100 | SH |  | DFND |  | 248100 | 0 | 0 |
| LEAFLY HOLDINGS INC | *W EXP 02/04/202 | 52178J113 |  | 6451 | 160869 | SH |  | DFND |  | 160869 | 0 | 0 |
| LEARN CW INVESTMENT COR | *W EXP 10/08/202 | G54157113 |  | 4882 | 81364 | SH |  | DFND |  | 81364 | 0 | 0 |
| LEARN CW INVESTMENT COR | CL A ORD SHS | G54157105 | BBG00ZVV8Q76 | 1643553 | 162728 | SH |  | DFND |  | 162728 | 0 | 0 |
| LEGATO MERGER CORP II | *W EXP 09/01/202 | 52473Y112 |  | 101972 | 232282 | SH |  | DFND |  | 232282 | 0 | 0 |
| LEGATO MERGER CORP II | COM | 52473Y104 | BBG013HD7XD1 | 5713388 | 564564 | SH |  | DFND |  | 564564 | 0 | 0 |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 |  | 16924525 | 23102000 | PRN |  | DFND |  | 23102000 | 0 | 0 |
| LEO HLDGS CORP II | COM CL A | G5463R102 | BBG00Y2PQ7B1 | 674718 | 66870 | SH |  | DFND |  | 66870 | 0 | 0 |
| LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 |  | 1667 | 41666 | SH |  | DFND |  | 41666 | 0 | 0 |
| LEVERE HOLDINGS CORP | CLASS A ORD SHS | G5462L106 | BBG010178TB7 | 739587 | 73299 | SH |  | DFND |  | 73299 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 |  | 4274 | 170943 | SH |  | DFND |  | 170943 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | CLASS A COM | 50202D102 | BBG013CY3JP2 | 4177728 | 407186 | SH |  | DFND |  | 407186 | 0 | 0 |
| LHC GROUP INC | COM | 50187A107 | BBG001SH4TR2 | 53512495 | 331737 | SH |  | DFND |  | 331737 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 |  | 15000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP | CLASS A COM | 53118A105 | BBG012F73SZ9 | 1127245 | 110406 | SH |  | DFND |  | 110406 | 0 | 0 |
| LIGHTJUMP ACQUISITION CORP | *W EXP 01/12/202 | 53228M114 |  | 7204 | 48677 | SH |  | DFND |  | 48677 | 0 | 0 |
| LIONHEART III CORP | *W EXP 11/09/202 | 536262116 |  | 7060 | 147383 | SH |  | DFND |  | 147383 | 0 | 0 |
| LIONHEART III CORP | CLASS A COM | 536262108 | BBG00ZSMXDK6 | 2023540 | 197998 | SH |  | DFND |  | 197998 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 |  | 48599 | 539991 | SH |  | DFND |  | 539991 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 | BBG014FPV4N0 | 7386051 | 719888 | SH |  | DFND |  | 719888 | 0 | 0 |
| LIVE OAK CRESTVIEW CLIMATE A | *W EXP 09/27/202 | 538086117 |  | 23992 | 133363 | SH |  | DFND |  | 133363 | 0 | 0 |
| LIVE OAK CRESTVIEW CLIMATE A | CL A COM | 538086109 | BBG00ZL6MKG9 | 3922340 | 394205 | SH |  | DFND |  | 394205 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | *W EXP 03/04/202 | 538126111 |  | 3595 | 25680 | SH |  | DFND |  | 25680 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | COM CL A | 538126103 | BBG00Z2WR0M5 | 7221189 | 718169 | SH |  | DFND |  | 718169 | 0 | 0 |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 |  | 13590043 | 18925000 | PRN |  | DFND |  | 18925000 | 0 | 0 |
| LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 |  | 24768 | 90064 | SH |  | DFND |  | 90064 | 0 | 0 |
| LOGISTICS INNOVTN TECHNLGS C | *W EXP 06/15/202 | 54141L118 |  | 6780 | 169078 | SH |  | DFND |  | 169078 | 0 | 0 |
| LOGISTICS INNOVTN TECHNLGS C | CLASS A COM | 54141L100 | BBG00ZMYTWY4 | 9751580 | 965503 | SH |  | DFND |  | 965503 | 0 | 0 |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 |  | 17930555 | 20250000 | PRN |  | DFND |  | 20250000 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | *W EXP 03/09/202 | 553800111 |  | 27200 | 499999 | SH |  | DFND |  | 499999 | 0 | 0 |
| M3 BRIGADE ACQUISITION II CO | COM CL A | 553800103 | BBG00ZCLL7V9 | 6410285 | 639749 | SH |  | DFND |  | 639749 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | *W EXP 07/31/202 | 55407R111 |  | 139002 | 331036 | SH |  | DFND |  | 331036 | 0 | 0 |
| M3 BRIGADE ACQUISITION III | CL A COM | 55407R103 | BBG0112C9J51 | 8292249 | 817776 | SH |  | DFND |  | 817776 | 0 | 0 |
| MACONDRAY CAP ACQUISITN CORP | *W EXP 05/31/202 | G5853A115 |  | 38 | 128192 | SH |  | DFND |  | 128192 | 0 | 0 |
| MACONDRAY CAP ACQUISITN CORP | CLASS A ORD SHS | G5853A107 | BBG0113PWC05 | 3598660 | 353156 | SH |  | DFND |  | 353156 | 0 | 0 |
| MADISON SQUARE GRDN SPRT COR | CL A | 55825T103 | BBG007FG0C32 | 2676890 | 14814 | SH |  | DFND |  | 14814 | 0 | 0 |
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 |  | 9543090 | 12205000 | PRN |  | DFND |  | 12205000 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | *W EXP 03/06/202 | G5S70A112 |  | 1200 | 49999 | SH |  | DFND |  | 49999 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 | BBG00ZHZS2F5 | 2252013 | 223414 | SH |  | DFND |  | 223414 | 0 | 0 |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 |  | 12075800 | 12100000 | PRN |  | DFND |  | 12100000 | 0 | 0 |
| MALACCA STRAITS ACQUISITION | *W EXP 06/30/202 | G5859B109 |  | 4000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| MALACCA STRAITS ACQUISITION | COM CL A | G5859B117 | BBG00VSH0FZ1 | 590855 | 57927 | SH |  | DFND |  | 57927 | 0 | 0 |
| MAQUIA CAPITAL ACQUISITION C | *W EXP 05/05/202 | 56564V119 |  | 7206 | 200155 | SH |  | DFND |  | 200155 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 |  | 4838038 | 20750000 | PRN |  | DFND |  | 20750000 | 0 | 0 |
| MARBLEGATE ACQUISITION CORP | *W EXP 08/31/202 | 56608A113 |  | 56000 | 1399998 | SH |  | DFND |  | 1399998 | 0 | 0 |
| MARIADB PLC | *W EXP 12/16/202 | G5920M118 |  | 29391 | 82053 | SH |  | DFND |  | 82053 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | *W EXP 01/12/202 | G58411110 |  | 23 | 14405 | SH |  | DFND |  | 14405 | 0 | 0 |
| MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 | BBG00YVW6F91 | 15813889 | 1582180 | SH |  | DFND |  | 1582180 | 0 | 0 |
| MAXAR TECHNOLOGIES INC | COM | 57778K105 | BBG00MT6CG16 | 25483502 | 492530 | SH |  | DFND |  | 492530 | 0 | 0 |
| MAXPRO CAPITAL ACQUISITN COR | *W EXP 09/27/202 | 57778T114 |  | 1210 | 22000 | SH |  | DFND |  | 22000 | 0 | 0 |
| MAXPRO CAPITAL ACQUISITN COR | CLASS A COM | 57778T106 | BBG011YPH5Z5 | 748080 | 72000 | SH |  | DFND |  | 72000 | 0 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | *W EXP 11/01/202 | 58176U117 |  | 6212 | 248473 | SH |  | DFND |  | 248473 | 0 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | CLASS A COM | 58176U109 | BBG012F73ZY4 | 5881430 | 576046 | SH |  | DFND |  | 576046 | 0 | 0 |
| MEDTECH ACQUISITION CORP | *W EXP 12/22/202 | 58507N113 |  | 5000 | 66665 | SH |  | DFND |  | 66665 | 0 | 0 |
| MELI KASZEK PIONEER CORP | CLASS A ORD | G5S74L106 | BBG012HQ70J0 | 9970000 | 1000000 | SH |  | DFND |  | 1000000 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | *W EXP 99/99/999 | 58759A116 |  | 3323 | 220069 | SH |  | DFND |  | 220069 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | CLASS A COM | 58759A108 | BBG013QQ8S51 | 4042460 | 395544 | SH |  | DFND |  | 395544 | 0 | 0 |
| MERIDIAN BIOSCIENCE INC | COM | 589584101 | BBG001SD4DZ7 | 26794891 | 806832 | SH |  | DFND |  | 806832 | 0 | 0 |
| METAL SKY STAR ACQUISITION C | *W EXP 03/31/202 | G6053N121 |  | 11125 | 445000 | SH |  | DFND |  | 445000 | 0 | 0 |
| METAL SKY STAR ACQUISITION C | ORDINARY SHARES | G6053N105 | BBG016M8Z3C5 | 4530100 | 445000 | SH |  | DFND |  | 445000 | 0 | 0 |
| METAL SKY STAR ACQUISITION C | RIGHT 03/30/2024 | G6053N113 | BBG017TG9XV0 | 37825 | 445000 | SH |  | DFND |  | 445000 | 0 | 0 |
| METALS ACQUISITION CORP | *W EXP 99/99/999 | G60405126 |  | 53382 | 108831 | SH |  | DFND |  | 108831 | 0 | 0 |
