# EDGAR Filing Document

**Accession Number:** 0001132716
**File Stem:** 0001132716-23-000004
**Filing Date:** 2023-2
**Character Count:** 69447
**Document Hash:** 568f9e0f6dad5ef0f11ee3206d5d5d88
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001132716-23-000004.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001132716-23-000004

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** UBS OCONNOR LLC
- **CENTRAL INDEX KEY:** 0001132716
- **IRS NUMBER:** 061569842
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-06327
- **FILM NUMBER:** 23624941

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NORTH WACKER DRIVE 31ST FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3125256000

**MAIL ADDRESS:**
- **STREET 1:** ONE NORTH WACKER DRIVE 31ST FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

### FORM 13F COVER PAGE

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

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

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

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** UBS OCONNOR LLC<br>**Address:** ONE NORTH WACKER DRIVE 31ST FLOOR<br>CHICAGO, IL 60606

**Form 13F File Number:** 028-06327

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:** Charles Mathys<br>**Title:** Chief Compliance Officer<br>**Phone:** 3125254114

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

Charles Mathys  Chicago, IL  02-14-2023<br>[Signature]  [City, State]  [Date]

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

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

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

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

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 745

**Form 13F Information Table Value Total:** $3388921000

      (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.]

**NONE**

### 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 |
| ADT INC | COM | 00090Q103 |  | 59000 | 90300 | SH | Put | DFND |  | 90300 | 0 | 0 |
| ADT INC | COM | 00090Q103 |  | 2233000 | 246182 | SH |  | DFND |  | 246182 | 0 | 0 |
| AES CORP | COM | 00130H105 |  | 12176000 | 423373 | SH |  | DFND |  | 423373 | 0 | 0 |
| AMCI ACQ | CLASS | 00166R100 |  | 7075000 | 708931 | SH |  | DFND |  | 708931 | 0 | 0 |
| ABBVIE I | COM | 00287Y109 |  | 2764000 | 17102 | SH |  | DFND |  | 17102 | 0 | 0 |
| ACCEL EN | COMCL | 00436Q106 |  | 2913000 | 378313 | SH |  | DFND |  | 378313 | 0 | 0 |
| ACCRETIO | COM | 00438Y107 |  | 2390000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| ACCRETIO | RIGHT | 00438Y123 |  | 8000 | 101089 | SH |  | DFND |  | 101089 | 0 | 0 |
| ACHARI V | COM | 00444X101 |  | 2507000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| ACLARIS | COM | 00461U105 |  | 2121000 | 134693 | SH |  | DFND |  | 134693 | 0 | 0 |
| ACORDA T | NOTE6 | 00484MAC0 |  | 20962000 | 30000000 | PRN |  | DFND |  | 30000000 | 0 | 0 |
| ACROPOLI | CLA | 005029103 |  | 5613000 | 565295 | SH |  | DFND |  | 565295 | 0 | 0 |
| ACUMEN P | COM | 00509G209 |  | 289000 | 53436 | SH |  | DFND |  | 53436 | 0 | 0 |
| ADAPTIVE | COM | 00650F109 |  | 1170000 | 153082 | SH |  | DFND |  | 153082 | 0 | 0 |
| ADARA AC | *WEXP | 00653H110 |  | 8000 | 119417 | SH |  | DFND |  | 119417 | 0 | 0 |
| AECOM | COM | 00766T100 |  | 2734000 | 32188 | SH |  | DFND |  | 32188 | 0 | 0 |
| AEQUI AC | *WEXP | 00775W110 |  | 7000 | 158411 | SH |  | DFND |  | 158411 | 0 | 0 |
| AETHERIU | CLASS | 00809J101 |  | 2046000 | 201057 | SH |  | DFND |  | 201057 | 0 | 0 |
| AFFIRM H | COM | 00827B106 |  | 165000 | 60000 | SH | Put | DFND |  | 60000 | 0 | 0 |
| AFFIRM H | NOTE1 | 00827BAB2 |  | 16800000 | 30000000 | PRN |  | DFND |  | 30000000 | 0 | 0 |
| AGENUS I | COMNE | 00847G705 |  | 2923000 | 1218003 | SH |  | DFND |  | 1218003 | 0 | 0 |
| AGIOS PH | COM | 00847X104 |  | 1404000 | 50000 | SH |  | DFND |  | 50000 | 0 | 0 |
| AGREE RL | COM | 008492100 |  | 6554000 | 92400 | SH |  | DFND |  | 92400 | 0 | 0 |
| AKOUSTIS | COM | 00973N102 |  | 282000 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| ALBEMARL | COM | 012653101 |  | 1311000 | 6046 | SH |  | DFND |  | 6046 | 0 | 0 |
| ALEXANDR | COM | 015271109 |  | 3507000 | 24072 | SH |  | DFND |  | 24072 | 0 | 0 |
| ALIGN TE | COM | 016255101 |  | 2336000 | 11074 | SH |  | DFND |  | 11074 | 0 | 0 |
| ALPHA HE | CLASS | 02073F104 |  | 14702000 | 1485000 | SH |  | DFND |  | 1485000 | 0 | 0 |
| ALPINE A | COM | 02083L109 |  | 1480000 | 141786 | SH |  | DFND |  | 141786 | 0 | 0 |
| ALTC ACQ | COMCL | 02156V109 |  | 4688000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| ALTITUDE | *WEXP | 02156Y111 |  | 13000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| ALTENERG | COMCL | 02157M108 |  | 4835000 | 472622 | SH |  | DFND |  | 472622 | 0 | 0 |
| ALTRA IN | COM | 02208R106 |  | 64621000 | 1081522 | SH |  | DFND |  | 1081522 | 0 | 0 |
| ALTUS PO | COMCL | 02217A102 |  | 515000 | 79001 | SH |  | DFND |  | 79001 | 0 | 0 |
| AMERICAN | COM | 02376R102 |  | 17466000 | 17763700 | SH | Put | DFND |  | 17763700 | 0 | 0 |
| AMERICAN | COM | 02376R102 |  | 2978000 | 234100 | SH |  | DFND |  | 234100 | 0 | 0 |
| AMERICAN | CLA | 02665T306 |  | 3116000 | 103398 | SH |  | DFND |  | 103398 | 0 | 0 |
| AMERICOL | COM | 03064D108 |  | 1269000 | 44808 | SH |  | DFND |  | 44808 | 0 | 0 |
| AMRYT PH | SPONS | 03217L106 |  | 14600000 | 2000000 | SH |  | DFND |  | 2000000 | 0 | 0 |
| ANAPTYSB | COM | 032724106 |  | 3005000 | 96980 | SH |  | DFND |  | 96980 | 0 | 0 |
| ANNALY C | COMNE | 035710839 |  | 1212000 | 57487 | SH |  | DFND |  | 57487 | 0 | 0 |
| ANNEXON | COM | 03589W102 |  | 822000 | 158959 | SH |  | DFND |  | 158959 | 0 | 0 |
| ANTERO R | COM | 03674X106 |  | 1596000 | 51514 | SH |  | DFND |  | 51514 | 0 | 0 |
| ANZU SPE | COMCL | 03737A101 |  | 4278000 | 423516 | SH |  | DFND |  | 423516 | 0 | 0 |
| APA CORP | COM | 03743Q108 |  | 8262000 | 176983 | SH |  | DFND |  | 176983 | 0 | 0 |
| APEIRON | CLACO | 03752A101 |  | 2909000 | 283573 | SH |  | DFND |  | 283573 | 0 | 0 |
| APPLIED | NOTE5 | 03823UAB8 |  | 10649000 | 15000000 | PRN |  | DFND |  | 15000000 | 0 | 0 |
| APPRECIA | *WEXP | 03832J114 |  | 9000 | 237619 | SH |  | DFND |  | 237619 | 0 | 0 |
| ARBOR RE | COM | 038923108 |  | 5775000 | 437850 | SH |  | DFND |  | 437850 | 0 | 0 |
| ARCUS BI | COM | 03969F109 |  | 171000 | 38000 | SH | Put | DFND |  | 38000 | 0 | 0 |
| ARCUS BI | COM | 03969F109 |  | 555000 | 26825 | SH |  | DFND |  | 26825 | 0 | 0 |
| ARMADA A | COM | 04208V103 |  | 3375000 | 330834 | SH |  | DFND |  | 330834 | 0 | 0 |
| AROGO CA | CLASS | 042644104 |  | 2349000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| ARTEMIS | COMCL | 04303A103 |  | 3875000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| ASTRAZEN | SPONS | 046353108 |  | 2105000 | 31048 | SH |  | DFND |  | 31048 | 0 | 0 |
| ATLANTIC | CLASS | 048453104 |  | 929000 | 92674 | SH |  | DFND |  | 92674 | 0 | 0 |
| ATRICURE | COM | 04963C209 |  | 2117000 | 47700 | SH |  | DFND |  | 47700 | 0 | 0 |
| AUTOLUS | SPONA | 05280R100 |  | 1370000 | 720960 | SH |  | DFND |  | 720960 | 0 | 0 |
| AVALON A | CLASS | 05338E101 |  | 2422000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| AVALONBA | COM | 053484101 |  | 3557000 | 22024 | SH |  | DFND |  | 22024 | 0 | 0 |
| AVANTOR | COM | 05352A100 |  | 4237000 | 200889 | SH |  | DFND |  | 200889 | 0 | 0 |
| AXOGEN I | COM | 05463X106 |  | 2264000 | 226870 | SH |  | DFND |  | 226870 | 0 | 0 |
| AXSOME T | COM | 05464T104 |  | 809000 | 10491 | SH |  | DFND |  | 10491 | 0 | 0 |
| AXONICS | COM | 05465P101 |  | 3352000 | 53602 | SH |  | DFND |  | 53602 | 0 | 0 |
| AXONPRIM | CLASS | 05467C108 |  | 2339000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| AZEK CO | CLA | 05478C105 |  | 2953000 | 145339 | SH |  | DFND |  | 145339 | 0 | 0 |
| B RILEY | CLASS | 05602L104 |  | 1631000 | 163565 | SH |  | DFND |  | 163565 | 0 | 0 |
| BANDWIDT | NOTE0 | 05988JAD5 |  | 21612000 | 35000000 | PRN |  | DFND |  | 35000000 | 0 | 0 |
| BANYAN A | CLACO | 06690B107 |  | 2366000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| BAXTER I | COM | 071813109 |  | 1000 | 14200 | SH | Call | DFND |  | 14200 | 0 | 0 |
| BAXTER I | COM | 071813109 |  | 2688000 | 52730 | SH |  | DFND |  | 52730 | 0 | 0 |
| BEARD EN | CLACO | 07402Q101 |  | 4958000 | 486541 | SH |  | DFND |  | 486541 | 0 | 0 |
| BECTON D | COM | 075887109 |  | 3171000 | 12468 | SH |  | DFND |  | 12468 | 0 | 0 |
| BED BATH | COM | 075896100 |  | 1645000 | 325700 | SH | Put | DFND |  | 325700 | 0 | 0 |
