# EDGAR Filing Document

**Accession Number:** 0001167456
**File Stem:** 0001167456-25-000002
**Filing Date:** 2025-11
**Character Count:** 57512
**Document Hash:** d28d024b5fe1ed6774e55e8b7559d2d0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001167456-25-000002.hdr.sgml**: 20251114

**ACCESSION NUMBER**: 0001167456-25-000002

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251114

**DATE AS OF CHANGE**: 20251114

**EFFECTIVENESS DATE**: 20251114

**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:** 251487497

**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:** 09-30-2025

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

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

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

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

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

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

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

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

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

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

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

/s/ Henry Parkin  Greenwich, CT  11-14-2025<br>[Signature]  [City, State]  [Date]

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

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

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

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

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 2

**Form 13F Information Table Entry Total:** 448

**Form 13F Information Table Value Total:** $3931952244

      (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 |  | 16705 | 18983 | SH |  | DFND |  | 18983 | 0 | 0 |
| 1RT ACQUISITION CORP. | USD CL A ORD SHS | G6757R105 | BBG01VKB0M31 | 793489 | 75932 | SH |  | DFND |  | 75932 | 0 | 0 |
| 89BIO INC | COM | 282559103 | BBG00QKDZ985 | 4357742 | 296445 | SH |  | DFND |  | 296445 | 0 | 0 |
| A PARADISE ACQUISITION CORP | COM CL A | G04819101 | BBG01V6DQTG6 | 9044145 | 913550 | SH |  | DFND |  | 913550 | 0 | 0 |
| A PARADISE ACQUISITION CORP | RIGHT 07/29/2025 | G04819119 | BBG01V6DQHK7 | 141692 | 913550 | SH |  | DFND |  | 913550 | 0 | 0 |
| A SPAC III ACQUISITION CORP | ORD SHS CL A | G0544A103 | BBG01QGQ7T50 | 1875658 | 181223 | SH |  | DFND |  | 181223 | 0 | 0 |
| A SPAC III ACQUISITION CORP | RIGHT 01/02/2026 | G0544A145 | BBG01RL62TL3 | 42408 | 249459 | SH |  | DFND |  | 249459 | 0 | 0 |
| AA MISSION ACQUISITION CORP | *W EXP 08/01/203 | G1000R127 |  | 89864 | 561653 | SH |  | DFND |  | 561653 | 0 | 0 |
| AA MISSION ACQUISITION CORP | ORD SHS CL A | G1000R101 | BBG01P4W84L8 | 10338688 | 982765 | SH |  | DFND |  | 982765 | 0 | 0 |
| ABLE VIEW GLOBAL INC | *W EXP 08/18/202 | G1149B116 |  | 3554 | 105781 | SH |  | DFND |  | 105781 | 0 | 0 |
| ABPRO HLDGS INC | *W EXP 11/12/202 | 000847111 |  | 13317 | 564271 | SH |  | DFND |  | 564271 | 0 | 0 |
| ABPRO HLDGS INC | COM | 000847103 | BBG013X0S889 | 19618 | 87500 | SH |  | DFND |  | 87500 | 0 | 0 |
| AGRICULTURE  NAT SOL ACQ CO | *W EXP 10/01/202 | G0131Y118 |  | 198838 | 740550 | SH |  | DFND |  | 740550 | 0 | 0 |
| AGRICULTURE  NAT SOL ACQ CO | SHS CL A | G0131Y100 | BBG01KV7B8R5 | 22229910 | 2035706 | SH |  | DFND |  | 2035706 | 0 | 0 |
| AIR LEASE CORP | CL A | 00912X302 | BBG001T92VD1 | 64189722 | 1008638 | SH |  | DFND |  | 1008638 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 980000 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 57210615 | 60830000 | PRN |  | DFND |  | 60830000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 20167463 | 20975000 | PRN |  | DFND |  | 20975000 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 9608604 | 251600 | SH |  | DFND |  | 251600 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | *W EXP 11/30/202 | G0232F133 |  | 26227 | 201748 | SH |  | DFND |  | 201748 | 0 | 0 |
| ALCHEMY INVTS ACQUISITN CORP | CL A ORD SHS | G0232F109 | BBG01GM8V0L3 | 975758 | 85219 | SH |  | DFND |  | 85219 | 0 | 0 |
| ALDEL FINL II INC | *W EXP 09/26/203 | G01558124 |  | 599744 | 1131592 | SH |  | DFND |  | 1131592 | 0 | 0 |
| ALDEL FINL II INC | CL A | G01558108 | BBG01QG48GT0 | 16875392 | 1614870 | SH |  | DFND |  | 1614870 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 |  | 31271500 | 17000000 | PRN |  | DFND |  | 17000000 | 0 | 0 |
| ALLETE INC | COM NEW | 018522300 | BBG001S77110 | 91113150 | 1372186 | SH |  | DFND |  | 1372186 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 |  | 213980 | 130000 | PRN |  | DFND |  | 130000 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | ORDINARY SHARES | G0283A108 | BBG01BFJ8RY1 | 1793964 | 149997 | SH |  | DFND |  | 149997 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | RIGHT 01/22/2026 | G0283A116 | BBG01BHZVDY8 | 210197 | 344586 | SH |  | DFND |  | 344586 | 0 | 0 |
| AMERICAN EXCEPTIONALISM ACQU | ORD CL A | G0273J101 | BBG01WT5TGS8 | 10930000 | 1000000 | SH |  | DFND |  | 1000000 | 0 | 0 |
| AMERICAN WOODMARK CORPORATIO | COM | 030506109 | BBG001S5NQ57 | 15721646 | 235495 | SH |  | DFND |  | 235495 | 0 | 0 |
| AMERICAN WTR CAP CORP | NOTE 3.625% 6/1 | 03040WBE4 |  | 7093749 | 7075000 | PRN |  | DFND |  | 7075000 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | *W EXP 06/01/203 | G26745128 |  | 155593 | 777967 | SH |  | DFND |  | 777967 | 0 | 0 |
| ANDRETTI ACQUISITION CORP II | ORD SHS CL A | G26745102 | BBG01QHPJC82 | 14667769 | 1400933 | SH |  | DFND |  | 1400933 | 0 | 0 |
| ANYWHERE REAL ESTATE INC | COM | 75605Y106 | BBG001SSDCC1 | 9993201 | 943645 | SH |  | DFND |  | 943645 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | *W EXP 10/15/202 | G04537125 |  | 190979 | 489691 | SH |  | DFND |  | 489691 | 0 | 0 |
| ARCHIMEDES TECH SPAC PARTNER | ORD SHS | G04537109 | BBG01S7RK4F3 | 9846340 | 964382 | SH |  | DFND |  | 964382 | 0 | 0 |
| ARMADA ACQUISITION CORP II | *W EXP 05/21/203 | G0R38G112 |  | 534500 | 562691 | SH |  | DFND |  | 562691 | 0 | 0 |
| ARMADA ACQUISITION CORP II | COM CL A | G0R38G104 | BBG01T2RQ0H6 | 11571508 | 1108382 | SH |  | DFND |  | 1108382 | 0 | 0 |
| ARTIUS II ACQUISITION INC | RIGHT 11/27/2029 | G0509J123 | BBG01T7MSFW0 | 475200 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| ARTIUS II ACQUISITION INC | SHS CL A | G0509J115 | BBG01SK9X892 | 15095777 | 1490205 | SH |  | DFND |  | 1490205 | 0 | 0 |
| ASPEN INSURANCE HOLDINGS LTD | ORD SHS CL A | G05384501 | BBG01KR39FG8 | 9201949 | 250666 | SH |  | DFND |  | 250666 | 0 | 0 |
| AVIDXCHANGE HOLDINGS INC | COM | 05368X102 | BBG012MBDGV1 | 52425575 | 5268902 | SH |  | DFND |  | 5268902 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | ORD SHS CL A | G0750N104 | BBG01WGCLTR8 | 9091574 | 913726 | SH |  | DFND |  | 913726 | 0 | 0 |
| AXIOM INTELLIGENCE AC CORP 1 | RIGHT 06/10/2030 | G0750N112 | BBG01WGCN874 | 180000 | 1200000 | SH |  | DFND |  | 1200000 | 0 | 0 |