| METALS ACQUISITION CORP | SHS CL A | G60405100 | BBG011S292J7 | 2373496 | 237231 | SH |  | DFND |  | 237231 | 0 | 0 |
| MFS MUN INCOME TR | SH BEN INT | 552738106 | BBG001S5T4C2 | 518704 | 100136 | SH |  | DFND |  | 100136 | 0 | 0 |
| MINORITY EQUALITY OPPORTUNIT | *W EXP 08/26/202 | 60436Q118 |  | 4500 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| MINORITY EQUALITY OPPORTUNIT | CLASS A COM | 60436Q100 | BBG011ZPZWB1 | 621513 | 59876 | SH |  | DFND |  | 59876 | 0 | 0 |
| MOBIV ACQUISITION CORP | *W EXP 07/31/202 | 60742N114 |  | 24900 | 415000 | SH |  | DFND |  | 415000 | 0 | 0 |
| MOBIV ACQUISITION CORP | CLASS A COM | 60742N106 | BBG0185G2C56 | 4394850 | 415000 | SH |  | DFND |  | 415000 | 0 | 0 |
| MODEL PERFORMANCE ACQU CORP | *W EXP 04/29/202 | G6246M139 |  | 3000 | 30000 | SH |  | DFND |  | 30000 | 0 | 0 |
| MODEL PERFORMANCE ACQU CORP | RIGHT 04/29/2026 | G6246M121 | BBG00ZLH3CJ1 | 32400 | 60000 | SH |  | DFND |  | 60000 | 0 | 0 |
| MONEYGRAM INTL INC | COM NEW | 60935Y208 | BBG001SM0819 | 19750583 | 1813644 | SH |  | DFND |  | 1813644 | 0 | 0 |
| MONEYLION INC | *W EXP 09/22/202 | 60938K114 |  | 4664 | 113478 | SH |  | DFND |  | 113478 | 0 | 0 |
| MONTEREY BIO ACQUISITION COR | *W EXP 10/05/202 | 61240F116 |  | 690 | 21228 | SH |  | DFND |  | 21228 | 0 | 0 |
| MONTEREY BIO ACQUISITION COR | COM | 61240F108 | BBG012F7PY55 | 733504 | 71076 | SH |  | DFND |  | 71076 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | *W EXP 01/01/202 | 61244M117 |  | 11430 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | CLASS A COM | 61244M109 | BBG01710KZH3 | 3003000 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | RIGHT 05/10/2027 | 61244M125 | BBG01710RY25 | 28500 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 |  | 2120 | 20000 | SH |  | DFND |  | 20000 | 0 | 0 |
| MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | BBG00Z4B1QC1 | 1518000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| MOTIVE CAPITAL CORP II | *W EXP 99/99/999 | G6293R114 |  | 12271 | 305990 | SH |  | DFND |  | 305990 | 0 | 0 |
| MOTIVE CAPITAL CORP II | CL A ORD | G6293R106 | BBG013JZ9BP3 | 9393902 | 918270 | SH |  | DFND |  | 918270 | 0 | 0 |
| MOUNT RAINIER ACQUISITION CO | *W EXP 11/27/202 | 623006111 |  | 35751 | 198614 | SH |  | DFND |  | 198614 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 |  | 4828 | 160949 | SH |  | DFND |  | 160949 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITN CO | CLASS A ORD | G6301J104 | BBG013BWJT23 | 2371373 | 228456 | SH |  | DFND |  | 228456 | 0 | 0 |
| MOUNTAIN CREST ACQSITN CORP | COM | 62404B107 | BBG0132V8RT2 | 1000000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| MOUNTAIN CREST ACQUSITN CRP | RIGHT 06/29/2026 | 62403K116 | BBG011J09746 | 14020 | 200290 | SH |  | DFND |  | 200290 | 0 | 0 |
| MSD ACQUISITION CORP | *W EXP 03/25/202 | G5709C125 |  | 3000 | 40000 | SH |  | DFND |  | 40000 | 0 | 0 |
| MSD ACQUISITION CORP | CLASS A ORD SHS | G5709C109 | BBG00ZDR6KH9 | 691769 | 68492 | SH |  | DFND |  | 68492 | 0 | 0 |
| MURPHY CANYON ACQUISITION CO | *W EXP 01/25/202 | 626642110 |  | 20700 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| MURPHY CANYON ACQUISITION CO | CLASS A COM | 626642102 | BBG015879NG6 | 4330799 | 422517 | SH |  | DFND |  | 422517 | 0 | 0 |
| MYOVANT SCIENCES LTD | COM | G637AM102 | BBG00DY7YQL0 | 37408348 | 1387550 | SH |  | DFND |  | 1387550 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 |  | 20181 | 347945 | SH |  | DFND |  | 347945 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 | BBG011C70NY9 | 4536280 | 441702 | SH |  | DFND |  | 441702 | 0 | 0 |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 |  | 19514284 | 28538000 | PRN |  | DFND |  | 28538000 | 0 | 0 |
| NEUBERGER BERMAN MUN FD INC | COM | 64124P101 | BBG001SHWP71 | 787908 | 75615 | SH |  | DFND |  | 75615 | 0 | 0 |
| NEW AMER HIGH INCOME FD INC | COM NEW | 641876800 | BBG001S5S2K8 | 91087 | 13801 | SH |  | DFND |  | 13801 | 0 | 0 |
| NEW PROVIDENCE ACQSITN CORP | *W EXP 11/09/202 | 64823D110 |  | 14706 | 147060 | SH |  | DFND |  | 147060 | 0 | 0 |
| NEW PROVIDENCE ACQSITN CORP | CLASS A COM | 64823D102 | BBG00ZFCX155 | 6065174 | 596379 | SH |  | DFND |  | 596379 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | *W EXP 02/01/202 | G6529L121 |  | 731 | 12666 | SH |  | DFND |  | 12666 | 0 | 0 |
| NEWBURY STREET ACQUISITN COR | *W EXP 04/30/202 | 65101L112 |  | 10500 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| NEWBURY STREET ACQUISITN COR | COM | 65101L104 | BBG00Z4H9FC4 | 4347800 | 434780 | SH |  | DFND |  | 434780 | 0 | 0 |
| NEWCOURT ACQUISITION CORP | *W EXP 01/22/202 | G6448C129 |  | 7110 | 148125 | SH |  | DFND |  | 148125 | 0 | 0 |
| NEWCOURT ACQUISITION CORP | CLASS A ORD SHS | G6448C103 | BBG00ZS3RMG0 | 581015 | 56574 | SH |  | DFND |  | 56574 | 0 | 0 |
| NEWHOLD INVESTMENT CORP II | *W EXP 10/21/202 | 651450116 |  | 22240 | 148965 | SH |  | DFND |  | 148965 | 0 | 0 |
| NEWHOLD INVESTMENT CORP II | COM CL A | 651450108 | BBG00ZTHHSS3 | 3000155 | 297930 | SH |  | DFND |  | 297930 | 0 | 0 |
| NEXTERS INC | *W EXP 08/26/202 | G6529J118 |  | 0 | 159632 | SH |  | DFND |  | 159632 | 0 | 0 |
| NEXTNAV INC | *W EXP 10/28/202 | 65345N114 |  | 23917 | 64206 | SH |  | DFND |  | 64206 | 0 | 0 |
| NOBLE ROCK ACQUISITION CORP | *W EXP 01/31/202 | G6546R119 |  | 2505 | 50000 | SH |  | DFND |  | 50000 | 0 | 0 |
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | BBG00YVW7RD9 | 1515000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| NOCTURNE ACQUISITION CORP | ORDINARY SHARES | G6580S114 | BBG00Z71WZL6 | 507941 | 47560 | SH |  | DFND |  | 47560 | 0 | 0 |
| NOGIN INC | *W EXP 08/26/202 | 65528N113 |  | 3506 | 179794 | SH |  | DFND |  | 179794 | 0 | 0 |
| NORTH ATLANTIC ACQUISITN COR | *W EXP 10/20/202 | G66139125 |  | 362 | 17666 | SH |  | DFND |  | 17666 | 0 | 0 |
| NORTH ATLANTIC ACQUISITN COR | CL A SHS | G66139109 | BBG00YRWVKH8 | 1516500 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| NORTHERN GENESIS ACQU CORP I | *W EXP 12/31/202 | 66516W115 |  | 8197 | 97706 | SH |  | DFND |  | 97706 | 0 | 0 |
| NORTHERN GENESIS ACQU CORP I | COM | 66516W107 | BBG00ZCX39H5 | 484209 | 48228 | SH |  | DFND |  | 48228 | 0 | 0 |
| NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 | BBG00Z61Q344 | 3731736 | 371317 | SH |  | DFND |  | 371317 | 0 | 0 |
| NORTHERN STAR INVEST CORP IV | *W EXP 02/25/202 | 66575B119 |  | 466 | 20014 | SH |  | DFND |  | 20014 | 0 | 0 |
| NORTHERN STAR INVEST CORP IV | COM CL A | 66575B101 | BBG00Z61QPQ1 | 3949771 | 393012 | SH |  | DFND |  | 393012 | 0 | 0 |
| NORTHERN STAR INVSTMNT CORP | *W EXP 01/31/202 | 66573W115 |  | 1607 | 24799 | SH |  | DFND |  | 24799 | 0 | 0 |
| NORTHVIEW ACQUISITION CORP | *W EXP 08/02/202 | 66718N111 |  | 10687 | 224997 | SH |  | DFND |  | 224997 | 0 | 0 |
| NORTHVIEW ACQUISITION CORP | COM | 66718N103 | BBG011J0RMT6 | 7369464 | 727489 | SH |  | DFND |  | 727489 | 0 | 0 |
| NORTHVIEW ACQUISITION CORP | RIGHT 99/99/9999 | 66718N129 | BBG014RLXKR4 | 77625 | 450000 | SH |  | DFND |  | 450000 | 0 | 0 |
| NOVA VISION ACQUISITION CORP | *W EXP 12/31/202 | G6759A118 |  | 2073 | 76500 | SH |  | DFND |  | 76500 | 0 | 0 |