| BELLUS H | COMNE | 07987C204 |  | 2172000 | 264249 | SH |  | DFND |  | 264249 | 0 | 0 |
| BELONG A | CLASS | 08069M102 |  | 1426000 | 144185 | SH |  | DFND |  | 144185 | 0 | 0 |
| BELONG A | *WEXP | 08069M110 |  | 9000 | 72094 | SH |  | DFND |  | 72094 | 0 | 0 |
| BEYOND M | NOTE3 | 08862EAB5 |  | 7650000 | 30000000 | PRN |  | DFND |  | 30000000 | 0 | 0 |
| BICYCLE | SPONS | 088786108 |  | 2377000 | 80304 | SH |  | DFND |  | 80304 | 0 | 0 |
| BILANDER | CLACO | 09001T106 |  | 11365000 | 1149136 | SH |  | DFND |  | 1149136 | 0 | 0 |
| BIOCRYST | COM | 09058V103 |  | 2813000 | 245013 | SH |  | DFND |  | 245013 | 0 | 0 |
| BIOGEN I | COM | 09062X103 |  | 1956000 | 7065 | SH |  | DFND |  | 7065 | 0 | 0 |
| BIOATLA | COM | 09077B104 |  | 1783000 | 216125 | SH |  | DFND |  | 216125 | 0 | 0 |
| BLACK MO | CLACO | 09216A108 |  | 4339000 | 425359 | SH |  | DFND |  | 425359 | 0 | 0 |
| BLUEPRIN | COM | 09627Y109 |  | 1823000 | 41606 | SH |  | DFND |  | 41606 | 0 | 0 |
| BOOKING | COM | 09857L108 |  | 3779000 | 1875 | SH |  | DFND |  | 1875 | 0 | 0 |
| BOSTON S | COM | 101137107 |  | 2583000 | 55817 | SH |  | DFND |  | 55817 | 0 | 0 |
| BRANDYWI | SHBEN | 105368203 |  | 2486000 | 404171 | SH |  | DFND |  | 404171 | 0 | 0 |
| BRIXMOR | COM | 11120U105 |  | 4257000 | 187766 | SH |  | DFND |  | 187766 | 0 | 0 |
| BUILD AC | COMCL | 12008J105 |  | 4585000 | 457564 | SH |  | DFND |  | 457564 | 0 | 0 |
| BURTECH | CLASS | 123013104 |  | 2825000 | 278023 | SH |  | DFND |  | 278023 | 0 | 0 |
| CF ACQUI | COMCL | 12520T102 |  | 5681000 | 559182 | SH |  | DFND |  | 559182 | 0 | 0 |
| CF ACQUI | CLASS | 12521H107 |  | 3781000 | 370698 | SH |  | DFND |  | 370698 | 0 | 0 |
| CF INDS | COM | 125269100 |  | 3161000 | 37096 | SH |  | DFND |  | 37096 | 0 | 0 |
| CIIG CAP | COMCL | 12561U109 |  | 5779000 | 567145 | SH |  | DFND |  | 567145 | 0 | 0 |
| CME GROU | COM | 12572Q105 |  | 2691000 | 16000 | SH |  | DFND |  | 16000 | 0 | 0 |
| CALIFORN | COMST | 13057Q305 |  | 772000 | 17736 | SH |  | DFND |  | 17736 | 0 | 0 |
| CALLON P | COM | 13123X508 |  | 80000 | 78700 | SH | Put | DFND |  | 78700 | 0 | 0 |
| CAMDEN P | SHBEN | 133131102 |  | 5645000 | 50453 | SH |  | DFND |  | 50453 | 0 | 0 |
| CANADIAN | COM | 136635109 |  | 2139000 | 69219 | SH |  | DFND |  | 69219 | 0 | 0 |
| CARDIOVA | COM | 141619106 |  | 831000 | 61040 | SH |  | DFND |  | 61040 | 0 | 0 |
| CARNEY T | CLACO | 143636108 |  | 3959000 | 386583 | SH |  | DFND |  | 386583 | 0 | 0 |
| CARNEY T | *WEXP | 143636116 |  | 11000 | 158412 | SH |  | DFND |  | 158412 | 0 | 0 |
| CARNIVAL | COM | 143658300 |  | 973000 | 1226000 | SH | Put | DFND |  | 1226000 | 0 | 0 |
| CARNIVAL | COMMO | 143658300 |  | 499000 | 61850 | SH |  | DFND |  | 61850 | 0 | 0 |
| CARRIER | COM | 14448C104 |  | 6084000 | 147492 | SH |  | DFND |  | 147492 | 0 | 0 |
| CATALENT | COM | 148806102 |  | 1069000 | 23749 | SH |  | DFND |  | 23749 | 0 | 0 |
| CATERPIL | COM | 149123101 |  | 7851000 | 32771 | SH |  | DFND |  | 32771 | 0 | 0 |
| CERENCE | NOTE3 | 156727AB5 |  | 13800000 | 15000000 | PRN |  | DFND |  | 15000000 | 0 | 0 |
| CHARLES | COM | 159864107 |  | 1345000 | 6174 | SH |  | DFND |  | 6174 | 0 | 0 |
| CHART IN | COM | 16115Q308 |  | 1211000 | 10513 | SH |  | DFND |  | 10513 | 0 | 0 |
| CHEESECA | NOTE0 | 163072AA9 |  | 10281000 | 12500000 | PRN |  | DFND |  | 12500000 | 0 | 0 |
| CHEGG IN | NOTE9 | 163092AF6 |  | 7850000 | 10000000 | PRN |  | DFND |  | 10000000 | 0 | 0 |
| CHEMOURS | COM | 163851108 |  | 4182000 | 136570 | SH |  | DFND |  | 136570 | 0 | 0 |
| CHOICE H | COM | 169905106 |  | 8031000 | 71295 | SH |  | DFND |  | 71295 | 0 | 0 |
| CHURCHIL | COMCL | 17143W101 |  | 7890000 | 789360 | SH |  | DFND |  | 789360 | 0 | 0 |
| CHURCHIL | *WEXP | 17143W119 |  | 5000 | 95077 | SH |  | DFND |  | 95077 | 0 | 0 |
| CHURCHIL | COMCL | 17144M102 |  | 9395000 | 942293 | SH |  | DFND |  | 942293 | 0 | 0 |
| CHURCHIL | *WEXP | 17144M110 |  | 9000 | 199847 | SH |  | DFND |  | 199847 | 0 | 0 |
| CHURCHIL | COMCL | 17144T107 |  | 4983000 | 501339 | SH |  | DFND |  | 501339 | 0 | 0 |
| CLEAN EA | CLASS | 184493104 |  | 2298000 | 227558 | SH |  | DFND |  | 227558 | 0 | 0 |
| COLOMBIE | CLA | 19533H108 |  | 4698000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| CONCORD | COMCL | 20607U108 |  | 1793000 | 180304 | SH |  | DFND |  | 180304 | 0 | 0 |
| CONCORD | COMCL | 20607V106 |  | 3371000 | 330834 | SH |  | DFND |  | 330834 | 0 | 0 |
| CONNECT | ADS | 207523101 |  | 493000 | 567589 | SH |  | DFND |  | 567589 | 0 | 0 |
| CONOCOPH | COM | 20825C104 |  | 4559000 | 38634 | SH |  | DFND |  | 38634 | 0 | 0 |
| CONSOLID | COM | 209115104 |  | 4388000 | 46039 | SH |  | DFND |  | 46039 | 0 | 0 |
| CONX COR | *WEXP | 212873111 |  | 78000 | 470613 | SH |  | DFND |  | 470613 | 0 | 0 |
| CONYERS | CLASS | 21289P102 |  | 29001000 | 2932368 | SH |  | DFND |  | 2932368 | 0 | 0 |
| CONYERS | *WEXP | 21289P110 |  | 178000 | 1002144 | SH |  | DFND |  | 1002144 | 0 | 0 |
| CRACKER | NOTE0 | 22410JAB2 |  | 11970000 | 14000000 | PRN |  | DFND |  | 14000000 | 0 | 0 |
| CRINETIC | COM | 22663K107 |  | 2057000 | 112421 | SH |  | DFND |  | 112421 | 0 | 0 |
| CRIXUS B | CLASS | 22677T102 |  | 818000 | 81132 | SH |  | DFND |  | 81132 | 0 | 0 |
| CROWN CA | COM | 22822V101 |  | 6498000 | 47906 | SH |  | DFND |  | 47906 | 0 | 0 |
| CROWN HL | COM | 228368106 |  | 4231000 | 51467 | SH |  | DFND |  | 51467 | 0 | 0 |
| CUBESMAR | COM | 229663109 |  | 4593000 | 114109 | SH |  | DFND |  | 114109 | 0 | 0 |
| CUMMINS | COM | 231021106 |  | 6874000 | 28371 | SH |  | DFND |  | 28371 | 0 | 0 |
| CYTOMX T | COM | 23284F105 |  | 313000 | 195388 | SH |  | DFND |  | 195388 | 0 | 0 |
| D AND Z | COMCL | 23305Q106 |  | 2609000 | 260886 | SH |  | DFND |  | 260886 | 0 | 0 |
| D AND Z | *WEXP | 23305Q114 |  | 5000 | 88913 | SH |  | DFND |  | 88913 | 0 | 0 |
| DMY TECH | CLACO | 233247105 |  | 6960000 | 692581 | SH |  | DFND |  | 692581 | 0 | 0 |
| D R HORT | COM | 23331A109 |  | 739000 | 8295 | SH |  | DFND |  | 8295 | 0 | 0 |
| DTRT HEA | COMCL | 23344T103 |  | 2490000 | 240341 | SH |  | DFND |  | 240341 | 0 | 0 |
| DTRT HEA | *WEXP | 23344T111 |  | 53000 | 190798 | SH |  | DFND |  | 190798 | 0 | 0 |
| DAY ONE | COM | 23954D109 |  | 946000 | 43936 | SH |  | DFND |  | 43936 | 0 | 0 |
| DECIBEL | COM | 24343R106 |  | 385000 | 187966 | SH |  | DFND |  | 187966 | 0 | 0 |
| DECIPHER | COM | 24344T101 |  | 779000 | 47500 | SH |  | DFND |  | 47500 | 0 | 0 |
| DELTA AI | COM | 247361702 |  | 249000 | 28200 | SH | Put | DFND |  | 28200 | 0 | 0 |
| DELTA AI | COMNE | 247361702 |  | 3446000 | 104855 | SH |  | DFND |  | 104855 | 0 | 0 |
| DENBURY | COM | 24790A101 |  | 1789000 | 20561 | SH |  | DFND |  | 20561 | 0 | 0 |
| DEVON EN | COM | 25179M103 |  | 3722000 | 60504 | SH |  | DFND |  | 60504 | 0 | 0 |
| DIAMONDH | CLA | 25278L105 |  | 6990000 | 694865 | SH |  | DFND |  | 694865 | 0 | 0 |
| DIGITAL | CLASS | 25401K107 |  | 3242000 | 322718 | SH |  | DFND |  | 322718 | 0 | 0 |
| DIGITALO | COM | 25402D102 |  | 111000 | 50000 | SH | Put | DFND |  | 50000 | 0 | 0 |
| DIGITALO | NOTE1 | 25402DAB8 |  | 7550000 | 10000000 | PRN |  | DFND |  | 10000000 | 0 | 0 |
| DIRECT S | CLACO | 25460L103 |  | 2451000 | 238161 | SH |  | DFND |  | 238161 | 0 | 0 |
| DISH NET | COM | 25470M109 |  | 1417000 | 62600 | SH | Put | DFND |  | 62600 | 0 | 0 |
| DISH NET | NOTE1 | 25470MAF6 |  | 32125000 | 50000000 | PRN |  | DFND |  | 50000000 | 0 | 0 |
| DOW INC | COM | 260557103 |  | 4344000 | 86207 | SH |  | DFND |  | 86207 | 0 | 0 |
| DRAFTKIN | NOTE3 | 26142RAB0 |  | 22940000 | 37000000 | PRN |  | DFND |  | 37000000 | 0 | 0 |
| DRAFTKIN | COM | 26142V105 |  | 596000 | 230000 | SH | Put | DFND |  | 230000 | 0 | 0 |
| DUPONT D | COM | 26614N102 |  | 8447000 | 123083 | SH |  | DFND |  | 123083 | 0 | 0 |
| DYCOM IN | COM | 267475101 |  | 1696000 | 18116 | SH |  | DFND |  | 18116 | 0 | 0 |
| DYNE THE | COM | 26818M108 |  | 2413000 | 208191 | SH |  | DFND |  | 208191 | 0 | 0 |
| EG ACQUI | COMCL | 26846A100 |  | 1877000 | 188312 | SH |  | DFND |  | 188312 | 0 | 0 |
| EQT CORP | COM | 26884L109 |  | 624000 | 18439 | SH |  | DFND |  | 18439 | 0 | 0 |
| EPR PPTY | COMSH | 26884U109 |  | 965000 | 25594 | SH |  | DFND |  | 25594 | 0 | 0 |
| EVO PMTS | CLACO | 26927E104 |  | 49879000 | 1473953 | SH |  | DFND |  | 1473953 | 0 | 0 |
| EASTGROU | COM | 277276101 |  | 6759000 | 45649 | SH |  | DFND |  | 45649 | 0 | 0 |
| EDGEWISE | COM | 28036F105 |  | 1222000 | 136636 | SH |  | DFND |  | 136636 | 0 | 0 |
| EIGER BI | COM | 28249U105 |  | 557000 | 472102 | SH |  | DFND |  | 472102 | 0 | 0 |