| BAIN CAP GSS INVT CORP | UNIT 99/99/9999 | G0R78B122 | BBG01X59L8K8 | 15000000 | 1500000 | SH |  | DFND |  | 1500000 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 17714160 | 18765000 | PRN |  | DFND |  | 18765000 | 0 | 0 |
| BERTO ACQUISITION CORP | *W EXP 05/01/203 | G1051H119 |  | 389256 | 572436 | SH |  | DFND |  | 572436 | 0 | 0 |
| BERTO ACQUISITION CORP | ORD SHS | G1051H101 | BBG01TG07R28 | 11720328 | 1125872 | SH |  | DFND |  | 1125872 | 0 | 0 |
| BEST SPAC I ACQUISITION CORP | RIGHT 05/27/2030 | G1069P129 | BBG01T69X5H3 | 21015 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| BEST SPAC I ACQUISITION CORP | USD CL A ORD SHS | G1069P103 | BBG01T69WML2 | 1147182 | 114034 | SH |  | DFND |  | 114034 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 |  | 13425813 | 14125000 | PRN |  | DFND |  | 14125000 | 0 | 0 |
| BLACK HAWK ACQUISITION CORP | RIGHT 06/20/2025 | G1148A119 | BBG01MT1JD16 | 148317 | 87245 | SH |  | DFND |  | 87245 | 0 | 0 |
| BLACK HAWK ACQUISITION CORP | USD CL A SHS | G1148A101 | BBG01M9PCB43 | 1559494 | 139365 | SH |  | DFND |  | 139365 | 0 | 0 |
| BLACKLINE INC | NOTE 1.000% 6/0 | 09239BAF6 |  | 104091 | 100000 | PRN |  | DFND |  | 100000 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 |  | 4497650 | 4600000 | PRN |  | DFND |  | 4600000 | 0 | 0 |
| BLEICHROEDER ACQUISITION COR | RIGHT 11/04/2026 | G1169T138 | BBG01R1Y9CG0 | 1649917 | 2462563 | SH |  | DFND |  | 2462563 | 0 | 0 |
| BLEICHROEDER ACQUISITION COR | SHS CL A | G1169T104 | BBG01R1Y9VF9 | 19482289 | 1875100 | SH |  | DFND |  | 1875100 | 0 | 0 |
| BLUE ACQUISITION CORP. | ORD SHS CL A | G1331A108 | BBG01V27P102 | 5318949 | 532161 | SH |  | DFND |  | 532161 | 0 | 0 |
| BLUE ACQUISITION CORP. | RIGHT 06/11/2030 | G1331A116 | BBG01V27PQV3 | 114030 | 700000 | SH |  | DFND |  | 700000 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | *W EXP 05/23/203 | G1368E114 |  | 80775 | 576552 | SH |  | DFND |  | 576552 | 0 | 0 |
| BLUE WTR ACQUISITION CORP. I | ORD SHS CL A | G1368E106 | BBG01THFR1T0 | 11484916 | 1153104 | SH |  | DFND |  | 1153104 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 17748809 | 255250 | SH |  | DFND |  | 255250 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | CL A | G2003N105 | BBG01QJQH013 | 21011775 | 2020363 | SH |  | DFND |  | 2020363 | 0 | 0 |
| BOLD EAGLE ACQUISITION CORP | RIGHT 10/11/2029 | G2003N121 | BBG01R8DRTQ1 | 747417 | 2828981 | SH |  | DFND |  | 2828981 | 0 | 0 |
| BOWEN ACQUISITION CORP | RIGHT 99/99/9999 | G12729128 | BBG01HX10M30 | 35730 | 148626 | SH |  | DFND |  | 148626 | 0 | 0 |
| BROOKFIELD REAL ASSETS INCOM | SHS BEN INT | 112830104 | BBG00FF5CVF0 | 592262 | 44331 | SH |  | DFND |  | 44331 | 0 | 0 |
| BTC DEV CORP | UNIT 09/11/2030 | G0701G125 | BBG01WTRVXB8 | 11250000 | 1125000 | SH |  | DFND |  | 1125000 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | COM CL A | G17564108 | BBG01TNMYYB7 | 10401250 | 1040125 | SH |  | DFND |  | 1040125 | 0 | 0 |
| CAL REDWOOD ACQUISITION CORP | RIGHT 05/15/2030 | G17564116 | BBG01VPWX2C8 | 301163 | 1368923 | SH |  | DFND |  | 1368923 | 0 | 0 |
| CALAMOS GBL DYN INCOME FUND | COM | 12811L107 | BBG001SQN842 | 1155007 | 153184 | SH |  | DFND |  | 153184 | 0 | 0 |
| CANTALOUPE INC | COM | 138103106 | BBG001S96MW7 | 9205413 | 870900 | SH |  | DFND |  | 870900 | 0 | 0 |
| CANTOR EQUITY PARTNERS I INC | SHS CL A | G1827K107 | BBG01QMC5W04 | 2782946 | 266056 | SH |  | DFND |  | 266056 | 0 | 0 |
| CANTOR EQUITY PARTNERS II IN | CL A ORD SHS | G1827P106 | BBG01SRXCFM4 | 3946913 | 374115 | SH |  | DFND |  | 374115 | 0 | 0 |
| CANTOR EQUITY PARTNERS III I | SHS CL A | G1828A108 | BBG01VFVMDK0 | 3325610 | 322249 | SH |  | DFND |  | 322249 | 0 | 0 |
| CANTOR EQUITY PARTNERS IV IN | SHS CL A | G1828E100 | BBG01W7FHVM6 | 7710773 | 756700 | SH |  | DFND |  | 756700 | 0 | 0 |
| CARTESIAN GROWTH CORP III | *W EXP 05/02/203 | G19307126 |  | 132462 | 529846 | SH |  | DFND |  | 529846 | 0 | 0 |
| CARTESIAN GROWTH CORP III | COM CL A | G19307100 | BBG01SQC0LG8 | 10544156 | 1049692 | SH |  | DFND |  | 1049692 | 0 | 0 |
| CAYSON ACQUISITION CORP | RIGHT 99/99/9999 | G1993W117 | BBG01QGCYNH1 | 75629 | 472387 | SH |  | DFND |  | 472387 | 0 | 0 |
| CAYSON ACQUISITION CORP | SHS | G1993W109 | BBG01QGD1SQ4 | 3659964 | 349901 | SH |  | DFND |  | 349901 | 0 | 0 |
| CENTRAL SECS CORP | COM | 155123102 | BBG001S5PP20 | 2264441 | 44081 | SH |  | DFND |  | 44081 | 0 | 0 |
| CENTURION ACQUISITION CORP | *W EXP 05/31/203 | G20315118 |  | 303760 | 1012533 | SH |  | DFND |  | 1012533 | 0 | 0 |
| CENTURION ACQUISITION CORP | SHS CL A | G20315100 | BBG01N8JMH15 | 18458723 | 1749642 | SH |  | DFND |  | 1749642 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | RIGHT 05/14/2030 | G2124S116 | BBG01VNW2957 | 67900 | 485000 | SH |  | DFND |  | 485000 | 0 | 0 |
| CHAMPIONSGATE ACQUISITION CO | SHS CL A | G2124S108 | BBG01V9SHZB1 | 3681427 | 366676 | SH |  | DFND |  | 366676 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | ORD SHS CL A | G9877L107 | BBG01Q0Q3W90 | 5451607 | 525203 | SH |  | DFND |  | 525203 | 0 | 0 |
| CHARLTON ARIA ACQUISITION CO | RIGHT 12/31/2026 | G9877L115 | BBG01QGQZST5 | 162360 | 737999 | SH |  | DFND |  | 737999 | 0 | 0 |
| CHART INDS INC | COM | 16115Q308 | BBG001SQV7W4 | 75772787 | 378580 | SH |  | DFND |  | 378580 | 0 | 0 |
| CHENGHE ACQUISITION III CO | UNIT 09/09/2030 | G2086N113 | BBG01VXVZHG2 | 6986000 | 700000 | SH |  | DFND |  | 700000 | 0 | 0 |
| CHURCHILL CAP CORP X | *W EXP 05/14/203 | G2130T116 |  | 433736 | 124996 | SH |  | DFND |  | 124996 | 0 | 0 |
| CHURCHILL CAP CORP X | SHS CL A | G2130T108 | BBG01TR9ZK30 | 1939880 | 150846 | SH |  | DFND |  | 150846 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | *W EXP 03/31/203 | G21301117 |  | 37066 | 46390 | SH |  | DFND |  | 46390 | 0 | 0 |
| CHURCHILL CAPITAL CORP IX | CL A SHS | G21301109 | BBG01N8LRBJ9 | 3695049 | 352581 | SH |  | DFND |  | 352581 | 0 | 0 |
| CLOUGH GLOBAL EQUITY FD | COM | 18914C100 | BBG001SMM7Q0 | 811508 | 106637 | SH |  | DFND |  | 106637 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | *W EXP 08/17/202 | 12664M111 |  | 99769 | 590000 | SH |  | DFND |  | 590000 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | COM | 12664M103 | BBG01FRF6194 | 5943600 | 585000 | SH |  | DFND |  | 585000 | 0 | 0 |
| CO2 ENERGY TRANSITION CORP | RIGHT 10/15/2028 | 12664M129 | BBG01RRRVRX0 | 115640 | 590000 | SH |  | DFND |  | 590000 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | *W EXP 07/01/203 | G2254C113 |  | 118747 | 124997 | SH |  | DFND |  | 124997 | 0 | 0 |
| COHEN CIRCLE ACQUISIT CORP I | SHS CL A | G2254C121 | BBG01V7F8J09 | 5074939 | 499994 | SH |  | DFND |  | 499994 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 |  | 20639108 | 16390000 | PRN |  | DFND |  | 16390000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 |  | 94563 | 85000 | PRN |  | DFND |  | 85000 | 0 | 0 |