| NOVA VISION ACQUISITION CORP | RIGHT 12/23/2023 | G6759A134 | BBG012R641M0 | 9180 | 76500 | SH |  | DFND |  | 76500 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CO | *W EXP 11/16/202 | 67022R111 |  | 39560 | 494497 | SH |  | DFND |  | 494497 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CO | CLASS A COM | 67022R103 | BBG013KL71K1 | 10621796 | 988994 | SH |  | DFND |  | 988994 | 0 | 0 |
| NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | BBG001SHZCF8 | 1601934 | 131955 | SH |  | DFND |  | 131955 | 0 | 0 |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | BBG001SKQWJ3 | 1850433 | 162747 | SH |  | DFND |  | 162747 | 0 | 0 |
| NUVEEN AMT-FREE MUN VALUE FD | COM | 670695105 | BBG001S6RMX9 | 332043 | 24397 | SH |  | DFND |  | 24397 | 0 | 0 |
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | BBG001SCTG12 | 1582523 | 142956 | SH |  | DFND |  | 142956 | 0 | 0 |
| NUVEEN CALIFORNIA AMT QLT MU | COM | 670651108 | BBG001S94NN7 | 485087 | 39438 | SH |  | DFND |  | 39438 | 0 | 0 |
| NUVEEN CALIFORNIA MUNI VLU F | COM STK | 67062C107 | BBG001S5TJV8 | 279458 | 33072 | SH |  | DFND |  | 33072 | 0 | 0 |
| NUVEEN CR STRATEGIES INCOME | COM SHS | 67073D102 | BBG001SLL7N6 | 1075934 | 211382 | SH |  | DFND |  | 211382 | 0 | 0 |
| NUVEEN FLOATING RATE INCOME | COM SHS | 6706EN100 | BBG001SM3CC5 | 276044 | 35345 | SH |  | DFND |  | 35345 | 0 | 0 |
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | BBG001S97B05 | 2016889 | 166961 | SH |  | DFND |  | 166961 | 0 | 0 |
| NUVEEN NEW JERSEY QULT MUN F | COM | 67069Y102 | BBG001SHM0F8 | 355769 | 31484 | SH |  | DFND |  | 31484 | 0 | 0 |
| NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | BBG001S90BW7 | 910236 | 88717 | SH |  | DFND |  | 88717 | 0 | 0 |
| NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | BBG001SCTFW0 | 805464 | 75277 | SH |  | DFND |  | 75277 | 0 | 0 |
| NUVEEN OHIO QLTY MUN INCOME | COM | 670980101 | BBG001S6WLQ3 | 650274 | 51243 | SH |  | DFND |  | 51243 | 0 | 0 |
| NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | BBG001S6PT66 | 724774 | 65119 | SH |  | DFND |  | 65119 | 0 | 0 |
| NUVEEN PFD  INCOME OPPORTUN | COM | 67073B106 | BBG001S6R664 | 614061 | 84349 | SH |  | DFND |  | 84349 | 0 | 0 |
| NUVEEN PFD  INCOME SECS FD | COM | 67072C105 | BBG001SFPML4 | 1754359 | 257994 | SH |  | DFND |  | 257994 | 0 | 0 |
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | BBG001SCTFM1 | 1800692 | 152601 | SH |  | DFND |  | 152601 | 0 | 0 |
| NUVEEN REAL ASSET INCOME  G | COM | 67074Y105 | BBG002G9B700 | 277372 | 23707 | SH |  | DFND |  | 23707 | 0 | 0 |
| NUVEEN SHORT DURATION CR OPP | COM | 67074X107 | BBG001V05BM8 | 168815 | 14234 | SH |  | DFND |  | 14234 | 0 | 0 |
| NWTN INC | *W EXP 12/31/202 | G6693P114 |  | 57074 | 197214 | SH |  | DFND |  | 197214 | 0 | 0 |
| OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 |  | 15029229 | 19725000 | PRN |  | DFND |  | 19725000 | 0 | 0 |
| OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 |  | 948 | 95769 | SH |  | DFND |  | 95769 | 0 | 0 |
| OCA ACQUISITION CORP | COM CL A | 670865104 | BBG00YPSXHC9 | 1710947 | 166759 | SH |  | DFND |  | 166759 | 0 | 0 |
| OCEANTECH ACQUISITIONS I COR | *W EXP 99/99/999 | 675507115 |  | 10023 | 257010 | SH |  | DFND |  | 257010 | 0 | 0 |
| OFFERPAD SOLUTIONS INC | *W EXP 09/01/202 | 67623L117 |  | 330 | 14660 | SH |  | DFND |  | 14660 | 0 | 0 |
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 |  | 8940100 | 10580000 | PRN |  | DFND |  | 10580000 | 0 | 0 |
| OMNIAB INC | *W EXP 11/01/202 | 68218J111 |  | 40158 | 73015 | SH |  | DFND |  | 73015 | 0 | 0 |
| OMNILIT ACQUISITION CORP | *W EXP 11/08/202 | 68218C116 |  | 4361 | 134177 | SH |  | DFND |  | 134177 | 0 | 0 |
| ONYX ACQUISITION CO I | *W EXP 11/30/202 | G6755Q117 |  | 5215 | 148568 | SH |  | DFND |  | 148568 | 0 | 0 |
| ONYX ACQUISITION CO I | SHS CL A | G6755Q109 | BBG012WDXG08 | 3060501 | 297136 | SH |  | DFND |  | 297136 | 0 | 0 |
| OPY ACQUISITION CORP I | *W EXP 09/22/202 | 671005114 |  | 4984 | 99288 | SH |  | DFND |  | 99288 | 0 | 0 |
| OPY ACQUISITION CORP I | COM CL A | 671005106 | BBG01359RQB8 | 2539549 | 253448 | SH |  | DFND |  | 253448 | 0 | 0 |
| ORION BIOTECH OPPORTUNTES CO | *W EXP 04/15/202 | G6780C117 |  | 6066 | 40000 | SH |  | DFND |  | 40000 | 0 | 0 |
| ORION BIOTECH OPPORTUNTES CO | CLASS A ORD SHS | G6780C109 | BBG00ZHCWKP0 | 2010000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| OSIRIS ACQUISITION CORP | *W EXP 05/01/202 | 68829A111 |  | 17563 | 427320 | SH |  | DFND |  | 427320 | 0 | 0 |
| OTONOMO TECHNOLOGIES LTD | *W EXP 08/13/202 | M7571L111 |  | 13916 | 466969 | SH |  | DFND |  | 466969 | 0 | 0 |
| OXBRIDGE ACQUISITION CORP | *W EXP 08/04/202 | G6855L117 |  | 4048 | 126500 | SH |  | DFND |  | 126500 | 0 | 0 |
| OXUS ACQUISITION CORP | *W EXP 99/99/999 | G6859L121 |  | 2978 | 75000 | SH |  | DFND |  | 75000 | 0 | 0 |
| PANACEA ACQUISITION CORP II | CL A SHS | G6882C106 | BBG00ZL82BD0 | 1749606 | 173400 | SH |  | DFND |  | 173400 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | *W EXP 12/31/202 | 69882P110 |  | 48693 | 612496 | SH |  | DFND |  | 612496 | 0 | 0 |
| PAPAYA GRWT OPPORTUNITY CORP | CLASS A COM | 69882P102 | BBG01517T2P7 | 8279401 | 811706 | SH |  | DFND |  | 811706 | 0 | 0 |
| PARABELLUM ACQUISITION CORP | COM CL A | 69901P109 | BBG00ZVLVGF5 | 661681 | 65025 | SH |  | DFND |  | 65025 | 0 | 0 |
| PARAMOUNT GLOBAL | CLASS B COM | 92556H206 | BBG001S6L063 | 1996995 | 120446 | SH |  | DFND |  | 120446 | 0 | 0 |
| PATHFINDER ACQUISITION CORP | CL A | G04119106 | BBG00Z3H2DY3 | 1475423 | 146444 | SH |  | DFND |  | 146444 | 0 | 0 |
| PATRIA LATIN AMRCN OPPRNTY A | *W EXP 02/23/202 | G69454117 |  | 54000 | 599997 | SH |  | DFND |  | 599997 | 0 | 0 |
| PATRIA LATIN AMRCN OPPRNTY A | CLASS A ORD SHS | G69454109 | BBG0157FL9D9 | 9920010 | 959382 | SH |  | DFND |  | 959382 | 0 | 0 |
| PATRIOT NATL BANCORP INC | COM NEW | 70336F203 | BBG001S88KW1 | 2008223 | 189455 | SH |  | DFND |  | 189455 | 0 | 0 |
| PEARL HOLDINGS ACQUISITN COR | *W EXP 12/15/202 | G44525114 |  | 26220 | 375104 | SH |  | DFND |  | 375104 | 0 | 0 |
| PEARL HOLDINGS ACQUISITN COR | CLASS A ORD SHS | G44525106 | BBG014BVZX53 | 7674628 | 750208 | SH |  | DFND |  | 750208 | 0 | 0 |
| PEGASUS DIGITAL MOBILITY ACQ | *W EXP 99/99/999 | G69768110 |  | 4303 | 172809 | SH |  | DFND |  | 172809 | 0 | 0 |
| PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 | BBG0135VZ5F2 | 669701 | 65146 | SH |  | DFND |  | 65146 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 |  | 7530786 | 10550000 | PRN |  | DFND |  | 10550000 | 0 | 0 |
| PEPPERLIME HEALTH ACQUSTN CO | *W EXP 10/01/202 | G70021111 |  | 4590 | 299999 | SH |  | DFND |  | 299999 | 0 | 0 |
| PEPPERLIME HEALTH ACQUSTN CO | CLASS A ORD SHS | G70021103 | BBG013NCBTZ6 | 3966178 | 388080 | SH |  | DFND |  | 388080 | 0 | 0 |
| PERCEPTION CAPITAL CORP II | *W EXP 10/25/202 | G7007D110 |  | 3422 | 172822 | SH |  | DFND |  | 172822 | 0 | 0 |
| PERCEPTION CAPITAL CORP II | CLASS A ORD | G7007D102 | BBG00ZZMJPN4 | 7414694 | 721976 | SH |  | DFND |  | 721976 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | *W EXP 04/30/202 | G7008B121 |  | 934 | 19999 | SH |  | DFND |  | 19999 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 | BBG00Z4H5XW7 | 1009000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 |  | 2152630 | 2578000 | PRN |  | DFND |  | 2578000 | 0 | 0 |
