# EDGAR Filing Document

**Accession Number:** 0001167456
**File Stem:** 0001167456-26-000003
**Filing Date:** 2026-5
**Character Count:** 71547
**Document Hash:** a92e36877e00e450df68cd42a643da7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001167456-26-000003.hdr.sgml**: 20260515

**ACCESSION NUMBER**: 0001167456-26-000003

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260515

**DATE AS OF CHANGE**: 20260515

**EFFECTIVENESS DATE**: 20260515

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Arbitrage LLC
- **CENTRAL INDEX KEY:** 0001167456

**ORGANIZATION NAME:**
- **EIN:** 134172062
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-10114
- **FILM NUMBER:** 26987617

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **STREET 2:** SUITE 130
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **STREET 2:** SUITE 130
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 03-31-2026

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

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

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

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

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

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

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

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

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

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

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

/s/ Henry Parkin  Greenwich, CT  05-15-2026<br>[Signature]  [City, State]  [Date]

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

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

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

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

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 2

**Form 13F Information Table Entry Total:** 556

**Form 13F Information Table Value Total:** $6088663597

      (round to nearest dollar)

**List of Other Included Managers:**

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

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

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

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 1RT ACQUISITION CORP. | *W EXP 06/26/203 | G6757R113 |  | 8196 | 19061 | SH |  | DFND |  | 19061 | 0 | 0 |
| 1RT ACQUISITION CORP. | USD CL A ORD SHS | G6757R105 | BBG01VKB0M31 | 741589 | 73135 | SH |  | DFND |  | 73135 | 0 | 0 |
| A PARADISE ACQUISITION CORP | COM CL A | G04819101 | BBG01V6DQTG6 | 8949610 | 880001 | SH |  | DFND |  | 880001 | 0 | 0 |
| A PARADISE ACQUISITION CORP | RIGHT 07/29/2025 | G04819119 | BBG01V6DQHK7 | 401962 | 913550 | SH |  | DFND |  | 913550 | 0 | 0 |
| A SPAC III ACQUISITION CORP | RIGHT 01/02/2026 | G0544A145 | BBG01RL62TL3 | 21507 | 179073 | SH |  | DFND |  | 179073 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 07/23/203 | G1000S125 |  | 44853 | 278589 | SH |  | DFND |  | 278589 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000S109 | BBG01X59L0D3 | 5382188 | 536609 | SH |  | DFND |  | 536609 | 0 | 0 |
| ABONY ACQUISITION CORP I | UNIT 01/29/2031 | G00582125 | BBG020D5VL00 | 10079657 | 1014050 | SH |  | DFND |  | 1014050 | 0 | 0 |
| ACTIVATE ENERGY ACQUISIT COR | *W EXP 11/10/203 | G0081J111 |  | 151368 | 458690 | SH |  | DFND |  | 458690 | 0 | 0 |
| ACTIVATE ENERGY ACQUISIT COR | CL A ORD SHS | G0081J103 | BBG01YVPKRP5 | 8611846 | 870763 | SH |  | DFND |  | 870763 | 0 | 0 |
| AES CORP | COM | 00130H105 | BBG001S6B1L5 | 115660935 | 8232095 | SH |  | DFND |  | 8232095 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 0.750%12/1 | 00827BAD8 |  | 70416570 | 75048000 | PRN |  | DFND |  | 75048000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 48500 | 50000 | PRN |  | DFND |  | 50000 | 0 | 0 |
| AGRICULTURE  NAT SOL ACQ CO | *W EXP 10/01/202 | G0131Y118 |  | 146537 | 732685 | SH |  | DFND |  | 732685 | 0 | 0 |
| AGRICULTURE  NAT SOL ACQ CO | SHS CL A | G0131Y100 | BBG01KV7B8R5 | 22999785 | 2038988 | SH |  | DFND |  | 2038988 | 0 | 0 |
| AI INFRASTRUCTURE ACQUISI | ORD SHS CL A | G01336109 | BBG01WWYJPJ2 | 4547442 | 453384 | SH |  | DFND |  | 453384 | 0 | 0 |
| AI INFRASTRUCTURE ACQUISI | RIGHT 99/99/9999 | G01336117 | BBG01XQ57VJ0 | 117501 | 470004 | SH |  | DFND |  | 470004 | 0 | 0 |
| AIR LEASE CORP | CL A | 00912X302 | BBG001T92VD1 | 108815802 | 1675636 | SH |  | DFND |  | 1675636 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 240356 | 210000 | PRN |  | DFND |  | 210000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 18416344 | 19950000 | PRN |  | DFND |  | 19950000 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 229277 | 3200 | SH |  | DFND |  | 3200 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 |  | 32280 | 201748 | SH |  | DFND |  | 201748 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | CL A ORD SHS | G0232F109 | BBG01GM8V0L3 | 1001925 | 84837 | SH |  | DFND |  | 84837 | 0 | 0 |
| ALDABRA 4 LQDTY OPP VEH INC | UNIT 12/23/2030 | G01900201 | BBG01Z8C2405 | 10622497 | 1065446 | SH |  | DFND |  | 1065446 | 0 | 0 |
| ALDEL FINL II INC | *W EXP 09/26/203 | G01558124 |  | 282069 | 805912 | SH |  | DFND |  | 805912 | 0 | 0 |
| ALDEL FINL II INC | CL A | G01558108 | BBG01QG48GT0 | 15996913 | 1513426 | SH |  | DFND |  | 1513426 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 |  | 23594863 | 16990000 | PRN |  | DFND |  | 16990000 | 0 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 | BBG009S3NB21 | 5903005 | 20578 | SH |  | DFND |  | 20578 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 |  | 20134745 | 19573000 | PRN |  | DFND |  | 19573000 | 0 | 0 |
| ALUSSA ENERGY ACQUISIT CORP | *W EXP 04/10/202 | G0233J118 |  | 77643 | 215675 | SH |  | DFND |  | 215675 | 0 | 0 |
| ALUSSA ENERGY ACQUISIT CORP | ORD SHS CL A | G0233J100 | BBG01YJGVMK3 | 6103119 | 611535 | SH |  | DFND |  | 611535 | 0 | 0 |
| AMERICAN DRIVE ACQUISITION C | *W EXP 02/06/203 | G0R91M113 |  | 107249 | 357495 | SH |  | DFND |  | 357495 | 0 | 0 |
| AMERICAN DRIVE ACQUISITION C | USD CL A ORD SHS | G0R91M105 | BBG01Z33M8N4 | 10617691 | 1072494 | SH |  | DFND |  | 1072494 | 0 | 0 |
| AMERICAN EXCEPTIONALISM ACQU | ORD CL A | G0273J101 | BBG01WT5TGS8 | 8062513 | 744461 | SH |  | DFND |  | 744461 | 0 | 0 |
| AMERICAN WOODMARK CORP | COM | 030506109 | BBG001S5NQ57 | 13536903 | 339867 | SH |  | DFND |  | 339867 | 0 | 0 |
| AMERICAN WTR CAP CORP | NOTE 3.625% 6/1 | 03040WBE4 |  | 5816554 | 5825000 | PRN |  | DFND |  | 5825000 | 0 | 0 |
| AMICUS THERAPEUTIC | COM | 03152W109 | BBG001SN96V9 | 84502057 | 5843849 | SH |  | DFND |  | 5843849 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | *W EXP 06/01/203 | G26745128 |  | 85668 | 776679 | SH |  | DFND |  | 776679 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | ORD SHS CL A | G26745102 | BBG01QHPJC82 | 14756994 | 1384983 | SH |  | DFND |  | 1384983 | 0 | 0 |
| APELLIS PHARMACEUTICALS INC | COM | 03753U106 | BBG007KGRPZ3 | 5897879 | 146604 | SH |  | DFND |  | 146604 | 0 | 0 |
| APEX TREAS CORP | *W EXP 10/07/203 | G04104124 |  | 95711 | 398795 | SH |  | DFND |  | 398795 | 0 | 0 |
| APEX TREAS CORP | ORD SHS CL A | G04104108 | BBG01WR8YR59 | 7778694 | 778648 | SH |  | DFND |  | 778648 | 0 | 0 |
| ARCELLX INC | COMMON STOCK | 03940C100 | BBG00QHJM4W4 | 26607239 | 231730 | SH |  | DFND |  | 231730 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | *W EXP 10/15/202 | G04537125 |  | 244396 | 479208 | SH |  | DFND |  | 479208 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | ORD SHS | G04537109 | BBG01S7RK4F3 | 9584196 | 920672 | SH |  | DFND |  | 920672 | 0 | 0 |
| ARCHIMEDES TECH SPAC PTNRS I | UNIT 01/23/2031 | G0453R121 | BBG01Z8CRVN3 | 7561098 | 757625 | SH |  | DFND |  | 757625 | 0 | 0 |
| ARMADA ACQUISITION CORP II | *W EXP 05/21/203 | G0R38G112 |  | 330475 | 550791 | SH |  | DFND |  | 550791 | 0 | 0 |
| ARMADA ACQUISITION CORP II | COM CL A | G0R38G104 | BBG01T2RQ0H6 | 10893329 | 1056579 | SH |  | DFND |  | 1056579 | 0 | 0 |
| ARMADA ACQUISITION CORP III | UNIT 02/13/2031 | G0R38M127 | BBG02093YZ42 | 7615577 | 762320 | SH |  | DFND |  | 762320 | 0 | 0 |
| ART TECHNOLOGY ACQUISITION C | *W EXP 12/19/203 | G0579E111 |  | 78917 | 261402 | SH |  | DFND |  | 261402 | 0 | 0 |
| ART TECHNOLOGY ACQUISITION C | USD CL A ORD SHS | G0579E103 | BBG01YY3K7X6 | 10246958 | 1045608 | SH |  | DFND |  | 1045608 | 0 | 0 |
| ARTIUS II ACQUISITION INC | RIGHT 11/27/2029 | G0509J123 | BBG01T7MSFW0 | 405169 | 1487405 | SH |  | DFND |  | 1487405 | 0 | 0 |
| ARTIUS II ACQUISITION INC | SHS CL A | G0509J115 | BBG01SK9X892 | 14794450 | 1432183 | SH |  | DFND |  | 1432183 | 0 | 0 |
| ATRIUM THERAPEUTICS INC | COM | 04965N104 | BBG01Z0T3B63 | 2402763 | 179713 | SH |  | DFND |  | 179713 | 0 | 0 |