| COLUMBUS ACQUISITION CORP | RIGHT 09/30/2025 | G2295P115 | BBG01SVDRQ34 | 54000 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| COLUMBUS ACQUISITION CORP | SHS | G2295P107 | BBG01SJXPXX8 | 2290144 | 224304 | SH |  | DFND |  | 224304 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP. I | *W EXP 05/16/203 | G2296A117 |  | 418609 | 377125 | SH |  | DFND |  | 377125 | 0 | 0 |
| COLUMBUS CIRCLE CAP CORP. I | SHS CL A | G2296A109 | BBG01VF3Z0N3 | 5909483 | 583941 | SH |  | DFND |  | 583941 | 0 | 0 |
| COPLEY ACQUISITION CORP | *W EXP 99/99/999 | G24243126 |  | 62600 | 311596 | SH |  | DFND |  | 311596 | 0 | 0 |
| COPLEY ACQUISITION CORP | ORD SHS CL A | G24243100 | BBG01RG0C5H8 | 6199371 | 613192 | SH |  | DFND |  | 613192 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | CL A | G24979109 | BBG01V2FH8P1 | 14830219 | 1463990 | SH |  | DFND |  | 1463990 | 0 | 0 |
| CRANE HBR ACQUISITION CORP | RIGHT 04/17/2030 | G24979117 | BBG01SLP2RB4 | 633600 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| CROSS CTRY HEALTHCARE INC | COM | 227483104 | BBG001SG7SC9 | 10829587 | 762647 | SH |  | DFND |  | 762647 | 0 | 0 |
| CSLM DIGITA ASSET ACQ CORP I | UNIT 08/12/2030 | G2584S135 | BBG01VP26DQ5 | 12255744 | 1213440 | SH |  | DFND |  | 1213440 | 0 | 0 |
| CUREVAC N V | COM | N2451R105 | BBG00W9LXY93 | 5345198 | 991688 | SH |  | DFND |  | 991688 | 0 | 0 |
| CYBERARK SOFTWARE LTD | SHS | M2682V108 | BBG006Q52QW1 | 59128380 | 122381 | SH |  | DFND |  | 122381 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | *W EXP 07/23/203 | G2616F119 |  | 135812 | 624998 | SH |  | DFND |  | 624998 | 0 | 0 |
| D. BORAL ARC ACQ I CORP. | SHS CL A | G2616F101 | BBG01TRHB8X2 | 12399960 | 1249996 | SH |  | DFND |  | 1249996 | 0 | 0 |
| DAYFORCE INC | COM | 15677J108 | BBG005D7PF43 | 21692221 | 314882 | SH |  | DFND |  | 314882 | 0 | 0 |
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 |  | 48988 | 50000 | PRN |  | DFND |  | 50000 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 70449696 | 77184000 | PRN |  | DFND |  | 77184000 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | *W EXP 04/01/203 | G2868C111 |  | 328674 | 547698 | SH |  | DFND |  | 547698 | 0 | 0 |
| DIGITAL ASSET ACQUISITION CO | SHS CL A | G2868C103 | BBG01SWLKBV4 | 11041647 | 1080396 | SH |  | DFND |  | 1080396 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 32982300 | 36647000 | PRN |  | DFND |  | 36647000 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 |  | 18443861 | 18650000 | PRN |  | DFND |  | 18650000 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 |  | 19712398 | 19055000 | PRN |  | DFND |  | 19055000 | 0 | 0 |
| DRUGS MADE IN AMER ACQ II CO | UNIT 09/16/2030 | G2851K120 | BBG01W8VQYJ8 | 14917500 | 1500000 | SH |  | DFND |  | 1500000 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | ORD SHS | G2847J104 | BBG01RQ5FRS3 | 3812337 | 371211 | SH |  | DFND |  | 371211 | 0 | 0 |
| DRUGS MADE IN AMER ACQUTN CO | RIGHT 10/15/2029 | G2847J112 | BBG01SJ50DM2 | 108750 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| DT CLOUD STAR ACQUISITION CO | RIGHT 07/09/2029 | G2853N114 | BBG01PQHD351 | 117971 | 589854 | SH |  | DFND |  | 589854 | 0 | 0 |
| DT CLOUD STAR ACQUISITION CO | SHS | G2853N106 | BBG01PQHCYD5 | 4201432 | 400900 | SH |  | DFND |  | 400900 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 21575606 | 20075000 | PRN |  | DFND |  | 20075000 | 0 | 0 |
| DUNE ACQUISITION CORP II | *W EXP 04/04/203 | G2867S117 |  | 91175 | 445407 | SH |  | DFND |  | 445407 | 0 | 0 |
| DUNE ACQUISITION CORP II | SHS CL A | G2867S109 | BBG01SSMGQ94 | 5726665 | 565876 | SH |  | DFND |  | 565876 | 0 | 0 |
| DYNAMIX CORP | *W EXP 10/25/202 | G2949D112 |  | 639620 | 304581 | SH |  | DFND |  | 304581 | 0 | 0 |
| DYNAMIX CORP | SHS CL A | G2949D104 | BBG01R5ZGB22 | 3746268 | 359872 | SH |  | DFND |  | 359872 | 0 | 0 |
| DYNAVAX TECHNOLOGIES CORP | DEBT 2.000% 3/1 | 268158AE2 |  | 17945905 | 19100000 | PRN |  | DFND |  | 19100000 | 0 | 0 |
| EATON VANCE TX ADV GLBL DIV | COM | 27828S101 | BBG001SJ9S68 | 267168 | 12644 | SH |  | DFND |  | 12644 | 0 | 0 |
| EGH ACQUISITION CORP. | RIGHT 05/08/2025 | G2946P118 | BBG01TLHXWD3 | 255570 | 1217000 | SH |  | DFND |  | 1217000 | 0 | 0 |
| EGH ACQUISITION CORP. | SHS CL A | G2946P100 | BBG01TLHZD25 | 8954724 | 893685 | SH |  | DFND |  | 893685 | 0 | 0 |
| ELECTRONIC ARTS INC | COM | 285512109 | BBG001S5T5C9 | 20231519 | 100305 | SH |  | DFND |  | 100305 | 0 | 0 |
| ELLSWORTH GROWTH  INCOME FD | COM | 289074106 | BBG001S5QR43 | 289780 | 24981 | SH |  | DFND |  | 24981 | 0 | 0 |
| EMMIS ACQUISITION CORP. | UNIT 09/12/2030 | G3037D121 | BBG01VXW6GF5 | 5988000 | 600000 | SH |  | DFND |  | 600000 | 0 | 0 |
| EQV VENTURES AC CORP. II | *W EXP 06/30/203 | G3106Q128 |  | 120103 | 500430 | SH |  | DFND |  | 500430 | 0 | 0 |
| EQV VENTURES AC CORP. II | ORD SHS CL A | G3106Q102 | BBG01VV36CM2 | 14937895 | 1501296 | SH |  | DFND |  | 1501296 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | *W EXP 07/01/203 | G3106N117 |  | 561939 | 1146815 | SH |  | DFND |  | 1146815 | 0 | 0 |
| EQV VENTURES ACQUISITION COR | CL A ORD SHS | G3106N109 | BBG01N877D71 | 25157736 | 2423674 | SH |  | DFND |  | 2423674 | 0 | 0 |
| ESH ACQUISITION CORP | COM | 296424104 | BBG0180WRZK1 | 602640 | 54000 | SH |  | DFND |  | 54000 | 0 | 0 |
| ESH ACQUISITION CORP | RIGHT 99/99/9999 | 296424112 | BBG01HHQZHS9 | 116588 | 523991 | SH |  | DFND |  | 523991 | 0 | 0 |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 |  | 31680195 | 30475000 | PRN |  | DFND |  | 30475000 | 0 | 0 |
| EUDA HEALTH HOLDINGS LTD | *W EXP 11/22/202 | G3142E121 |  | 8892 | 93595 | SH |  | DFND |  | 93595 | 0 | 0 |
| EUREKA ACQUISITION CORP | RIGHT 01/03/2026 | G32168125 | BBG01PP4YSJ8 | 23778 | 99076 | SH |  | DFND |  | 99076 | 0 | 0 |
| EUREKA ACQUISITION CORP | SHS CL A | G32168109 | BBG01PP4YMT0 | 1915017 | 179141 | SH |  | DFND |  | 179141 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 |  | 50707213 | 54884000 | PRN |  | DFND |  | 54884000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 81770 | 85000 | PRN |  | DFND |  | 85000 | 0 | 0 |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 |  | 4591206 | 4548000 | PRN |  | DFND |  | 4548000 | 0 | 0 |
| FACT II ACQUISITION CORP | *W EXP 11/26/203 | G32901129 |  | 238000 | 850000 | SH |  | DFND |  | 850000 | 0 | 0 |
| FACT II ACQUISITION CORP | ORD SHS CL A | G32901103 | BBG01QF38580 | 13159682 | 1277639 | SH |  | DFND |  | 1277639 | 0 | 0 |
| FG MERGER II CORP | COM | 30334J102 | BBG01R78HC09 | 7832160 | 784000 | SH |  | DFND |  | 784000 | 0 | 0 |
| FG MERGER II CORP | RIGHT 02/11/2030 | 30334J128 | BBG01S6Z72D7 | 332561 | 792000 | SH |  | DFND |  | 792000 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | ORD SHS CL A | G3415K101 | BBG01SRKL5M4 | 14083995 | 1386220 | SH |  | DFND |  | 1386220 | 0 | 0 |
| FIFTH ERA ACQUISITION CORP I | RIGHT 02/21/2030 | G3415K135 | BBG01TLQ0PN3 | 472384 | 1782582 | SH |  | DFND |  | 1782582 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | *W EXP 06/17/203 | G3473K118 |  | 37149 | 154789 | SH |  | DFND |  | 154789 | 0 | 0 |