| PGIM GLOBAL HIGH YIELD FD FO | COM | 69346J106 | BBG0037TDYM9 | 690866 | 63733 | SH |  | DFND |  | 63733 | 0 | 0 |
| PGIM HIGH YIELD BOND FUND IN | COM | 69346H100 | BBG002R1BH76 | 502896 | 42367 | SH |  | DFND |  | 42367 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | *W EXP 09/01/202 | 71902K113 |  | 9825 | 249998 | SH |  | DFND |  | 249998 | 0 | 0 |
| PHOENIX BIOTECH ACQUISITION | CLASS A COM | 71902K105 | BBG012LSLH99 | 3738055 | 362918 | SH |  | DFND |  | 362918 | 0 | 0 |
| PHP VENTURES ACQUISITION COR | *W EXP 01/01/202 | 69291C114 |  | 2145 | 35750 | SH |  | DFND |  | 35750 | 0 | 0 |
| PHP VENTURES ACQUISITION COR | CLASS A COM | 69291C106 | BBG011BZ92H4 | 343530 | 33000 | SH |  | DFND |  | 33000 | 0 | 0 |
| PHP VENTURES ACQUISITION COR | RIGHT 01/01/2023 | 69291C122 | BBG011F50MP2 | 12513 | 71500 | SH |  | DFND |  | 71500 | 0 | 0 |
| PINE TECHNOLOGY ACQUISITN CO | *W EXP 03/31/202 | 722850112 |  | 510 | 299999 | SH |  | DFND |  | 299999 | 0 | 0 |
| PINE TECHNOLOGY ACQUISITN CO | CLASS A COM | 722850104 | BBG00ZDL8GC4 | 8181323 | 810032 | SH |  | DFND |  | 810032 | 0 | 0 |
| PIONEER FLOATING RATE FUND I | COM | 72369J102 | BBG001SML8F1 | 692058 | 78912 | SH |  | DFND |  | 78912 | 0 | 0 |
| PIONEER HIGH INCOME FUND INC | COM | 72369H106 | BBG001SKDJR7 | 752421 | 115757 | SH |  | DFND |  | 115757 | 0 | 0 |
| PIONEER MERGER CORP | *W EXP 01/07/202 | G7S24C111 |  | 8 | 16666 | SH |  | DFND |  | 16666 | 0 | 0 |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 | BBG00ZGXRG07 | 912600 | 90000 | SH |  | DFND |  | 90000 | 0 | 0 |
| PIONEER MUNICIPAL HIGH INCOM | COM | 723762100 | BBG001SC4CM5 | 763538 | 94264 | SH |  | DFND |  | 94264 | 0 | 0 |
| PIONEER MUNICIPAL HIGH INCOM | COM SHS | 723763108 | BBG001SLS3T2 | 686512 | 80013 | SH |  | DFND |  | 80013 | 0 | 0 |
| PIVOTAL INVESTMENT CORP III | COM CL A | 72582M106 | BBG00YZ50059 | 3491684 | 344994 | SH |  | DFND |  | 344994 | 0 | 0 |
| PLUM ACQUISITION CORP I | *W EXP 03/15/202 | G7134L118 |  | 1122 | 37394 | SH |  | DFND |  | 37394 | 0 | 0 |
| PLUTONIAN ACQUISITION CORP | UNIT 10/26/2027 | 72942P203 | BBG019XZXDB8 | 773850 | 77000 | SH |  | DFND |  | 77000 | 0 | 0 |
| PNM RES INC | COM | 69349H107 | BBG001S5V9J1 | 39244724 | 804360 | SH |  | DFND |  | 804360 | 0 | 0 |
| PONO CAP TWO INC | *W EXP 07/31/202 | 73245B115 |  | 20663 | 375000 | SH |  | DFND |  | 375000 | 0 | 0 |
| PONO CAP TWO INC | COM CL A | 73245B107 | BBG019TC4TM9 | 3843750 | 375000 | SH |  | DFND |  | 375000 | 0 | 0 |
| PONO CAPITAL CORP | *W EXP 09/30/202 | 732450119 |  | 13967 | 214872 | SH |  | DFND |  | 214872 | 0 | 0 |
| PONO CAPITAL CORP | CLASS A COM | 732450101 | BBG011FT9PP4 | 2961400 | 282307 | SH |  | DFND |  | 282307 | 0 | 0 |
| PONTEM CORPORATION | *W EXP 01/05/202 | G71707122 |  | 1413 | 17666 | SH |  | DFND |  | 17666 | 0 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 | BBG00YPZQGF0 | 2527500 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| PORTAGE FINTECH ACQUISITN CO | *W EXP 07/08/202 | G7185D114 |  | 15866 | 79330 | SH |  | DFND |  | 79330 | 0 | 0 |
| PORTAGE FINTECH ACQUISITN CO | CLASS A ORD SHS | G7185D106 | BBG011JF2F79 | 4312529 | 429963 | SH |  | DFND |  | 429963 | 0 | 0 |
| POSHMARK INC | COM CL A | 73739W104 | BBG0029ZBN69 | 12377037 | 692228 | SH |  | DFND |  | 692228 | 0 | 0 |
| POST HOLDINGS PARTNERING COR | *W EXP 04/12/202 | 737465112 |  | 8000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| POST HOLDINGS PARTNERING COR | COM SER A | 737465104 | BBG0112J3623 | 4262055 | 429210 | SH |  | DFND |  | 429210 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU | *W EXP 12/09/202 | 73919C118 |  | 30554 | 435239 | SH |  | DFND |  | 435239 | 0 | 0 |
| POWER  DIGITAL INFRASTRUCTU | CLASS A COM | 73919C100 | BBG014FPNHD1 | 12432071 | 1232118 | SH |  | DFND |  | 1232118 | 0 | 0 |
| POWERED BRANDS | *W EXP 01/07/202 | G7209M116 |  | 5 | 16666 | SH |  | DFND |  | 16666 | 0 | 0 |
| POWERUP ACQUISITION CORP | *W EXP 05/23/202 | G7207P129 |  | 53600 | 669998 | SH |  | DFND |  | 669998 | 0 | 0 |
| POWERUP ACQUISITION CORP | CLASS A ORDI SHS | G7207P103 | BBG015STV142 | 9136852 | 887073 | SH |  | DFND |  | 887073 | 0 | 0 |
| PRENETICS GLOBAL LTD | *W EXP 05/18/202 | G72245114 |  | 9661 | 60383 | SH |  | DFND |  | 60383 | 0 | 0 |
| PRIME IMPACT ACQUISITION I | *W EXP 10/01/203 | G61074129 |  | 2653 | 133333 | SH |  | DFND |  | 133333 | 0 | 0 |
| PRIME IMPACT ACQUISITION I | SHS CL A | G61074103 | BBG00XQYNMW5 | 699014 | 68130 | SH |  | DFND |  | 68130 | 0 | 0 |
| PRIME NO ACQUISITION I CORP | *W EXP 07/31/202 | 74168P115 |  | 4875 | 74997 | SH |  | DFND |  | 74997 | 0 | 0 |
| PRIME NO ACQUISITION I CORP | COM CL A | 74168P107 | BBG015BCFZC1 | 1523949 | 149995 | SH |  | DFND |  | 149995 | 0 | 0 |
| PRIME NO ACQUISITION I CORP | RIGHT 07/31/2027 | 74168P123 | BBG018MDWK53 | 26999 | 149995 | SH |  | DFND |  | 149995 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | *W EXP 02/28/202 | 74275N110 |  | 2280 | 50000 | SH |  | DFND |  | 50000 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | CL A | 74275N102 | BBG00Z17HFQ5 | 4129367 | 410678 | SH |  | DFND |  | 410678 | 0 | 0 |
| PROGRESS ACQUISITION CORP | *W EXP 11/11/202 | 74327P113 |  | 4170 | 66500 | SH |  | DFND |  | 66500 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC | *W EXP 10/28/202 | G72556114 |  | 8893 | 222320 | SH |  | DFND |  | 222320 | 0 | 0 |
| PROJECT ENERGY REIMAGINED AC | CLASS A ORD | G72556106 | BBG00ZV9JFM0 | 4477525 | 444640 | SH |  | DFND |  | 444640 | 0 | 0 |
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 |  | 6754 | 219985 | SH |  | DFND |  | 219985 | 0 | 0 |
| PROOF ACQUISITION CORP I | CL A COM | 74349W104 | BBG014L7QJG4 | 3808502 | 374484 | SH |  | DFND |  | 374484 | 0 | 0 |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 |  | 901645 | 896000 | PRN |  | DFND |  | 896000 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | *W EXP 01/11/202 | G7273A113 |  | 283 | 16666 | SH |  | DFND |  | 16666 | 0 | 0 |
| PROSPECTOR CAPITAL CORP | CL A | G7273A105 | BBG00YN63B99 | 1866613 | 187788 | SH |  | DFND |  | 187788 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | *W EXP 05/03/202 | G7308P127 |  | 7407 | 98756 | SH |  | DFND |  | 98756 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP | CL A ORD SHS | G7308P101 | BBG012TW2W09 | 2040299 | 197512 | SH |  | DFND |  | 197512 | 0 | 0 |
| QOMOLANGMA ACQUISITION CORP | UNIT 09/29/2027 | 74738V204 | BBG017ZMZ7G5 | 1011000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| QUANTUM FINTECH ACQUISTIN CO | COMMON STOCK | 74767A105 | BBG00YZDT2C9 | 558479 | 55570 | SH |  | DFND |  | 55570 | 0 | 0 |
| RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 |  | 9149 | 123802 | SH |  | DFND |  | 123802 | 0 | 0 |
| RCF ACQUISITION CORP | CL A COM | G7330C102 | BBG01386KXT4 | 1886527 | 183872 | SH |  | DFND |  | 183872 | 0 | 0 |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 |  | 7392000 | 10500000 | PRN |  | DFND |  | 10500000 | 0 | 0 |
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 |  | 11664576 | 25248000 | PRN |  | DFND |  | 25248000 | 0 | 0 |
| REDFIN CORP | NOTE 10/1 | 75737FAC2 |  | 1006055 | 1675000 | PRN |  | DFND |  | 1675000 | 0 | 0 |