| AVERIN CAP ACQUISITION CORP | UNIT 01/30/2031 | G0679A126 | BBG01ZZ8LH68 | 8921170 | 893010 | SH |  | DFND |  | 893010 | 0 | 0 |
| AXALTA COATING SYS LTD | COM | G0750C108 | BBG0060CPLK3 | 10407128 | 382615 | SH |  | DFND |  | 382615 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | ORD SHS CL A | G0750N104 | BBG01WGCLTR8 | 8915109 | 880070 | SH |  | DFND |  | 880070 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | RIGHT 06/10/2030 | G0750N112 | BBG01WGCN874 | 174195 | 917300 | SH |  | DFND |  | 917300 | 0 | 0 |
| BAIN CAP GSS INVT CORP | *W EXP 01/01/202 | G0R78B114 |  | 147961 | 238646 | SH |  | DFND |  | 238646 | 0 | 0 |
| BAIN CAP GSS INVT CORP | ORD CL A | G0R78B106 | BBG01X59LMB7 | 11622746 | 1149424 | SH |  | DFND |  | 1149424 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 151753 | 559973 | SH |  | DFND |  | 559973 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 | BBG01TG07R28 | 11007854 | 1073937 | SH |  | DFND |  | 1073937 | 0 | 0 |
| BEST SPAC I ACQUISITION CORP | RIGHT 05/27/2030 | G1069P129 | BBG01T69X5H3 | 20526 | 114034 | SH |  | DFND |  | 114034 | 0 | 0 |
| BEST SPAC I ACQUISITION CORP | USD CL A ORD SHS | G1069P103 | BBG01T69WML2 | 1122156 | 109800 | SH |  | DFND |  | 109800 | 0 | 0 |
| BITCOIN INFRASTRUCTURE ACQUI | *W EXP 11/06/203 | G1143H119 |  | 173636 | 584634 | SH |  | DFND |  | 584634 | 0 | 0 |
| BITCOIN INFRASTRUCTURE ACQUI | USD CL A ORD SHS | G1143H101 | BBG01X03YX81 | 11009057 | 1112026 | SH |  | DFND |  | 1112026 | 0 | 0 |
| BLACK HAWK ACQUISITION CORP | RIGHT 06/20/2025 | G1148A119 | BBG01MT1JD16 | 116116 | 86012 | SH |  | DFND |  | 86012 | 0 | 0 |
| BLACK HAWK ACQUISITION CORP | USD CL A SHS | G1148A101 | BBG01M9PCB43 | 1526968 | 132205 | SH |  | DFND |  | 132205 | 0 | 0 |
| BLACK SPADE ACQUISITION III | *W EXP 99/99/999 | G1154S111 |  | 92385 | 263957 | SH |  | DFND |  | 263957 | 0 | 0 |
| BLACK SPADE ACQUISITION III | USD CL A ORD SHS | G1154S103 | BBG01YYKQ1C8 | 7482730 | 760440 | SH |  | DFND |  | 760440 | 0 | 0 |
| BLEICHROEDER ACQUISITI CORP | *W EXP 12/23/203 | G1170E112 |  | 418402 | 452327 | SH |  | DFND |  | 452327 | 0 | 0 |
| BLEICHROEDER ACQUISITI CORP | USD CL A ORD SHS | G1170E104 | BBG01ZWC3RY9 | 13082042 | 1305593 | SH |  | DFND |  | 1305593 | 0 | 0 |
| BLUE ACQUISITION CORP. | ORD SHS CL A | G1331A108 | BBG01V27P102 | 4997969 | 489517 | SH |  | DFND |  | 489517 | 0 | 0 |
| BLUE ACQUISITION CORP. | RIGHT 06/11/2030 | G1331A116 | BBG01V27PQV3 | 144298 | 534240 | SH |  | DFND |  | 534240 | 0 | 0 |
| BLUE WTR ACQUISITION CORP IV | UNIT 99/99/9999 | G1368A120 | BBG01YY2Y7N4 | 2906848 | 293029 | SH |  | DFND |  | 293029 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | *W EXP 05/23/203 | G1368E114 |  | 260407 | 578682 | SH |  | DFND |  | 578682 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | ORD SHS CL A | G1368E106 | BBG01THFR1T0 | 11452811 | 1113004 | SH |  | DFND |  | 1113004 | 0 | 0 |
| BLUEROCK ACQUISITION CORP | *W EXP 12/12/203 | G1352R113 |  | 85990 | 260577 | SH |  | DFND |  | 260577 | 0 | 0 |
| BLUEROCK ACQUISITION CORP | USD CL A ORD SHS | G1352R105 | BBG01YGJMNZ2 | 7328327 | 740235 | SH |  | DFND |  | 740235 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 292433 | 4500 | SH |  | DFND |  | 4500 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | CL A | G2003N105 | BBG01QJQH013 | 20048899 | 1898570 | SH |  | DFND |  | 1898570 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | RIGHT 10/11/2029 | G2003N121 | BBG01R8DRTQ1 | 423151 | 2015003 | SH |  | DFND |  | 2015003 | 0 | 0 |
| BRIGHTHOUSE FINL INC | COM | 10922N103 | BBG00DYPZ4V7 | 50883329 | 849755 | SH |  | DFND |  | 849755 | 0 | 0 |
| BTC DEV CORP | *W EXP 09/11/203 | G0701G117 |  | 100146 | 222547 | SH |  | DFND |  | 222547 | 0 | 0 |
| BTC DEV CORP | ORD SHS CL A | G0701G109 | BBG01WTRWX36 | 8611959 | 862058 | SH |  | DFND |  | 862058 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | COM CL A | G17564108 | BBG01TNMYYB7 | 10040715 | 989233 | SH |  | DFND |  | 989233 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | RIGHT 05/15/2030 | G17564116 | BBG01VPWX2C8 | 215471 | 1026050 | SH |  | DFND |  | 1026050 | 0 | 0 |
| CALISA ACQUISITION CORP | ORD SHS | G1771C101 | BBG01Y3BR168 | 3158648 | 314920 | SH |  | DFND |  | 314920 | 0 | 0 |
| CALISA ACQUISITION CORP | RIGHT 09/11/2030 | G1771C127 | BBG01YLJMNX8 | 177188 | 322160 | SH |  | DFND |  | 322160 | 0 | 0 |
| CAMBRIDGE ACQUISITION CORP | UNIT 01/30/2031 | G1871M124 | BBG01Z2G6PX5 | 7223291 | 725230 | SH |  | DFND |  | 725230 | 0 | 0 |
| CANTALOUPE INC | COM | 138103106 | BBG001S96MW7 | 9551738 | 883602 | SH |  | DFND |  | 883602 | 0 | 0 |
| CANTOR EQUITY PARTNERS I INC | SHS CL A | G1827K107 | BBG01QMC5W04 | 2562893 | 244085 | SH |  | DFND |  | 244085 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 | BBG01VFVMDK0 | 3199337 | 310314 | SH |  | DFND |  | 310314 | 0 | 0 |
| CANTOR EQUITY PARTNERS IV IN | SHS CL A | G1828E100 | BBG01W7FHVM6 | 7448054 | 730918 | SH |  | DFND |  | 730918 | 0 | 0 |
| CANTOR EQUITY PARTNERS V INC | SHS CL A S | G1828S109 | BBG01WSV5YJ9 | 2502265 | 247749 | SH |  | DFND |  | 247749 | 0 | 0 |
| CANTOR EQUITY PARTNERS VI IN | CL A ORD SHS | G1828R101 | BBG01ZHGF466 | 1084651 | 107179 | SH |  | DFND |  | 107179 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 8762204 | 8536000 | PRN |  | DFND |  | 8536000 | 0 | 0 |
| CARTESIAN GROWTH CORP III | *W EXP 05/02/203 | G19307126 |  | 363576 | 519394 | SH |  | DFND |  | 519394 | 0 | 0 |
| CARTESIAN GROWTH CORP III | COM CL A | G19307100 | BBG01SQC0LG8 | 10244219 | 999436 | SH |  | DFND |  | 999436 | 0 | 0 |
| CAYSON ACQUISITION CORP | RIGHT 99/99/9999 | G1993W117 | BBG01QGCYNH1 | 76910 | 349590 | SH |  | DFND |  | 349590 | 0 | 0 |
| CAYSON ACQUISITION CORP | SHS | G1993W109 | BBG01QGD1SQ4 | 2028103 | 184373 | SH |  | DFND |  | 184373 | 0 | 0 |
| CENTESSA PHARMACEUTICALS PLC | SPONSORED ADS | 152309100 | BBG01081FC68 | 3893672 | 98028 | SH |  | DFND |  | 98028 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 123026 | 996163 | SH |  | DFND |  | 996163 | 0 | 0 |
| CENTURION ACQUISITION CORP | SHS CL A | G20315100 | BBG01N8JMH15 | 18876744 | 1751902 | SH |  | DFND |  | 1751902 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | RIGHT 05/14/2030 | G2124S116 | BBG01VNW2957 | 50836 | 363114 | SH |  | DFND |  | 363114 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | SHS CL A | G2124S108 | BBG01V9SHZB1 | 3596667 | 351237 | SH |  | DFND |  | 351237 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | ORD SHS CL A | G9877L107 | BBG01Q0Q3W90 | 5235871 | 495352 | SH |  | DFND |  | 495352 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | RIGHT 12/31/2026 | G9877L115 | BBG01QGQZST5 | 73709 | 525740 | SH |  | DFND |  | 525740 | 0 | 0 |
| CHART INDS INC | COM | 16115Q308 | BBG001SQV7W4 | 133228253 | 644393 | SH |  | DFND |  | 644393 | 0 | 0 |
| CHENGHE ACQUISITION III CO | *W EXP 09/09/203 | G2086N121 |  | 63234 | 263476 | SH |  | DFND |  | 263476 | 0 | 0 |
| CHENGHE ACQUISITION III CO | ORD SHS CL A | G2086N105 | BBG01VXW0D22 | 5099652 | 505667 | SH |  | DFND |  | 505667 | 0 | 0 |
| CHURCHILL CAP CORP XI | *W EXP 12/10/203 | G2131A116 |  | 23713 | 32707 | SH |  | DFND |  | 32707 | 0 | 0 |
| CHURCHILL CAP CORP XI | CL A ORD SHS | G2131A108 | BBG01Z2SGVT0 | 3142835 | 309030 | SH |  | DFND |  | 309030 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | *W EXP 03/31/203 | G21301117 |  | 20575 | 45722 | SH |  | DFND |  | 45722 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | CL A SHS | G21301109 | BBG01N8LRBJ9 | 3710243 | 347401 | SH |  | DFND |  | 347401 | 0 | 0 |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | BBG001SY0WV7 | 6362564 | 2684626 | SH |  | DFND |  | 2684626 | 0 | 0 |
| CLEARTHINK 1 ACQUISITION COR | UNIT 01/26/2031 | G2294A127 | BBG01ZVZ4FH3 | 7751895 | 776743 | SH |  | DFND |  | 776743 | 0 | 0 |
| CLEARWATER ANALYTICS HLDGS I | CL A | 185123106 | BBG012C765M3 | 77944251 | 3295740 | SH |  | DFND |  | 3295740 | 0 | 0 |
| CN HEALTHY FOOD TECH GROUP C | *W EXP 09/30/203 | 462837113 |  | 36060 | 396260 | SH |  | DFND |  | 396260 | 0 | 0 |
| CN HEALTHY FOOD TECH GROUP C | COM | 462837105 | BBG00JPYYX97 | 501686 | 91050 | SH |  | DFND |  | 91050 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | *W EXP 08/17/202 | 12664M111 |  | 63852 | 580471 | SH |  | DFND |  | 580471 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | COM | 12664M103 | BBG01FRF6194 | 5832949 | 562483 | SH |  | DFND |  | 562483 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | RIGHT 10/15/2028 | 12664M129 | BBG01RRRVRX0 | 87071 | 580471 | SH |  | DFND |  | 580471 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | *W EXP 07/01/203 | G2254C113 |  | 61992 | 95372 | SH |  | DFND |  | 95372 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | SHS CL A | G2254C121 | BBG01V7F8J09 | 3740029 | 365952 | SH |  | DFND |  | 365952 | 0 | 0 |