| FIGX CAP ACQUISITION CORP. | USD CL A ORD SHS | G3473K100 | BBG01VT8QV95 | 3092684 | 309578 | SH |  | DFND |  | 309578 | 0 | 0 |
| FIRSTENERGY CORP | NOTE 4.000% 5/0 | 337932AR8 |  | 26702860 | 25682000 | PRN |  | DFND |  | 25682000 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 42421433 | 47745000 | PRN |  | DFND |  | 47745000 | 0 | 0 |
| FLAG SHIP ACQUISITION CORP | ORD SHS | G3530C109 | BBG01417YWZ7 | 1322112 | 125200 | SH |  | DFND |  | 125200 | 0 | 0 |
| FLAHERTY  CRUMRINE PFD INCO | COM | 338480106 | BBG001S6PG82 | 729374 | 60680 | SH |  | DFND |  | 60680 | 0 | 0 |
| FLAHERTY  CRUMRINE PFD SECS | COM | 338478100 | BBG001SJF1Q8 | 292383 | 17311 | SH |  | DFND |  | 17311 | 0 | 0 |
| FLAHERTY  CRUMRINE TOTAL RE | COM | 338479108 | BBG001SLJ198 | 936762 | 52568 | SH |  | DFND |  | 52568 | 0 | 0 |
| FORD MTR CO | NOTE 3/1 | 345370CZ1 |  | 25654000 | 25250000 | PRN |  | DFND |  | 25250000 | 0 | 0 |
| FOUR LEAF ACQUISITION CORP | *W EXP 03/15/202 | 35088F115 |  | 15689 | 437027 | SH |  | DFND |  | 437027 | 0 | 0 |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | BBG010MVVVX6 | 59048109 | 1580940 | SH |  | DFND |  | 1580940 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 4022370 | 4063000 | PRN |  | DFND |  | 4063000 | 0 | 0 |
| FUTURE VISION II ACQUISITION | RIGHT 06/29/2029 | G37068114 | BBG01QLJP7K1 | 88024 | 489295 | SH |  | DFND |  | 489295 | 0 | 0 |
| FUTURE VISION II ACQUISITION | SHS | G37068106 | BBG01QLJMJH2 | 3412209 | 326215 | SH |  | DFND |  | 326215 | 0 | 0 |
| FUTURECREST ACQUISITION CORP | UNIT 99/99/9999 | G3730U123 | BBG01X4NKX60 | 3672900 | 346500 | SH |  | DFND |  | 346500 | 0 | 0 |
| GABELLI HLTHCARE  WELLNESS | SHS | 36246K103 | BBG001SQ5J84 | 796473 | 87814 | SH |  | DFND |  | 87814 | 0 | 0 |
| GALATA ACQUISITION CORP II | UNIT 09/12/2030 | G3R25N124 | BBG01WY6PK78 | 8982000 | 900000 | SH |  | DFND |  | 900000 | 0 | 0 |
| GENERATION ESSENTIALS GROUP | *W EXP 02/15/202 | G38268119 |  | 57235 | 436909 | SH |  | DFND |  | 436909 | 0 | 0 |
| GESHER ACQUISITION CORP. II | *W EXP 10/31/203 | G3852D115 |  | 122587 | 371476 | SH |  | DFND |  | 371476 | 0 | 0 |
| GIGCAPITAL7 CORP | *W EXP 08/29/202 | G38648120 |  | 1065067 | 2366816 | SH |  | DFND |  | 2366816 | 0 | 0 |
| GIGCAPITAL7 CORP | ORD SHS CL A | G38648104 | BBG01PNQB846 | 18948664 | 1797786 | SH |  | DFND |  | 1797786 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | *W EXP 06/17/203 | G3933N124 |  | 8173 | 68107 | SH |  | DFND |  | 68107 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | CL A ORD SHS | G3933N116 | BBG01TLJBCS1 | 906284 | 90810 | SH |  | DFND |  | 90810 | 0 | 0 |
| GLOBA TERRA ACQUISITION COR | RIGHT 06/17/2030 | G3933N132 | BBG01TLJBZF4 | 15610 | 119986 | SH |  | DFND |  | 119986 | 0 | 0 |
| GORES HLDGS X INC | *W EXP 05/02/203 | G4002F125 |  | 220026 | 282084 | SH |  | DFND |  | 282084 | 0 | 0 |
| GORES HLDGS X INC | SHS CL A | G4002F109 | BBG0146ZJ577 | 11378294 | 1113336 | SH |  | DFND |  | 1113336 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | *W EXP 05/13/202 | G4035N129 |  | 116256 | 463173 | SH |  | DFND |  | 463173 | 0 | 0 |
| GP-ACT III ACQUISITION CORP | CL A | G4035N103 | BBG00ZKFGXW1 | 16706861 | 1576119 | SH |  | DFND |  | 1576119 | 0 | 0 |
| GRABAGUN DIGITAL HLDGS INC | *W EXP 99/99/999 | 38387Q113 |  | 148061 | 118439 | SH |  | DFND |  | 118439 | 0 | 0 |
| GRAF GLOBAL CORP | *W EXP 05/31/203 | G4036C122 |  | 253007 | 766689 | SH |  | DFND |  | 766689 | 0 | 0 |
| GRAF GLOBAL CORP | ORD SHS CL A | G4036C106 | BBG01NP47HQ9 | 15929924 | 1511378 | SH |  | DFND |  | 1511378 | 0 | 0 |
| GROUPON INC | NOTE 4.875% 6/3 | 399473AK3 |  | 27245486 | 29500000 | PRN |  | DFND |  | 29500000 | 0 | 0 |
| GSR III ACQUISITION CORP | RIGHT 99/99/9999 | G4R103131 | BBG01RBC7333 | 2481344 | 297167 | SH |  | DFND |  | 297167 | 0 | 0 |
| GSR IV ACQUISITION CORP | UNIT 08/22/2030 | G4R12K123 | BBG01WDTXZ88 | 13175500 | 1300000 | SH |  | DFND |  | 1300000 | 0 | 0 |
| GUESS INC | COM | 401617105 | BBG001S5RJR5 | 3083446 | 184527 | SH |  | DFND |  | 184527 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | COM | 40171V100 | BBG001TWHGX5 | 12098243 | 52656 | SH |  | DFND |  | 52656 | 0 | 0 |
| HANCOCK JOHN TAX-ADVANTAGED | COM | 41013V100 | BBG001S98632 | 972383 | 39209 | SH |  | DFND |  | 39209 | 0 | 0 |
| HANESBRANDS INC | COM | 410345102 | BBG001SMCKB8 | 33637602 | 5108216 | SH |  | DFND |  | 5108216 | 0 | 0 |
| HAYMAKER ACQUISITION CORP IV | *W EXP 05/31/202 | G4375F116 |  | 58705 | 148621 | SH |  | DFND |  | 148621 | 0 | 0 |
| HAYMAKER ACQUISITION CORP IV | CLASS A | G4375F108 | BBG01J7X1WJ5 | 7779308 | 686006 | SH |  | DFND |  | 686006 | 0 | 0 |
| HCM II ACQUISITION CORP | *W EXP 99/99/999 | G43658122 |  | 1317149 | 241236 | SH |  | DFND |  | 241236 | 0 | 0 |
| HCM III ACQUISITION CORP | UNIT 07/23/2030 | G4365E129 | BBG01VFVMY06 | 3911614 | 379400 | SH |  | DFND |  | 379400 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | ORD SHS CL A | G4405D107 | BBG01S57DDQ5 | 13186051 | 1286444 | SH |  | DFND |  | 1286444 | 0 | 0 |
| HENNESSY CAP INVT CORP VII | RIGHT 01/17/2030 | G4405D115 | BBG01S57FYV1 | 467775 | 1732500 | SH |  | DFND |  | 1732500 | 0 | 0 |
| HIGHVIEW MERGER CORP | UNIT 07/24/2030 | G4569C127 | BBG01WBYMQN4 | 12834447 | 1268226 | SH |  | DFND |  | 1268226 | 0 | 0 |
| HORIZON SPACE ACQUISITION II | ORD SHS | G4627B103 | BBG01S4RV632 | 4284420 | 414354 | SH |  | DFND |  | 414354 | 0 | 0 |
| HORIZON SPACE ACQUISITION II | RIGHT 03/30/2026 | G4627B111 | BBG01S4RVHG4 | 82555 | 550000 | SH |  | DFND |  | 550000 | 0 | 0 |
| HORIZON SPACE ACQUSTN I CORP | *W EXP 12/27/202 | G4619M117 |  | 16392 | 246133 | SH |  | DFND |  | 246133 | 0 | 0 |
| HORIZON SPACE ACQUSTN I CORP | RIGHT 12/27/2024 | G4619M125 | BBG01D7WLS16 | 39381 | 246133 | SH |  | DFND |  | 246133 | 0 | 0 |
| IB ACQUISITION CORP | COM SHS | 44934N108 | BBG01MNPWL98 | 9664440 | 918673 | SH |  | DFND |  | 918673 | 0 | 0 |
| IB ACQUISITION CORP | RIGHT 03/28/2026 | 44934N116 | BBG01MNPW860 | 59328 | 741594 | SH |  | DFND |  | 741594 | 0 | 0 |
| INDIGO ACQUISITION CORP | ORD SHS | G4791J106 | BBG01VKCXTF5 | 6811744 | 683910 | SH |  | DFND |  | 683910 | 0 | 0 |
| INDIGO ACQUISITION CORP | RIGHT 04/02/2027 | G4791J114 | BBG01VKCXW04 | 157500 | 900000 | SH |  | DFND |  | 900000 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | CL A ORD SHS | G47875102 | BBG01TVPGL10 | 10585384 | 1052225 | SH |  | DFND |  | 1052225 | 0 | 0 |
| INFLECTION PT ACQUISITION CO | RIGHT 04/25/2030 | G47875110 | BBG01VKD20X0 | 588000 | 1400000 | SH |  | DFND |  | 1400000 | 0 | 0 |
| INFORMATICA INC | COM CL A | 45674M101 | BBG012THM4K0 | 30713617 | 1236458 | SH |  | DFND |  | 1236458 | 0 | 0 |
| INTEGRAL AD SCIENCE HLDNG CO | COM | 45828L108 | BBG011BPJYL0 | 10085640 | 991705 | SH |  | DFND |  | 991705 | 0 | 0 |