| 89BIO IN | COM | 282559103 |  | 1391000 | 109290 | SH |  | DFND |  | 109290 | 0 | 0 |
| ELANCO A | COM | 28414H103 |  | 489000 | 40000 | SH |  | DFND |  | 40000 | 0 | 0 |
| FTAC EME | CLASS | 29103K100 |  | 2321000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| ENPHASE | COM | 29355A107 |  | 415000 | 1565 | SH |  | DFND |  | 1565 | 0 | 0 |
| ENVVENO | COM | 29415J106 |  | 863000 | 169152 | SH |  | DFND |  | 169152 | 0 | 0 |
| EPIPHANY | COMCL | 29429X109 |  | 2344000 | 234376 | SH |  | DFND |  | 234376 | 0 | 0 |
| EPIPHANY | *WEXP | 29429X117 |  | 0 | 89342 | SH |  | DFND |  | 89342 | 0 | 0 |
| EQUINIX | COM | 29444U700 |  | 970000 | 1481 | SH |  | DFND |  | 1481 | 0 | 0 |
| EQUITY L | COM | 29472R108 |  | 8167000 | 126420 | SH |  | DFND |  | 126420 | 0 | 0 |
| ESPERION | COM | 29664W105 |  | 158000 | 125000 | SH | Call | DFND |  | 125000 | 0 | 0 |
| ESPERION | COM | 29664W105 |  | 570000 | 91437 | SH |  | DFND |  | 91437 | 0 | 0 |
| ESSEX PP | COM | 297178105 |  | 5068000 | 23913 | SH |  | DFND |  | 23913 | 0 | 0 |
| EVEREST | CLACO | 29978K102 |  | 3318000 | 324361 | SH |  | DFND |  | 324361 | 0 | 0 |
| EVOLV TE | COMCL | 30049H102 |  | 3672000 | 1417864 | SH |  | DFND |  | 1417864 | 0 | 0 |
| EVOLV TE | *WEXP | 30049H110 |  | 307000 | 708885 | SH |  | DFND |  | 708885 | 0 | 0 |
| EXCELFIN | COMCL | 30069X102 |  | 4835000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| EXELON C | COM | 30161N101 |  | 4604000 | 106497 | SH |  | DFND |  | 106497 | 0 | 0 |
| EXPEDIA | COM | 30212P303 |  | 711000 | 13500 | SH | Put | DFND |  | 13500 | 0 | 0 |
| EXPEDIA | COMNE | 30212P303 |  | 526000 | 6000 | SH |  | DFND |  | 6000 | 0 | 0 |
| EXTRA SP | COM | 30225T102 |  | 1410000 | 9581 | SH |  | DFND |  | 9581 | 0 | 0 |
| FTAC PAR | CLASS | 30319B108 |  | 2591000 | 258287 | SH |  | DFND |  | 258287 | 0 | 0 |
| FTAC ZEU | CLASS | 30320F106 |  | 5248000 | 519603 | SH |  | DFND |  | 519603 | 0 | 0 |
| FG MERGE | COMMO | 30324Y101 |  | 2437000 | 227558 | SH |  | DFND |  | 227558 | 0 | 0 |
| FAST ACQ | CLA | 311874101 |  | 3882000 | 387780 | SH |  | DFND |  | 387780 | 0 | 0 |
| FASTLY I | NOTE3 | 31188VAB6 |  | 25200000 | 35000000 | PRN |  | DFND |  | 35000000 | 0 | 0 |
| FINSERV | COMCL | 31809Y103 |  | 12311000 | 1225001 | SH |  | DFND |  | 1225001 | 0 | 0 |
| FINSERV | *WEXP | 31809Y111 |  | 2000 | 306249 | SH |  | DFND |  | 306249 | 0 | 0 |
| FINTECH | CLASS | 318136108 |  | 2422000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| FIRST AM | COM | 31847R102 |  | 1743000 | 33311 | SH |  | DFND |  | 33311 | 0 | 0 |
| FIRST IN | COM | 32054K103 |  | 2472000 | 51214 | SH |  | DFND |  | 51214 | 0 | 0 |
| FIRST RE | CLASS | 336169107 |  | 3664000 | 364605 | SH |  | DFND |  | 364605 | 0 | 0 |
| FIRST SO | COM | 336433107 |  | 1996000 | 13322 | SH |  | DFND |  | 13322 | 0 | 0 |
| FIRSTENE | COM | 337932107 |  | 6188000 | 147545 | SH |  | DFND |  | 147545 | 0 | 0 |
| FLUOR CO | COM | 343412102 |  | 3874000 | 111777 | SH |  | DFND |  | 111777 | 0 | 0 |
| FOCUS IM | CLASS | 34417L109 |  | 3849000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| FORD MTR | COM | 345370860 |  | 316000 | 423500 | SH | Put | DFND |  | 423500 | 0 | 0 |
| FOREST R | CLA | 34619V103 |  | 3782000 | 376868 | SH |  | DFND |  | 376868 | 0 | 0 |
| FORUM ME | CLASS | 349875104 |  | 4498000 | 447591 | SH |  | DFND |  | 447591 | 0 | 0 |
| FUBOTV I | NOTE3 | 35953DAB0 |  | 14025000 | 30000000 | PRN |  | DFND |  | 30000000 | 0 | 0 |
| FUSION P | COM | 36118A100 |  | 600000 | 190501 | SH |  | DFND |  | 190501 | 0 | 0 |
| FUSION A | COMCL | 36118N102 |  | 7098000 | 706940 | SH |  | DFND |  | 706940 | 0 | 0 |
| G1 THERA | COM | 3621LQ109 |  | 893000 | 164374 | SH |  | DFND |  | 164374 | 0 | 0 |
| GX ACQUI | CLASS | 36260F105 |  | 2354000 | 235206 | SH |  | DFND |  | 235206 | 0 | 0 |
| GSR II M | CLASS | 36263W105 |  | 1847000 | 182046 | SH |  | DFND |  | 182046 | 0 | 0 |
| GE HEALT | COMMO | 36266G107 |  | 1541000 | 26400 | SH |  | DFND |  | 26400 | 0 | 0 |
| GENERAC | COM | 368736104 |  | 2414000 | 23979 | SH |  | DFND |  | 23979 | 0 | 0 |
| GLAUKOS | COM | 377322102 |  | 2019000 | 46227 | SH |  | DFND |  | 46227 | 0 | 0 |
| GSK PLC | SPONS | 37733W204 |  | 3963000 | 112777 | SH |  | DFND |  | 112777 | 0 | 0 |
| GOAL ACQ | *WEXP | 38021H115 |  | 14000 | 286766 | SH |  | DFND |  | 286766 | 0 | 0 |
| GOLDEN A | CLASS | 380799106 |  | 2289000 | 228536 | SH |  | DFND |  | 228536 | 0 | 0 |
| GOLDEN A | *WEXP | 380799114 |  | 1000 | 171364 | SH |  | DFND |  | 171364 | 0 | 0 |
| GOOD WKS | *WEXP | 38216G112 |  | 6000 | 72158 | SH |  | DFND |  | 72158 | 0 | 0 |
| GORES HO | CLASS | 38287A101 |  | 22983000 | 2316861 | SH |  | DFND |  | 2316861 | 0 | 0 |
| GRAF ACQ | COM | 384272100 |  | 3185000 | 320103 | SH |  | DFND |  | 320103 | 0 | 0 |
| HNR ACQU | COM | 40472A102 |  | 2328000 | 227558 | SH |  | DFND |  | 227558 | 0 | 0 |
| HALEON P | SPONA | 405552100 |  | 1841000 | 230154 | SH |  | DFND |  | 230154 | 0 | 0 |
| HALOZYME | COM | 40637H109 |  | 3262000 | 57337 | SH |  | DFND |  | 57337 | 0 | 0 |
| HARLEY D | COM | 412822108 |  | 575000 | 125000 | SH | Put | DFND |  | 125000 | 0 | 0 |
| HEALTHWE | CLASS | 42227R109 |  | 941000 | 94525 | SH |  | DFND |  | 94525 | 0 | 0 |
| HEARTLAN | CLACO | 42237V108 |  | 2827000 | 278023 | SH |  | DFND |  | 278023 | 0 | 0 |
| HEALTHPE | COM | 42250P103 |  | 4315000 | 172107 | SH |  | DFND |  | 172107 | 0 | 0 |
| HILLEVAX | COM | 43157M102 |  | 1328000 | 79367 | SH |  | DFND |  | 79367 | 0 | 0 |
| HILTON W | COM | 43300A203 |  | 9000 | 13500 | SH | Put | DFND |  | 13500 | 0 | 0 |
| HOME PLA | CLACO | 43734R103 |  | 20038000 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| HONEYWEL | COM | 438516106 |  | 12066000 | 56303 | SH |  | DFND |  | 56303 | 0 | 0 |
| HUDSON P | COM | 444097109 |  | 1026000 | 105446 | SH |  | DFND |  | 105446 | 0 | 0 |
| HUNT J B | COM | 445658107 |  | 11168000 | 64051 | SH |  | DFND |  | 64051 | 0 | 0 |
| HYATT HO | COM | 448579102 |  | 1000 | 17500 | SH | Put | DFND |  | 17500 | 0 | 0 |
| ISTAR IN | COM | 45031U101 |  | 190000 | 13900 | SH | Put | DFND |  | 13900 | 0 | 0 |
| IDEAYA B | COM | 45166A102 |  | 2100000 | 115570 | SH |  | DFND |  | 115570 | 0 | 0 |
| IMMUNOCO | ADS | 45258D105 |  | 2126000 | 37252 | SH |  | DFND |  | 37252 | 0 | 0 |
| IMMUNIC | COM | 4525EP101 |  | 770000 | 549888 | SH |  | DFND |  | 549888 | 0 | 0 |
| INCEPTIO | COMMO | 45333D104 |  | 2353000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| INDUSTRI | CLASS | 45635R108 |  | 2382000 | 233953 | SH |  | DFND |  | 233953 | 0 | 0 |
| INGERSOL | COM | 45687V106 |  | 7430000 | 142204 | SH |  | DFND |  | 142204 | 0 | 0 |
| INHIBRX | COM | 45720L107 |  | 2188000 | 88800 | SH |  | DFND |  | 88800 | 0 | 0 |
| INSMED I | COMPA | 457669307 |  | 3512000 | 175752 | SH |  | DFND |  | 175752 | 0 | 0 |
| INSPIRE | COM | 457730109 |  | 2342000 | 9300 | SH |  | DFND |  | 9300 | 0 | 0 |
| INOZYME | COM | 45790W108 |  | 148000 | 140623 | SH |  | DFND |  | 140623 | 0 | 0 |
| INTEGRAL | CLASS | 45827K101 |  | 2390000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| INTELLIG | CLASS | 45828D106 |  | 3887000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| INTERPRI | COMCL | 46064R106 |  | 6712000 | 660347 | SH |  | DFND |  | 660347 | 0 | 0 |
| INTERPRI | CLASS | 46064T102 |  | 5305000 | 517571 | SH |  | DFND |  | 517571 | 0 | 0 |
| INVESCO | COM | 46090E103 |  | 1627000 | 200000 | SH | Put | DFND |  | 200000 | 0 | 0 |
| INVITATI | COM | 46187W107 |  | 3204000 | 108097 | SH |  | DFND |  | 108097 | 0 | 0 |
| IONIS PH | COM | 462222100 |  | 2960000 | 78370 | SH |  | DFND |  | 78370 | 0 | 0 |
| IOVANCE | COM | 462260100 |  | 1364000 | 213535 | SH |  | DFND |  | 213535 | 0 | 0 |
| IQVIA HL | COM | 46266C105 |  | 653000 | 3185 | SH |  | DFND |  | 3185 | 0 | 0 |
| ISHARES | COM | 464288513 |  | 489000 | 300000 | SH | Put | DFND |  | 300000 | 0 | 0 |
| ITEOS TH | COM | 46565G104 |  | 1211000 | 62000 | SH |  | DFND |  | 62000 | 0 | 0 |
| JACKSON | COMCL | 46653C106 |  | 7051000 | 695058 | SH |  | DFND |  | 695058 | 0 | 0 |
| JACKSON | *WEXP | 46653C114 |  | 3000 | 302018 | SH |  | DFND |  | 302018 | 0 | 0 |
| JAWS HUR | CLASS | 47201B103 |  | 4726000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| JUNIPER | CLACO | 48203N103 |  | 5768000 | 567145 | SH |  | DFND |  | 567145 | 0 | 0 |
| JUPITER | CLA | 482082104 |  | 4695000 | 472622 | SH |  | DFND |  | 472622 | 0 | 0 |
| KBR INC | COM | 48242W106 |  | 6379000 | 120814 | SH |  | DFND |  | 120814 | 0 | 0 |