| COLOMBIER ACQUISITION CORP I | UNIT 99/99/9999 | G2284A129 | BBG01Y0S3PX7 | 3601277 | 353760 | SH |  | DFND |  | 353760 | 0 | 0 |
| COLUMBUS ACQUISITION CORP | RIGHT 09/30/2025 | G2295P115 | BBG01SVDRQ34 | 64618 | 222822 | SH |  | DFND |  | 222822 | 0 | 0 |
| COLUMBUS ACQUISITION CORP | SHS | G2295P107 | BBG01SJXPXX8 | 1037818 | 99123 | SH |  | DFND |  | 99123 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP II | *W EXP 02/11/203 | G2296M129 |  | 85054 | 236261 | SH |  | DFND |  | 236261 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP II | USD CL A ORD SHS | G2296M103 | BBG01ZRL75Z8 | 6967425 | 708792 | SH |  | DFND |  | 708792 | 0 | 0 |
| COPLEY ACQUISITION CORP | *W EXP 99/99/999 | G24243126 |  | 45305 | 302033 | SH |  | DFND |  | 302033 | 0 | 0 |
| COPLEY ACQUISITION CORP | ORD SHS CL A | G24243100 | BBG01RG0C5H8 | 6018314 | 583170 | SH |  | DFND |  | 583170 | 0 | 0 |
| COREBRIDGE FINL INC | COM | 21871X109 | BBG016HJ8836 | 14558211 | 626025 | SH |  | DFND |  | 626025 | 0 | 0 |
| COTERRA ENERGY INC | COM | 127097103 | BBG001S6H6Y4 | 74103619 | 2108811 | SH |  | DFND |  | 2108811 | 0 | 0 |
| CRANE HBR ACQUISITION CORP I | ORD SHS CL A | G25014104 | BBG01Z0WPDK2 | 10509503 | 1061566 | SH |  | DFND |  | 1061566 | 0 | 0 |
| CRANE HBR ACQUISITION CORP I | RIGHT 12/09/2030 | G25014112 | BBG01YZNR4D3 | 201945 | 1121918 | SH |  | DFND |  | 1121918 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | *W EXP 10/06/203 | G2574S103 |  | 7194 | 159860 | SH |  | DFND |  | 159860 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | ORD SHS CL A | G2574F119 | BBG01VBMZWW5 | 3020228 | 301420 | SH |  | DFND |  | 301420 | 0 | 0 |
| CROWN RESV ACQUISITION CORP | RIGHT 10/06/2030 | G2574F127 | BBG01VBN08G2 | 47958 | 319720 | SH |  | DFND |  | 319720 | 0 | 0 |
| CSG SYS INTL INC | COM | 126349109 | BBG001S8QQ76 | 43323323 | 541948 | SH |  | DFND |  | 541948 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | *W EXP 08/28/203 | G2584S119 |  | 157590 | 606114 | SH |  | DFND |  | 606114 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | USD CL A ORD SHS | G2584S101 | BBG01VP286Y9 | 11711339 | 1166468 | SH |  | DFND |  | 1166468 | 0 | 0 |
| CYABRA INC | COM SHS | 23249H105 | BBG0200RD2J8 | 59178 | 31988 | SH |  | DFND |  | 31988 | 0 | 0 |
| D BORAL ACQUISITION I CORP | *W EXP 01/30/203 | G2616T119 |  | 87442 | 334260 | SH |  | DFND |  | 334260 | 0 | 0 |
| D BORAL ACQUISITION I CORP | ORD SHS CL A | G2616T101 | BBG01YLW68L3 | 6738531 | 683421 | SH |  | DFND |  | 683421 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | *W EXP 07/23/203 | G2616F119 |  | 257193 | 476284 | SH |  | DFND |  | 476284 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | SHS CL A | G2616F101 | BBG01TRHB8X2 | 8077531 | 798175 | SH |  | DFND |  | 798175 | 0 | 0 |
| DAEDALUS SPL ACQUISITION COR | *W EXP 11/24/203 | G2616C116 |  | 58963 | 143812 | SH |  | DFND |  | 143812 | 0 | 0 |
| DAEDALUS SPL ACQUISITION COR | USD CL A ORD SHS | G2616C108 | BBG01X61Y223 | 5700708 | 575248 | SH |  | DFND |  | 575248 | 0 | 0 |
| DAY ONE BIOPHARMACEUTICALS I | COM | 23954D109 | BBG00V1KSN13 | 52788582 | 2462154 | SH |  | DFND |  | 2462154 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 77167424 | 83673000 | PRN |  | DFND |  | 83673000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 201405 | 535651 | SH |  | DFND |  | 535651 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 | BBG01SWLKBV4 | 10516879 | 1027039 | SH |  | DFND |  | 1027039 | 0 | 0 |
| DIGITALBRIDGE GROUP INC | CL A NEW | 25401T603 | BBG00D30HGN8 | 48240745 | 3128453 | SH |  | DFND |  | 3128453 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 78744600 | 87300000 | PRN |  | DFND |  | 87300000 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | RIGHT 09/16/2030 | G2851K112 | BBG01WC22K12 | 92699 | 1158740 | SH |  | DFND |  | 1158740 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | USD ORD SHS | G2851K104 | BBG01WC235D1 | 11101652 | 1112390 | SH |  | DFND |  | 1112390 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | ORD SHS | G2847J104 | BBG01RQ5FRS3 | 3754643 | 357585 | SH |  | DFND |  | 357585 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | RIGHT 10/15/2029 | G2847J112 | BBG01SJ50DM2 | 20515 | 372322 | SH |  | DFND |  | 372322 | 0 | 0 |
| DT CLOUD STAR ACQUISITION CO | RIGHT 07/09/2029 | G2853N114 | BBG01PQHD351 | 57059 | 435900 | SH |  | DFND |  | 435900 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 95387 | 423941 | SH |  | DFND |  | 423941 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 | BBG01SSMGQ94 | 5629375 | 544954 | SH |  | DFND |  | 544954 | 0 | 0 |
| DYNAMIX CORP | *W EXP 10/25/202 | G2949D112 |  | 225766 | 297061 | SH |  | DFND |  | 297061 | 0 | 0 |
| DYNAMIX CORP | SHS CL A | G2949D104 | BBG01R5ZGB22 | 3570291 | 341002 | SH |  | DFND |  | 341002 | 0 | 0 |
| DYNAMIX CORP III | *W EXP 10/10/203 | G2949T117 |  | 87016 | 290536 | SH |  | DFND |  | 290536 | 0 | 0 |
| DYNAMIX CORP III | USD CL A ORD SHS | G2949T109 | BBG01WN2ZY87 | 5533237 | 557786 | SH |  | DFND |  | 557786 | 0 | 0 |
| EAGLE NUCLEAR ENERGY CORP | *W EXP 02/25/203 | 269710117 |  | 122216 | 81477 | SH |  | DFND |  | 81477 | 0 | 0 |
| EGH ACQUISITION CORP. | RIGHT 99/99/9999 | G2946P118 | BBG01TLHXWD3 | 222140 | 888560 | SH |  | DFND |  | 888560 | 0 | 0 |
| EGH ACQUISITION CORP. | SHS CL A | G2946P100 | BBG01TLHZD25 | 8695091 | 851625 | SH |  | DFND |  | 851625 | 0 | 0 |
| ELECTRONIC ARTS INC | COM | 285512109 | BBG001S5T5C9 | 147471850 | 727717 | SH |  | DFND |  | 727717 | 0 | 0 |
| EMMIS ACQUISITION CORP. | RIGHT 09/12/2030 | G3037D113 | BBG01W3L9HH3 | 68088 | 463496 | SH |  | DFND |  | 463496 | 0 | 0 |
| EMMIS ACQUISITION CORP. | SHS CL A | G3037D105 | BBG01W3L98V7 | 4471808 | 444956 | SH |  | DFND |  | 444956 | 0 | 0 |
| ENHABIT INC | COM | 29332G102 | BBG014QJ5CJ8 | 12967281 | 920318 | SH |  | DFND |  | 920318 | 0 | 0 |
| EQV VENTURES AC CORP. II | *W EXP 06/30/203 | G3106Q128 |  | 114474 | 381581 | SH |  | DFND |  | 381581 | 0 | 0 |
| EQV VENTURES AC CORP. II | ORD SHS CL A | G3106Q102 | BBG01VV36CM2 | 11079395 | 1098057 | SH |  | DFND |  | 1098057 | 0 | 0 |
| ESH ACQUISITION CORP | COM CL A | 296424104 | BBG0180WRZK1 | 644690 | 53769 | SH |  | DFND |  | 53769 | 0 | 0 |
| ESH ACQUISITION CORP | RIGHT 06/13/2028 | 296424112 | BBG01HHQZHS9 | 89078 | 523991 | SH |  | DFND |  | 523991 | 0 | 0 |
| ESSENTIAL UTILS INC | COM | 29670G102 | BBG001S5VFD3 | 126335809 | 3137219 | SH |  | DFND |  | 3137219 | 0 | 0 |
| EUDA HEALTH HOLDINGS LTD | *W EXP 11/22/202 | G3142E121 |  | 1628 | 79813 | SH |  | DFND |  | 79813 | 0 | 0 |
| EUREKA ACQUISITION CORP | RIGHT 07/03/2026 | G32168125 | BBG01PP4YSJ8 | 21102 | 75366 | SH |  | DFND |  | 75366 | 0 | 0 |
| EUREKA ACQUISITION CORP | SHS CL A | G32168109 | BBG01PP4YMT0 | 1942791 | 171322 | SH |  | DFND |  | 171322 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | *W EXP 10/22/203 | G3226F119 |  | 102051 | 283475 | SH |  | DFND |  | 283475 | 0 | 0 |
| EVOLUTION GLOBAL ACQUISITION | USD CL A ORD SHS | G3226F101 | BBG01WGGG604 | 5341059 | 535713 | SH |  | DFND |  | 535713 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 256319 | 640798 | SH |  | DFND |  | 640798 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 | BBG01QF38580 | 13463155 | 1281595 | SH |  | DFND |  | 1281595 | 0 | 0 |
| FG IMPERII ACQUISITION CORP | *W EXP 10/14/203 | G3R41C110 |  | 118864 | 594320 | SH |  | DFND |  | 594320 | 0 | 0 |
| FG IMPERII ACQUISITION CORP | ORD SHS CL A | G3R41C102 | BBG01Z8B7N28 | 11719990 | 1188640 | SH |  | DFND |  | 1188640 | 0 | 0 |
| FG MERGER II CORP | COM | 30334J102 | BBG01R78HC09 | 7657335 | 758152 | SH |  | DFND |  | 758152 | 0 | 0 |
| FG MERGER II CORP | RIGHT 02/11/2030 | 30334J128 | BBG01S6Z72D7 | 319087 | 778262 | SH |  | DFND |  | 778262 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | ORD SHS CL A | G3415K101 | BBG01SRKL5M4 | 13795505 | 1340671 | SH |  | DFND |  | 1340671 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | RIGHT 02/21/2030 | G3415K135 | BBG01TLQ0PN3 | 390291 | 1387947 | SH |  | DFND |  | 1387947 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | *W EXP 06/17/203 | G3473K118 |  | 28436 | 118484 | SH |  | DFND |  | 118484 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | USD CL A ORD SHS | G3473K100 | BBG01VT8QV95 | 2270589 | 224145 | SH |  | DFND |  | 224145 | 0 | 0 |
| FLAG SHIP ACQUISITION CORP | ORD SHS | G3530C109 | BBG01417YWZ7 | 1316366 | 120326 | SH |  | DFND |  | 120326 | 0 | 0 |
| FLUENCE ENERGY INC | NOTE 2.250% 6/1 | 34379VAB9 |  | 25931300 | 25700000 | PRN |  | DFND |  | 25700000 | 0 | 0 |
| FLUSHING FINL CORP | COM | 343873105 | BBG001S7KQM7 | 7126195 | 463945 | SH |  | DFND |  | 463945 | 0 | 0 |
| FORTRESS VALUE ACQU CORP V | ORD SHS CL A | G3645T104 | BBG0204VV2F9 | 5131192 | 512095 | SH |  | DFND |  | 512095 | 0 | 0 |