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 |  | 268440 | 60000 | PRN |  | DFND |  | 60000 | 0 | 0 |
| INTERPUBLIC GROUP COS INC | COM | 460690100 | BBG001S6RLK5 | 101398258 | 3633044 | SH |  | DFND |  | 3633044 | 0 | 0 |
| IRON HORSE ACQUISITIONS CORP | *W EXP 99/99/999 | 462837113 |  | 40073 | 396760 | SH |  | DFND |  | 396760 | 0 | 0 |
| IRON HORSE ACQUISITIONS CORP | RIGHT 99/99/9999 | 462837121 | BBG01LGZ90Y0 | 332338 | 455257 | SH |  | DFND |  | 455257 | 0 | 0 |
| ISRAEL ACQUISITIONS CORP | *W EXP 99/99/999 | G49667119 |  | 72610 | 397864 | SH |  | DFND |  | 397864 | 0 | 0 |
| ISRAEL ACQUISITIONS CORP | CLASS A ORD | G49667101 | BBG0166KJBF3 | 492419 | 39143 | SH |  | DFND |  | 39143 | 0 | 0 |
| JACKSON ACQUISITION CO II | COM SHS CL A | G4992A110 | BBG01RXZJMQ8 | 12630301 | 1216792 | SH |  | DFND |  | 1216792 | 0 | 0 |
| JACKSON ACQUISITION CO II | RIGHT 99/99/9999 | G4992A136 | BBG01RXZLQB2 | 432000 | 1600000 | SH |  | DFND |  | 1600000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 |  | 351533 | 330000 | PRN |  | DFND |  | 330000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | BBG001SNW8K1 | 4336692 | 33322 | SH |  | DFND |  | 33322 | 0 | 0 |
| JD.COM INC | NOTE 0.250% 6/0 | 47215PAJ5 |  | 31017600 | 28800000 | PRN |  | DFND |  | 28800000 | 0 | 0 |
| JENA ACQUISITION CORP II | RIGHT 03/31/2030 | G5093B113 | BBG01V9V6LJ9 | 177000 | 885000 | SH |  | DFND |  | 885000 | 0 | 0 |
| JENA ACQUISITION CORP II | USD CL A ORD SHS | G5093B105 | BBG01V9XZPY7 | 6893738 | 679186 | SH |  | DFND |  | 679186 | 0 | 0 |
| JOHN HANCOCK DIVERSIFIED INC | COM | 47804L102 | BBG001V12GM8 | 1232718 | 115857 | SH |  | DFND |  | 115857 | 0 | 0 |
| K GROWTH ACQUISITION CORP | SHS CL A | G52258111 | BBG01SMTHNX4 | 10168031 | 994915 | SH |  | DFND |  | 994915 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 |  | 8162 | 123850 | SH |  | DFND |  | 123850 | 0 | 0 |
| KEEN VISION ACQUISITION CORP | SHS | G52443119 | BBG01HN1BXB6 | 2548822 | 219726 | SH |  | DFND |  | 219726 | 0 | 0 |
| KELLANOVA | COM | 487836108 | BBG001S5SJL0 | 72069783 | 880941 | SH |  | DFND |  | 880941 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 26205000 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | RIGHT 05/21/2030 | G5304D114 | BBG01W7CXRN3 | 411400 | 1870000 | SH |  | DFND |  | 1870000 | 0 | 0 |
| KOCHAV DEFENSE ACQUI CO | SHS CL A | G5304D106 | BBG01W7CXHV6 | 14336681 | 1429380 | SH |  | DFND |  | 1429380 | 0 | 0 |
| KODIAK AI INC. | *W EXP 09/25/203 | 500081112 |  | 822455 | 772258 | SH |  | DFND |  | 772258 | 0 | 0 |
| KODIAK AI INC. | COM | 500081104 | BBG01GWQM3D5 | 4802323 | 702094 | SH |  | DFND |  | 702094 | 0 | 0 |
| KYIVSTAR GROUP LTD | *W EXP 08/14/203 | G5331N119 |  | 1427156 | 356789 | SH |  | DFND |  | 356789 | 0 | 0 |
| LAKESHORE ACQUISITION III CO | RIGHT 08/01/2026 | G5353S137 | BBG01VPX2347 | 61200 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| LAKESHORE ACQUISITION III CO | USD ORD SHS | G5353S103 | BBG01T9WNSC5 | 2184300 | 216589 | SH |  | DFND |  | 216589 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | *W EXP 06/01/203 | G5S86M126 |  | 176631 | 802870 | SH |  | DFND |  | 802870 | 0 | 0 |
| LAUNCH ONE ACQUISITION CORP | SHS CLASS A | G5S86M100 | BBG01NB11X27 | 16555766 | 1573742 | SH |  | DFND |  | 1573742 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | *W EXP 10/09/202 | G5S87A113 |  | 406555 | 1116602 | SH |  | DFND |  | 1116602 | 0 | 0 |
| LAUNCH TWO ACQUISITION CORP. | ORD SHS CL A | G5S87A105 | BBG01R0Z94C0 | 15761091 | 1509683 | SH |  | DFND |  | 1509683 | 0 | 0 |
| LEGATO MERGER CORP III | *W EXP 05/08/203 | G5451A111 |  | 290706 | 783153 | SH |  | DFND |  | 783153 | 0 | 0 |
| LEGATO MERGER CORP III | ORD SHS | G5451A103 | BBG01LDZ70H4 | 14830780 | 1380892 | SH |  | DFND |  | 1380892 | 0 | 0 |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | BBG006GNSZX4 | 54484025 | 857476 | SH |  | DFND |  | 857476 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | *W EXP 06/06/203 | G5490M126 |  | 134330 | 699998 | SH |  | DFND |  | 699998 | 0 | 0 |
| LIGHTWAVE ACQUISITION CORP | USD CL A ORD SHS | G5490M100 | BBG01V8BY866 | 13957960 | 1399996 | SH |  | DFND |  | 1399996 | 0 | 0 |
| LIONHEART HOLDINGS | *W EXP 06/07/203 | G5501C117 |  | 311965 | 1134417 | SH |  | DFND |  | 1134417 | 0 | 0 |
| LIONHEART HOLDINGS | SHS CL A | G5501C109 | BBG01P63K846 | 16525335 | 1572344 | SH |  | DFND |  | 1572344 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | *W EXP 99/99/999 | G5509P110 |  | 352429 | 649998 | SH |  | DFND |  | 649998 | 0 | 0 |
| LIVE OAK ACQUISITION CORP V | CL A SHS | G5509P102 | BBG01SRKGQ99 | 10390543 | 1020682 | SH |  | DFND |  | 1020682 | 0 | 0 |
| M3BRIGADE ACQUISITION V CORP | *W EXP 99/99/999 | G63212115 |  | 1358472 | 1113502 | SH |  | DFND |  | 1113502 | 0 | 0 |
| M3BRIGADE ACQUISITION V CORP | CL A | G63212107 | BBG01N69YSN8 | 8766185 | 830918 | SH |  | DFND |  | 830918 | 0 | 0 |
| M3-BRIGADE ACQUISITION VI CO | UNIT 08/18/2030 | G63221124 | BBG01WJ1F0J8 | 11555330 | 1141831 | SH |  | DFND |  | 1141831 | 0 | 0 |
| MAC COPPER LIMITED | ORD SHS | G60409110 | BBG01GXTNL29 | 7816915 | 640206 | SH |  | DFND |  | 640206 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 |  | 985700 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 66899 | 70000 | PRN |  | DFND |  | 70000 | 0 | 0 |
| MAYWOOD ACQUISITION CORP | ORD SHS CL A | G6001J107 | BBG01SH1JJ04 | 3790772 | 370917 | SH |  | DFND |  | 370917 | 0 | 0 |
| MAYWOOD ACQUISITION CORP | RIGHT 99/99/9999 | G6001J131 | BBG01SP8DDT8 | 300000 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| MCKINLEY ACQUISITION CORP | UNIT 07/25/2030 | G6005T127 | BBG01VVSSDX9 | 9496204 | 950571 | SH |  | DFND |  | 950571 | 0 | 0 |
| MELAR ACQUISITION CORP. I | *W EXP 06/01/203 | G6004G118 |  | 87464 | 416493 | SH |  | DFND |  | 416493 | 0 | 0 |
| MELAR ACQUISITION CORP. I | SHS CL A | G6004G100 | BBG01NC85PP9 | 10480351 | 997179 | SH |  | DFND |  | 997179 | 0 | 0 |
| MERIDIANLINK INC | COMMON STOCK | 58985J105 | BBG002ZYMKR4 | 2399333 | 120388 | SH |  | DFND |  | 120388 | 0 | 0 |
| MERUS N V | COM | N5749R100 | BBG00B8LXMT4 | 19300185 | 204994 | SH |  | DFND |  | 204994 | 0 | 0 |
| METSERA INC | COM | 59267L107 | BBG01MJLWZH2 | 2038724 | 38959 | SH |  | DFND |  | 38959 | 0 | 0 |
| MKS INC. | COM | 55306N104 | BBG001SBB6Q8 | 4588831 | 37344 | SH |  | DFND |  | 37344 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 87800 | 80000 | PRN |  | DFND |  | 80000 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | RIGHT 11/15/2028 | G6301B127 | BBG01S2WHSM0 | 396000 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| MOUNTAIN LAKE ACQUISITION CO | SHS CL A | G6301B101 | BBG01RCMCFZ2 | 15449032 | 1499906 | SH |  | DFND |  | 1499906 | 0 | 0 |
| MR COOPER GROUP INC | COM | 62482R107 | BBG002V09956 | 488822 | 2319 | SH |  | DFND |  | 2319 | 0 | 0 |