| KHOSLA V | COMCL | 482506102 |  | 2362000 | 237220 | SH |  | DFND |  | 237220 | 0 | 0 |
| KARYOPHA | COM | 48576U106 |  | 1409000 | 414322 | SH |  | DFND |  | 414322 | 0 | 0 |
| KEROS TH | COM | 492327101 |  | 2176000 | 45318 | SH |  | DFND |  | 45318 | 0 | 0 |
| KILROY R | COM | 49427F108 |  | 5221000 | 135004 | SH |  | DFND |  | 135004 | 0 | 0 |
| KIMBELL | COMCL | 49436K106 |  | 2810000 | 273069 | SH |  | DFND |  | 273069 | 0 | 0 |
| KITE RLT | COMNE | 49803T300 |  | 3345000 | 158918 | SH |  | DFND |  | 158918 | 0 | 0 |
| KLUDEIN | *WEXP | 49878L117 |  | 21000 | 227905 | SH |  | DFND |  | 227905 | 0 | 0 |
| KNIGHTSW | CLACO | 499103109 |  | 2476000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| LF CAPIT | CLASS | 50202D102 |  | 4849000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| LSB INDS | COM | 502160104 |  | 2602000 | 195669 | SH |  | DFND |  | 195669 | 0 | 0 |
| LADDER C | CLA | 505743104 |  | 2015000 | 200655 | SH |  | DFND |  | 200655 | 0 | 0 |
| LAMAR AD | CLA | 512816109 |  | 1888000 | 20003 | SH |  | DFND |  | 20003 | 0 | 0 |
| LANDCADI | CLASS | 51477A104 |  | 517000 | 51785 | SH |  | DFND |  | 51785 | 0 | 0 |
| LARIMAR | COM | 517125100 |  | 658000 | 159412 | SH |  | DFND |  | 159412 | 0 | 0 |
| LAVA MED | CLASS | 519345102 |  | 2915000 | 283573 | SH |  | DFND |  | 283573 | 0 | 0 |
| LEAR COR | COMNE | 521865204 |  | 1705000 | 13748 | SH |  | DFND |  | 13748 | 0 | 0 |
| LEGATO M | COM | 52473Y104 |  | 2870000 | 283573 | SH |  | DFND |  | 283573 | 0 | 0 |
| LEGEND B | COM | 52490G102 |  | 9000 | 22000 | SH | Call | DFND |  | 22000 | 0 | 0 |
| LENDINGT | COM | 52603B107 |  | 340000 | 40000 | SH | Put | DFND |  | 40000 | 0 | 0 |
| LENDINGT | NOTE0 | 52603BAD9 |  | 14400000 | 20000000 | PRN |  | DFND |  | 20000000 | 0 | 0 |
| LENNAR C | CLA | 526057104 |  | 2215000 | 24474 | SH |  | DFND |  | 24474 | 0 | 0 |
| LENNAR C | CLB | 526057302 |  | 1011000 | 13519 | SH |  | DFND |  | 13519 | 0 | 0 |
| LIFE STO | COM | 53223X107 |  | 9337000 | 94789 | SH |  | DFND |  | 94789 | 0 | 0 |
| LIGHTJUM | *WEXP | 53228M114 |  | 25000 | 164714 | SH |  | DFND |  | 164714 | 0 | 0 |
| LIONHEAR | CLASS | 536262108 |  | 1939000 | 189048 | SH |  | DFND |  | 189048 | 0 | 0 |
| LIONHEAR | *WEXP | 536262116 |  | 4000 | 95450 | SH |  | DFND |  | 95450 | 0 | 0 |
| LIVE OAK | CLACO | 538086109 |  | 5028000 | 505322 | SH |  | DFND |  | 505322 | 0 | 0 |
| LIVE OAK | COMCL | 538126103 |  | 4785000 | 475863 | SH |  | DFND |  | 475863 | 0 | 0 |
| LOGISTIC | CLASS | 54141L100 |  | 1862000 | 184322 | SH |  | DFND |  | 184322 | 0 | 0 |
| MDU RES | COM | 552690109 |  | 845000 | 27848 | SH |  | DFND |  | 27848 | 0 | 0 |
| M/I HOME | COM | 55305B101 |  | 613000 | 13283 | SH |  | DFND |  | 13283 | 0 | 0 |
| M3 BRIGA | COMCL | 553800103 |  | 8207000 | 819101 | SH |  | DFND |  | 819101 | 0 | 0 |
| M3 BRIGA | CLACO | 55407R103 |  | 3834000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| MACYS IN | COM | 55616P104 |  | 144000 | 164500 | SH | Put | DFND |  | 164500 | 0 | 0 |
| MAGNITE | NOTE0 | 55955DAB6 |  | 20020000 | 26000000 | PRN |  | DFND |  | 26000000 | 0 | 0 |
| MARRIOTT | COM | 571903202 |  | 16000 | 11000 | SH | Put | DFND |  | 11000 | 0 | 0 |
| MASON IN | COMCL | 57520Y106 |  | 4697000 | 469898 | SH |  | DFND |  | 469898 | 0 | 0 |
| MASTEC I | COM | 576323109 |  | 7220000 | 84612 | SH |  | DFND |  | 84612 | 0 | 0 |
| MATTEL I | COM | 577081102 |  | 38000 | 500000 | SH | Call | DFND |  | 500000 | 0 | 0 |
| MATTEL I | COM | 577081102 |  | 16035000 | 898836 | SH |  | DFND |  | 898836 | 0 | 0 |
| MAXPRO C | CLASS | 57778T106 |  | 2455000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| MCLAREN | CLASS | 58176U109 |  | 4825000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| MEDICAL | COM | 58463J304 |  | 140000 | 800000 | SH | Put | DFND |  | 800000 | 0 | 0 |
| MERCATO | CLASS | 58759A108 |  | 3875000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| MERCK | COM | 58933Y105 |  | 395000 | 3561 | SH |  | DFND |  | 3561 | 0 | 0 |
| MERCURY | *WEXP | 589381110 |  | 5000 | 121079 | SH |  | DFND |  | 121079 | 0 | 0 |
| MERITAGE | COM | 59001A102 |  | 5518000 | 59850 | SH |  | DFND |  | 59850 | 0 | 0 |
| MERSANA | COM | 59045L106 |  | 2830000 | 482901 | SH |  | DFND |  | 482901 | 0 | 0 |
| METHANEX | COM | 59151K108 |  | 5222000 | 137929 | SH |  | DFND |  | 137929 | 0 | 0 |
| MICROSTR | NOTE2 | 594972AE1 |  | 10800000 | 30000000 | PRN |  | DFND |  | 30000000 | 0 | 0 |
| MID-AMER | COM | 59522J103 |  | 3886000 | 24754 | SH |  | DFND |  | 24754 | 0 | 0 |
| MIRATI T | COM | 60468T105 |  | 2084000 | 46000 | SH |  | DFND |  | 46000 | 0 | 0 |
| MONTE RO | COM | 61225M102 |  | 692000 | 90979 | SH |  | DFND |  | 90979 | 0 | 0 |
| MORPHIC | COM | 61775R105 |  | 1160000 | 43383 | SH |  | DFND |  | 43383 | 0 | 0 |
| MURPHY O | COM | 626717102 |  | 6181000 | 143721 | SH |  | DFND |  | 143721 | 0 | 0 |
| NGL ENER | COM | 62913M107 |  | 108000 | 81300 | SH | Put | DFND |  | 81300 | 0 | 0 |
| NRG ENER | COM | 629377508 |  | 450000 | 200000 | SH | Put | DFND |  | 200000 | 0 | 0 |
| NRG ENER | COMNE | 629377508 |  | 1308000 | 41098 | SH |  | DFND |  | 41098 | 0 | 0 |
| NVR INC | COM | 62944T105 |  | 2851000 | 618 | SH |  | DFND |  | 618 | 0 | 0 |
| NABORS E | CLACO | 629567108 |  | 4854000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| NATIONAL | COM | 63633D104 |  | 1006000 | 19268 | SH |  | DFND |  | 19268 | 0 | 0 |
| NATIONAL | COM | 637417106 |  | 762000 | 16643 | SH |  | DFND |  | 16643 | 0 | 0 |
| NATIONAL | COMSH | 637870106 |  | 3495000 | 96757 | SH |  | DFND |  | 96757 | 0 | 0 |
| NAVIENT | COM | 63938C108 |  | 124000 | 107800 | SH | Put | DFND |  | 107800 | 0 | 0 |
| NEUROCRI | COM | 64125C109 |  | 709000 | 5940 | SH |  | DFND |  | 5940 | 0 | 0 |
| NEW PROV | CLASS | 64823D102 |  | 22743000 | 2227500 | SH |  | DFND |  | 2227500 | 0 | 0 |
| NEWHOLD | COMCL | 651450108 |  | 17446000 | 1732500 | SH |  | DFND |  | 1732500 | 0 | 0 |
| NEWHOLD | *WEXP | 651450116 |  | 103000 | 891915 | SH |  | DFND |  | 891915 | 0 | 0 |
| NEXTERA | COM | 65339F101 |  | 1164000 | 13925 | SH |  | DFND |  | 13925 | 0 | 0 |
| NORTHERN | COM | 66516W107 |  | 1930000 | 192205 | SH |  | DFND |  | 192205 | 0 | 0 |
| NUBIA BR | CLASS | 67022R103 |  | 3910000 | 364093 | SH |  | DFND |  | 364093 | 0 | 0 |
| OGE ENER | COM | 670837103 |  | 1056000 | 26698 | SH |  | DFND |  | 26698 | 0 | 0 |
| OCCIDENT | COM | 674599105 |  | 9000 | 77100 | SH | Put | DFND |  | 77100 | 0 | 0 |
| OCCIDENT | COM | 674599105 |  | 5135000 | 81521 | SH |  | DFND |  | 81521 | 0 | 0 |
| OCCIDENT | *WEXP | 674599162 |  | 48939000 | 1190448 | SH |  | DFND |  | 1190448 | 0 | 0 |
| OCULAR T | COM | 67576A100 |  | 860000 | 305953 | SH |  | DFND |  | 305953 | 0 | 0 |
| OMNICELL | NOTE0 | 68213NAD1 |  | 10938000 | 12500000 | PRN |  | DFND |  | 12500000 | 0 | 0 |
| OMNILIT | *WEXP | 68218C116 |  | 2000 | 49491 | SH |  | DFND |  | 49491 | 0 | 0 |
| ONEMAIN | COM | 68268W103 |  | 104000 | 27900 | SH | Put | DFND |  | 27900 | 0 | 0 |
| ORCHARD | SPONA | 68570P101 |  | 161000 | 432978 | SH |  | DFND |  | 432978 | 0 | 0 |
| ORIC PHA | COM | 68622P109 |  | 2035000 | 345435 | SH |  | DFND |  | 345435 | 0 | 0 |
| ORTHOPED | COM | 68752L100 |  | 1720000 | 43282 | SH |  | DFND |  | 43282 | 0 | 0 |
| OSIRIS A | CLA | 68829A103 |  | 2350000 | 235390 | SH |  | DFND |  | 235390 | 0 | 0 |
| OUTFRONT | COM | 69007J106 |  | 2226000 | 134243 | SH |  | DFND |  | 134243 | 0 | 0 |
| OWENS CO | COM | 690742101 |  | 509000 | 5970 | SH |  | DFND |  | 5970 | 0 | 0 |
| PBF ENER | CLA | 69318G106 |  | 1676000 | 41109 | SH |  | DFND |  | 41109 | 0 | 0 |
| PTC THER | COM | 69366J200 |  | 1246000 | 32655 | SH |  | DFND |  | 32655 | 0 | 0 |
| PTC INC | COM | 69370C100 |  | 1801000 | 15000 | SH |  | DFND |  | 15000 | 0 | 0 |
| PARATEK | NOTE4 | 699374AB0 |  | 21956000 | 25000000 | PRN |  | DFND |  | 25000000 | 0 | 0 |
| PEABODY | COM | 704551100 |  | 10000 | 23000 | SH | Put | DFND |  | 23000 | 0 | 0 |
| PELOTON | NOTE2 | 70614WAB6 |  | 44375000 | 62500000 | PRN |  | DFND |  | 62500000 | 0 | 0 |
| PENNYMAC | COM | 70932M107 |  | 1728000 | 30502 | SH |  | DFND |  | 30502 | 0 | 0 |
| PENUMBRA | COM | 70975L107 |  | 2353000 | 10576 | SH |  | DFND |  | 10576 | 0 | 0 |
| PETIQ IN | NOTE4 | 71639TAB2 |  | 12600000 | 15000000 | PRN |  | DFND |  | 15000000 | 0 | 0 |
| PHATHOM | COM | 71722W107 |  | 1729000 | 154093 | SH |  | DFND |  | 154093 | 0 | 0 |
| PINDUODU | SPONS | 722304102 |  | 4182000 | 51281 | SH |  | DFND |  | 51281 | 0 | 0 |
| PINE TEC | CLASS | 722850104 |  | 2379000 | 235542 | SH |  | DFND |  | 235542 | 0 | 0 |