| FUSEMACHINES INC | *W EXP 10/22/203 | 36118R111 |  | 7225 | 96330 | SH |  | DFND |  | 96330 | 0 | 0 |
| FUTURE MONEY ACQUISITION COR | UNIT 03/16/2031 | G3700S124 | BBG01YYMTTT2 | 1405683 | 140850 | SH |  | DFND |  | 140850 | 0 | 0 |
| FUTURE VISION II ACQUISITION | RIGHT 06/29/2029 | G37068114 | BBG01QLJP7K1 | 42677 | 328288 | SH |  | DFND |  | 328288 | 0 | 0 |
| FUTURE VISION II ACQUISITION | SHS | G37068106 | BBG01QLJMJH2 | 3334252 | 309587 | SH |  | DFND |  | 309587 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | *W EXP 09/30/203 | G3730U115 |  | 47949 | 87180 | SH |  | DFND |  | 87180 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | CL A ORD SHS | G3730U107 | BBG01X4PLJH3 | 3370060 | 334996 | SH |  | DFND |  | 334996 | 0 | 0 |
| GALATA ACQUISITION CORP II | *W EXP 09/12/203 | G3R25N116 |  | 68222 | 227330 | SH |  | DFND |  | 227330 | 0 | 0 |
| GALATA ACQUISITION CORP II | ORD SHS CL A | G3R25N108 | BBG01WY6Q6S5 | 6544279 | 655083 | SH |  | DFND |  | 655083 | 0 | 0 |
| GALAXYEDGE ACQUISITION CORP | UNIT 99/99/9999 | G3710B129 | BBG01XXQSWD7 | 4890200 | 490000 | SH |  | DFND |  | 490000 | 0 | 0 |
| GENERAL PURP ACQUISITION COR | *W EXP 12/03/203 | G3810N114 |  | 109487 | 456007 | SH |  | DFND |  | 456007 | 0 | 0 |
| GENERAL PURP ACQUISITION COR | USD CL A ORD SHS | G3810N106 | BBG01XX0MHG0 | 8606558 | 868472 | SH |  | DFND |  | 868472 | 0 | 0 |
| GENERATION ESSENTIALS GROUP | *W EXP 02/15/202 | G38268119 |  | 74835 | 393870 | SH |  | DFND |  | 393870 | 0 | 0 |
| GESHER ACQUISITION CORP. II | *W EXP 10/31/203 | G3852D115 |  | 82052 | 372964 | SH |  | DFND |  | 372964 | 0 | 0 |
| GIGCAPITAL7 CORP | *W EXP 08/29/202 | G38648120 |  | 585444 | 1774074 | SH |  | DFND |  | 1774074 | 0 | 0 |
| GIGCAPITAL7 CORP | ORD SHS CL A | G38648104 | BBG01PNQB846 | 11773479 | 1105491 | SH |  | DFND |  | 1105491 | 0 | 0 |
| GIGCAPITAL8 CORP | ORD CL A | G3864J100 | BBG01WN43386 | 16878901 | 1692969 | SH |  | DFND |  | 1692969 | 0 | 0 |
| GIGCAPITAL8 CORP | RIGHT 09/30/2030 | G3864J118 | BBG01WN471P7 | 507891 | 1692969 | SH |  | DFND |  | 1692969 | 0 | 0 |
| GIGCAPITAL9 CORP | UNIT 12/01/2030 | G3865B106 | BBG01YVBS3B6 | 21867120 | 2178000 | SH |  | DFND |  | 2178000 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | *W EXP 06/17/203 | G3933N124 |  | 6845 | 68384 | SH |  | DFND |  | 68384 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | CL A ORD SHS | G3933N116 | BBG01TLJBCS1 | 896424 | 87456 | SH |  | DFND |  | 87456 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | RIGHT 06/17/2030 | G3933N132 | BBG01TLJBZF4 | 11562 | 91180 | SH |  | DFND |  | 91180 | 0 | 0 |
| GLOBAL PMTS INC | NOTE 1.500% 3/0 | 37940XAU6 |  | 50422215 | 57100000 | PRN |  | DFND |  | 57100000 | 0 | 0 |
| GOLDEN ENTMT INC | COM | 381013101 | BBG001S69CW2 | 13210562 | 494963 | SH |  | DFND |  | 494963 | 0 | 0 |
| GORES HLDGS X INC | *W EXP 05/02/203 | G4002F125 |  | 137618 | 275235 | SH |  | DFND |  | 275235 | 0 | 0 |
| GORES HLDGS X INC | SHS CL A | G4002F109 | BBG0146ZJ577 | 10823767 | 1059077 | SH |  | DFND |  | 1059077 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | *W EXP 05/13/202 | G4035N129 |  | 64156 | 457602 | SH |  | DFND |  | 457602 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | CL A | G4035N103 | BBG00ZKFGXW1 | 17092545 | 1576803 | SH |  | DFND |  | 1576803 | 0 | 0 |
| GRAF GLOBAL CORP | *W EXP 05/31/203 | G4036C122 |  | 97701 | 752128 | SH |  | DFND |  | 752128 | 0 | 0 |
| GRAF GLOBAL CORP | ORD SHS CL A | G4036C106 | BBG01NP47HQ9 | 15388685 | 1436852 | SH |  | DFND |  | 1436852 | 0 | 0 |
| GREAT LAKES DREDGE  DOCK CO | COM | 390607109 | BBG001SNNJN4 | 12420455 | 730615 | SH |  | DFND |  | 730615 | 0 | 0 |
| GREIF INC | CL A | 397624107 | BBG001S8S678 | 991160 | 14778 | SH |  | DFND |  | 14778 | 0 | 0 |
| GROUPON INC | NOTE 4.875% 6/3 | 399473AK3 |  | 29500211 | 36011000 | PRN |  | DFND |  | 36011000 | 0 | 0 |
| GSR IV ACQUISITION CORP | CL A SHS | G4R12K107 | BBG01WH8MNL4 | 9016208 | 898924 | SH |  | DFND |  | 898924 | 0 | 0 |
| GSR IV ACQUISITION CORP | RIGHT 08/22/2030 | G4R12K115 | BBG01WH8MXS5 | 329589 | 134526 | SH |  | DFND |  | 134526 | 0 | 0 |
| HALL CHADWICK ACQUISITION CO | ORD SHS CL A | G42386105 | BBG01WLSQG81 | 5284974 | 532223 | SH |  | DFND |  | 532223 | 0 | 0 |
| HALL CHADWICK ACQUISITION CO | RIGHT 11/20/2030 | G42386113 | BBG01YMB0157 | 134919 | 562161 | SH |  | DFND |  | 562161 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | RIGHT 03/30/2026 | G4330A111 | BBG01Y3C12F2 | 78187 | 651019 | SH |  | DFND |  | 651019 | 0 | 0 |
| HARVARD AVE ACQUISITION CORP | USD CL A ORD SHS | G4330A103 | BBG01Y3C1887 | 6365059 | 635870 | SH |  | DFND |  | 635870 | 0 | 0 |
| HAYMAKER ACQUISITION CORP IV | CLASS A | G4375F108 | BBG01J7X1WJ5 | 7863241 | 681390 | SH |  | DFND |  | 681390 | 0 | 0 |
| HCM III ACQUISITION CORP | *W EXP 07/23/203 | G4365E111 |  | 51432 | 126461 | SH |  | DFND |  | 126461 | 0 | 0 |
| HCM III ACQUISITION CORP | ORD SHS CL A | G4365E103 | BBG01VFVN4H3 | 3831809 | 379387 | SH |  | DFND |  | 379387 | 0 | 0 |
| HCM IV ACQUISITION CORP | UNIT 01/20/2031 | G4365S128 | BBG01YFRV7C5 | 12835039 | 1280942 | SH |  | DFND |  | 1280942 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 | BBG01S57DDQ5 | 10903404 | 1053469 | SH |  | DFND |  | 1053469 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 | BBG01S57FYV1 | 364519 | 1279013 | SH |  | DFND |  | 1279013 | 0 | 0 |
| HENNESSY CAP INVTS CORP VIII | UNIT 02/02/2031 | G44055112 | BBG01YW57385 | 6227220 | 622722 | SH |  | DFND |  | 622722 | 0 | 0 |
| HERITAGE COMM CORP | COM | 426927109 | BBG001SBY8P0 | 8466207 | 678382 | SH |  | DFND |  | 678382 | 0 | 0 |
| HIGHVIEW MERGER CORP | *W EXP 07/24/203 | G4569C119 |  | 158519 | 633824 | SH |  | DFND |  | 633824 | 0 | 0 |
| HIGHVIEW MERGER CORP | ORD SH CL A | G4569C101 | BBG01WC0XDK7 | 12212670 | 1215191 | SH |  | DFND |  | 1215191 | 0 | 0 |
| HOLOGIC INC | COM | 436440101 | BBG001S6HWB2 | 79268512 | 1048664 | SH |  | DFND |  | 1048664 | 0 | 0 |
| HORIZON QUANTUM HOLDINGS LTD | *W EXP 03/17/203 | Y4000A128 |  | 24180 | 11795 | SH |  | DFND |  | 11795 | 0 | 0 |
| HORIZON SPACE ACQUISITION II | RIGHT 03/30/2026 | G4627B111 | BBG01S4RVHG4 | 91158 | 414354 | SH |  | DFND |  | 414354 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 09/28/2026 | 44934N116 | BBG01MNPW860 | 76036 | 732521 | SH |  | DFND |  | 732521 | 0 | 0 |
| IDEA ACQUISITION CORP | UNIT 01/06/2031 | G4727U126 | BBG01Y3CSTD6 | 14019647 | 1414697 | SH |  | DFND |  | 1414697 | 0 | 0 |
| IHS HOLDING LIMITED | ORD SHS | G4701H109 | BBG012M7S2D5 | 11562014 | 1404862 | SH |  | DFND |  | 1404862 | 0 | 0 |
| ILLUMINATION ACQUISITIO CORP | UNIT 12/23/2031 | G470AU126 | BBG01ZB6ZFS3 | 6209513 | 625959 | SH |  | DFND |  | 625959 | 0 | 0 |
| INDIGO ACQUISITION CORP | ORD SHS | G4791J106 | BBG01VKCXTF5 | 6679401 | 658718 | SH |  | DFND |  | 658718 | 0 | 0 |
| INDIGO ACQUISITION CORP | RIGHT 04/02/2027 | G4791J114 | BBG01VKCXW04 | 87023 | 685761 | SH |  | DFND |  | 685761 | 0 | 0 |
| INFINITE EAGLE ACQUISITION C | CL A | G4802J103 | BBG01YQ10TR0 | 15097744 | 1512800 | SH |  | DFND |  | 1512800 | 0 | 0 |
| INFINITE EAGLE ACQUISITION C | RIGHT 01/13/2031 | G4802J111 | BBG01ZNMNSP3 | 56304 | 312800 | SH |  | DFND |  | 312800 | 0 | 0 |
| INFLECTION POINT ACQU CORP V | ORD SHS CL A | G6001J107 | BBG01SH1JJ04 | 3696857 | 355467 | SH |  | DFND |  | 355467 | 0 | 0 |
| INFLECTION POINT ACQU CORP V | RIGHT 99/99/9999 | G6001J131 | BBG01SP8DDT8 | 217662 | 368919 | SH |  | DFND |  | 368919 | 0 | 0 |
| INFLECTION PT ACQUISIT CORP | UNIT 03/03/2031 | G4790S123 | BBG01Z8CM065 | 5639876 | 557300 | SH |  | DFND |  | 557300 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | CL A ORD SHS | G47875102 | BBG01TVPGL10 | 10205845 | 999593 | SH |  | DFND |  | 999593 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | RIGHT 04/25/2030 | G47875110 | BBG01VKD20X0 | 323267 | 1042796 | SH |  | DFND |  | 1042796 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | *W EXP 10/28/203 | G4814G113 |  | 35282 | 126007 | SH |  | DFND |  | 126007 | 0 | 0 |
| INSIGHT DIGITAL PARTNERS II | CL A ORD | G4814G105 | BBG01WVPX7C3 | 2404802 | 241446 | SH |  | DFND |  | 241446 | 0 | 0 |
| INVEST GREEN ACQUISITION COR | CL A ORD SHS | G4924G102 | BBG01W9HTJP1 | 5280864 | 531274 | SH |  | DFND |  | 531274 | 0 | 0 |
| INVEST GREEN ACQUISITION COR | RIGHT 11/17/2030 | G4924G110 | BBG01YRK7XM6 | 106465 | 560340 | SH |  | DFND |  | 560340 | 0 | 0 |
| IRIS ACQUISITION CORP II | ORD SHS CL A | G4940M109 | BBG01WJD30N0 | 5680516 | 578464 | SH |  | DFND |  | 578464 | 0 | 0 |
| IRON HORSE ACQUISIT II CORP | COM | 46283H103 | BBG01VF1P2Y2 | 9151474 | 927201 | SH |  | DFND |  | 927201 | 0 | 0 |
| IRON HORSE ACQUISIT II CORP | RIGHT 07/11/2030 | 46283H129 | BBG01Z2SM182 | 108338 | 981320 | SH |  | DFND |  | 981320 | 0 | 0 |