| REDWOODS ACQUISITION CORP | *W EXP 03/15/202 | 758083117 |  | 11750 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| REDWOODS ACQUISITION CORP | COM | 758083109 | BBG015Z24BT4 | 2542500 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| REDWOODS ACQUISITION CORP | RIGHT 03/15/2027 | 758083125 | BBG015Z29HS7 | 40000 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| RELATIVITY ACQUISITION CORP | *W EXP 12/15/202 | 75944B114 |  | 15441 | 475100 | SH |  | DFND |  | 475100 | 0 | 0 |
| RESOLUTE FST PRODS INC | COM | 76117W109 | BBG001TJ3TQ9 | 3028796 | 140287 | SH |  | DFND |  | 140287 | 0 | 0 |
| REVELSTONE CAPITAL ACQSTN CO | *W EXP 09/15/202 | 76137R114 |  | 136417 | 674997 | SH |  | DFND |  | 674997 | 0 | 0 |
| REVELSTONE CAPITAL ACQSTN CO | CLASS A COM | 76137R106 | BBG013SVT5S0 | 13540440 | 1349994 | SH |  | DFND |  | 1349994 | 0 | 0 |
| RF ACQUISITION CORP | *W EXP 05/01/202 | 74954L112 |  | 4813 | 385000 | SH |  | DFND |  | 385000 | 0 | 0 |
| RF ACQUISITION CORP | CLASS A COM | 74954L104 | BBG0146Z8935 | 4646101 | 459555 | SH |  | DFND |  | 459555 | 0 | 0 |
| RF ACQUISITION CORP | RIGHT 05/01/2028 | 74954L120 | BBG0146Z8KY6 | 30839 | 385000 | SH |  | DFND |  | 385000 | 0 | 0 |
| RICE ACQUISITION CORP II | *W EXP 99/99/999 | G75529126 |  | 37810 | 30248 | SH |  | DFND |  | 30248 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | *W EXP 99/99/999 | G7573M114 |  | 22285 | 222854 | SH |  | DFND |  | 222854 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 | BBG013B54K63 | 3309079 | 321582 | SH |  | DFND |  | 321582 | 0 | 0 |
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 |  | 12162050 | 15395000 | PRN |  | DFND |  | 15395000 | 0 | 0 |
| RMG ACQUISITION CORP III | *W EXP 02/08/202 | G76088122 |  | 470 | 15660 | SH |  | DFND |  | 15660 | 0 | 0 |
| RMG ACQUISITION CORP III | CL A SHS | G76088106 | BBG00YRX1975 | 4108448 | 406777 | SH |  | DFND |  | 406777 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 | BBG013FX4VB8 | 5939651 | 579761 | SH |  | DFND |  | 579761 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | RIGHT 11/30/2028 | 77118V116 | BBG0149BKNV9 | 75756 | 473477 | SH |  | DFND |  | 473477 | 0 | 0 |
| ROCKET INTERNET GRWT OPRT CO | SHS CL A | G7613T103 | BBG010S205Z3 | 1095345 | 108450 | SH |  | DFND |  | 108450 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 |  | 10000 | 99999 | SH |  | DFND |  | 99999 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | CLASS A ORD | G7637J107 | BBG012JHCPW2 | 1046000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| ROSECLIFF ACQUISITION CORP I | *W EXP 02/11/202 | 77732R111 |  | 1251 | 41698 | SH |  | DFND |  | 41698 | 0 | 0 |
| ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 |  | 2505 | 49999 | SH |  | DFND |  | 49999 | 0 | 0 |
| ROTH CH ACQUISITION IV CO | *W EXP 07/01/202 | 77867P112 |  | 25528 | 105748 | SH |  | DFND |  | 105748 | 0 | 0 |
| ROTH CH ACQUISITION V CO | *W EXP 12/10/202 | 77867R118 |  | 3683 | 92079 | SH |  | DFND |  | 92079 | 0 | 0 |
| ROTH CH ACQUISITION V CO | COM | 77867R100 | BBG013J4Q4T5 | 1861837 | 184158 | SH |  | DFND |  | 184158 | 0 | 0 |
| RUBICON TECHNOLOGIES INC | *W EXP 04/01/202 | 78112J117 |  | 15647 | 343898 | SH |  | DFND |  | 343898 | 0 | 0 |
| SABA CAPITAL INCOME  OPRNT | SHS NEW | 78518H202 | BBG001S6Q335 | 396976 | 52165 | SH |  | DFND |  | 52165 | 0 | 0 |
| SAGALIAM ACQUISITION CORP | COM CL A | 78661R106 | BBG01174BZ28 | 931643 | 89495 | SH |  | DFND |  | 89495 | 0 | 0 |
| SAGALIAM ACQUISITION CORP | RIGHT 05/31/2028 | 78661R114 | BBG01174D0L2 | 24000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| SATIXFY COMMUNICATIONS LTD | *W EXP 99/99/999 | M82363132 |  | 17355 | 61982 | SH |  | DFND |  | 61982 | 0 | 0 |
| SCHULTZE SPL PURP ACQ CORP I | *W EXP 04/13/202 | 808212112 |  | 847 | 74999 | SH |  | DFND |  | 74999 | 0 | 0 |
| SCHULTZE SPL PURP ACQ CORP I | CLASS A COM | 808212104 | BBG00ZMG1Y06 | 4029486 | 398959 | SH |  | DFND |  | 398959 | 0 | 0 |
| SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 |  | 60 | 16666 | SH |  | DFND |  | 16666 | 0 | 0 |
| SCION TECH GROWTH II | CL A SHS | G31070108 | BBG00Z0WL800 | 4736535 | 468500 | SH |  | DFND |  | 468500 | 0 | 0 |
| SCREAMING EAGLE ACQUISITN CO | *W EXP 01/05/202 | G79407121 |  | 471400 | 1999999 | SH |  | DFND |  | 1999999 | 0 | 0 |
| SCREAMING EAGLE ACQUISITN CO | CLASS A ORD SHS | G79407105 | BBG014KDWB90 | 58418899 | 5874198 | SH |  | DFND |  | 5874198 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | *W EXP 99/99/999 | G7T983111 |  | 25125 | 485033 | SH |  | DFND |  | 485033 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | CL A COM | G7T983103 | BBG013B88F55 | 6652912 | 648432 | SH |  | DFND |  | 648432 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP | *W EXP 99/99/999 | G79471127 |  | 43476 | 271724 | SH |  | DFND |  | 271724 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP | CL A ORD SHS | G79471101 | BBG00ZSDVSX1 | 5467087 | 543448 | SH |  | DFND |  | 543448 | 0 | 0 |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 |  | 17423438 | 23625000 | PRN |  | DFND |  | 23625000 | 0 | 0 |
| SEAPORT CALIBRE MATLS ACQUIS | *W EXP 10/28/202 | 812204113 |  | 1755 | 50152 | SH |  | DFND |  | 50152 | 0 | 0 |
| SEAPORT CALIBRE MATLS ACQUIS | CLASS A COM | 812204105 | BBG012477QL6 | 1521295 | 148130 | SH |  | DFND |  | 148130 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | *W EXP 11/17/202 | 81221H113 |  | 1309 | 134985 | SH |  | DFND |  | 134985 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION I | CLASS A COM | 81221H105 | BBG013TCFJT5 | 2297958 | 225290 | SH |  | DFND |  | 225290 | 0 | 0 |
| SEASTAR MEDICAL HOLDING CORP | *W EXP 10/28/202 | 81256L112 |  | 1634 | 18075 | SH |  | DFND |  | 18075 | 0 | 0 |
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 |  | 2389 | 31859 | SH |  | DFND |  | 31859 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | *W EXP 11/04/202 | G8028L131 |  | 1857 | 247615 | SH |  | DFND |  | 247615 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | CLASS A ORD | G8028L107 | BBG0133954Z7 | 5115726 | 495230 | SH |  | DFND |  | 495230 | 0 | 0 |
| SENIOR CONNECT ACQUISITN COR | *W EXP 12/31/202 | 81723H116 |  | 6010 | 99999 | SH |  | DFND |  | 99999 | 0 | 0 |
| SHF HOLDINGS INC | *W EXP 09/28/202 | 824430110 |  | 4553 | 72504 | SH |  | DFND |  | 72504 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 |  | 15300488 | 18075000 | PRN |  | DFND |  | 18075000 | 0 | 0 |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 |  | 13825875 | 16100000 | PRN |  | DFND |  | 16100000 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | *W EXP 11/17/202 | 82537G112 |  | 6364 | 318181 | SH |  | DFND |  | 318181 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUIS | CL A COM | 82537G104 | BBG0149Q6NC3 | 12496629 | 1226362 | SH |  | DFND |  | 1226362 | 0 | 0 |
| SHUAA PARTNERS ACQUISTN CORP | *W EXP 02/24/202 | G81173117 |  | 18080 | 199997 | SH |  | DFND |  | 199997 | 0 | 0 |
| SHUAA PARTNERS ACQUISTN CORP | CLASS A ORD SHS | G81173109 | BBG0148QTCF0 | 4119938 | 399994 | SH |  | DFND |  | 399994 | 0 | 0 |
| SIERRA WIRELESS INC | COM | 826516106 | BBG001S824W3 | 17292245 | 596490 | SH |  | DFND |  | 596490 | 0 | 0 |
| SIGNAL HILL ACQUISITION CORP | *W EXP 02/10/202 | 82664R113 |  | 2875 | 287498 | SH |  | DFND |  | 287498 | 0 | 0 |
| SIGNAL HILL ACQUISITION CORP | CLASS A COM | 82664R105 | BBG015879WP6 | 6229560 | 609546 | SH |  | DFND |  | 609546 | 0 | 0 |