| MRC GLOBAL INC | COM | 55345K103 | BBG001SN9P56 | 14696273 | 1019159 | SH |  | DFND |  | 1019159 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 09/01/202 | G6363K114 |  | 134754 | 495238 | SH |  | DFND |  | 495238 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A | G6363K106 | BBG01J5SN479 | 5266436 | 469798 | SH |  | DFND |  | 469798 | 0 | 0 |
| NAMIB MINERALS | *W EXP 06/05/203 | G63638111 |  | 52173 | 372663 | SH |  | DFND |  | 372663 | 0 | 0 |
| NEW GERMANY FD INC | COM | 644465106 | BBG001S6GLF3 | 600184 | 51919 | SH |  | DFND |  | 51919 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | *W EXP 04/24/203 | G6476A110 |  | 220496 | 537794 | SH |  | DFND |  | 537794 | 0 | 0 |
| NEW PROVIDENCE ACQUISITION C | USD CL A ORD SHS | G6476A102 | BBG00ZVC8VN9 | 16408095 | 1613382 | SH |  | DFND |  | 1613382 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | *W EXP 06/01/203 | G6439S117 |  | 183150 | 727364 | SH |  | DFND |  | 727364 | 0 | 0 |
| NEWBURY STR II ACQUISITION C | ORD SHS CL A | G6439S109 | BBG01QMXCZJ3 | 10538739 | 1017744 | SH |  | DFND |  | 1017744 | 0 | 0 |
| NEWHOLD INVT CORP III | *W EXP 01/30/203 | G6486E110 |  | 252000 | 699999 | SH |  | DFND |  | 699999 | 0 | 0 |
| NEWHOLD INVT CORP III | ORD SHS CL A | G6486E102 | BBG01RXKQM01 | 10516021 | 1033008 | SH |  | DFND |  | 1033008 | 0 | 0 |
| NMP ACQUISITION CORP | CL A | G6375X104 | BBG01TX82Y31 | 6225187 | 626907 | SH |  | DFND |  | 626907 | 0 | 0 |
| NMP ACQUISITION CORP | RIGHT 06/27/2030 | G6375X112 | BBG01VVSNKK2 | 119238 | 626907 | SH |  | DFND |  | 626907 | 0 | 0 |
| NORFOLK SOUTHN CORP | COM | 655844108 | BBG001S5TQJ6 | 58911406 | 196319 | SH |  | DFND |  | 196319 | 0 | 0 |
| NORTHWESTERN ENERGY GROUP IN | COM NEW | 668074305 | BBG001SM2G73 | 1403534 | 23947 | SH |  | DFND |  | 23947 | 0 | 0 |
| NUVEEN DOW 30 DYNMC OVERWRT | SHS | 67075F105 | BBG007PPRJB8 | 4048654 | 274485 | SH |  | DFND |  | 274485 | 0 | 0 |
| NUVEEN S 500 BUY-WRITE INC | COM | 6706ER101 | BBG001S7ZM04 | 3430479 | 240398 | SH |  | DFND |  | 240398 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | *W EXP 99/99/999 | 67190B112 |  | 3325 | 95000 | SH |  | DFND |  | 95000 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | CL A | 67190B104 | BBG01G2R5D70 | 1822956 | 151913 | SH |  | DFND |  | 151913 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 | BBG01GP115B8 | 23750 | 95000 | SH |  | DFND |  | 95000 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | *W EXP 09/01/203 | G6717R112 |  | 297043 | 396057 | SH |  | DFND |  | 396057 | 0 | 0 |
| OAKTREE ACQUISITION CORP III | SHS CL A | G6717R104 | BBG00Z9CKG26 | 14791493 | 1412750 | SH |  | DFND |  | 1412750 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 39449296 | 42640000 | PRN |  | DFND |  | 42640000 | 0 | 0 |
| ORIGIN INVT CORP I | *W EXP 06/27/203 | G67751126 |  | 37115 | 218325 | SH |  | DFND |  | 218325 | 0 | 0 |
| ORIGIN INVT CORP I | ORD SHS | G67751100 | BBG01TW7ZPN5 | 4383966 | 436650 | SH |  | DFND |  | 436650 | 0 | 0 |
| OTG ACQUISITION CORP. I | UNIT 09/05/2030 | G6791A126 | BBG01WZT4X27 | 8056000 | 800000 | SH |  | DFND |  | 800000 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | *W EXP 06/17/203 | G6858G115 |  | 93554 | 549997 | SH |  | DFND |  | 549997 | 0 | 0 |
| OXLEY BRIDGE ACQ LTD | USD CL A ORD SHS | G6858G107 | BBG01VF4MLG7 | 10933940 | 1099994 | SH |  | DFND |  | 1099994 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | ORD SHS CL A | G6861F104 | BBG01V67VT73 | 11409654 | 1138688 | SH |  | DFND |  | 1138688 | 0 | 0 |
| OYSTER ENTERPRISES II ACQUIS | RIGHT 05/22/2030 | G6861F138 | BBG01V67W0B0 | 233145 | 1485000 | SH |  | DFND |  | 1485000 | 0 | 0 |
| PAGERDUTY INC | NOTE 1.500%10/1 | 69553PAD2 |  | 20902852 | 21286000 | PRN |  | DFND |  | 21286000 | 0 | 0 |
| PANTAGES CAPITAL ACQUISITION | ORD SHS CL A | G8089R100 | BBG01RZ1SL92 | 5454640 | 530607 | SH |  | DFND |  | 530607 | 0 | 0 |
| PANTAGES CAPITAL ACQUISITION | RIGHT 11/15/2029 | G8089R118 | BBG01RZ1TSZ7 | 140000 | 700000 | SH |  | DFND |  | 700000 | 0 | 0 |
| PARAMOUNT GROUP INC | COM | 69924R108 | BBG001SL9C95 | 3989943 | 610083 | SH |  | DFND |  | 610083 | 0 | 0 |
| PARSONS CORP DEL | COM | 70202L102 | BBG001SDWJQ3 | 5134222 | 62090 | SH |  | DFND |  | 62090 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 571250 | 500000 | PRN |  | DFND |  | 500000 | 0 | 0 |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 |  | 52547602 | 32387000 | PRN |  | DFND |  | 32387000 | 0 | 0 |
| PELICAN ACQUISITION CORP | RIGHT 05/02/2030 | G6993G111 | BBG01TQ1V9R1 | 99900 | 370000 | SH |  | DFND |  | 370000 | 0 | 0 |
| PELICAN ACQUISITION CORP | SHS | G6993G103 | BBG01TF1GR90 | 2763180 | 274670 | SH |  | DFND |  | 274670 | 0 | 0 |
| PENGUIN SOLUTIONS INC | NOTE 2.000% 8/1 | 83205YAE4 |  | 20357168 | 17071000 | PRN |  | DFND |  | 17071000 | 0 | 0 |
| PERFORMANT HEALTHCARE INC | COM | 71377E105 | BBG002PRR9M5 | 3238615 | 418967 | SH |  | DFND |  | 418967 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | *W EXP 05/13/203 | G7010A111 |  | 90508 | 150846 | SH |  | DFND |  | 150846 | 0 | 0 |
| PERIMETER ACQUISITION CORP I | COM CL A | G7010A129 | BBG01VL9N582 | 3092343 | 301692 | SH |  | DFND |  | 301692 | 0 | 0 |
| PINNACLE FINL PARTNERS INC | COM | 72346Q104 | BBG001SF5953 | 12018626 | 128144 | SH |  | DFND |  | 128144 | 0 | 0 |
| PINNACLE WEST CAP CORP | NOTE 4.750% 6/1 | 723484AK7 |  | 20234971 | 18797000 | PRN |  | DFND |  | 18797000 | 0 | 0 |
| PIONEER ACQUISITION I CORP | *W EXP 06/16/203 | G7117W115 |  | 103384 | 492303 | SH |  | DFND |  | 492303 | 0 | 0 |
| PIONEER ACQUISITION I CORP | CL A ORD SHS | G7117W107 | BBG01V9ZNWB5 | 9787004 | 984608 | SH |  | DFND |  | 984608 | 0 | 0 |
| PLUM ACQUISITION CORP IV | *W EXP 08/19/202 | G7134A120 |  | 129658 | 480214 | SH |  | DFND |  | 480214 | 0 | 0 |
| PLUM ACQUISITION CORP IV | SHS CL A | G7134A104 | BBG01S2WD759 | 9921221 | 960428 | SH |  | DFND |  | 960428 | 0 | 0 |
| PREMIER INC | CL A | 74051N102 | BBG001SJLD58 | 3281790 | 118050 | SH |  | DFND |  | 118050 | 0 | 0 |
| PROASSURANCE CORP | COM | 74267C106 | BBG001S9Z6F9 | 8398563 | 350086 | SH |  | DFND |  | 350086 | 0 | 0 |
| PROCAP ACQUISITION CORP | *W EXP 05/16/203 | G7257A121 |  | 201414 | 309868 | SH |  | DFND |  | 309868 | 0 | 0 |
| PROCAP ACQUISITION CORP | SHS CL A | G7257A105 | BBG01TX85Z26 | 9547033 | 929604 | SH |  | DFND |  | 929604 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 3584329 | 3555000 | PRN |  | DFND |  | 3555000 | 0 | 0 |
| PROS HOLDINGS INC | COM | 74346Y103 | BBG001ST38G5 | 10543297 | 460205 | SH |  | DFND |  | 460205 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP. | *W EXP 07/30/203 | G7309T110 |  | 99225 | 283499 | SH |  | DFND |  | 283499 | 0 | 0 |
| PYROPHYTE ACQUISITION CORP. | CL A SHS | G7309T102 | BBG01VVFL4Y3 | 5647300 | 566998 | SH |  | DFND |  | 566998 | 0 | 0 |
| QUANTUMSPHERE ACQUISITION CO | UNIT 07/30/2030 | G7387B122 | BBG01VBMFN66 | 3268546 | 322660 | SH |  | DFND |  | 322660 | 0 | 0 |
| QUARTZSEA ACQUISITION CORP | ORD SHS | G7314B104 | BBG01SRPKL58 | 3755094 | 369960 | SH |  | DFND |  | 369960 | 0 | 0 |