| ITHAX ACQUISITION CORP III | *W EXP 11/17/203 | G4977S110 |  | 126131 | 525544 | SH |  | DFND |  | 525544 | 0 | 0 |
| ITHAX ACQUISITION CORP III | USD CL A ORD SHS | G4977S102 | BBG01YLL1Y44 | 9821255 | 992046 | SH |  | DFND |  | 992046 | 0 | 0 |
| JACKSON ACQUISITION CO II | COM SHS CL A | G4992A110 | BBG01RXZJMQ8 | 12311532 | 1162562 | SH |  | DFND |  | 1162562 | 0 | 0 |
| JACKSON ACQUISITION CO II | RIGHT 99/99/9999 | G4992A136 | BBG01RXZLQB2 | 139738 | 1209332 | SH |  | DFND |  | 1209332 | 0 | 0 |
| JANUS HENDERSON GROUP PLC | ORD SHS | G4474Y214 | BBG00GSNPMQ9 | 74005214 | 1440631 | SH |  | DFND |  | 1440631 | 0 | 0 |
| JD.COM INC | NOTE 0.250% 6/0 | 47215PAJ5 |  | 37935850 | 38050000 | PRN |  | DFND |  | 38050000 | 0 | 0 |
| JENA ACQUISITION CORP II | RIGHT 03/31/2030 | G5093B113 | BBG01V9V6LJ9 | 114941 | 676123 | SH |  | DFND |  | 676123 | 0 | 0 |
| JENA ACQUISITION CORP II | USD CL A ORD SHS | G5093B105 | BBG01V9XZPY7 | 6936835 | 678751 | SH |  | DFND |  | 678751 | 0 | 0 |
| JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 |  | 21161484 | 25000000 | PRN |  | DFND |  | 25000000 | 0 | 0 |
| K GROWTH ACQUISITION CORP | SHS CL A | G52258111 | BBG01SMTHNX4 | 9934746 | 951604 | SH |  | DFND |  | 951604 | 0 | 0 |
| K2 CAP ACQUISITION CORP | ORD SHS CL A | G5226B105 | BBG01ZWFL400 | 6640437 | 672790 | SH |  | DFND |  | 672790 | 0 | 0 |
| K2 CAP ACQUISITION CORP | RIGHT 07/30/2027 | G5226B113 | BBG01ZWFYR96 | 127830 | 672790 | SH |  | DFND |  | 672790 | 0 | 0 |
| KARBON CAP PARTNERS CORP | *W EXP 12/11/203 | G5225W118 |  | 37101 | 72153 | SH |  | DFND |  | 72153 | 0 | 0 |
| KARBON CAP PARTNERS CORP | ORD SHS CL A | G5225W100 | BBG01ZBB4QL9 | 2747820 | 273279 | SH |  | DFND |  | 273279 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 3673 | 121637 | SH |  | DFND |  | 121637 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | SHS | G52443119 | BBG01HN1BXB6 | 1051987 | 87085 | SH |  | DFND |  | 87085 | 0 | 0 |
| KENNEDY-WILSON HOLDINGS INC | COM | 489398107 | BBG001SM6C41 | 7818986 | 722642 | SH |  | DFND |  | 722642 | 0 | 0 |
| KENSINGTON CAP ACQUIST CORP | UNIT 99/99/9999 | G5235S123 | BBG0202C2WB3 | 7548223 | 751815 | SH |  | DFND |  | 751815 | 0 | 0 |
| KENVUE INC | COM | 49177J102 | BBG01C79X614 | 95234122 | 5585579 | SH |  | DFND |  | 5585579 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | RIGHT 05/21/2030 | G5304D114 | BBG01W7CXRN3 | 338745 | 1426294 | SH |  | DFND |  | 1426294 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | SHS CL A | G5304D106 | BBG01W7CXHV6 | 14095534 | 1375174 | SH |  | DFND |  | 1375174 | 0 | 0 |
| KPET ULTRA PACELINE CORP | UNIT 99/99/9999 | G53157122 | BBG020TCFJR2 | 10116000 | 1011600 | SH |  | DFND |  | 1011600 | 0 | 0 |
| KRAKACQUISITION CORPORATION | UNIT 12/23/2030 | G5315G122 | BBG01ZK78PV5 | 6669663 | 666300 | SH |  | DFND |  | 666300 | 0 | 0 |
| KYIVSTAR GROUP LTD | *W EXP 08/14/203 | G5331N119 |  | 729817 | 208519 | SH |  | DFND |  | 208519 | 0 | 0 |
| KYIVSTAR GROUP LTD | ORD SHS | G5331N101 | BBG01WRCTD75 | 551378 | 54484 | SH |  | DFND |  | 54484 | 0 | 0 |
| LAFAYETTE ACQUISITION CORP | ORD SHS | G53426105 | BBG01Y666Z64 | 6406790 | 643252 | SH |  | DFND |  | 643252 | 0 | 0 |
| LAFAYETTE ACQUISITION CORP | RIGHT 10/24/2030 | G53426113 | BBG01YRJMXJ6 | 79490 | 662417 | SH |  | DFND |  | 662417 | 0 | 0 |
| LAFAYETTE DIGITAL ACQUISITIO | *W EXP 12/23/203 | G5345D115 |  | 87217 | 311491 | SH |  | DFND |  | 311491 | 0 | 0 |
| LAFAYETTE DIGITAL ACQUISITIO | ORD CLASS A | G5345D107 | BBG01XJ765H4 | 11809125 | 1197680 | SH |  | DFND |  | 1197680 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | RIGHT 09/19/2030 | G5354C115 | BBG01XRV52R9 | 90086 | 78336 | SH |  | DFND |  | 78336 | 0 | 0 |
| LAKE SUPERIOR ACQUISITION CO | USD CL A ORD SHS | G5354C107 | BBG01XRV4W85 | 5301286 | 528543 | SH |  | DFND |  | 528543 | 0 | 0 |
| LAKESHORE ACQUISITION III CO | RIGHT 08/01/2026 | G5353S137 | BBG01VPX2347 | 39039 | 216764 | SH |  | DFND |  | 216764 | 0 | 0 |
| LAKESHORE ACQUISITION III CO | USD ORD SHS | G5353S103 | BBG01T9WNSC5 | 2140948 | 207859 | SH |  | DFND |  | 207859 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | *W EXP 06/01/203 | G5S86M126 |  | 111749 | 799347 | SH |  | DFND |  | 799347 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | SHS CLASS A | G5S86M100 | BBG01NB11X27 | 16623420 | 1556500 | SH |  | DFND |  | 1556500 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 113042 | 753611 | SH |  | DFND |  | 753611 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 | BBG01R0Z94C0 | 15802496 | 1487994 | SH |  | DFND |  | 1487994 | 0 | 0 |
| LAUNCHPAD CADENZA ACQU CORP | *W EXP 12/15/203 | G6001S115 |  | 85799 | 357495 | SH |  | DFND |  | 357495 | 0 | 0 |
| LAUNCHPAD CADENZA ACQU CORP | USD CL A ORD SHS | G6001S107 | BBG01YGSTJX6 | 10045738 | 1014721 | SH |  | DFND |  | 1014721 | 0 | 0 |
| LEAPFROG ACQUISITION CORP | *W EXP 11/10/203 | G5414D111 |  | 74955 | 258467 | SH |  | DFND |  | 258467 | 0 | 0 |
| LEAPFROG ACQUISITION CORP | CL A ORD SHS | G5414D103 | BBG01X2PH5H0 | 4875081 | 491192 | SH |  | DFND |  | 491192 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 363380 | 772820 | SH |  | DFND |  | 772820 | 0 | 0 |
| LEGATO MERGER CORP III | ORD SHS | G5451A103 | BBG01LDZ70H4 | 15157683 | 1379225 | SH |  | DFND |  | 1379225 | 0 | 0 |
| LEGATO MERGER CORP IV | UNIT 99/99/9999 | G7318R121 | BBG01Z7RJM87 | 8196664 | 821309 | SH |  | DFND |  | 821309 | 0 | 0 |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | BBG006GNSZX4 | 67554107 | 1343024 | SH |  | DFND |  | 1343024 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | *W EXP 06/06/203 | G5490M126 |  | 128237 | 534319 | SH |  | DFND |  | 534319 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | USD CL A ORD SHS | G5490M100 | BBG01V8BY866 | 10378627 | 1025556 | SH |  | DFND |  | 1025556 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 103318 | 860987 | SH |  | DFND |  | 860987 | 0 | 0 |
| LIONHEART HOLDINGS | SHS CL A | G5501C109 | BBG01P63K846 | 16681678 | 1551784 | SH |  | DFND |  | 1551784 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | *W EXP 99/99/999 | G5509P110 |  | 719180 | 495986 | SH |  | DFND |  | 495986 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | CL A SHS | G5509P102 | BBG01SRKGQ99 | 9936222 | 955406 | SH |  | DFND |  | 955406 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 |  | 723500 | 135000 | PRN |  | DFND |  | 135000 | 0 | 0 |
| M EVO GBL ACQUISITION CORP I | *W EXP 02/18/203 | G6071J110 |  | 175668 | 516672 | SH |  | DFND |  | 516672 | 0 | 0 |
| M EVO GBL ACQUISITION CORP I | ORD SHS CL A | G6071J102 | BBG01ZY38C39 | 10168105 | 1033344 | SH |  | DFND |  | 1033344 | 0 | 0 |
| M3BRIGADE ACQUISITION V CORP | *W EXP 99/99/999 | G63212115 |  | 209068 | 700866 | SH |  | DFND |  | 700866 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | *W EXP 08/18/203 | G63221116 |  | 131533 | 381146 | SH |  | DFND |  | 381146 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | ORD SHS CL A | G63221108 | BBG01WJCZJC8 | 11056317 | 1100131 | SH |  | DFND |  | 1100131 | 0 | 0 |
| MASIMO CORP | COM | 574795100 | BBG001S71GQ6 | 73872095 | 416956 | SH |  | DFND |  | 416956 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | RIGHT 07/25/2030 | G6005T119 | BBG01WN0YMD2 | 95317 | 951270 | SH |  | DFND |  | 951270 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | SHS CL A | G6005T101 | BBG01WN0YG72 | 9164710 | 911005 | SH |  | DFND |  | 911005 | 0 | 0 |
| MELAR ACQUISITION CORP. I | *W EXP 06/01/203 | G6004G118 |  | 53399 | 410761 | SH |  | DFND |  | 410761 | 0 | 0 |
| MELAR ACQUISITION CORP. I | SHS CL A | G6004G100 | BBG01NC85PP9 | 10752224 | 996499 | SH |  | DFND |  | 996499 | 0 | 0 |
| MESHFLOW ACQUISITION CORP | *W EXP 11/20/203 | G6032N119 |  | 104096 | 400371 | SH |  | DFND |  | 400371 | 0 | 0 |
| MESHFLOW ACQUISITION CORP | USD CL A ORD SHS | G6032N101 | BBG01XBCVMK2 | 11408926 | 1153582 | SH |  | DFND |  | 1153582 | 0 | 0 |
| METALS ACQUISITION CORP II | UNIT 99/99/9999 | G60420125 | BBG01ZZX1874 | 4747991 | 470564 | SH |  | DFND |  | 470564 | 0 | 0 |
| MILUNA ACQUISITION CORP | *W EXP 09/29/203 | G6180J118 |  | 40011 | 307538 | SH |  | DFND |  | 307538 | 0 | 0 |
| MILUNA ACQUISITION CORP | USD CL A ORD SHS | G6180J100 | BBG01X1HHD19 | 3006774 | 300377 | SH |  | DFND |  | 300377 | 0 | 0 |
| MISTER CAR WASH INC | COM | 60646V105 | BBG011FS2K56 | 5307209 | 761436 | SH |  | DFND |  | 761436 | 0 | 0 |
| MOUNTAIN LAKE ACQUISIT CORP | UNIT 01/21/2031 | G6301L125 | BBG01YT5N7B8 | 14057464 | 1415656 | SH |  | DFND |  | 1415656 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | RIGHT 11/15/2028 | G6301B127 | BBG01S2WHSM0 | 388931 | 1495890 | SH |  | DFND |  | 1495890 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | SHS CL A | G6301B101 | BBG01RCMCFZ2 | 14804854 | 1405969 | SH |  | DFND |  | 1405969 | 0 | 0 |