| SIGNIFY HEALTH INC | CL A COM | 82671G100 | BBG00YZ6JB44 | 42315630 | 1476470 | SH |  | DFND |  | 1476470 | 0 | 0 |
| SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | BBG001SP0YQ8 | 31774521 | 488914 | SH |  | DFND |  | 488914 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | *W EXP 02/26/202 | G8201H113 |  | 745 | 25000 | SH |  | DFND |  | 25000 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 | BBG00Z8M4TC4 | 1009000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| SILVERSPAC INC | *W EXP 09/09/202 | G8136V112 |  | 16713 | 98777 | SH |  | DFND |  | 98777 | 0 | 0 |
| SILVERSPAC INC | CLASS A ORD | G8136V104 | BBG011WZMBB2 | 4023852 | 401582 | SH |  | DFND |  | 401582 | 0 | 0 |
| SITIO ROYALTIES CORP | *W EXP 08/23/202 | 82983N116 |  | 37045 | 322132 | SH |  | DFND |  | 322132 | 0 | 0 |
| SIZZLE ACQUISITION CORP | *W EXP 11/02/202 | 83014E117 |  | 29999 | 99997 | SH |  | DFND |  | 99997 | 0 | 0 |
| SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 | BBG00ZMYZ0G7 | 3065939 | 299994 | SH |  | DFND |  | 299994 | 0 | 0 |
| SK GROWTH OPPORTUNITIES CORP | *W EXP 06/28/202 | G8192N111 |  | 49000 | 489999 | SH |  | DFND |  | 489999 | 0 | 0 |
| SK GROWTH OPPORTUNITIES CORP | CLASS A COM | G8192N103 | BBG01959FB58 | 9976380 | 979998 | SH |  | DFND |  | 979998 | 0 | 0 |
| SKYDECK ACQUISITION CORP | *W EXP 05/13/202 | G82220115 |  | 3750 | 124999 | SH |  | DFND |  | 124999 | 0 | 0 |
| SKYDECK ACQUISITION CORP | CLASS A ORD SHS | G82220123 | BBG00ZQT1X97 | 2591003 | 257555 | SH |  | DFND |  | 257555 | 0 | 0 |
| SLAM CORP | CL A SHS | G8210L105 | BBG00Z6D5VT2 | 5891663 | 583333 | SH |  | DFND |  | 583333 | 0 | 0 |
| SNAP INC | NOTE 5/0 | 83304AAF3 |  | 2515013 | 3575000 | PRN |  | DFND |  | 3575000 | 0 | 0 |
| SOCIAL CAP SUVRETTA HLDS CP | CLASS A ORD SHS | G8253Y105 | BBG0119BQFF4 | 730303 | 72667 | SH |  | DFND |  | 72667 | 0 | 0 |
| SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 | BBG0119BQ147 | 1965664 | 195200 | SH |  | DFND |  | 195200 | 0 | 0 |
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 |  | 1801 | 30024 | SH |  | DFND |  | 30024 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | *W EXP 02/25/202 | G8274F119 |  | 49000 | 489999 | SH |  | DFND |  | 489999 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | CLASS A ORD SHS | G8274F101 | BBG0165K7LY4 | 10103779 | 979998 | SH |  | DFND |  | 979998 | 0 | 0 |
| SOUTH JERSEY INDS INC | COM | 838518108 | BBG001S5W3G6 | 27914784 | 785668 | SH |  | DFND |  | 785668 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | *W EXP 99/99/999 | 84465L113 |  | 11054 | 486950 | SH |  | DFND |  | 486950 | 0 | 0 |
| SOUTHPORT ACQUISITION CORP | CL A COM | 84465L105 | BBG013SVSJB9 | 6697707 | 657928 | SH |  | DFND |  | 657928 | 0 | 0 |
| SPIRIT AIRLS INC | COM | 848577102 | BBG001S70KL3 | 20318458 | 1043042 | SH |  | DFND |  | 1043042 | 0 | 0 |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 |  | 3163478 | 3727000 | PRN |  | DFND |  | 3727000 | 0 | 0 |
| SPORTSMAP TECH ACQUISITIN CO | *W EXP 09/01/202 | 84921J116 |  | 8235 | 149999 | SH |  | DFND |  | 149999 | 0 | 0 |
| SPORTSMAP TECH ACQUISITIN CO | COM | 84921J108 | BBG012TGHD28 | 7317980 | 716045 | SH |  | DFND |  | 716045 | 0 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 |  | 12275550 | 15155000 | PRN |  | DFND |  | 15155000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | *W EXP 12/22/202 | G83745128 |  | 13195 | 327419 | SH |  | DFND |  | 327419 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | CL A ORD SHS | G83745102 | BBG013RTCRX0 | 9255017 | 905579 | SH |  | DFND |  | 905579 | 0 | 0 |
| SPRING VALLEY ACQUISTN CORP | *W EXP 02/25/202 | G83752116 |  | 58843 | 235373 | SH |  | DFND |  | 235373 | 0 | 0 |
| SPRING VALLEY ACQUISTN CORP | CLASS A ORD | G83752108 | BBG00ZCGD4Q2 | 4768677 | 470748 | SH |  | DFND |  | 470748 | 0 | 0 |
| SPRING VALLEY ACQUISTN CORP | RIGHT 02/25/2026 | G83752132 | BBG01B8BLJB4 | 80027 | 470748 | SH |  | DFND |  | 470748 | 0 | 0 |
| SPRINGWATER SPL SITUATIONS C | *W EXP 12/01/202 | 85205U115 |  | 1000 | 49998 | SH |  | DFND |  | 49998 | 0 | 0 |
| SPRINGWATER SPL SITUATIONS C | COM | 85205U107 | BBG00ZN75WQ7 | 422948 | 41752 | SH |  | DFND |  | 41752 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | *W EXP 12/02/202 | G8465L115 |  | 22271 | 371187 | SH |  | DFND |  | 371187 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | CL A ORD SHS | G8465L107 | BBG013JQWGG6 | 7587073 | 742375 | SH |  | DFND |  | 742375 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | *W EXP 03/31/202 | G85094129 |  | 3238 | 125000 | SH |  | DFND |  | 125000 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | CLASS A ORD SHS | G85094103 | BBG0112H4ZZ6 | 3022320 | 294000 | SH |  | DFND |  | 294000 | 0 | 0 |
| STORE CAP CORP | COM | 862121100 | BBG00265T6X6 | 28733390 | 896238 | SH |  | DFND |  | 896238 | 0 | 0 |
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 |  | 2000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| STRATIM CLOUD ACQUISITION CO | CLASS A COM | 86309R107 | BBG010LKM9G9 | 1069509 | 106313 | SH |  | DFND |  | 106313 | 0 | 0 |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 |  | 21660086 | 24185000 | PRN |  | DFND |  | 24185000 | 0 | 0 |
| STRYVE FOODS INC | *W EXP 07/31/202 | 863685111 |  | 11639 | 232773 | SH |  | DFND |  | 232773 | 0 | 0 |
| SUMMIT HEALTHCRE ACQUISTN CO | *W EXP 06/03/202 | G8566R110 |  | 28300 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| SUMMIT HEALTHCRE ACQUISTN CO | CLASS A ORD SHS | G8566R102 | BBG011FRRFP0 | 252000 | 25000 | SH |  | DFND |  | 25000 | 0 | 0 |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 |  | 13584825 | 17450000 | PRN |  | DFND |  | 17450000 | 0 | 0 |
| SUPERNOVA PARTN ACQ CO III L | *W EXP 99/99/999 | G8T90F128 |  | 460 | 20000 | SH |  | DFND |  | 20000 | 0 | 0 |
| SUPERNOVA PARTN ACQ CO III L | SHS CL A | G8T90F102 | BBG00ZGYM540 | 1023120 | 101500 | SH |  | DFND |  | 101500 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | *W EXP 02/04/202 | 86934L111 |  | 2414 | 60349 | SH |  | DFND |  | 60349 | 0 | 0 |
| SUSTAINABLE DEVELP ACQU I CO | COM CL A | 86934L103 | BBG00YZ2XCB7 | 1664176 | 165425 | SH |  | DFND |  | 165425 | 0 | 0 |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 | BBG00YNK2P34 | 3056577 | 302332 | SH |  | DFND |  | 302332 | 0 | 0 |
| SVF INVESTMENT CORP 2 | CL A SHS | G8601M100 | BBG00Z72FCM3 | 5283654 | 524172 | SH |  | DFND |  | 524172 | 0 | 0 |
| SWIFTMERGE ACQUISITION CORP | *W EXP 12/13/202 | G63836111 |  | 15867 | 216166 | SH |  | DFND |  | 216166 | 0 | 0 |
| SWIFTMERGE ACQUISITION CORP | CLASS A ORD SHS | G63836103 | BBG011WZGGQ2 | 4011075 | 395960 | SH |  | DFND |  | 395960 | 0 | 0 |
| TAILWIND ACQUISITION CORP | *W EXP 09/07/202 | 87403Q110 |  | 38430 | 549000 | SH |  | DFND |  | 549000 | 0 | 0 |
| TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | BBG00Z4H5MP9 | 3027000 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| TALON 1 ACQUISITION CORP | *W EXP 07/30/202 | G86656116 |  | 2971 | 148568 | SH |  | DFND |  | 148568 | 0 | 0 |
| TALON 1 ACQUISITION CORP | CLASS A ORD | G86656108 | BBG0132PGHQ1 | 2221060 | 214388 | SH |  | DFND |  | 214388 | 0 | 0 |
| TARGET GLOBAL ACQUISI I CORP | *W EXP 12/08/202 | G8675N125 |  | 22858 | 175429 | SH |  | DFND |  | 175429 | 0 | 0 |