| PIVOTAL | COMCL | 72582M106 |  | 2321000 | 229322 | SH |  | DFND |  | 229322 | 0 | 0 |
| POST HOL | COMSE | 737465104 |  | 2301000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| PRAXIS P | COM | 74006W108 |  | 327000 | 137484 | SH |  | DFND |  | 137484 | 0 | 0 |
| PRECISIO | COM | 74019P108 |  | 925000 | 777225 | SH |  | DFND |  | 777225 | 0 | 0 |
| PRIVETER | CLA | 74275N102 |  | 4732000 | 470613 | SH |  | DFND |  | 470613 | 0 | 0 |
| PRIVETER | *WEXP | 74275N110 |  | 4000 | 112473 | SH |  | DFND |  | 112473 | 0 | 0 |
| PROCEPT | COM | 74276L105 |  | 493000 | 11874 | SH |  | DFND |  | 11874 | 0 | 0 |
| PROLOGIS | COM | 74340W103 |  | 5007000 | 44415 | SH |  | DFND |  | 44415 | 0 | 0 |
| PROMETHE | COM | 74349U108 |  | 495000 | 4500 | SH |  | DFND |  | 4500 | 0 | 0 |
| PROOF AC | CLACO | 74349W104 |  | 4724000 | 463372 | SH |  | DFND |  | 463372 | 0 | 0 |
| PROTALIX | NOTE7 | 74365AAJ0 |  | 4200000 | 4000000 | PRN |  | DFND |  | 4000000 | 0 | 0 |
| PROTAGON | COM | 74366E102 |  | 3016000 | 276473 | SH |  | DFND |  | 276473 | 0 | 0 |
| PUBLIC S | COM | 74460D109 |  | 2935000 | 10474 | SH |  | DFND |  | 10474 | 0 | 0 |
| PULTE GR | COM | 745867101 |  | 783000 | 17194 | SH |  | DFND |  | 17194 | 0 | 0 |
| QUANTA S | COM | 74762E102 |  | 2647000 | 18574 | SH |  | DFND |  | 18574 | 0 | 0 |
| QUANTUM | COMMO | 74767A105 |  | 1198000 | 119225 | SH |  | DFND |  | 119225 | 0 | 0 |
| RADIAN G | COM | 750236101 |  | 41000 | 31500 | SH | Put | DFND |  | 31500 | 0 | 0 |
| RAIN ONC | COM | 75082Q105 |  | 2408000 | 300956 | SH |  | DFND |  | 300956 | 0 | 0 |
| RANGE RE | COM | 75281A109 |  | 2000 | 35400 | SH | Put | DFND |  | 35400 | 0 | 0 |
| RAPT THE | COM | 75382E109 |  | 1740000 | 87901 | SH |  | DFND |  | 87901 | 0 | 0 |
| REDFIN C | NOTE0 | 75737FAE8 |  | 10462000 | 22500000 | PRN |  | DFND |  | 22500000 | 0 | 0 |
| REDWOOD | COM | 758075402 |  | 1221000 | 180653 | SH |  | DFND |  | 180653 | 0 | 0 |
| RELAY TH | COM | 75943R102 |  | 852000 | 57000 | SH |  | DFND |  | 57000 | 0 | 0 |
| RESOLUTE | COM | 76117W109 |  | 3033000 | 140498 | SH |  | DFND |  | 140498 | 0 | 0 |
| RETAIL O | COM | 76131N101 |  | 4541000 | 302138 | SH |  | DFND |  | 302138 | 0 | 0 |
| REVANCE | COM | 761330109 |  | 38000 | 100000 | SH | Put | DFND |  | 100000 | 0 | 0 |
| REVANCE | COM | 761330109 |  | 1648000 | 89275 | SH |  | DFND |  | 89275 | 0 | 0 |
| REVANCE | NOTE1 | 761330AB5 |  | 27162000 | 29364000 | PRN |  | DFND |  | 29364000 | 0 | 0 |
| REXFORD | COM | 76169C100 |  | 10719000 | 196167 | SH |  | DFND |  | 196167 | 0 | 0 |
| RIGEL PH | COMNE | 766559603 |  | 849000 | 566139 | SH |  | DFND |  | 566139 | 0 | 0 |
| RITCHIE | COM | 767744105 |  | 3828000 | 66228 | SH |  | DFND |  | 66228 | 0 | 0 |
| ROC ENER | COMMO | 77118V108 |  | 2374000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| ROCKWELL | COM | 773903109 |  | 5283000 | 20511 | SH |  | DFND |  | 20511 | 0 | 0 |
| ROGERS C | COM | 775133101 |  | 44740000 | 374893 | SH |  | DFND |  | 374893 | 0 | 0 |
| ROTH CH | COM | 77867R100 |  | 937000 | 92674 | SH |  | DFND |  | 92674 | 0 | 0 |
| SHELL PL | SPONA | 780259305 |  | 2496000 | 43831 | SH |  | DFND |  | 43831 | 0 | 0 |
| RUMBLEON | COMCL | 781386305 |  | 970000 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| RYANAIR | SPONS | 783513203 |  | 19625000 | 262507 | SH |  | DFND |  | 262507 | 0 | 0 |
| SBA COMM | CLA | 78410G104 |  | 6652000 | 23730 | SH |  | DFND |  | 23730 | 0 | 0 |
| SPDR S | COM | 78462F103 |  | 3394000 | 680000 | SH | Put | DFND |  | 680000 | 0 | 0 |
| SABRA HE | COM | 78573L106 |  | 1165000 | 93713 | SH |  | DFND |  | 93713 | 0 | 0 |
| SANOFI | SPONS | 80105N105 |  | 3812000 | 78712 | SH |  | DFND |  | 78712 | 0 | 0 |
| SAVARA I | COM | 805111101 |  | 700000 | 451441 | SH |  | DFND |  | 451441 | 0 | 0 |
| SCHLUMBE | COMST | 806857108 |  | 978000 | 18285 | SH |  | DFND |  | 18285 | 0 | 0 |
| SCHOLAR | COM | 80706P103 |  | 1168000 | 129101 | SH |  | DFND |  | 129101 | 0 | 0 |
| SCHRODIN | COM | 80810D103 |  | 1590000 | 85081 | SH |  | DFND |  | 85081 | 0 | 0 |
| SCYNEXIS | COMNE | 811292200 |  | 836000 | 535670 | SH |  | DFND |  | 535670 | 0 | 0 |
| SEAGEN I | COM | 81181C104 |  | 458000 | 3561 | SH |  | DFND |  | 3561 | 0 | 0 |
| SEAPORT | CLASS | 812204105 |  | 2427000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| SEAPORT | CLASS | 81221H105 |  | 2651000 | 259942 | SH |  | DFND |  | 259942 | 0 | 0 |
| SEASPINE | COM | 81255T108 |  | 1597000 | 191210 | SH |  | DFND |  | 191210 | 0 | 0 |
| SEMPRA | COM | 816851109 |  | 1353000 | 8758 | SH |  | DFND |  | 8758 | 0 | 0 |
| SERVICE | COM | 81761L102 |  | 138000 | 467500 | SH | Put | DFND |  | 467500 | 0 | 0 |
| 7GC  CO | COMCL | 81786A107 |  | 2372000 | 234376 | SH |  | DFND |  | 234376 | 0 | 0 |
| SHAKE SH | COM | 819047101 |  | 190000 | 50000 | SH | Put | DFND |  | 50000 | 0 | 0 |
| SHAKE SH | NOTE3 | 819047AB7 |  | 18425000 | 27500000 | PRN |  | DFND |  | 27500000 | 0 | 0 |
| SHOULDER | CLACO | 82537G104 |  | 6032000 | 590777 | SH |  | DFND |  | 590777 | 0 | 0 |
| SIERRA W | COM | 826516106 |  | 36940000 | 1274230 | SH |  | DFND |  | 1274230 | 0 | 0 |
| SILENCE | ADS | 82686Q101 |  | 1356000 | 88936 | SH |  | DFND |  | 88936 | 0 | 0 |
| SILK RD | COM | 82710M100 |  | 1085000 | 20530 | SH |  | DFND |  | 20530 | 0 | 0 |
| SIX FLAG | COM | 83001A102 |  | 501000 | 33000 | SH | Put | DFND |  | 33000 | 0 | 0 |
| SIZZLE A | COMMO | 83014E109 |  | 2415000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| SKILLSOF | CLA | 83066P200 |  | 1084000 | 833638 | SH |  | DFND |  | 833638 | 0 | 0 |
| SOCIAL L | *WEXP | 83363K110 |  | 9000 | 131029 | SH |  | DFND |  | 131029 | 0 | 0 |
| SOUTHERN | COM | 842587107 |  | 4353000 | 60962 | SH |  | DFND |  | 60962 | 0 | 0 |
| SOUTHPOR | CLACO | 84465L105 |  | 3774000 | 370698 | SH |  | DFND |  | 370698 | 0 | 0 |
| SPIRIT A | COM | 848574109 |  | 366000 | 32200 | SH | Put | DFND |  | 32200 | 0 | 0 |
| SPIRIT A | COM | 848577102 |  | 198000 | 100000 | SH | Put | DFND |  | 100000 | 0 | 0 |
| SPIRIT A | NOTE1 | 848577AB8 |  | 49143000 | 60858000 | PRN |  | DFND |  | 60858000 | 0 | 0 |
| SPIRIT R | COMNE | 84860W300 |  | 4823000 | 120776 | SH |  | DFND |  | 120776 | 0 | 0 |
| SPORTSMA | COM | 84921J108 |  | 2415000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| SPOTIFY | NOTE3 | 84921RAB6 |  | 8100000 | 10000000 | PRN |  | DFND |  | 10000000 | 0 | 0 |
| SPRINGWO | COM | 85205L107 |  | 2903000 | 111615 | SH |  | DFND |  | 111615 | 0 | 0 |
| SPRINGWA | COM | 85205U107 |  | 1915000 | 189048 | SH |  | DFND |  | 189048 | 0 | 0 |
| STAG IND | COM | 85254J102 |  | 5559000 | 172042 | SH |  | DFND |  | 172042 | 0 | 0 |
| STARWOOD | COM | 85571B105 |  | 317000 | 71100 | SH | Put | DFND |  | 71100 | 0 | 0 |
| STORE CA | COM | 862121100 |  | 414410000 | 12926079 | SH |  | DFND |  | 12926079 | 0 | 0 |
| STRATIM | CLASS | 86309R107 |  | 4736000 | 470779 | SH |  | DFND |  | 470779 | 0 | 0 |
| STRYKER | COM | 863667101 |  | 1032000 | 4222 | SH |  | DFND |  | 4222 | 0 | 0 |
| SUN CMNT | COM | 866674104 |  | 8874000 | 62055 | SH |  | DFND |  | 62055 | 0 | 0 |
| SUSTAINA | COMCL | 86934L103 |  | 4895000 | 486606 | SH |  | DFND |  | 486606 | 0 | 0 |
| SUSTAINA | *WEXP | 86934L111 |  | 5000 | 119951 | SH |  | DFND |  | 119951 | 0 | 0 |
| SYNLOGIC | COM | 87166L100 |  | 483000 | 635312 | SH |  | DFND |  | 635312 | 0 | 0 |
| TG VENTU | CLASS | 87251T109 |  | 2364000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| TLG ACQU | COMCL | 87257M108 |  | 2386000 | 234376 | SH |  | DFND |  | 234376 | 0 | 0 |
| TAIWAN S | SPONS | 874039100 |  | 5285000 | 70945 | SH |  | DFND |  | 70945 | 0 | 0 |
| TAILWIND | *WEXP | 87403Q110 |  | 15000 | 235307 | SH |  | DFND |  | 235307 | 0 | 0 |
| TANDEM D | COMNE | 875372203 |  | 941000 | 20935 | SH |  | DFND |  | 20935 | 0 | 0 |
| TARSUS P | COM | 87650L103 |  | 1371000 | 93500 | SH |  | DFND |  | 93500 | 0 | 0 |
| TASTEMAK | COMCL | 876545104 |  | 2372000 | 233953 | SH |  | DFND |  | 233953 | 0 | 0 |
| TASTEMAK | *WEXP | 876545112 |  | 13000 | 79340 | SH |  | DFND |  | 79340 | 0 | 0 |
| TECH AND | CLASS | 87823R102 |  | 4725000 | 471086 | SH |  | DFND |  | 471086 | 0 | 0 |
| TENET HE | COM | 88033G407 |  | 106000 | 39800 | SH | Put | DFND |  | 39800 | 0 | 0 |
| TENET HE | COMNE | 88033G407 |  | 1689000 | 34626 | SH |  | DFND |  | 34626 | 0 | 0 |
| TERRENO | COM | 88146M101 |  | 6018000 | 105814 | SH |  | DFND |  | 105814 | 0 | 0 |
| TESLA IN | COM | 88160R101 |  | 2159000 | 17526 | SH |  | DFND |  | 17526 | 0 | 0 |