| QUARTZSEA ACQUISITION CORP | RIGHT 02/18/2030 | G7314B120 | BBG01TXZQN20 | 143600 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| QUETTA ACQUISITION CORP | COM | 74841A105 | BBG01JRVRDJ1 | 3798378 | 348475 | SH |  | DFND |  | 348475 | 0 | 0 |
| RAIN ENHANCEMENT TECHNOLOGIE | *W EXP 12/31/202 | 75080J111 |  | 2263 | 14144 | SH |  | DFND |  | 14144 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | ORD SHS | G7375C108 | BBG01RQ7NZW7 | 7708612 | 747683 | SH |  | DFND |  | 747683 | 0 | 0 |
| RANGE CAP ACQUISITION CORP | RIGHT 99/99/9999 | G7375C116 | BBG01RQ7SFC8 | 394416 | 990000 | SH |  | DFND |  | 990000 | 0 | 0 |
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 |  | 89123 | 95000 | PRN |  | DFND |  | 95000 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 5602251 | 6310000 | PRN |  | DFND |  | 6310000 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | *W EXP 04/24/203 | G73944111 |  | 245643 | 547698 | SH |  | DFND |  | 547698 | 0 | 0 |
| REAL ASSET ACQUISITION CORP | SHS CL A | G73944103 | BBG01TD1L040 | 10904515 | 1075396 | SH |  | DFND |  | 1075396 | 0 | 0 |
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 |  | 2482809 | 2674000 | PRN |  | DFND |  | 2674000 | 0 | 0 |
| RENATUS TACTICAL ACQUIS | *W EXP 05/15/203 | G7490F127 |  | 203645 | 169704 | SH |  | DFND |  | 169704 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | *W EXP 05/01/203 | G7515A129 |  | 240053 | 369313 | SH |  | DFND |  | 369313 | 0 | 0 |
| REPUBLIC DIGITAL ACQUISITION | USD CL A ORD SHS | G7515A103 | BBG01SNGSPF4 | 7500531 | 734626 | SH |  | DFND |  | 734626 | 0 | 0 |
| RF ACQUISITION CORP II | RIGHT 05/01/2026 | G75389117 | BBG01NLLH7C1 | 74112 | 741123 | SH |  | DFND |  | 741123 | 0 | 0 |
| RF ACQUISITION CORP II | SHS | G75389109 | BBG01NLLGWZ2 | 8247718 | 772982 | SH |  | DFND |  | 772982 | 0 | 0 |
| RIBBON ACQUISITION CORP | ORD SHS CL A | G7552W109 | BBG01SQCQM14 | 1913805 | 186895 | SH |  | DFND |  | 186895 | 0 | 0 |
| RIBBON ACQUISITION CORP | RIGHT 12/31/2026 | G7552W117 | BBG01SQCSD03 | 55000 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| RIO TINTO PLC | SPONSORED ADR | 767204100 | BBG001SB0LX9 | 17228610 | 261000 | SH |  | DFND |  | 261000 | 0 | 0 |
| RISING DRAGON ACQUISITION CO | RIGHT 11/15/2028 | G7576K115 | BBG01R1Y5P39 | 115222 | 491982 | SH |  | DFND |  | 491982 | 0 | 0 |
| RISING DRAGON ACQUISITION CO | SHS | G7576K107 | BBG01R1Y5F86 | 3624118 | 347804 | SH |  | DFND |  | 347804 | 0 | 0 |
| RITHM ACQUISITION CORP | *W EXP 99/99/999 | G75751118 |  | 417999 | 633332 | SH |  | DFND |  | 633332 | 0 | 0 |
| RITHM ACQUISITION CORP | CL A | G75751100 | BBG01S4JL196 | 14882324 | 1451934 | SH |  | DFND |  | 1451934 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | *W EXP 10/31/203 | G7633M112 |  | 309028 | 600288 | SH |  | DFND |  | 600288 | 0 | 0 |
| ROMAN DBDR ACQUISITION CORP | ORD SHS CL A | G7633M104 | BBG01S2WD5R9 | 11687179 | 1133577 | SH |  | DFND |  | 1133577 | 0 | 0 |
| ROYALTY MGMT HLDG CORP | *W EXP 05/28/202 | 02369M110 |  | 1634 | 32359 | SH |  | DFND |  | 32359 | 0 | 0 |
| SANDSTORM GOLD LTD | COM NEW | 80013R206 | BBG001SSPFD0 | 75893523 | 6061783 | SH |  | DFND |  | 6061783 | 0 | 0 |
| SAPIENS INTL CORP N V | SHS | G7T16G103 | BBG001S86JQ3 | 8005396 | 186172 | SH |  | DFND |  | 186172 | 0 | 0 |
| SCAGE FUTURE | *W EXP 05/15/203 | G7840J118 |  | 2970 | 62394 | SH |  | DFND |  | 62394 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 9548035 | 101000 | SH |  | DFND |  | 101000 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 |  | 24665 | 25000 | PRN |  | DFND |  | 25000 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 |  | 15468640 | 15040000 | PRN |  | DFND |  | 15040000 | 0 | 0 |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 |  | 8424000 | 8000000 | PRN |  | DFND |  | 8000000 | 0 | 0 |
| SIDDHI ACQUISITION CORP | CL A SHS | G8118C124 | BBG00ZSK0D17 | 13266182 | 1307013 | SH |  | DFND |  | 1307013 | 0 | 0 |
| SIDDHI ACQUISITION CORP | RIGHT 09/15/2029 | G8118C116 | BBG01VC5QM71 | 351750 | 1750000 | SH |  | DFND |  | 1750000 | 0 | 0 |
| SILVER PEGASUS ACQUISITION C | RIGHT 06/26/2030 | G8192J136 | BBG01W3GSF78 | 74714 | 298857 | SH |  | DFND |  | 298857 | 0 | 0 |
| SILVER PEGASUS ACQUISITION C | SHS CL A | G8192J102 | BBG01RXKMDG8 | 2979604 | 298857 | SH |  | DFND |  | 298857 | 0 | 0 |
| SILVERBOX CORP IV | *W EXP 08/19/202 | G81354121 |  | 196095 | 529987 | SH |  | DFND |  | 529987 | 0 | 0 |
| SILVERBOX CORP IV | SHS CL A | G81354105 | BBG01PDGS574 | 14103111 | 1347002 | SH |  | DFND |  | 1347002 | 0 | 0 |
| SIM ACQUISITION CORP. I | *W EXP 06/01/203 | G8431T119 |  | 311217 | 818992 | SH |  | DFND |  | 818992 | 0 | 0 |
| SIM ACQUISITION CORP. I | SHS CL A | G8431T101 | BBG01P0HWDM7 | 15285081 | 1455722 | SH |  | DFND |  | 1455722 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | RIGHT 04/02/2030 | G8193F133 | BBG01V6F56K9 | 297500 | 1750000 | SH |  | DFND |  | 1750000 | 0 | 0 |
| SIZZLE ACQUISITION CORP. II | USD CL A ORD SHS | G8193F109 | BBG01SWJJVR2 | 13206823 | 1305022 | SH |  | DFND |  | 1305022 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 23542500 | 27375000 | PRN |  | DFND |  | 27375000 | 0 | 0 |
| SNAP INC | NOTE 5/0 | 83304AAF3 |  | 69374 | 75000 | PRN |  | DFND |  | 75000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AD1 |  | 29924324 | 19092000 | PRN |  | DFND |  | 19092000 | 0 | 0 |
| SOLARIUS CAPITAL ACQU CORP | *W EXP 07/10/203 | G82617112 |  | 21880 | 113370 | SH |  | DFND |  | 113370 | 0 | 0 |
| SOLARIUS CAPITAL ACQU CORP | SHS CL A | G82617104 | BBG01VL04V03 | 2258330 | 226740 | SH |  | DFND |  | 226740 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | RIGHT 99/99/9999 | G82745137 | BBG01TZ066K4 | 332500 | 1750000 | SH |  | DFND |  | 1750000 | 0 | 0 |
| SOULPOWER ACQUISITION CORP | USD CL A ORD SHS | G82745103 | BBG01T4P0J49 | 13154622 | 1305022 | SH |  | DFND |  | 1305022 | 0 | 0 |
| SPARK I ACQUISITION CORP | *W EXP 10/01/203 | G8316B118 |  | 161221 | 292331 | SH |  | DFND |  | 292331 | 0 | 0 |
| SPARK I ACQUISITION CORP | ORD SHS | G8316B100 | BBG01HCZC8S9 | 7373408 | 633999 | SH |  | DFND |  | 633999 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 3727000 | 4000000 | PRN |  | DFND |  | 4000000 | 0 | 0 |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | BBG001SKF1N8 | 35902323 | 930112 | SH |  | DFND |  | 930112 | 0 | 0 |
| SPRING VALLEY ACQUISTN CORP | *W EXP 02/25/202 | G83752116 |  | 298403 | 229541 | SH |  | DFND |  | 229541 | 0 | 0 |
| SPRING VALLEY ACQUISTN CORP | RIGHT 02/25/2026 | G83752132 | BBG01B8BLJB4 | 230414 | 459084 | SH |  | DFND |  | 459084 | 0 | 0 |
| SPRING VY ACQUISITION CORP I | UNIT 09/04/2030 | G8377R127 | BBG01WK0K397 | 13520000 | 1300000 | SH |  | DFND |  | 1300000 | 0 | 0 |
| SPROTT FOCUS TR INC | COM | 85208J109 | BBG001S5RF39 | 1162506 | 140061 | SH |  | DFND |  | 140061 | 0 | 0 |
| SRH TOTAL RETURN FUND INC | COM | 101507101 | BBG001SKK3J3 | 4118447 | 227162 | SH |  | DFND |  | 227162 | 0 | 0 |