| TARGET GLOBAL ACQUISI I CORP | CLASS A ORD SHS | G8675N109 | BBG00ZHZNJY2 | 8969390 | 875917 | SH |  | DFND |  | 875917 | 0 | 0 |
| TASTEMAKER ACQUISITION CORP | *W EXP 01/07/202 | 876545112 |  | 18076 | 120504 | SH |  | DFND |  | 120504 | 0 | 0 |
| TB SA ACQUISITION CORP | *W EXP 03/25/202 | G8657L121 |  | 1525 | 49999 | SH |  | DFND |  | 49999 | 0 | 0 |
| TCV ACQUISITION CORP | CL A SHS | G8704C124 | BBG00ZR8FMS0 | 1708264 | 169135 | SH |  | DFND |  | 169135 | 0 | 0 |
| TECH AND ENERGY TRANSITION | *W EXP 03/31/202 | 87823R110 |  | 5517 | 166666 | SH |  | DFND |  | 166666 | 0 | 0 |
| TECH AND ENERGY TRANSITION | CLASS A COM | 87823R102 | BBG00ZH9R9F9 | 4680510 | 466651 | SH |  | DFND |  | 466651 | 0 | 0 |
| TECHNOLOGY  TELECOM ACQ COR | *W EXP 04/15/202 | G87119114 |  | 17200 | 571426 | SH |  | DFND |  | 571426 | 0 | 0 |
| TECHNOLOGY  TELECOM ACQ COR | CLASS A ORD SHS | G87119106 | BBG015WPQVY2 | 5866853 | 569874 | SH |  | DFND |  | 569874 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | BBG001S5RHD4 | 25237184 | 1190995 | SH |  | DFND |  | 1190995 | 0 | 0 |
| TEKLA HEALTHCARE INVS | SH BEN INT | 87911J103 | BBG001S5S013 | 976806 | 54267 | SH |  | DFND |  | 54267 | 0 | 0 |
| TEKLA HEALTHCARE OPPORTUNITI | SHS | 879105104 | BBG0069FLDK9 | 880634 | 44454 | SH |  | DFND |  | 44454 | 0 | 0 |
| TEKLA LIFE SCIENCES INVS | SH BEN INT | 87911K100 | BBG001S6TBF1 | 763233 | 53711 | SH |  | DFND |  | 53711 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 12152303 | 15717000 | PRN |  | DFND |  | 15717000 | 0 | 0 |
| TEMPLETON EMERGING MKTS FD | COM | 880191101 | BBG001S5QVH0 | 260068 | 22773 | SH |  | DFND |  | 22773 | 0 | 0 |
| TEMPO AUTOMATION HOLDINGS IN | *W EXP 09/30/202 | 88024M116 |  | 5684 | 96500 | SH |  | DFND |  | 96500 | 0 | 0 |
| TENX KEANE ACQUISITION | ORD SHS | G8708L104 | BBG01163HLS8 | 1270000 | 125000 | SH |  | DFND |  | 125000 | 0 | 0 |
| TENX KEANE ACQUISITION | RIGHT 06/30/2028 | G8708L112 | BBG01163JNY5 | 25000 | 125000 | SH |  | DFND |  | 125000 | 0 | 0 |
| TG VENTURE ACQUISITION CORP | *W EXP 08/15/202 | 87251T117 |  | 36000 | 600000 | SH |  | DFND |  | 600000 | 0 | 0 |
| TG VENTURE ACQUISITION CORP | CLASS A COM | 87251T109 | BBG0124SYDC9 | 3536648 | 347753 | SH |  | DFND |  | 347753 | 0 | 0 |
| THE GROWTH FOR GOOD ACQU COR | *W EXP 11/12/202 | G41522114 |  | 14483 | 362068 | SH |  | DFND |  | 362068 | 0 | 0 |
| THE GROWTH FOR GOOD ACQU COR | CLASS A ORD SHS | G41522106 | BBG013RTD0S4 | 6156574 | 613816 | SH |  | DFND |  | 613816 | 0 | 0 |
| THE GROWTH FOR GOOD ACQU COR | RIGHT 11/12/2026 | G41522130 | BBG014XC51Y2 | 28965 | 724136 | SH |  | DFND |  | 724136 | 0 | 0 |
| THRIVE ACQUISITION CORPORATI | *W EXP 10/31/202 | G7158C119 |  | 1136 | 112499 | SH |  | DFND |  | 112499 | 0 | 0 |
| THRIVE ACQUISITION CORPORATI | CLASS A ORD | G7158C101 | BBG012GKRQK3 | 1474794 | 142630 | SH |  | DFND |  | 142630 | 0 | 0 |
| THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 |  | 26858 | 141360 | SH |  | DFND |  | 141360 | 0 | 0 |
| THUNDER BRDG CAP PRTNRS IV I | CLASS A COM | 88605L107 | BBG00ZVC1Q84 | 3757139 | 374217 | SH |  | DFND |  | 374217 | 0 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 |  | 2021 | 26346 | SH |  | DFND |  | 26346 | 0 | 0 |
| TIO TECH A | *W EXP 04/12/202 | G8T10C114 |  | 800 | 33332 | SH |  | DFND |  | 33332 | 0 | 0 |
| TIO TECH A | CLASS A ORD SHS | G8T10C106 | BBG00ZGF3YL0 | 183618 | 18180 | SH |  | DFND |  | 18180 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | *W EXP 10/20/202 | G88935120 |  | 7500 | 345633 | SH |  | DFND |  | 345633 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | CLASS A ORD | G88935112 | BBG013B8HFT9 | 4572279 | 443480 | SH |  | DFND |  | 443480 | 0 | 0 |
| TLG ACQUISITION ONE CORP | COM CL A | 87257M108 | BBG00YZF3TC3 | 5090000 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 |  | 5361 | 288202 | SH |  | DFND |  | 288202 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | CLASS A ORD SHS | G8656T109 | BBG01316BNW9 | 5077891 | 495404 | SH |  | DFND |  | 495404 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION C | *W EXP 07/22/202 | G8956E117 |  | 17364 | 86819 | SH |  | DFND |  | 86819 | 0 | 0 |
| TORTOISEECOFIN ACQUISITION C | SHS CL A | G8956E109 | BBG00ZGY4FB0 | 3387975 | 340500 | SH |  | DFND |  | 340500 | 0 | 0 |
| TOWER SEMICONDUCTOR LTD | SHS NEW | M87915274 | BBG001S68BK8 | 29733005 | 688264 | SH |  | DFND |  | 688264 | 0 | 0 |
| TPB ACQUISITION CORP I | *W EXP 08/09/202 | G8990L127 |  | 62995 | 133832 | SH |  | DFND |  | 133832 | 0 | 0 |
| TPB ACQUISITION CORP I | COM CL A | G8990L101 | BBG00ZGYLN33 | 2999460 | 298751 | SH |  | DFND |  | 298751 | 0 | 0 |
| TPG PACE BENEFICIAL II CORP | COMMON STOCK | G89826104 | BBG00ZKY3DD9 | 175956 | 17909 | SH |  | DFND |  | 17909 | 0 | 0 |
| TRAJECTORY ALPHA ACQUISITION | *W EXP 99/99/999 | 89301B112 |  | 7090 | 177248 | SH |  | DFND |  | 177248 | 0 | 0 |
| TRAJECTORY ALPHA ACQUISITION | COM CL A | 89301B104 | BBG00ZL7SJN6 | 3380981 | 336416 | SH |  | DFND |  | 336416 | 0 | 0 |
| TRINE II ACQUISITION CORP | *W EXP 99/99/999 | G9059F118 |  | 9892 | 123806 | SH |  | DFND |  | 123806 | 0 | 0 |
| TRINE II ACQUISITION CORP | CL A ORD SHS | G9059F100 | BBG00ZCX31P3 | 8439043 | 818927 | SH |  | DFND |  | 818927 | 0 | 0 |
| TRISTAR ACQUISITION I CORP | *W EXP 99/99/999 | G9074V114 |  | 8399 | 331979 | SH |  | DFND |  | 331979 | 0 | 0 |
| TRISTAR ACQUISITION I CORP | CL A ORD SHS | G9074V106 | BBG00ZXBS028 | 4525287 | 447605 | SH |  | DFND |  | 447605 | 0 | 0 |
| TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 |  | 750 | 49999 | SH |  | DFND |  | 49999 | 0 | 0 |
| TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 | BBG00Z4HNKH2 | 4014804 | 398294 | SH |  | DFND |  | 398294 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | *W EXP 03/07/202 | G9151L120 |  | 623 | 20702 | SH |  | DFND |  | 20702 | 0 | 0 |
| TWIN RIDGE CAPITAL ACQUIS CO | SHS CL A | G9151L104 | BBG0101PYLP0 | 122170 | 12108 | SH |  | DFND |  | 12108 | 0 | 0 |
| TWO | COM CL A | G9152V101 | BBG00ZJYKRS5 | 4000811 | 397300 | SH |  | DFND |  | 397300 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | *W EXP 01/06/202 | G91595119 |  | 416 | 16999 | SH |  | DFND |  | 16999 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 | BBG00YQ186S2 | 927604 | 91842 | SH |  | DFND |  | 91842 | 0 | 0 |
| UMPQUA HLDGS CORP | COM | 904214103 | BBG001SBSCN0 | 17621252 | 989958 | SH |  | DFND |  | 989958 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 |  | 11398195 | 15127000 | PRN |  | DFND |  | 15127000 | 0 | 0 |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 |  | 10720092 | 14225000 | PRN |  | DFND |  | 14225000 | 0 | 0 |
| USERTESTING INC | COM | 91734E101 | BBG0080W48Z1 | 6392737 | 851230 | SH |  | DFND |  | 851230 | 0 | 0 |
| UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 |  | 14655 | 140507 | SH |  | DFND |  | 140507 | 0 | 0 |
| UTA ACQUISITION CORPORATION | CLASS A ORD SHS | G9473A109 | BBG013J4ZPH1 | 5932153 | 581014 | SH |  | DFND |  | 581014 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | *W EXP 11/30/202 | G9320Z117 |  | 2077 | 197831 | SH |  | DFND |  | 197831 | 0 | 0 |
| VAHANNA TECH EDGE ACQSTN I C | CLASS A ORD | G9320Z109 | BBG013FXFZC6 | 4591532 | 446213 | SH |  | DFND |  | 446213 | 0 | 0 |