| THUNDER | CLASS | 88605L107 |  | 4749000 | 472993 | SH |  | DFND |  | 472993 | 0 | 0 |
| THUNDER | COMCL | 88605T100 |  | 4584000 | 469682 | SH |  | DFND |  | 469682 | 0 | 0 |
| THUNDER | *WEXP | 88605T118 |  | 11000 | 141183 | SH |  | DFND |  | 141183 | 0 | 0 |
| TREACE M | COM | 89455T109 |  | 3295000 | 143309 | SH |  | DFND |  | 143309 | 0 | 0 |
| TRIUMPH | COM | 896818101 |  | 83000 | 30600 | SH | Put | DFND |  | 30600 | 0 | 0 |
| VNET GRO | SPONS | 90138A103 |  | 264000 | 46598 | SH |  | DFND |  | 46598 | 0 | 0 |
| UDR INC | COM | 902653104 |  | 2161000 | 55808 | SH |  | DFND |  | 55808 | 0 | 0 |
| ULTRAGEN | COM | 90400D108 |  | 2296000 | 49549 | SH |  | DFND |  | 49549 | 0 | 0 |
| UNITED A | COM | 910047109 |  | 534000 | 361200 | SH | Put | DFND |  | 361200 | 0 | 0 |
| UNITED T | COM | 91307C102 |  | 3204000 | 11522 | SH |  | DFND |  | 11522 | 0 | 0 |
| UNITY BI | COMNE | 91381U200 |  | 584000 | 213040 | SH |  | DFND |  | 213040 | 0 | 0 |
| VMG CONS | CLASS | 91842V102 |  | 4098000 | 401729 | SH |  | DFND |  | 401729 | 0 | 0 |
| VALMONT | COM | 920253101 |  | 3139000 | 9492 | SH |  | DFND |  | 9492 | 0 | 0 |
| VAXCYTE | COM | 92243G108 |  | 369000 | 7687 | SH |  | DFND |  | 7687 | 0 | 0 |
| VENTYX B | COM | 92332V107 |  | 1370000 | 41787 | SH |  | DFND |  | 41787 | 0 | 0 |
| VERASTEM | COM | 92337C104 |  | 228000 | 566723 | SH |  | DFND |  | 566723 | 0 | 0 |
| VERONA P | COM | 925050106 |  | 2000 | 91000 | SH | Put | DFND |  | 91000 | 0 | 0 |
| VERONA P | SPONS | 925050106 |  | 3369000 | 128926 | SH |  | DFND |  | 128926 | 0 | 0 |
| VICI PPT | COM | 925652109 |  | 19000 | 25000 | SH | Put | DFND |  | 25000 | 0 | 0 |
| VIKING T | COM | 92686J106 |  | 1729000 | 183912 | SH |  | DFND |  | 183912 | 0 | 0 |
| VIRIDIAN | COM | 92790C104 |  | 1941000 | 66460 | SH |  | DFND |  | 66460 | 0 | 0 |
| VISION S | CLASS | 92838J103 |  | 2690000 | 259942 | SH |  | DFND |  | 259942 | 0 | 0 |
| VISCOGLI | COMMO | 92838K100 |  | 2342000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| VISTRA C | COM | 92840M102 |  | 531000 | 22905 | SH |  | DFND |  | 22905 | 0 | 0 |
| W  T OF | COM | 92922P106 |  | 165000 | 1580400 | SH | Put | DFND |  | 1580400 | 0 | 0 |
| WAYFAIR | NOTE0 | 94419LAM3 |  | 34582000 | 53000000 | PRN |  | DFND |  | 53000000 | 0 | 0 |
| WELLTOWE | COM | 95040Q104 |  | 1566000 | 23887 | SH |  | DFND |  | 23887 | 0 | 0 |
| WENDYS C | COM | 95058W100 |  | 830000 | 36671 | SH |  | DFND |  | 36671 | 0 | 0 |
| WILLIAMS | *WEXP | 96951B110 |  | 7000 | 154487 | SH |  | DFND |  | 154487 | 0 | 0 |
| WISDOMTR | NOTE4 | 97717PAB0 |  | 21060000 | 20250000 | PRN |  | DFND |  | 20250000 | 0 | 0 |
| WYNDHAM | COM | 98311A105 |  | 10350000 | 145136 | SH |  | DFND |  | 145136 | 0 | 0 |
| WYNN RES | COM | 983134107 |  | 207000 | 7000 | SH | Put | DFND |  | 7000 | 0 | 0 |
| XCEL ENE | COM | 98389B100 |  | 7788000 | 111078 | SH |  | DFND |  | 111078 | 0 | 0 |
| XENON PH | COM | 98420N105 |  | 2538000 | 64372 | SH |  | DFND |  | 64372 | 0 | 0 |
| XEROX HO | COM | 98421M106 |  | 290000 | 42700 | SH | Put | DFND |  | 42700 | 0 | 0 |
| ZIMMER E | UNIT0 | 989570205 |  | 4736000 | 472622 | SH |  | DFND |  | 472622 | 0 | 0 |
| ZTO EXPR | SPONS | 98980A105 |  | 760000 | 28283 | SH |  | DFND |  | 28283 | 0 | 0 |
| ZYMEWORK | COM | 98985Y108 |  | 2038000 | 259268 | SH |  | DFND |  | 259268 | 0 | 0 |
| AFTERNEX | SHSCL | G01109100 |  | 14300000 | 1427113 | SH |  | DFND |  | 1427113 | 0 | 0 |
| AGILE GR | CLASS | G01202103 |  | 4753000 | 471086 | SH |  | DFND |  | 471086 | 0 | 0 |
| AHREN AC | CLASS | G01322109 |  | 3818000 | 370698 | SH |  | DFND |  | 370698 | 0 | 0 |
| ALSP ORC | CLASS | G0231L107 |  | 4126000 | 401729 | SH |  | DFND |  | 401729 | 0 | 0 |
| ALSP ORC | *WEXP | G0231L123 |  | 2000 | 64956 | SH |  | DFND |  | 64956 | 0 | 0 |
| ALTIMAR | SHSCL | G0370U108 |  | 3795000 | 376868 | SH |  | DFND |  | 376868 | 0 | 0 |
| ANTHEMIS | CLASS | G03959106 |  | 5247000 | 510148 | SH |  | DFND |  | 510148 | 0 | 0 |
| ANTHEMIS | *WEXP | G03959114 |  | 13000 | 111292 | SH |  | DFND |  | 111292 | 0 | 0 |
| AP ACQUI | CLAOR | G04058106 |  | 2879000 | 278023 | SH |  | DFND |  | 278023 | 0 | 0 |
| PATHFIND | CLA | G04119106 |  | 2390000 | 237190 | SH |  | DFND |  | 237190 | 0 | 0 |
| APOLLO S | SHSCL | G0412A102 |  | 4706000 | 469682 | SH |  | DFND |  | 469682 | 0 | 0 |
| APX ACQU | CLASS | G0440J109 |  | 2848000 | 278023 | SH |  | DFND |  | 278023 | 0 | 0 |
| APX ACQU | *WEXP | G0440J125 |  | 2000 | 94414 | SH |  | DFND |  | 94414 | 0 | 0 |
| ARCTOS N | SHSCL | G0477L100 |  | 5535000 | 548535 | SH |  | DFND |  | 548535 | 0 | 0 |
| ASCENDAN | CLACO | G05157105 |  | 2439000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| AUTHENTI | CLASH | G06607108 |  | 2371000 | 234377 | SH |  | DFND |  | 234377 | 0 | 0 |
| AUTHENTI | *WEXP | G06607124 |  | 0 | 53853 | SH |  | DFND |  | 53853 | 0 | 0 |
| AXALTA C | COM | G0750C108 |  | 2345000 | 92070 | SH |  | DFND |  | 92070 | 0 | 0 |
| BATTERY | CLAOR | G0888J108 |  | 2379000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| BIOHAVEN | COM | G1110E107 |  | 6785000 | 488800 | SH |  | DFND |  | 488800 | 0 | 0 |
| BIOPLUS | CLASS | G11217117 |  | 4763000 | 463372 | SH |  | DFND |  | 463372 | 0 | 0 |
| BIOPLUS | *WEXP | G11217125 |  | 9000 | 186175 | SH |  | DFND |  | 186175 | 0 | 0 |
| BLEUACAC | CLASS | G11728105 |  | 5694000 | 567145 | SH |  | DFND |  | 567145 | 0 | 0 |
| BLOCKCHA | CLASS | G11765107 |  | 4863000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| BLUESCAP | *WEXP | G1195N113 |  | 35000 | 231631 | SH |  | DFND |  | 231631 | 0 | 0 |
| BLUERIVE | SHSCL | G1261Q107 |  | 4748000 | 470613 | SH |  | DFND |  | 470613 | 0 | 0 |
| BLUERIVE | *WEXP | G1261Q115 |  | 1000 | 51138 | SH |  | DFND |  | 51138 | 0 | 0 |
| BLUE OCE | CLASS | G1330L105 |  | 5716000 | 556047 | SH |  | DFND |  | 556047 | 0 | 0 |
| CACTUS A | CLASS | G1745A108 |  | 2430000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| BULLPEN | CLASS | G1792A100 |  | 3796000 | 370698 | SH |  | DFND |  | 370698 | 0 | 0 |
| CAPITALW | CLASS | G1889L100 |  | 4787000 | 463372 | SH |  | DFND |  | 463372 | 0 | 0 |
| CAPRI HO | COM | G1890L107 |  | 29000 | 21300 | SH | Put | DFND |  | 21300 | 0 | 0 |
| CARTESIA | CLASS | G19305112 |  | 5603000 | 546139 | SH |  | DFND |  | 546139 | 0 | 0 |
| CATALYST | CLASS | G19550105 |  | 9386000 | 931190 | SH |  | DFND |  | 931190 | 0 | 0 |
| CATALYST | *WEXP | G19550121 |  | 0 | 188060 | SH |  | DFND |  | 188060 | 0 | 0 |
| CATCHA I | SHSCL | G1962Y102 |  | 2384000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| CC NEUBE | SHSCL | G1992N100 |  | 4135000 | 409413 | SH |  | DFND |  | 409413 | 0 | 0 |
| CC NEUBE | *WEXP | G1992N126 |  | 6000 | 76038 | SH |  | DFND |  | 76038 | 0 | 0 |
| CARTICA | CLASS | G1995D109 |  | 2158000 | 208518 | SH |  | DFND |  | 208518 | 0 | 0 |
| BYTE ACQ | CLASS | G1R25Q105 |  | 3795000 | 376439 | SH |  | DFND |  | 376439 | 0 | 0 |
| CHAIN BR | CLASS | G2061X102 |  | 6802000 | 661670 | SH |  | DFND |  | 661670 | 0 | 0 |
| CHENGHE | UNIT0 | G2086M115 |  | 4679000 | 455115 | SH |  | DFND |  | 455115 | 0 | 0 |
| COLISEUM | CLASS | G2263T123 |  | 2375000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| COLONNAD | SHSCL | G2284B101 |  | 4744000 | 471086 | SH |  | DFND |  | 471086 | 0 | 0 |
| CONSILIU | CLASS | G2365L101 |  | 2353000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| CORAZON | CLASS | G24237102 |  | 2387000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| CORAZON | *WEXP | G24237128 |  | 2000 | 79540 | SH |  | DFND |  | 79540 | 0 | 0 |
| CORNER G | *WEXP | G2425N113 |  | 4000 | 112855 | SH |  | DFND |  | 112855 | 0 | 0 |
| CORNER G | CLASS | G2426E104 |  | 3598000 | 350000 | SH |  | DFND |  | 350000 | 0 | 0 |
| CORNER G | *WEXP | G2426E120 |  | 4000 | 117986 | SH |  | DFND |  | 117986 | 0 | 0 |
| CORSAIR | SHSCL | G2540H108 |  | 1591000 | 158743 | SH |  | DFND |  | 158743 | 0 | 0 |
| COUNTER | CLASS | G2542B117 |  | 3736000 | 364093 | SH |  | DFND |  | 364093 | 0 | 0 |
| CROWN PR | SHSCL | G25741102 |  | 1892000 | 187129 | SH |  | DFND |  | 187129 | 0 | 0 |
| DEEP LAK | CLASH | G27029100 |  | 2374000 | 235307 | SH |  | DFND |  | 235307 | 0 | 0 |
| DEEP LAK | *WEXP | G27029118 |  | 0 | 49482 | SH |  | DFND |  | 49482 | 0 | 0 |
| DHC ACQU | CLASS | G2758T109 |  | 4749000 | 471086 | SH |  | DFND |  | 471086 | 0 | 0 |
| DISRUPTI | CLASS | G2770Y102 |  | 3978000 | 394639 | SH |  | DFND |  | 394639 | 0 | 0 |
| DISRUPTI | *WEXP | G2770Y128 |  | 2000 | 86876 | SH |  | DFND |  | 86876 | 0 | 0 |