| STAAR SURGICAL CO | COM PAR $0.01 | 852312305 | BBG001S6MC39 | 16941535 | 630500 | SH |  | DFND |  | 630500 | 0 | 0 |
| STEELCASE INC | CL A | 858155203 | BBG001S89FD2 | 23885004 | 1388663 | SH |  | DFND |  | 1388663 | 0 | 0 |
| STELLAR V CAP CORP | *W EXP 10/15/202 | G8475V111 |  | 195174 | 548087 | SH |  | DFND |  | 548087 | 0 | 0 |
| STELLAR V CAP CORP | SHS CL A | G8475V103 | BBG01R413V55 | 11290592 | 1096174 | SH |  | DFND |  | 1096174 | 0 | 0 |
| STONEBRIDGE ACQUISITION II C | UNIT 09/09/2030 | G85096124 | BBG01TVDP512 | 3738750 | 375000 | SH |  | DFND |  | 375000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 18128244 | 17725000 | PRN |  | DFND |  | 17725000 | 0 | 0 |
| SURMODICS INC | COM | 868873100 | BBG001SBL623 | 4456181 | 149086 | SH |  | DFND |  | 149086 | 0 | 0 |
| TALON CAP CORP | UNIT 08/27/2030 | G86652115 | BBG01WSV5NK1 | 11616906 | 1158216 | SH |  | DFND |  | 1158216 | 0 | 0 |
| TAVIA ACQUISITION CORP | RIGHT 11/26/2029 | G86880146 | BBG01RBB4WP0 | 208905 | 950000 | SH |  | DFND |  | 950000 | 0 | 0 |
| TAVIA ACQUISITION CORP | SHS | G86880104 | BBG01R71VKC7 | 7126969 | 688596 | SH |  | DFND |  | 688596 | 0 | 0 |
| TECK RESOURCES LTD | CL B | 878742204 | BBG001S60LH8 | 11374313 | 259155 | SH |  | DFND |  | 259155 | 0 | 0 |
| TEGNA INC | COM | 87901J105 | BBG001S5RHD4 | 11501391 | 566571 | SH |  | DFND |  | 566571 | 0 | 0 |
| TEMPLETON EMERGING MKTS FD | COM | 880191101 | BBG001S5QVH0 | 1450182 | 87098 | SH |  | DFND |  | 87098 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | *W EXP 04/23/203 | G8772L113 |  | 701305 | 667846 | SH |  | DFND |  | 667846 | 0 | 0 |
| TEXAS VENTURES ACQUISITION I | USD CL A ORD SHS | G8772L105 | BBG01S7MDSY8 | 13994761 | 1313692 | SH |  | DFND |  | 1313692 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | CL A | G87890102 | BBG01SWD35B6 | 6709799 | 668973 | SH |  | DFND |  | 668973 | 0 | 0 |
| THAYER VENTURES ACQ CORP II | RIGHT 05/15/2030 | G87890110 | BBG01VW6HJ01 | 160236 | 890200 | SH |  | DFND |  | 890200 | 0 | 0 |
| THE ODP CORP | COM | 88337F105 | BBG00R24W7Y1 | 5020241 | 180260 | SH |  | DFND |  | 180260 | 0 | 0 |
| TITAN ACQUISITION CORP | *W EXP 05/16/203 | G8901A111 |  | 230454 | 851956 | SH |  | DFND |  | 851956 | 0 | 0 |
| TITAN ACQUISITION CORP | CL A | G8901A103 | BBG01SSLTTL2 | 16869149 | 1666912 | SH |  | DFND |  | 1666912 | 0 | 0 |
| TOURMALINE BIO INC | COM | 89157D105 | BBG00NX995T1 | 17925967 | 374785 | SH |  | DFND |  | 374785 | 0 | 0 |
| TRAILBLAZER ACQUISITION CORP | UNIT 08/21/2030 | G9009S129 | BBG01W345RL8 | 10250000 | 1000000 | SH |  | DFND |  | 1000000 | 0 | 0 |
| TRAILBLAZER MERGER CORP I | CL A | 89278D109 | BBG018LSVK98 | 5100147 | 435910 | SH |  | DFND |  | 435910 | 0 | 0 |
| TRAILBLAZER MERGER CORP I | RIGHT 04/21/2028 | 89278D125 | BBG01GM7Q0B2 | 134691 | 538763 | SH |  | DFND |  | 538763 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | *W EXP 12/18/202 | G9008W113 |  | 159498 | 549992 | SH |  | DFND |  | 549992 | 0 | 0 |
| TRANSLATIONAL DEV ACQUISITIO | COM CL A | G9008W105 | BBG01S83YTY4 | 11342866 | 1096989 | SH |  | DFND |  | 1096989 | 0 | 0 |
| TRANSOCEAN INC | DEB 4.625% 9/3 | 893830BW8 |  | 42765450 | 36150000 | PRN |  | DFND |  | 36150000 | 0 | 0 |
| TXNM ENERGY INC | COM | 69349H107 | BBG001S5V9J1 | 59213901 | 1047107 | SH |  | DFND |  | 1047107 | 0 | 0 |
| UY SCUTI ACQUISITION CORP. | ORD SHS | G93Y0A104 | BBG01SNGDVP6 | 1344829 | 131588 | SH |  | DFND |  | 131588 | 0 | 0 |
| UY SCUTI ACQUISITION CORP. | RIGHT 03/03/2030 | G93Y0A112 | BBG01V6F65V8 | 47250 | 175000 | SH |  | DFND |  | 175000 | 0 | 0 |
| VENDOME ACQUISITION CORP I | *W EXP 02/18/202 | G9580A117 |  | 100000 | 499998 | SH |  | DFND |  | 499998 | 0 | 0 |
| VENDOME ACQUISITION CORP I | COM CL A | G9580A109 | BBG01VS59080 | 9929980 | 999998 | SH |  | DFND |  | 999998 | 0 | 0 |
| VERINT SYS INC | COM | 92343X100 | BBG001S6V8N6 | 8773434 | 433256 | SH |  | DFND |  | 433256 | 0 | 0 |
| VERITEX HLDGS INC | COM | 923451108 | BBG001T6ZGF2 | 27272330 | 813371 | SH |  | DFND |  | 813371 | 0 | 0 |
| VERONA PHARMA PLC | SPONSORED ADS | 925050106 | BBG00GD4KBM0 | 54825250 | 513778 | SH |  | DFND |  | 513778 | 0 | 0 |
| VIMEO INC | COMMON STOCK | 92719V100 | BBG00ZNSSLJ8 | 17387644 | 2243567 | SH |  | DFND |  | 2243567 | 0 | 0 |
| VINE HILL CAP INVT CORP. | *W EXP 07/01/203 | G93Y09115 |  | 1091131 | 681957 | SH |  | DFND |  | 681957 | 0 | 0 |
| VINE HILL CAP INVT CORP. | ORD SHS CL A | G93Y09107 | BBG01NWVLP32 | 10331487 | 964658 | SH |  | DFND |  | 964658 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 9/1 | 928298AR9 |  | 19703992 | 21609000 | PRN |  | DFND |  | 21609000 | 0 | 0 |
| VITAL ENERGY INC | COM | 516806205 | BBG001T24DQ0 | 6282455 | 371963 | SH |  | DFND |  | 371963 | 0 | 0 |
| VOYAGER ACQUISITION CORP | *W EXP 05/16/203 | G93A7H112 |  | 180818 | 1063637 | SH |  | DFND |  | 1063637 | 0 | 0 |
| VOYAGER ACQUISITION CORP | CL A | G93A7H104 | BBG01Q2PBDY5 | 14842102 | 1418939 | SH |  | DFND |  | 1418939 | 0 | 0 |
| VSEE HEALTH INC | *W EXP 99/99/999 | 92919Y110 |  | 813 | 48112 | SH |  | DFND |  | 48112 | 0 | 0 |
| WEBULL CORP | ORD SHS | G9572D103 | BBG01TF8MJF9 | 2160375 | 146070 | SH |  | DFND |  | 146070 | 0 | 0 |
| WEN ACQUISITION CORP | *W EXP 99/99/999 | G9R39C111 |  | 187971 | 335663 | SH |  | DFND |  | 335663 | 0 | 0 |
| WEN ACQUISITION CORP | COM CL A | G9R39C103 | BBG01V2FJC89 | 6800532 | 671326 | SH |  | DFND |  | 671326 | 0 | 0 |
| WILLOW LANE ACQUISITION CORP | *W EXP 10/31/203 | G9675P110 |  | 1500503 | 533987 | SH |  | DFND |  | 533987 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | RIGHT 99/99/9999 | G9717M117 | BBG01TR9F3M9 | 18141 | 113381 | SH |  | DFND |  | 113381 | 0 | 0 |
| WINTERGREEN ACQUISITION CORP | SHS | G9717M109 | BBG01TR9DK70 | 857142 | 85203 | SH |  | DFND |  | 85203 | 0 | 0 |
| WISDOMTREE INC | NOTE 3.250% 8/1 | 97717PAH7 |  | 41360800 | 31525000 | PRN |  | DFND |  | 31525000 | 0 | 0 |
| WNS HLDGS LTD | COM SHS | G98196101 | BBG01M1K52F8 | 50860192 | 666844 | SH |  | DFND |  | 666844 | 0 | 0 |
| WORLD KINECT CORPORATION | NOTE 3.250% 7/0 | 98149GAB6 |  | 34862664 | 31595000 | PRN |  | DFND |  | 31595000 | 0 | 0 |
| XAI OCTAGN FLT RAT  ALT INM | COM | 98400T106 | BBG00HMS4SD6 | 255678 | 48378 | SH |  | DFND |  | 48378 | 0 | 0 |
| YHN ACQUISITION I LTD | RIGHT 08/15/2029 | G1514D127 | BBG01QNRLJK9 | 82250 | 535136 | SH |  | DFND |  | 535136 | 0 | 0 |
| YHN ACQUISITION I LTD | SHS | G1514D101 | BBG01QNRLH05 | 3430442 | 328272 | SH |  | DFND |  | 328272 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | *W EXP 06/06/203 | G98659124 |  | 120534 | 101289 | SH |  | DFND |  | 101289 | 0 | 0 |
| YORKVILLE ACQUISITION CORP. | SHS CL A | G98659116 | BBG01TJCZB96 | 3239222 | 303867 | SH |  | DFND |  | 303867 | 0 | 0 |
| ZIMVIE INC | COM | 98888T107 | BBG014630596 | 3360979 | 177454 | SH |  | DFND |  | 177454 | 0 | 0 |

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