| VAIL RESORTS INC | COM | 91879Q109 | BBG001S5TFD6 | 634491 | 2694 | SH |  | DFND |  | 2694 | 0 | 0 |
| VALOR LATITUDE ACQUISITN COR | *W EXP 04/02/202 | G9460N122 |  | 4900 | 163332 | SH |  | DFND |  | 163332 | 0 | 0 |
| VALOR LATITUDE ACQUISITN COR | CLASS A ORD SHS | G9460N106 | BBG00ZN8VCF2 | 5603309 | 556989 | SH |  | DFND |  | 556989 | 0 | 0 |
| VALUENCE MERGER CORP I | *W EXP 02/18/202 | G9R16L118 |  | 13750 | 249998 | SH |  | DFND |  | 249998 | 0 | 0 |
| VALUENCE MERGER CORP I | CLASS A ORD SHS | G9R16L100 | BBG016ZD1N33 | 5224958 | 499996 | SH |  | DFND |  | 499996 | 0 | 0 |
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 |  | 6402465 | 5475000 | PRN |  | DFND |  | 5475000 | 0 | 0 |
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 | BBG00Z9FL185 | 7070000 | 700000 | SH |  | DFND |  | 700000 | 0 | 0 |
| VELODYNE LIDAR INC | *W EXP 09/29/202 | 92259F119 |  | 22776 | 89248 | SH |  | DFND |  | 89248 | 0 | 0 |
| VERITONE INC | NOTE 1.750%11/1 | 92347MAB6 |  | 1508423 | 2483000 | PRN |  | DFND |  | 2483000 | 0 | 0 |
| VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 |  | 91206 | 304021 | SH |  | DFND |  | 304021 | 0 | 0 |
| VIRTUS DIVIDEND INTEREST  P | COM | 92840R101 | BBG001SNN4Q4 | 1281498 | 113608 | SH |  | DFND |  | 113608 | 0 | 0 |
| VIRTUS EQUITY  CONV INCM FD | COM | 92841M101 | BBG001SHZGR6 | 1146703 | 62902 | SH |  | DFND |  | 62902 | 0 | 0 |
| VIRTUS TOTAL RETURN FD INC | COM | 92835W107 | BBG001S5XNL5 | 279692 | 42701 | SH |  | DFND |  | 42701 | 0 | 0 |
| VISCOGLIOSI BROS ACQUISTN CO | *W EXP 03/18/202 | 92838K118 |  | 4072 | 74998 | SH |  | DFND |  | 74998 | 0 | 0 |
| VISCOGLIOSI BROS ACQUISTN CO | COMMON STOCK | 92838K100 | BBG014JD14V7 | 1516470 | 149997 | SH |  | DFND |  | 149997 | 0 | 0 |
| VISION SENSING ACQUISITION C | *W EXP 10/21/202 | 92838J111 |  | 2747 | 93742 | SH |  | DFND |  | 93742 | 0 | 0 |
| VISION SENSING ACQUISITION C | CLASS A COM | 92838J103 | BBG012Q6RS01 | 1032268 | 99736 | SH |  | DFND |  | 99736 | 0 | 0 |
| VIVEON HEALTH ACQUISITION CO | COMMON STOCK | 92853V106 | BBG00Z3YMMZ3 | 639000 | 60000 | SH |  | DFND |  | 60000 | 0 | 0 |
| VIVINT SMART HOME INC | COM CL A | 928542109 | BBG00JF4TV94 | 11740564 | 986602 | SH |  | DFND |  | 986602 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 |  | 12109 | 302716 | SH |  | DFND |  | 302716 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | CLASS A COM | 91842V102 | BBG013BW0446 | 8183199 | 805433 | SH |  | DFND |  | 805433 | 0 | 0 |
| VMWARE INC | CL A COM | 928563402 | BBG001S6TFZ0 | 58743234 | 482451 | SH |  | DFND |  | 482451 | 0 | 0 |
| VOYA EMERGING MKTS HIGH DIVI | COM | 92912P108 | BBG001T99QY2 | 160894 | 31181 | SH |  | DFND |  | 31181 | 0 | 0 |
| VOYA GLBL ADV  PREM OPP FD | COM | 92912R104 | BBG001SP8VG7 | 191652 | 22029 | SH |  | DFND |  | 22029 | 0 | 0 |
| VOYA GLBL EQTY DIV  PREM OP | COM | 92912T100 | BBG001SMKRM2 | 173840 | 32133 | SH |  | DFND |  | 32133 | 0 | 0 |
| VOYA INFRASTRUCTURE INDLS | COM | 92912X101 | BBG001T63ZK9 | 251212 | 27395 | SH |  | DFND |  | 27395 | 0 | 0 |
| VPC IMPACT ACQUISITION HLDG | *W EXP 03/05/202 | G9460L118 |  | 1081 | 88623 | SH |  | DFND |  | 88623 | 0 | 0 |
| VPC IMPACT ACQUISITION HLDG | CLASS A ORD | G9460L126 | BBG00Z1H94V1 | 4517279 | 446813 | SH |  | DFND |  | 446813 | 0 | 0 |
| WALDENCAST PLC | *W EXP 07/27/202 | G9503X111 |  | 11317 | 18253 | SH |  | DFND |  | 18253 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 | BBG00ZCMWX39 | 403600 | 40000 | SH |  | DFND |  | 40000 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 | BBG00ZCVH7V2 | 3617618 | 358180 | SH |  | DFND |  | 358180 | 0 | 0 |
| WAVERLEY CAPITAL ACQUIS CORP | *W EXP 07/15/202 | G06536117 |  | 7928 | 173864 | SH |  | DFND |  | 173864 | 0 | 0 |
| WAVERLEY CAPITAL ACQUIS CORP | SHS CL A | G06536109 | BBG00ZXBKK68 | 6442179 | 642932 | SH |  | DFND |  | 642932 | 0 | 0 |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 |  | 16363263 | 24925000 | PRN |  | DFND |  | 24925000 | 0 | 0 |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 |  | 5284525 | 9250000 | PRN |  | DFND |  | 9250000 | 0 | 0 |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 |  | 21484 | 25000 | PRN |  | DFND |  | 25000 | 0 | 0 |
| WELSBACH TECH METALS ACQU CO | COM | 950415109 | BBG013XM3GV4 | 268464 | 26320 | SH |  | DFND |  | 26320 | 0 | 0 |
| WELSBACH TECH METALS ACQU CO | RIGHT 12/22/2026 | 950415117 | BBG014QZN044 | 5294 | 26469 | SH |  | DFND |  | 26469 | 0 | 0 |
| WESTERN ACQSTN VENTURES CORP | *W EXP 09/01/202 | 95758L115 |  | 27950 | 430000 | SH |  | DFND |  | 430000 | 0 | 0 |
| WESTERN ACQSTN VENTURES CORP | COM | 95758L107 | BBG0133V47H2 | 4565538 | 429900 | SH |  | DFND |  | 429900 | 0 | 0 |
| WESTERN ASSET GBL HIGH INC F | COM | 95766B109 | BBG001SLMLM5 | 398847 | 58654 | SH |  | DFND |  | 58654 | 0 | 0 |
| WESTERN ASSET INTER MUNI FD | COM | 958435109 | BBG001S70803 | 282234 | 37185 | SH |  | DFND |  | 37185 | 0 | 0 |
| WESTERN ASSET MANAGED MUNS F | COM | 95766M105 | BBG001S6J994 | 1110449 | 110273 | SH |  | DFND |  | 110273 | 0 | 0 |
| WESTERN ASSET MUN HIGH INCOM | COM | 95766N103 | BBG001S645R8 | 297027 | 46556 | SH |  | DFND |  | 46556 | 0 | 0 |
| WESTERN ASSET MUN PARTNERS F | COM | 95766P108 | BBG001S76XQ4 | 182504 | 15679 | SH |  | DFND |  | 15679 | 0 | 0 |
| WESTERN ASSET PREMIER BD FD | SHS BEN INT | 957664105 | BBG001SB94R5 | 366771 | 34471 | SH |  | DFND |  | 34471 | 0 | 0 |
| WILLIAMS ROWLAND ACQUISITION | *W EXP 12/11/202 | 96951B110 |  | 11275 | 249999 | SH |  | DFND |  | 249999 | 0 | 0 |
| WILLIAMS ROWLAND ACQUISITION | COM | 96951B102 | BBG011M220W9 | 1001997 | 99900 | SH |  | DFND |  | 99900 | 0 | 0 |
| WISDOMTREE INC | NOTE 4.250% 6/1 | 97717PAB0 |  | 1648000 | 1600000 | PRN |  | DFND |  | 1600000 | 0 | 0 |
| WORLD QUANTUM GROWTH ACQUISI | *W EXP 08/04/202 | G5596W127 |  | 1508 | 150750 | SH |  | DFND |  | 150750 | 0 | 0 |
| WORLDWIDE WEBB ACQUISITION C | *W EXP 10/20/202 | G97775111 |  | 7431 | 246865 | SH |  | DFND |  | 246865 | 0 | 0 |
| WORLDWIDE WEBB ACQUISITION C | CLASS A ORD SHS | G97775103 | BBG012S2R9K8 | 3220862 | 317014 | SH |  | DFND |  | 317014 | 0 | 0 |
| XPAC ACQUISITION CORP | *W EXP 99/99/999 | G9831X122 |  | 16261 | 100498 | SH |  | DFND |  | 100498 | 0 | 0 |
| XPAC ACQUISITION CORP | CLASS A ORD | G9831X106 | BBG0112Z5QZ5 | 405000 | 40500 | SH |  | DFND |  | 40500 | 0 | 0 |
| YAMANA GOLD INC | COM | 98462Y100 | BBG001S7X4Y9 | 38063504 | 6858289 | SH |  | DFND |  | 6858289 | 0 | 0 |
| YOTTA ACQUISITION CORPORATIO | *W EXP 03/15/202 | 98741Y111 |  | 16500 | 550000 | SH |  | DFND |  | 550000 | 0 | 0 |
| YOTTA ACQUISITION CORPORATIO | COMMON STOCK | 98741Y103 | BBG015ZHGJJ2 | 7028000 | 700000 | SH |  | DFND |  | 700000 | 0 | 0 |
| YOTTA ACQUISITION CORPORATIO | RIGHT 03/15/2027 | 98741Y129 | BBG018G23S04 | 66000 | 550000 | SH |  | DFND |  | 550000 | 0 | 0 |
| ZEROFOX HLDGS INC | *W EXP 08/03/202 | 98955G111 |  | 4612 | 30444 | SH |  | DFND |  | 30444 | 0 | 0 |
| ZILLOW GROUP INC | CL A | 98954M101 | BBG001T0LC50 | 2871320 | 92000 | SH |  | DFND |  | 92000 | 0 | 0 |
| ZIMMER ENERGY TRANSITION ACQ | *W EXP 06/16/202 | 989570114 |  | 56430 | 296998 | SH |  | DFND |  | 296998 | 0 | 0 |
| ZIMMER ENERGY TRANSITION ACQ | COM CL A | 989570106 | BBG0112J4YN8 | 4069530 | 408998 | SH |  | DFND |  | 408998 | 0 | 0 |

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