| DECARBON | COMCL | G2773W103 |  | 4828000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| DRAGONEE | CLASH | G28315102 |  | 6849000 | 695379 | SH |  | DFND |  | 695379 | 0 | 0 |
| EATON CO | SHS | G29183103 |  | 8820000 | 56198 | SH |  | DFND |  | 56198 | 0 | 0 |
| DP CAP A | CLASS | G2R05B100 |  | 6789000 | 661670 | SH |  | DFND |  | 661670 | 0 | 0 |
| CONSTELL | SHSCL | G2R18K105 |  | 2413000 | 238639 | SH |  | DFND |  | 238639 | 0 | 0 |
| CONSTELL | *WEXP | G2R18K113 |  | 4000 | 144156 | SH |  | DFND |  | 144156 | 0 | 0 |
| ELLIOTT | SHSCL | G30092103 |  | 7146000 | 708931 | SH |  | DFND |  | 708931 | 0 | 0 |
| ELLIOTT | *WEXP | G30092111 |  | 13000 | 177233 | SH |  | DFND |  | 177233 | 0 | 0 |
| EMERGING | CLASS | G3033X105 |  | 1663000 | 162180 | SH |  | DFND |  | 162180 | 0 | 0 |
| SCION TE | CLASH | G31070108 |  | 2728000 | 269440 | SH |  | DFND |  | 269440 | 0 | 0 |
| ESTABLIS | COM | G31249108 |  | 1825000 | 27799 | SH |  | DFND |  | 27799 | 0 | 0 |
| ENTERPRI | CLASS | G3137C106 |  | 5836000 | 567145 | SH |  | DFND |  | 567145 | 0 | 0 |
| ARYA SCI | CLASS | G31658100 |  | 1864000 | 185349 | SH |  | DFND |  | 185349 | 0 | 0 |
| ENPHYS A | CLAOR | G3167L109 |  | 1826000 | 182046 | SH |  | DFND |  | 182046 | 0 | 0 |
| ESM ACQU | SHSCL | G3195H104 |  | 4753000 | 471086 | SH |  | DFND |  | 471086 | 0 | 0 |
| EVE MOBI | CLAOR | G3218G109 |  | 2386000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| HPX CORP | *WEXP | G32219126 |  | 103000 | 261507 | SH |  | DFND |  | 261507 | 0 | 0 |
| ARES ACQ | COMCL | G33032106 |  | 3628000 | 360320 | SH |  | DFND |  | 360320 | 0 | 0 |
| FAR PEAK | SHSCL | G3312L103 |  | 38358000 | 3820503 | SH |  | DFND |  | 3820503 | 0 | 0 |
| FAT PROJ | CLASS | G3400W102 |  | 2396000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| FIFTH WA | CLASS | G34142102 |  | 9346000 | 930445 | SH |  | DFND |  | 930445 | 0 | 0 |
| FORBION | CLASS | G3619H102 |  | 1917000 | 185349 | SH |  | DFND |  | 185349 | 0 | 0 |
| FORTRESS | SHSCL | G36427105 |  | 4753000 | 470613 | SH |  | DFND |  | 470613 | 0 | 0 |
| FREEDOM | SHSCL | G3663X110 |  | 1381000 | 136747 | SH |  | DFND |  | 136747 | 0 | 0 |
| FRONTIER | CLASS | G36816109 |  | 2377000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| FRONTIER | *WEXP | G36816125 |  | 5000 | 33582 | SH |  | DFND |  | 33582 | 0 | 0 |
| FRONTIER | CLASS | G36826108 |  | 2374000 | 235543 | SH |  | DFND |  | 235543 | 0 | 0 |
| FTAC ATH | CLASH | G37283101 |  | 4374000 | 432621 | SH |  | DFND |  | 432621 | 0 | 0 |
| FTAC HER | CLASS | G3728Y103 |  | 4767000 | 471086 | SH |  | DFND |  | 471086 | 0 | 0 |
| GAMES | CLASS | G3731J119 |  | 4777000 | 463372 | SH |  | DFND |  | 463372 | 0 | 0 |
| GAMES | *WEXP | G3731J127 |  | 9000 | 233953 | SH |  | DFND |  | 233953 | 0 | 0 |
| GENERATI | CLAOR | G38258102 |  | 20038000 | 1980000 | SH |  | DFND |  | 1980000 | 0 | 0 |
| GESHER I | CLASS | G38537109 |  | 9412000 | 926423 | SH |  | DFND |  | 926423 | 0 | 0 |
| GLOBAL T | CLASS | G3934N107 |  | 2429000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| GLOBAL P | CLASH | G3934P102 |  | 2767000 | 273684 | SH |  | DFND |  | 273684 | 0 | 0 |
| GLOBAL P | *WEXP | G3934P128 |  | 1000 | 37984 | SH |  | DFND |  | 37984 | 0 | 0 |
| HH ACQ | SHSCL | G39714103 |  | 1678000 | 165984 | SH |  | DFND |  | 165984 | 0 | 0 |
| GLORY ST | SHS | G39973105 |  | 1550000 | 1065472 | SH |  | DFND |  | 1065472 | 0 | 0 |
| FINTECH | SHSCL | G3R19A104 |  | 3958000 | 391876 | SH |  | DFND |  | 391876 | 0 | 0 |
| GALATA A | SHSCL | G3R23A108 |  | 2416000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| GALATA A | *WEXP | G3R23A116 |  | 6000 | 119312 | SH |  | DFND |  | 119312 | 0 | 0 |
| GENESIS | CLASS | G3R23D102 |  | 3833000 | 370698 | SH |  | DFND |  | 370698 | 0 | 0 |
| FINNOVAT | CLASS | G3R34K103 |  | 2185000 | 212681 | SH |  | DFND |  | 212681 | 0 | 0 |
| FINNOVAT | *WEXP | G3R34K111 |  | 3000 | 134651 | SH |  | DFND |  | 134651 | 0 | 0 |
| ESGEN AC | SHSCL | G3R95N103 |  | 4887000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| THE GROW | CLASS | G41522106 |  | 4648000 | 463372 | SH |  | DFND |  | 463372 | 0 | 0 |
| GREEN VI | CLASS | G4166K100 |  | 3921000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| GREEN VI | *WEXP | G4166K126 |  | 1000 | 99444 | SH |  | DFND |  | 99444 | 0 | 0 |
| G SQUARE | COMCL | G42041106 |  | 1442000 | 141786 | SH |  | DFND |  | 141786 | 0 | 0 |
| G SQUARE | SHSCL | G4204R109 |  | 3809000 | 376907 | SH |  | DFND |  | 376907 | 0 | 0 |
| HCM ACQU | CLASS | G4365A101 |  | 1902000 | 185349 | SH |  | DFND |  | 185349 | 0 | 0 |
| PEARL HO | CLASS | G44525106 |  | 2378000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| HORIZON | COM | G46188101 |  | 55000 | 12500 | SH | Call | DFND |  | 12500 | 0 | 0 |
| ICON PLC | SHS | G4705A100 |  | 1363000 | 7017 | SH |  | DFND |  | 7017 | 0 | 0 |
| ICONIC S | CLAOR | G4712C107 |  | 4894000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| INDEPEND | CLASS | G4761A101 |  | 4753000 | 471086 | SH |  | DFND |  | 471086 | 0 | 0 |
| INFINT A | CLAOR | G47862100 |  | 2448000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| INFINT A | *WEXP | G47862126 |  | 10000 | 118155 | SH |  | DFND |  | 118155 | 0 | 0 |
| INFINITE | CLAOR | G48028107 |  | 4825000 | 470770 | SH |  | DFND |  | 470770 | 0 | 0 |
| INNOVATI | CLASS | G4809M109 |  | 3894000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| INTEGRAT | ORDSH | G4828B100 |  | 1914000 | 185349 | SH |  | DFND |  | 185349 | 0 | 0 |
| INVESTCO | CLASS | G49219101 |  | 4710000 | 455115 | SH |  | DFND |  | 455115 | 0 | 0 |
| INVESTCO | CLASS | G4923T105 |  | 2386000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| ITIQUIRA | CLASH | G49773107 |  | 1840000 | 182323 | SH |  | DFND |  | 182323 | 0 | 0 |
| JACK CRE | CLASH | G4989X115 |  | 2380000 | 234934 | SH |  | DFND |  | 234934 | 0 | 0 |
| JAWS JUG | CLASS | G50735102 |  | 5486000 | 545913 | SH |  | DFND |  | 545913 | 0 | 0 |
| JAWS JUG | *WEXP | G50735110 |  | 13000 | 165416 | SH |  | DFND |  | 165416 | 0 | 0 |
| JAWS MUS | *WEXP | G50737124 |  | 12000 | 176479 | SH |  | DFND |  | 176479 | 0 | 0 |
| JATT ACQ | SHSCL | G50752107 |  | 2413000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| JAZZ PHA | SHSUS | G50871105 |  | 4070000 | 25547 | SH |  | DFND |  | 25547 | 0 | 0 |
| KENSINGT | SHSCL | G5251K103 |  | 7086000 | 695058 | SH |  | DFND |  | 695058 | 0 | 0 |
| KINIKSA | COMCL | G5269C101 |  | 2351000 | 156962 | SH |  | DFND |  | 156962 | 0 | 0 |
| LAMF GLO | CLASS | G5338L108 |  | 3875000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| L CATTER | CLASS | G5346G125 |  | 4716000 | 466922 | SH |  | DFND |  | 466922 | 0 | 0 |
| LAZARD G | CLAOR | G54035103 |  | 7326000 | 724592 | SH |  | DFND |  | 724592 | 0 | 0 |
| LAZARD G | *WEXP | G54035111 |  | 1000 | 139748 | SH |  | DFND |  | 139748 | 0 | 0 |
| LEAD EDG | COM | G54085108 |  | 2853000 | 282468 | SH |  | DFND |  | 282468 | 0 | 0 |
| LDH GROW | CLASS | G54094100 |  | 4756000 | 472245 | SH |  | DFND |  | 472245 | 0 | 0 |
| LEARN CW | CLAOR | G54157105 |  | 4785000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| LEVERE H | CLASS | G5462L106 |  | 4756000 | 471331 | SH |  | DFND |  | 471331 | 0 | 0 |
| LEO HLDG | COMCL | G5463R102 |  | 4743000 | 470053 | SH |  | DFND |  | 470053 | 0 | 0 |
| LINDE PL | SHS | G5494J103 |  | 4969000 | 15233 | SH |  | DFND |  | 15233 | 0 | 0 |
| WORLD QU | SHSCL | G5596W101 |  | 4823000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| MSD ACQU | CLASS | G5709C109 |  | 4680000 | 463372 | SH |  | DFND |  | 463372 | 0 | 0 |
| MARLIN T | CLASH | G58411102 |  | 5248000 | 518075 | SH |  | DFND |  | 518075 | 0 | 0 |
| MACONDRA | CLASS | G5853A107 |  | 2412000 | 236747 | SH |  | DFND |  | 236747 | 0 | 0 |
| MACONDRA | *WEXP | G5853A115 |  | 0 | 41697 | SH |  | DFND |  | 41697 | 0 | 0 |
| MALLINCK | ORDSH | G5890A102 |  | 1003000 | 129376 | SH |  | DFND |  | 129376 | 0 | 0 |
| METALS A | SHSCL | G60405100 |  | 2277000 | 227558 | SH |  | DFND |  | 227558 | 0 | 0 |
| APTIV PL | SHS | G6095L109 |  | 667000 | 7163 | SH |  | DFND |  | 7163 | 0 | 0 |
| PRIME IM | SHSCL | G61074103 |  | 4788000 | 466683 | SH |  | DFND |  | 466683 | 0 | 0 |
| MOTIVE C | CLAOR | G6293R106 |  | 3318000 | 324361 | SH |  | DFND |  | 324361 | 0 | 0 |
| MOUNTAIN | CLASS | G6301J104 |  | 4417000 | 425359 | SH |  | DFND |  | 425359 | 0 | 0 |
| MOUNTAIN | *WEXP | G6301J112 |  | 4000 | 140587 | SH |  | DFND |  | 140587 | 0 | 0 |