| MOZAYYX ACQUISITION CORP | UNIT 99/99/9999 | G63113123 | BBG01ZZX1142 | 7643860 | 769000 | SH |  | DFND |  | 769000 | 0 | 0 |
| MUZERO ACQUISITION CORP | UNIT 01/30/2031 | G8775A122 | BBG01YW56R01 | 7762837 | 781756 | SH |  | DFND |  | 781756 | 0 | 0 |
| NAMIB MINERALS | *W EXP 06/05/203 | G63638111 |  | 13332 | 98752 | SH |  | DFND |  | 98752 | 0 | 0 |
| NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | BBG008417VP2 | 16848281 | 454254 | SH |  | DFND |  | 454254 | 0 | 0 |
| NCR ATLEOS CORPORATION | COM SHS | 63001N106 | BBG019Y0WP28 | 33722148 | 784236 | SH |  | DFND |  | 784236 | 0 | 0 |
| NEW AMER ACQUISITION I CORP | *W EXP 99/99/999 | 023634116 |  | 33880 | 67760 | SH |  | DFND |  | 67760 | 0 | 0 |
| NEW AMER ACQUISITION I CORP | COM SHS CL A | 023634108 | BBG01YVBDX17 | 1322241 | 132092 | SH |  | DFND |  | 132092 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | *W EXP 04/24/203 | G6476A110 |  | 102873 | 540016 | SH |  | DFND |  | 540016 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | USD CL A ORD SHS | G6476A102 | BBG00ZVC8VN9 | 16621682 | 1620047 | SH |  | DFND |  | 1620047 | 0 | 0 |
| NEWBRIDGE ACQUISITION LTD | UNIT 11/18/2030 | G6464L110 | BBG01X0HBR79 | 2365460 | 237020 | SH |  | DFND |  | 237020 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | *W EXP 06/01/203 | G6439S117 |  | 92011 | 510891 | SH |  | DFND |  | 510891 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | ORD SHS CL A | G6439S109 | BBG01QMXCZJ3 | 10738939 | 1021783 | SH |  | DFND |  | 1021783 | 0 | 0 |
| NEWHOLD INVT CORP III | *W EXP 01/30/203 | G6486E110 |  | 233138 | 518200 | SH |  | DFND |  | 518200 | 0 | 0 |
| NEWHOLD INVT CORP III | ORD SHS CL A | G6486E102 | BBG01RXKQM01 | 10768186 | 1036399 | SH |  | DFND |  | 1036399 | 0 | 0 |
| NMP ACQUISITION CORP | CL A | G6375X104 | BBG01TX82Y31 | 6122985 | 602656 | SH |  | DFND |  | 602656 | 0 | 0 |
| NMP ACQUISITION CORP | RIGHT 06/27/2030 | G6375X112 | BBG01VVSNKK2 | 125561 | 627807 | SH |  | DFND |  | 627807 | 0 | 0 |
| NORFOLK SOUTHN CORP | COM | 655844108 | BBG001S5TQJ6 | 126591941 | 446139 | SH |  | DFND |  | 446139 | 0 | 0 |
| NORTHWESTERN ENERGY GROUP IN | COM NEW | 668074305 | BBG001SM2G73 | 71343585 | 1081947 | SH |  | DFND |  | 1081947 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | *W EXP 09/01/203 | G6717R112 |  | 211590 | 282120 | SH |  | DFND |  | 282120 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | SHS CL A | G6717R104 | BBG00Z9CKG26 | 14062739 | 1324175 | SH |  | DFND |  | 1324175 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 83167700 | 84865000 | PRN |  | DFND |  | 84865000 | 0 | 0 |
| ONEIM ACQUISITION CORP | *W EXP 01/07/203 | G6S74K114 |  | 52789 | 81214 | SH |  | DFND |  | 81214 | 0 | 0 |
| ONEIM ACQUISITION CORP | ORD SHS CL A | G6S74K106 | BBG01Z7XYCL4 | 4882586 | 487284 | SH |  | DFND |  | 487284 | 0 | 0 |
| ONESTREAM INC | CL A | 68278B107 | BBG01NL2JC12 | 81440808 | 3393367 | SH |  | DFND |  | 3393367 | 0 | 0 |
| ORIGIN INVT CORP I | *W EXP 06/27/203 | G67751126 |  | 29529 | 219218 | SH |  | DFND |  | 219218 | 0 | 0 |
| ORIGIN INVT CORP I | ORD SHS | G67751100 | BBG01TW7ZPN5 | 4293856 | 420554 | SH |  | DFND |  | 420554 | 0 | 0 |
| OTG ACQUISITION CORP. I | *W EXP 09/05/203 | G6791A118 |  | 74859 | 299318 | SH |  | DFND |  | 299318 | 0 | 0 |
| OTG ACQUISITION CORP. I | ORD CL A | G6791A100 | BBG01WXLYM36 | 5773575 | 573914 | SH |  | DFND |  | 573914 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | *W EXP 06/17/203 | G6858G115 |  | 83959 | 419793 | SH |  | DFND |  | 419793 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | USD CL A ORD SHS | G6858G107 | BBG01VF4MLG7 | 8162116 | 805737 | SH |  | DFND |  | 805737 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | ORD SHS CL A | G6861F104 | BBG01V67VT73 | 11197890 | 1095684 | SH |  | DFND |  | 1095684 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | RIGHT 05/22/2030 | G6861F138 | BBG01V67W0B0 | 136826 | 1139265 | SH |  | DFND |  | 1139265 | 0 | 0 |
| PALOMA ACQUISITION CORP I | UNIT 02/12/2031 | G6881J128 | BBG0204VQ4T6 | 7738991 | 775450 | SH |  | DFND |  | 775450 | 0 | 0 |
| PANTAGES CAPITAL ACQUISITION | ORD SHS CL A | G8089R100 | BBG01RZ1SL92 | 5333639 | 508935 | SH |  | DFND |  | 508935 | 0 | 0 |
| PANTAGES CAPITAL ACQUISITION | RIGHT 11/15/2029 | G8089R118 | BBG01RZ1TSZ7 | 105843 | 529217 | SH |  | DFND |  | 529217 | 0 | 0 |
| PEAKSTONE REALTY TRUST | COMMON SHARES | 39818P799 | BBG00XTV8H01 | 5046397 | 241570 | SH |  | DFND |  | 241570 | 0 | 0 |
| PENGUIN SOLUTIONS INC | NOTE 2.000% 8/1 | 83205YAE4 |  | 17552343 | 17421000 | PRN |  | DFND |  | 17421000 | 0 | 0 |
| PENUMBRA INC | COM | 70975L107 | BBG001TRHPB0 | 138924481 | 423073 | SH |  | DFND |  | 423073 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | *W EXP 05/13/203 | G7010A111 |  | 88331 | 147219 | SH |  | DFND |  | 147219 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | COM CL A | G7010A129 | BBG01VL9N582 | 2901970 | 283119 | SH |  | DFND |  | 283119 | 0 | 0 |
| PIONEER ACQUISITION I CORP | *W EXP 06/16/203 | G7117W115 |  | 103838 | 494229 | SH |  | DFND |  | 494229 | 0 | 0 |
| PIONEER ACQUISITION I CORP | CL A ORD SHS | G7117W107 | BBG01V9ZNWB5 | 9635551 | 948381 | SH |  | DFND |  | 948381 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 235818 | 481752 | SH |  | DFND |  | 481752 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 | BBG01S2WD759 | 10174602 | 963504 | SH |  | DFND |  | 963504 | 0 | 0 |
| PONO CAP FOUR INC | UNIT 03/11/2031 | G71702123 | BBG01ZZWMMR0 | 1872316 | 187795 | SH |  | DFND |  | 187795 | 0 | 0 |
| PRAETORIAN ACQUISITION CORP | UNIT 01/16/2031 | G7S17G111 | BBG01YLCF5T5 | 9385402 | 948979 | SH |  | DFND |  | 948979 | 0 | 0 |
| PRESIDIO PRODTN CO | *W EXP 03/04/203 | 74102N119 |  | 610509 | 753715 | SH |  | DFND |  | 753715 | 0 | 0 |
| PROASSURANCE CORP | COM | 74267C106 | BBG001S9Z6F9 | 13445307 | 543904 | SH |  | DFND |  | 543904 | 0 | 0 |
| PROCAP ACQUISITION CORP | *W EXP 05/16/203 | G7257A121 |  | 97914 | 305981 | SH |  | DFND |  | 305981 | 0 | 0 |
| PROCAP ACQUISITION CORP | SHS CL A | G7257A105 | BBG01TX85Z26 | 9035341 | 886687 | SH |  | DFND |  | 886687 | 0 | 0 |
| PROCAP FINL INC | *W EXP 12/05/203 | 74277P113 |  | 60630 | 224556 | SH |  | DFND |  | 224556 | 0 | 0 |
| PROEM ACQUISITION CORP I | UNIT 01/29/2031 | G7341A129 | BBG01Z5KXW40 | 4391789 | 440059 | SH |  | DFND |  | 440059 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 |  | 1208533 | 1210000 | PRN |  | DFND |  | 1210000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 37561235 | 42161000 | PRN |  | DFND |  | 42161000 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP. | *W EXP 07/30/203 | G7309T110 |  | 93921 | 284609 | SH |  | DFND |  | 284609 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP. | CL A SHS | G7309T102 | BBG01VVFL4Y3 | 5513358 | 546418 | SH |  | DFND |  | 546418 | 0 | 0 |
| QDRO ACQUISITION CORP | UNIT 01/28/2031 | G7310E128 | BBG01X7NL6L8 | 7125615 | 718308 | SH |  | DFND |  | 718308 | 0 | 0 |
| QORVO INC | COM | 74736K101 | BBG007TJF1P5 | 133831489 | 1729089 | SH |  | DFND |  | 1729089 | 0 | 0 |
| QUANTUMSPHERE ACQUISITION CO | ORD SHS | G7387B106 | BBG01WHBTBN4 | 3119935 | 308294 | SH |  | DFND |  | 308294 | 0 | 0 |
| QUANTUMSPHERE ACQUISITION CO | RIGHT 08/06/2030 | G7387B114 | BBG01WHBTKG2 | 80251 | 321002 | SH |  | DFND |  | 321002 | 0 | 0 |
| QUARTZSEA ACQUISITION CORP | ORD SHS | G7314B104 | BBG01SRPKL58 | 3677509 | 354288 | SH |  | DFND |  | 354288 | 0 | 0 |
| QUARTZSEA ACQUISITION CORP | RIGHT 02/18/2030 | G7314B120 | BBG01TXZQN20 | 59194 | 369960 | SH |  | DFND |  | 369960 | 0 | 0 |
| QUETTA ACQUISITION CORP | COM | 74841A105 | BBG01JRVRDJ1 | 3930101 | 347489 | SH |  | DFND |  | 347489 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | ORD SHS | G7375C108 | BBG01RQ7NZW7 | 7534582 | 716215 | SH |  | DFND |  | 716215 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | RIGHT 99/99/9999 | G7375C116 | BBG01RQ7SFC8 | 223842 | 746141 | SH |  | DFND |  | 746141 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | *W EXP 09/29/203 | G7375J111 |  | 196689 | 548339 | SH |  | DFND |  | 548339 | 0 | 0 |
| RANGE CAP ACQUISITION CORP I | CL A ORD SHS | G7375J103 | BBG01X4YPQK0 | 10578970 | 1057897 | SH |  | DFND |  | 1057897 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 701703 | 535651 | SH |  | DFND |  | 535651 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 | BBG01TD1L040 | 8446359 | 805182 | SH |  | DFND |  | 805182 | 0 | 0 |
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 |  | 959000 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| RENATUS TACTICAL ACQUIS | *W EXP 05/15/203 | G7490F127 |  | 74570 | 165638 | SH |  | DFND |  | 165638 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | *W EXP 05/01/203 | G7515A129 |  | 115607 | 361272 | SH |  | DFND |  | 361272 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | USD CL A ORD SHS | G7515A103 | BBG01SNGSPF4 | 7081050 | 692862 | SH |  | DFND |  | 692862 | 0 | 0 |