| ALPHA PA | CLASS | G63290111 |  | 3800000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| SWIFTMER | CLASS | G63836103 |  | 939000 | 92674 | SH |  | DFND |  | 92674 | 0 | 0 |
| NEWCOURT | CLASS | G6448C103 |  | 4863000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| NEW VIST | CLASH | G6529L105 |  | 1429000 | 141548 | SH |  | DFND |  | 141548 | 0 | 0 |
| NORTH AT | CLASH | G66139109 |  | 17796000 | 1760261 | SH |  | DFND |  | 1760261 | 0 | 0 |
| NORTH AT | *WEXP | G66139125 |  | 9000 | 460510 | SH |  | DFND |  | 460510 | 0 | 0 |
| NORWEGIA | COM | G66721104 |  | 839000 | 69200 | SH | Put | DFND |  | 69200 | 0 | 0 |
| NORWEGIA | SHS | G66721104 |  | 3034000 | 247861 | SH |  | DFND |  | 247861 | 0 | 0 |
| ONYX ACQ | SHSCL | G6755Q109 |  | 4868000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| ORION BI | CLASS | G6780C109 |  | 2370000 | 235390 | SH |  | DFND |  | 235390 | 0 | 0 |
| OXBRIDGE | *WEXP | G6855L117 |  | 6000 | 203852 | SH |  | DFND |  | 203852 | 0 | 0 |
| OXUS ACQ | SHSCL | G6859L105 |  | 2441000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| PATRIA L | CLASS | G69454109 |  | 3772000 | 364093 | SH |  | DFND |  | 364093 | 0 | 0 |
| RVL PHAR | SHS | G6S41R101 |  | 310000 | 276428 | SH |  | DFND |  | 276428 | 0 | 0 |
| PEPPERLI | CLASS | G70021103 |  | 2415000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| PEPPERLI | *WEXP | G70021111 |  | 5000 | 73355 | SH |  | DFND |  | 73355 | 0 | 0 |
| PERCEPTI | CLASS | G7007D102 |  | 4901000 | 477246 | SH |  | DFND |  | 477246 | 0 | 0 |
| PERCEPTI | *WEXP | G7007D110 |  | 6000 | 238622 | SH |  | DFND |  | 238622 | 0 | 0 |
| PERIDOT | SHSCL | G7008B105 |  | 9365000 | 926745 | SH |  | DFND |  | 926745 | 0 | 0 |
| PLUM ACQ | CLASS | G7134L126 |  | 2382000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| THRIVE A | CLASS | G7158C101 |  | 2443000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| THRIVE A | *WEXP | G7158C119 |  | 1000 | 73354 | SH |  | DFND |  | 73354 | 0 | 0 |
| PONTEM C | SHSCL | G71707106 |  | 4747000 | 469498 | SH |  | DFND |  | 469498 | 0 | 0 |
| PORTAGE | CLASS | G7185D106 |  | 2370000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| POWERUP | CLASS | G7207P103 |  | 2347000 | 227558 | SH |  | DFND |  | 227558 | 0 | 0 |
| POWERED | CLA | G7209M108 |  | 4758000 | 470613 | SH |  | DFND |  | 470613 | 0 | 0 |
| PROJECT | CLASS | G72556106 |  | 2380000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| PROSPECT | CLA | G7273A105 |  | 4674000 | 470256 | SH |  | DFND |  | 470256 | 0 | 0 |
| PYROPHYT | CLAOR | G7308P101 |  | 2712000 | 262511 | SH |  | DFND |  | 262511 | 0 | 0 |
| RCF ACQU | CLACO | G7330C102 |  | 2425000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| RENEW EN | CLASH | G7500M104 |  | 3420000 | 621763 | SH |  | DFND |  | 621763 | 0 | 0 |
| RICE ACQ | SHSCL | G75529100 |  | 5278000 | 518958 | SH |  | DFND |  | 518958 | 0 | 0 |
| RICE ACQ | *WEXP | G75529126 |  | 150000 | 118155 | SH |  | DFND |  | 118155 | 0 | 0 |
| RIGEL RE | CLAOR | G7573M106 |  | 4863000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| RMG ACQU | CLASH | G76088106 |  | 7120000 | 704989 | SH |  | DFND |  | 704989 | 0 | 0 |
| RMG ACQU | *WEXP | G76088122 |  | 8000 | 190094 | SH |  | DFND |  | 190094 | 0 | 0 |
| ROCKET I | SHSCL | G7613T103 |  | 3773000 | 373611 | SH |  | DFND |  | 373611 | 0 | 0 |
| ROIVANT | SHS | G76279101 |  | 1139000 | 142500 | SH |  | DFND |  | 142500 | 0 | 0 |
| ROSE HIL | CLASS | G7637J107 |  | 2472000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| ROSS ACQ | SHSCL | G7641C106 |  | 4770000 | 471393 | SH |  | DFND |  | 471393 | 0 | 0 |
| SCREAMIN | CLASS | G79407105 |  | 25345000 | 2548547 | SH |  | DFND |  | 2548547 | 0 | 0 |
| SDCL EDG | CLAOR | G79471101 |  | 2377000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| SDCL EDG | *WEXP | G79471127 |  | 10000 | 72644 | SH |  | DFND |  | 72644 | 0 | 0 |
| PENTAIR | SHS | G7S00T104 |  | 2045000 | 45468 | SH |  | DFND |  | 45468 | 0 | 0 |
| PIONEER | CLASH | G7S24C103 |  | 1378000 | 135868 | SH |  | DFND |  | 135868 | 0 | 0 |
| SCULPTOR | CLACO | G7T983103 |  | 3803000 | 370698 | SH |  | DFND |  | 370698 | 0 | 0 |
| SEMPER P | CLASS | G8028L107 |  | 4882000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| SEMPER P | *WEXP | G8028L131 |  | 1000 | 192665 | SH |  | DFND |  | 192665 | 0 | 0 |
| 7 ACQUIS | SHSCL | G80694105 |  | 3894000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| 7 ACQUIS | *WEXP | G80694113 |  | 19000 | 144941 | SH |  | DFND |  | 144941 | 0 | 0 |
| SK GROWT | UNIT0 | G8192N129 |  | 9257000 | 910231 | SH |  | DFND |  | 910231 | 0 | 0 |
| SILVER S | CLASS | G8201H105 |  | 9234000 | 915152 | SH |  | DFND |  | 915152 | 0 | 0 |
| SLAM COR | CLASH | G8210L105 |  | 2737000 | 270951 | SH |  | DFND |  | 270951 | 0 | 0 |
| SKYDECK | CLASS | G82220123 |  | 1614000 | 160410 | SH |  | DFND |  | 160410 | 0 | 0 |
| SOCIAL C | CLASS | G8253U103 |  | 2380000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| SOCIAL C | CLASS | G8253Y105 |  | 2171000 | 216014 | SH |  | DFND |  | 216014 | 0 | 0 |
| SOUND PO | CLASS | G8274F101 |  | 2968000 | 273069 | SH |  | DFND |  | 273069 | 0 | 0 |
| SOUND PO | *WEXP | G8274F119 |  | 16000 | 136534 | SH |  | DFND |  | 136534 | 0 | 0 |
| ST ENERG | CLAOR | G8465L107 |  | 2841000 | 278023 | SH |  | DFND |  | 278023 | 0 | 0 |
| STONEBRI | CLASS | G85094103 |  | 2429000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| SVF INVE | CLASH | G8601L102 |  | 2987000 | 295451 | SH |  | DFND |  | 295451 | 0 | 0 |
| SVF INVE | CLASH | G8601M100 |  | 6968000 | 691272 | SH |  | DFND |  | 691272 | 0 | 0 |
| TLGY ACQ | CLASS | G8656T109 |  | 2381000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| TB SA AC | CLASS | G8657L105 |  | 4482000 | 444247 | SH |  | DFND |  | 444247 | 0 | 0 |
| TAILWIND | COMCL | G8662F101 |  | 4743000 | 470077 | SH |  | DFND |  | 470077 | 0 | 0 |
| TALON 1 | CLASS | G86656108 |  | 4896000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| TCV ACQU | CLASH | G8704C124 |  | 2393000 | 236972 | SH |  | DFND |  | 236972 | 0 | 0 |
| TKB CRIT | CLASS | G88935112 |  | 3898000 | 378097 | SH |  | DFND |  | 378097 | 0 | 0 |
| TORTOISE | SHSCL | G8956E109 |  | 4703000 | 472621 | SH |  | DFND |  | 472621 | 0 | 0 |
| TPG PACE | COMMO | G89826104 |  | 9258000 | 942295 | SH |  | DFND |  | 942295 | 0 | 0 |
| TPB ACQU | COMCL | G8990L101 |  | 4699000 | 467996 | SH |  | DFND |  | 467996 | 0 | 0 |
| TRANE TE | SHS | G8994E103 |  | 6771000 | 40280 | SH |  | DFND |  | 40280 | 0 | 0 |
| TIO TECH | CLASS | G8T10C106 |  | 7160000 | 708932 | SH |  | DFND |  | 708932 | 0 | 0 |
| SUPERNOV | SHSCL | G8T90F102 |  | 4698000 | 466045 | SH |  | DFND |  | 466045 | 0 | 0 |
| TRINE II | CLAOR | G9059F100 |  | 17046000 | 1654175 | SH |  | DFND |  | 1654175 | 0 | 0 |
| TRINE II | *WEXP | G9059F118 |  | 32000 | 455115 | SH |  | DFND |  | 455115 | 0 | 0 |
| TRISTAR | CLAOR | G9074V106 |  | 1211000 | 119545 | SH |  | DFND |  | 119545 | 0 | 0 |
| TWIN RID | SHSCL | G9151L104 |  | 2321000 | 230062 | SH |  | DFND |  | 230062 | 0 | 0 |
| TWO | COMCL | G9152V101 |  | 2384000 | 236311 | SH |  | DFND |  | 236311 | 0 | 0 |
| TZP STRA | CLASH | G91595101 |  | 4753000 | 470613 | SH |  | DFND |  | 470613 | 0 | 0 |
| TZP STRA | *WEXP | G91595119 |  | 1000 | 112473 | SH |  | DFND |  | 112473 | 0 | 0 |
| VAHANNA | CLASS | G9320Z109 |  | 2384000 | 231686 | SH |  | DFND |  | 231686 | 0 | 0 |
| VAHANNA | *WEXP | G9320Z117 |  | 1000 | 71020 | SH |  | DFND |  | 71020 | 0 | 0 |
| VECTOR A | CLASH | G9460A104 |  | 7506000 | 743166 | SH |  | DFND |  | 743166 | 0 | 0 |
| VPC IMPA | CLASS | G9460L126 |  | 4772000 | 472007 | SH |  | DFND |  | 472007 | 0 | 0 |
| WARBURG | SHSCL | G9460M108 |  | 4753000 | 471086 | SH |  | DFND |  | 471086 | 0 | 0 |
| VALOR LA | CLASS | G9460N106 |  | 4614000 | 458617 | SH |  | DFND |  | 458617 | 0 | 0 |
| GOGREEN | ORDSH | G9461B101 |  | 2477000 | 238623 | SH |  | DFND |  | 238623 | 0 | 0 |
| WARBURG | SHSCL | G9461D107 |  | 2298000 | 227555 | SH |  | DFND |  | 227555 | 0 | 0 |
| UTA ACQU | CLASS | G9473A109 |  | 5204000 | 509709 | SH |  | DFND |  | 509709 | 0 | 0 |
| TRANSOCE | COM | H8817H100 |  | 59000 | 1967700 | SH | Put | DFND |  | 1967700 | 0 | 0 |
| LAVA THE | SHS | N51517105 |  | 249000 | 71272 | SH |  | DFND |  | 71272 | 0 | 0 |
| MERUS N | COM | N5749R100 |  | 995000 | 64300 | SH |  | DFND |  | 64300 | 0 | 0 |
| UNIQURE | SHS | N90064101 |  | 793000 | 35000 | SH |  | DFND |  | 35000 | 0 | 0 |
| ROYAL CA | COM | V7780T103 |  | 417000 | 192500 | SH | Put | DFND |  | 192500 | 0 | 0 |

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