| RF ACQUISITION CORP II | RIGHT 05/01/2026 | G75389117 | BBG01NLLH7C1 | 76692 | 684749 | SH |  | DFND |  | 684749 | 0 | 0 |
| RF ACQUISITION CORP II | SHS | G75389109 | BBG01NLLGWZ2 | 1848263 | 169100 | SH |  | DFND |  | 169100 | 0 | 0 |
| RF ACQUISITION CORP III | ORD SHS | G7537X107 | BBG01Y1R7Q17 | 9193200 | 940000 | SH |  | DFND |  | 940000 | 0 | 0 |
| RF ACQUISITION CORP III | RIGHT 01/28/2031 | G7537X123 | BBG020BCYZJ3 | 94000 | 940000 | SH |  | DFND |  | 940000 | 0 | 0 |
| RIBBON ACQUISITION CORP | ORD SHS CL A | G7552W109 | BBG01SQCQM14 | 1947324 | 185283 | SH |  | DFND |  | 185283 | 0 | 0 |
| RIBBON ACQUISITION CORP | RIGHT 12/31/2026 | G7552W117 | BBG01SQCSD03 | 32610 | 185283 | SH |  | DFND |  | 185283 | 0 | 0 |
| RICE ACQUISITION CORP 3 | *W EXP 99/99/999 | G7553X114 |  | 26532 | 33165 | SH |  | DFND |  | 33165 | 0 | 0 |
| RICE ACQUISITION CORP 3 | ORD SHS CL A | G7553X106 | BBG01X0FFN50 | 1975798 | 191639 | SH |  | DFND |  | 191639 | 0 | 0 |
| RISING DRAGON ACQUISITION CO | RIGHT 11/15/2028 | G7576K115 | BBG01R1Y5P39 | 47729 | 340678 | SH |  | DFND |  | 340678 | 0 | 0 |
| RISING DRAGON ACQUISITION CO | SHS | G7576K107 | BBG01R1Y5F86 | 3631074 | 347804 | SH |  | DFND |  | 347804 | 0 | 0 |
| RITHM ACQUISITION CORP | *W EXP 99/99/999 | G75751118 |  | 308509 | 482046 | SH |  | DFND |  | 482046 | 0 | 0 |
| RITHM ACQUISITION CORP | CL A | G75751100 | BBG01S4JL196 | 14535758 | 1397669 | SH |  | DFND |  | 1397669 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | *W EXP 10/31/203 | G7633M112 |  | 120235 | 566077 | SH |  | DFND |  | 566077 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | ORD SHS CL A | G7633M104 | BBG01S2WD5R9 | 11331796 | 1082311 | SH |  | DFND |  | 1082311 | 0 | 0 |
| SAFEGUARD ACQUISITION CORP | *W EXP 99/99/999 | G77676115 |  | 163820 | 409551 | SH |  | DFND |  | 409551 | 0 | 0 |
| SAFEGUARD ACQUISITION CORP | CL A ORD SHS | G77676107 | BBG01YVBD6D3 | 7735916 | 777479 | SH |  | DFND |  | 777479 | 0 | 0 |
| SC II ACQUISITION CORP | ORD SHS CLASS A | G7866D102 | BBG01Y0CV6Z1 | 1856320 | 186004 | SH |  | DFND |  | 186004 | 0 | 0 |
| SC II ACQUISITION CORP | RIGHT 11/26/2030 | G7866D110 | BBG01Y0CVP16 | 42993 | 195334 | SH |  | DFND |  | 195334 | 0 | 0 |
| SCAGE FUTURE | *W EXP 05/15/203 | G7840J118 |  | 1892 | 39010 | SH |  | DFND |  | 39010 | 0 | 0 |
| SEALED AIR CORP NEW | COM | 81211K100 | BBG001SBSZ95 | 73695148 | 1752560 | SH |  | DFND |  | 1752560 | 0 | 0 |
| SELECT MED HLDGS CORP | COM | 81619Q105 | BBG001SMLRT4 | 29295284 | 1798360 | SH |  | DFND |  | 1798360 | 0 | 0 |
| SEMRUSH HLDGS INC | CL A COM | 81686C104 | BBG00Z6S6285 | 24428082 | 2045903 | SH |  | DFND |  | 2045903 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 | BBG00ZSK0D17 | 13017433 | 1254088 | SH |  | DFND |  | 1254088 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 | BBG01VC5QM71 | 279486 | 1305398 | SH |  | DFND |  | 1305398 | 0 | 0 |
| SILICON LABORATORIES INC | COM | 826919102 | BBG001S5W492 | 64273181 | 308783 | SH |  | DFND |  | 308783 | 0 | 0 |
| SILICON VY ACQUISITION CORP | *W EXP 12/08/203 | G81306113 |  | 154790 | 552823 | SH |  | DFND |  | 552823 | 0 | 0 |
| SILICON VY ACQUISITION CORP | CL A | G81306121 | BBG01XFM5QG1 | 10934839 | 1105646 | SH |  | DFND |  | 1105646 | 0 | 0 |
| SILVER PEGASUS ACQUISITION C | RIGHT 06/26/2030 | G8192J136 | BBG01W3GSF78 | 78009 | 300036 | SH |  | DFND |  | 300036 | 0 | 0 |
| SILVER PEGASUS ACQUISITION C | SHS CL A | G8192J102 | BBG01RXKMDG8 | 2928441 | 287949 | SH |  | DFND |  | 287949 | 0 | 0 |
| SILVERBOX CORP IV | *W EXP 08/19/202 | G81354121 |  | 118169 | 527727 | SH |  | DFND |  | 527727 | 0 | 0 |
| SILVERBOX CORP IV | SHS CL A | G81354105 | BBG01PDGS574 | 14288523 | 1335376 | SH |  | DFND |  | 1335376 | 0 | 0 |
| SILVERBOX CORP V | ORD SHS CL A | G8148S107 | BBG01WX24379 | 7384408 | 744396 | SH |  | DFND |  | 744396 | 0 | 0 |
| SIM ACQUISITION CORP. I | *W EXP 06/01/203 | G8431T119 |  | 203713 | 814850 | SH |  | DFND |  | 814850 | 0 | 0 |
| SIM ACQUISITION CORP. I | SHS CL A | G8431T101 | BBG01P0HWDM7 | 15616860 | 1455439 | SH |  | DFND |  | 1455439 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 | BBG01V6F56K9 | 222063 | 1306254 | SH |  | DFND |  | 1306254 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 | BBG01SWJJVR2 | 12875756 | 1254947 | SH |  | DFND |  | 1254947 | 0 | 0 |
| SKYWATER TECHNOLOGY INC | COM | 83089J108 | BBG00ZS44MH2 | 26065868 | 950962 | SH |  | DFND |  | 950962 | 0 | 0 |
| SOCIAL COMM PARTNERS CORP | *W EXP 02/13/203 | G8254P111 |  | 90942 | 336822 | SH |  | DFND |  | 336822 | 0 | 0 |
| SOCIAL COMM PARTNERS CORP | ORD SHS CL A | G8254P103 | BBG01YRS5D63 | 6669076 | 673644 | SH |  | DFND |  | 673644 | 0 | 0 |
| SOLARIUS CAPITAL ACQU CORP | *W EXP 07/10/203 | G82617112 |  | 29592 | 113815 | SH |  | DFND |  | 113815 | 0 | 0 |
| SOLARIUS CAPITAL ACQU CORP | SHS CL A | G82617104 | BBG01VL04V03 | 2224126 | 218480 | SH |  | DFND |  | 218480 | 0 | 0 |
| SOREN ACQUISITION CORP | *W EXP 12/19/203 | G8274J111 |  | 91714 | 286607 | SH |  | DFND |  | 286607 | 0 | 0 |
| SOREN ACQUISITION CORP | USD CL A ORD SHS | G8274J103 | BBG01XT0WVX4 | 8486522 | 859830 | SH |  | DFND |  | 859830 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | RIGHT 99/99/9999 | G82745137 | BBG01TZ066K4 | 235126 | 1306254 | SH |  | DFND |  | 1306254 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | USD CL A ORD SHS | G82745103 | BBG01T4P0J49 | 12863207 | 1254947 | SH |  | DFND |  | 1254947 | 0 | 0 |
| SPACE ASSET ACQUISITION CORP | UNIT 01/13/2031 | G8375S127 | BBG01Y5LR404 | 6101642 | 599670 | SH |  | DFND |  | 599670 | 0 | 0 |
| SPACSPHERE ACQUISITION CORP | *W EXP 02/06/203 | G8T088133 |  | 6809 | 85320 | SH |  | DFND |  | 85320 | 0 | 0 |
| SPACSPHERE ACQUISITION CORP | CL A SHS | G8T088109 | BBG01YVQJRQ4 | 1689336 | 170640 | SH |  | DFND |  | 170640 | 0 | 0 |
| SPACSPHERE ACQUISITION CORP | RIGHT 02/06/2031 | G8T088117 | BBG0202BLYZ4 | 29026 | 170640 | SH |  | DFND |  | 170640 | 0 | 0 |
| SPARK I ACQUISITION CORP | *W EXP 10/01/203 | G8316B118 |  | 52620 | 292331 | SH |  | DFND |  | 292331 | 0 | 0 |
| SPARK I ACQUISITION CORP | ORD SHS | G8316B100 | BBG01HCZC8S9 | 7162951 | 633329 | SH |  | DFND |  | 633329 | 0 | 0 |
| SPARTACUS ACQUISITION CORP I | UNIT 01/30/2031 | G8303R126 | BBG01Z8CLLN1 | 7109264 | 708800 | SH |  | DFND |  | 708800 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 4097252 | 4095000 | PRN |  | DFND |  | 4095000 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | *W EXP 01/22/203 | G8377G113 |  | 106290 | 141720 | SH |  | DFND |  | 141720 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | *W EXP 09/04/203 | G8377R119 |  | 320689 | 311349 | SH |  | DFND |  | 311349 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | ORD SHS CL A | G8377G105 | BBG01ZTVYWS3 | 5617781 | 566880 | SH |  | DFND |  | 566880 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | SHS CL A | G8377R101 | BBG01WK0KZW0 | 6660916 | 655602 | SH |  | DFND |  | 655602 | 0 | 0 |
| STELLAR BANCORP INC | COM | 858927106 | BBG00HZ69LD0 | 25107431 | 685808 | SH |  | DFND |  | 685808 | 0 | 0 |
| STELLAR V CAP CORP | *W EXP 10/15/202 | G8475V111 |  | 120829 | 548975 | SH |  | DFND |  | 548975 | 0 | 0 |
| STELLAR V CAP CORP | SHS CL A | G8475V103 | BBG01R413V55 | 11476942 | 1096174 | SH |  | DFND |  | 1096174 | 0 | 0 |
| STONEBRIDGE ACQUISITION II C | CL A SHS | G85096108 | BBG01TX880K0 | 2882832 | 286849 | SH |  | DFND |  | 286849 | 0 | 0 |
| STONEBRIDGE ACQUISITION II C | RIGHT 09/09/2030 | G85096116 | BBG01XNDH2Y2 | 35646 | 295576 | SH |  | DFND |  | 295576 | 0 | 0 |
| STRATEGY INC | NOTE 12/0 | 594972AS0 |  | 52002113 | 62465000 | PRN |  | DFND |  | 62465000 | 0 | 0 |
| STRATEGY INC | NOTE 2.250% 6/1 | 594972AN1 |  | 20418285 | 19930000 | PRN |  | DFND |  | 19930000 | 0 | 0 |
| SUMA ACQUISITION CORP | UNIT 03/05/2031 | G8557R129 | BBG01ZQZN0B7 | 1716727 | 171330 | SH |  | DFND |  | 171330 | 0 | 0 |
| SUN CTRY AIRLS HLDGS INC | COM | 866683105 | BBG00Z6F8D50 | 9965260 | 603224 | SH |  | DFND |  | 603224 | 0 | 0 |
| SUNOPTA INC | COM | 8676EP108 | BBG001S6V9S9 | 11560054 | 1783959 | SH |  | DFND |  | 1783959 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 2.250% 7/1 | 86800UAD6 |  | 43582 | 50000 | PRN |  | DFND |  | 50000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 42116522 | 52655000 | PRN |  | DFND |  | 52655000 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | ORD SHS CL A | G8662J111 | BBG01WN7VJN6 | 4194561 | 421988 | SH |  | DFND |  | 421988 | 0 | 0 |
| TAILWIND 2.0 ACQUISITION COR | RIGHT 11/07/2030 | G8662J129 | BBG01YDPSHR7 | 76093 | 447608 | SH |  | DFND |  | 447608 | 0 | 0 |
| TALKSPACE INC | COM | 87427V103 | BBG00V317329 | 12612075 | 2437116 | SH |  | DFND |  | 2437116 | 0 | 0 |
| TALON CAP CORP | *W EXP 08/27/203 | G86652123 |  | 141982 | 283964 | SH |  | DFND |  | 283964 | 0 | 0 |
| TALON CAP CORP | ORD SHS CL A | G86652107 | BBG01X2MS950 | 8340292 | 813687 | SH |  | DFND |  | 813687 | 0 | 0 |
| TAVIA ACQUISITION CORP | RIGHT 11/26/2029 | G86880146 | BBG01RBB4WP0 | 93245 | 719480 | SH |  | DFND |  | 719480 | 0 | 0 |
| TAVIA ACQUISITION CORP | SHS | G86880104 | BBG01R71VKC7 | 6922092 | 654881 | SH |  | DFND |  | 654881 | 0 | 0 |
| TECK RESOURCES LTD | CL B | 878742204 | BBG001S60LH8 | 126512915 | 2444694 | SH |  | DFND |  | 2444694 | 0 | 0 |
| TERNS PHARMACEUTICALS INC | COM | 880881107 | BBG00KK1SJ17 | 9044380 | 171555 | SH |  | DFND |  | 171555 | 0 | 0 |
| TERRA INNOVATUM GLOBAL NV | ORD SHS | N85083108 | BBG01XV8FTL1 | 862590 | 185903 | SH |  | DFND |  | 185903 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | *W EXP 04/23/203 | G8772L113 |  | 313447 | 653015 | SH |  | DFND |  | 653015 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | USD CL A ORD SHS | G8772L105 | BBG01S7MDSY8 | 9918205 | 955051 | SH |  | DFND |  | 955051 | 0 | 0 |
| TGE VALUE CREATIVE SOLUTIONS | *W EXP 09/16/203 | G8773E118 |  | 117709 | 405893 | SH |  | DFND |  | 405893 | 0 | 0 |
| TGE VALUE CREATIVE SOLUTIONS | USD CL A ORD SHS | G8773E100 | BBG01WT4P2Z8 | 7618112 | 771064 | SH |  | DFND |  | 771064 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | CL A | G87890102 | BBG01SWD35B6 | 6521727 | 637510 | SH |  | DFND |  | 637510 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | RIGHT 05/15/2030 | G87890110 | BBG01VW6HJ01 | 132541 | 662703 | SH |  | DFND |  | 662703 | 0 | 0 |
| THERMON GROUP HLDGS INC | COM | 88362T103 | BBG001V0BDC8 | 21009290 | 416851 | SH |  | DFND |  | 416851 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 276247 | 832070 | SH |  | DFND |  | 832070 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 | BBG01SSLTTL2 | 16491711 | 1596487 | SH |  | DFND |  | 1596487 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | *W EXP 09/30/203 | G9009S111 |  | 88679 | 246194 | SH |  | DFND |  | 246194 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | ORD SHS CL A | G9009S103 | BBG01WC2GTP2 | 7098164 | 706285 | SH |  | DFND |  | 706285 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | *W EXP 12/18/202 | G9008W113 |  | 65702 | 547517 | SH |  | DFND |  | 547517 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | COM CL A | G9008W105 | BBG01S83YTY4 | 11554858 | 1094210 | SH |  | DFND |  | 1094210 | 0 | 0 |
| TRG LATIN AMER ACQUIS CORP | UNIT 02/20/2031 | G9037S125 | BBG0204WH2T8 | 9795576 | 984480 | SH |  | DFND |  | 984480 | 0 | 0 |
| TRI POINTE HOMES INC | COM | 87265H109 | BBG001TCN6V6 | 69353606 | 1485406 | SH |  | DFND |  | 1485406 | 0 | 0 |
| TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 |  | 83898938 | 80885000 | PRN |  | DFND |  | 80885000 | 0 | 0 |
| TWELVE SEAS INVT CO III | ORD SHS CL A | G9145D101 | BBG01TB4L8S3 | 7373417 | 744038 | SH |  | DFND |  | 744038 | 0 | 0 |
| TWELVE SEAS INVT CO III | RIGHT 11/21/2030 | G9145D119 | BBG01TB4SHY9 | 118406 | 788320 | SH |  | DFND |  | 788320 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | COM | 90187B804 | BBG001T4RH00 | 23080779 | 2021084 | SH |  | DFND |  | 2021084 | 0 | 0 |
| TXNM ENERGY INC | COM | 69349H107 | BBG001S5V9J1 | 103231416 | 1765847 | SH |  | DFND |  | 1765847 | 0 | 0 |
| UDEMY INC | COM | 902685106 | BBG0025DTRP3 | 7822958 | 1693281 | SH |  | DFND |  | 1693281 | 0 | 0 |
| UNIFIRST CORP MASS | COM | 904708104 | BBG001S5X2B2 | 29139657 | 115822 | SH |  | DFND |  | 115822 | 0 | 0 |
| UNITED ACQUISITION CORP I | UNIT 99/99/9999 | G92ALM124 | BBG01YVY5GR5 | 458975 | 46455 | SH |  | DFND |  | 46455 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 |  | 44930470 | 45016000 | PRN |  | DFND |  | 45016000 | 0 | 0 |
| UPSTART HLDGS INC | NOTE 1.000%11/1 | 91680MAF4 |  | 27569021 | 38700000 | PRN |  | DFND |  | 38700000 | 0 | 0 |
| UY SCUTI ACQUISITION CORP. | ORD SHS | G93Y0A104 | BBG01SNGDVP6 | 1299864 | 124747 | SH |  | DFND |  | 124747 | 0 | 0 |
| UY SCUTI ACQUISITION CORP. | RIGHT 03/03/2030 | G93Y0A112 | BBG01V6F65V8 | 20786 | 129913 | SH |  | DFND |  | 129913 | 0 | 0 |
| VALARIS LTD | CL A | G9460G101 | BBG010JW9K58 | 59776066 | 609711 | SH |  | DFND |  | 609711 | 0 | 0 |
| VEECO INSTRS INC DEL | COM | 922417100 | BBG001S5X6T4 | 8243657 | 243463 | SH |  | DFND |  | 243463 | 0 | 0 |
| VENDOME ACQUISITION CORP I | *W EXP 07/03/202 | G9580A117 |  | 95611 | 382442 | SH |  | DFND |  | 382442 | 0 | 0 |
| VENDOME ACQUISITION CORP I | COM CL A | G9580A109 | BBG01VS59080 | 7476730 | 738078 | SH |  | DFND |  | 738078 | 0 | 0 |
| VERIS RESIDENTIAL INC | COM | 554489104 | BBG001S825N0 | 13392303 | 709714 | SH |  | DFND |  | 709714 | 0 | 0 |
| VERTEX INC | NOTE 0.750% 5/0 | 92538JAB2 |  | 29928661 | 34381000 | PRN |  | DFND |  | 34381000 | 0 | 0 |
| VIKING ACQUISITION CORP I | *W EXP 11/03/203 | G9582G112 |  | 44260 | 150035 | SH |  | DFND |  | 150035 | 0 | 0 |
| VIKING ACQUISITION CORP I | ORD CL A | G9582G104 | BBG01WNQ0KH2 | 4297307 | 432760 | SH |  | DFND |  | 432760 | 0 | 0 |
| VINE HILL CAP INVT CORP. | *W EXP 07/01/203 | G93Y09115 |  | 814155 | 667340 | SH |  | DFND |  | 667340 | 0 | 0 |
| VINE HILL CAP INVT CORP. | ORD SHS CL A | G93Y09107 | BBG01NWVLP32 | 4544425 | 425508 | SH |  | DFND |  | 425508 | 0 | 0 |
| VINE HILL CAP INVTS CORP II | *W EXP 11/25/203 | G9709D117 |  | 84905 | 223433 | SH |  | DFND |  | 223433 | 0 | 0 |
| VINE HILL CAP INVTS CORP II | CL A | G9709D109 | BBG01Z2SJ621 | 6636049 | 670308 | SH |  | DFND |  | 670308 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 9/1 | 928298AR9 |  | 35174568 | 36564000 | PRN |  | DFND |  | 36564000 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 104658 | 764483 | SH |  | DFND |  | 764483 | 0 | 0 |
| VOYAGER ACQUISITION CORP | CL A | G93A7H104 | BBG01Q2PBDY5 | 15196837 | 1418939 | SH |  | DFND |  | 1418939 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 | BBG011386VG3 | 104227574 | 3838953 | SH |  | DFND |  | 3838953 | 0 | 0 |
| WEBSTER FINL CORP | COM | 947890109 | BBG001S5XCP5 | 123868707 | 1803563 | SH |  | DFND |  | 1803563 | 0 | 0 |
| WEIBO CORP | NOTE 1.375%12/0 | 948596AJ0 |  | 23922100 | 22600000 | PRN |  | DFND |  | 22600000 | 0 | 0 |
| WEN ACQUISITION CORP | *W EXP 99/99/999 | G9R39C111 |  | 106173 | 331272 | SH |  | DFND |  | 331272 | 0 | 0 |
| WEN ACQUISITION CORP | COM CL A | G9R39C103 | BBG01V2FJC89 | 6487409 | 637270 | SH |  | DFND |  | 637270 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 537146 | 75000 | PRN |  | DFND |  | 75000 | 0 | 0 |
| WHITE PEARL ACQUISITION CORP | ORD SHS CL A | G96193100 | BBG01XZYKKR7 | 5252669 | 532725 | SH |  | DFND |  | 532725 | 0 | 0 |
| WHITE PEARL ACQUISITION CORP | RIGHT 09/10/2030 | G96193126 | BBG020HHNC90 | 138509 | 532725 | SH |  | DFND |  | 532725 | 0 | 0 |
| WILLOW LANE ACQUISITION CORP | *W EXP 10/31/203 | G9675P110 |  | 1076231 | 371114 | SH |  | DFND |  | 371114 | 0 | 0 |
| WILLOW LANE ACQUISITION CRP | UNIT 01/27/2031 | G9675K129 | BBG01ZG7BP91 | 2467895 | 244346 | SH |  | DFND |  | 244346 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | RIGHT 99/99/9999 | G9717M117 | BBG01TR9F3M9 | 12456 | 83040 | SH |  | DFND |  | 83040 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | SHS | G9717M109 | BBG01TR9DK70 | 820441 | 79965 | SH |  | DFND |  | 79965 | 0 | 0 |
| X3 ACQUISITION CORP LTD | *W EXP 12/19/203 | G9831H119 |  | 86378 | 359607 | SH |  | DFND |  | 359607 | 0 | 0 |
| X3 ACQUISITION CORP LTD | ORD SHS CL A | G9831H101 | BBG020WZW2R5 | 7077066 | 719214 | SH |  | DFND |  | 719214 | 0 | 0 |
| XANADU QUANTUM TECHNOLO LTD | SUB VTG B | 98390R102 | BBG00KWYHNC3 | 791171 | 103286 | SH |  | DFND |  | 103286 | 0 | 0 |
| XFLH CAP CORP | ORD SHS | G9834D107 | BBG020LMZPD7 | 2752546 | 278880 | SH |  | DFND |  | 278880 | 0 | 0 |
| XFLH CAP CORP | RIGHT 12/31/2029 | G9834D115 | BBG020S19MK4 | 27888 | 278880 | SH |  | DFND |  | 278880 | 0 | 0 |
| XSOLLA SPAC 1 | UNIT 01/12/2031 | G9833K128 | BBG01XV8CZT2 | 12988404 | 1311960 | SH |  | DFND |  | 1311960 | 0 | 0 |
| YHN ACQUISITION I LTD | RIGHT 08/15/2029 | G1514D127 | BBG01QNRLJK9 | 40869 | 371536 | SH |  | DFND |  | 371536 | 0 | 0 |
| YHN ACQUISITION I LTD | SHS | G1514D101 | BBG01QNRLH05 | 1686080 | 157137 | SH |  | DFND |  | 157137 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | *W EXP 06/06/203 | G98659124 |  | 34945 | 101289 | SH |  | DFND |  | 101289 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | SHS CL A | G98659116 | BBG01TJCZB96 | 2959864 | 292766 | SH |  | DFND |  | 292766 | 0 | 0 |
| ZIM INTEGRATED SHIPPING SERV | SHS | M9T951109 | BBG00YQ7XRV1 | 16436682 | 623783 | SH |  | DFND |  | 623783 | 0 | 0 |

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