The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X CAPITAL VENTURE ACQU COR *W EXP 10/29/202 88025V115 229 132,857 SH   DFND   132,857 0 0
180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 551 296,253 SH   DFND   296,253 0 0
1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 18,499 16,675,000 PRN   DFND   16,675,000 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 103 100,000 SH   DFND   100,000 0 0
26 CAPITAL ACQUISITION CORP COM CL A 90138P100 1,682 173,239 SH   DFND   173,239 0 0
4D PHARMA PLC *W EXP 03/22/202 35085K117 88 89,649 SH   DFND   89,649 0 0
51JOB INC SPONSORED ADS 316827104 9,011 115,863 SH   DFND   115,863 0 0
7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 91 100,000 SH   DFND   100,000 0 0
7GC & CO HOLDINGS INC COM CL A 81786A107 741 76,380 SH   DFND   76,380 0 0
890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 55 44,332 SH   DFND   44,332 0 0
890 5TH AVE PARTNERS INC COM CL A 28250A105 1,344 136,296 SH   DFND   136,296 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 414 42,000 SH   DFND   42,000 0 0
ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 246 199,999 SH   DFND   199,999 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 5,814 599,997 SH   DFND   599,997 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 200 100,000 SH   DFND   100,000 0 0
ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 1,382 135,000 SH   DFND   135,000 0 0
ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 123 83,332 SH   DFND   83,332 0 0
ACON S2 ACQUISITION CORP CL SHS G00748106 825 83,308 SH   DFND   83,308 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 481 24,322 SH   DFND   24,322 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 46 65,999 SH   DFND   65,999 0 0
ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 1,467 151,440 SH   DFND   151,440 0 0
ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 24 19,833 SH   DFND   19,833 0 0
ADVANCED MERGER PARTNERS INC COM CL A 00777J109 1,159 118,998 SH   DFND   118,998 0 0
AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 168 175,000 SH   DFND   175,000 0 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 1,219 125,199 SH   DFND   125,199 0 0
AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 135 143,333 SH   DFND   143,333 0 0
AEQUI ACQUISITION CORP COM CL A 00775W102 2,822 289,409 SH   DFND   289,409 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 31,889 660,366 SH   DFND   660,366 0 0
AF ACQUISITION CORP *W EXP 03/23/202 001040112 161 183,331 SH   DFND   183,331 0 0
AF ACQUISITION CORP CLASS A COM 001040104 5,285 549,996 SH   DFND   549,996 0 0
AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 19 29,997 SH   DFND   29,997 0 0
AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 1,048 108,566 SH   DFND   108,566 0 0
AGILE GROWTH CORP *W EXP 03/09/202 G01202111 16 16,666 SH   DFND   16,666 0 0
AGILE GROWTH CORP CLASS A ORD G01202103 483 49,998 SH   DFND   49,998 0 0
AGILON HEALTH INC COM 00857U107 260 6,400 SH   DFND   6,400 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 8,150 8,000,000 PRN   DFND   8,000,000 0 0
AJAX I *W EXP 10/27/202 G0190X126 70 37,500 SH   DFND   37,500 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 19,747 15,051,000 PRN   DFND   15,051,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 54,660 47,040,000 PRN   DFND   47,040,000 0 0
ALDEL FINANCIAL INC UNIT 99/99/9999 01407X203 1,224 120,000 SH   DFND   120,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 22,575 122,883 SH   DFND   122,883 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 4,973 100,000 SH   DFND   100,000 0 0
ALKURI GLOBAL ACQUISITION CO *W EXP 02/09/202 66981N111 75 51,449 SH   DFND   51,449 0 0
ALKURI GLOBAL ACQUISITION CO COM CL A 66981N103 1,582 159,816 SH   DFND   159,816 0 0
ALPHA CAPITAL ACQUISITION CO *W EXP 02/16/202 G0316P122 20 25,000 SH   DFND   25,000 0 0
ALPHA CAPITAL ACQUISITION CO CL A ORD SHS G0316P130 486 50,000 SH   DFND   50,000 0 0
ALPHA HEALTHCARE ACQUISTN CO *W EXP 09/21/202 020751111 420 150,000 SH   DFND   150,000 0 0
ALTABANCORP COM 021347109 4,222 97,479 SH   DFND   97,479 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 4,377 4,625,000 PRN   DFND   4,625,000 0 0
ALTIMAR ACQUISITION CORP II *W EXP 02/09/202 G03709121 15 13,050 SH   DFND   13,050 0 0
ALTIMAR ACQUISITION CORP II SHS CL A G03709105 507 52,200 SH   DFND   52,200 0 0
ALTIMAR ACQUISITION CORP III *W EXP 08/03/202 G0370U116 14 12,500 SH   DFND   12,500 0 0
ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 488 50,000 SH   DFND   50,000 0 0
ALTIMETER GROWTH CORP *W EXP 09/30/202 G0370L116 32 10,000 SH   DFND   10,000 0 0
ALTIMETER GROWTH CORP 2 COM CL A G0371B109 297 29,000 SH   DFND   29,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 109 135,000 SH   DFND   135,000 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 1,423 145,360 SH   DFND   145,360 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 216 102,182 SH   DFND   102,182 0 0
AMERICAN ACQUISITION OPPT IN *W EXP 05/28/202 02369M110 66 100,000 SH   DFND   100,000 0 0
AMERICAN ACQUISITION OPPT IN CLASS A COM 02369M102 2,582 260,000 SH   DFND   260,000 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 69,629 44,279,000 PRN   DFND   44,279,000 0 0
AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 26 52,515 SH   DFND   52,515 0 0
AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 20 30,000 SH   DFND   30,000 0 0
AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 1,067 106,748 SH   DFND   106,748 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 218 187,500 SH   DFND   187,500 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 980 98,516 SH   DFND   98,516 0 0
ANDINA ACQUISITION CORP III *W EXP 07/31/202 G04415124 487 389,569 SH   DFND   389,569 0 0
ANDINA ACQUISITION CORP III RIGHT 10/01/2025 G04415132 984 1,200,000 SH   DFND   1,200,000 0 0
ANGEL OAK MTG INC COM 03464Y108 536 30,000 SH   DFND   30,000 0 0
ANGEL POND HOLDINGS CORP UNIT 99/99/9999 G0447J110 2,609 260,860 SH   DFND   260,860 0 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 80 83,332 SH   DFND   83,332 0 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 2,425 249,996 SH   DFND   249,996 0 0
APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 430 127,527 SH   DFND   127,527 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 782 775,000 PRN   DFND   775,000 0 0
APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 38 32,223 SH   DFND   32,223 0 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 1,236 126,369 SH   DFND   126,369 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 746 76,595 SH   DFND   76,595 0 0
APPLOVIN CORP COM CL A 03831W108 527 7,012 SH   DFND   7,012 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 438 400,000 PRN   DFND   400,000 0 0
ARBOR REALTY TRUST INC NOTE 5.250% 7/0 038923AH1 2,175 1,500,000 PRN   DFND   1,500,000 0 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 2,342 235,600 SH   DFND   235,600 0 0
ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 35 20,000 SH   DFND   20,000 0 0
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 983 100,000 SH   DFND   100,000 0 0
ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 19 18,749 SH   DFND   18,749 0 0
ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 730 74,996 SH   DFND   74,996 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 19 14,999 SH   DFND   14,999 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106 1,088 111,555 SH   DFND   111,555 0 0
ARIES I ACQUISITION CORP UNIT 03/18/2026 G0542N115 1,379 137,197 SH   DFND   137,197 0 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 52 61,000 SH   DFND   61,000 0 0
ARROWROOT ACQUISITION CORP CL A COM 04282M102 1,177 122,000 SH   DFND   122,000 0 0
ARTISAN ACQUISITION CORP UNIT 03/26/2026 G0509L110 2,484 249,383 SH   DFND   249,383 0 0
ARYA SCIENCES ACQU CORP IV CL A G31659108 386 36,000 SH   DFND   36,000 0 0
ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 82 50,000 SH   DFND   50,000 0 0
ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 1,880 188,946 SH   DFND   188,946 0 0
ASPIRATIONAL CONSUMER LIFEST *W EXP 09/19/202 G05436111 128 66,666 SH   DFND   66,666 0 0
ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 45 66,499 SH   DFND   66,499 0 0
ASTREA ACQUISITION CORP COM CL A 04637C106 1,900 197,088 SH   DFND   197,088 0 0
AT HOME GROUP INC COM 04650Y100 20,417 554,216 SH   DFND   554,216 0 0
ATHENA TECHNOLOGY ACQUISI CO *W EXP 03/31/202 04687A117 58 66,666 SH   DFND   66,666 0 0
ATHENA TECHNOLOGY ACQUISI CO COM CLASS A 04687A109 1,940 199,998 SH   DFND   199,998 0 0
ATHENE HOLDING LTD CL A G0684D107 23,809 355,888 SH   DFND   355,888 0 0
ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 51 66,499 SH   DFND   66,499 0 0
ATHLON ACQUISITION CORP COM CL A 04748A106 1,543 159,446 SH   DFND   159,446 0 0
ATI PHYSICAL THERAPY INC *W EXP 08/10/202 00216W117 50 22,100 SH   DFND   22,100 0 0
ATLANTIC AVE ACQUISITION COR COM CL A 04906P101 630 64,850 SH   DFND   64,850 0 0
ATLANTIC AVE ACQUISITION COR UNIT 99/99/9999 04906P200 4,225 415,430 SH   DFND   415,430 0 0
ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 261 296,331 SH   DFND   296,331 0 0
ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 8,588 888,993 SH   DFND   888,993 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 10,719 270,000 SH   DFND   270,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 34,801 27,175,000 PRN   DFND   27,175,000 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 34 29,999 SH   DFND   29,999 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 1,535 157,459 SH   DFND   157,459 0 0
ATLAS CREST INVT CORP *W EXP 01/30/202 049284110 308 199,999 SH   DFND   199,999 0 0
AURORA ACQUISITION CORP *W EXP 03/02/202 G0698L129 21 12,500 SH   DFND   12,500 0 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 538 54,319 SH   DFND   54,319 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 22 17,500 SH   DFND   17,500 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 30 17,500 SH   DFND   17,500 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 681 70,000 SH   DFND   70,000 0 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 772 77,836 SH   DFND   77,836 0 0
AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 57 66,500 SH   DFND   66,500 0 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 1,306 134,778 SH   DFND   134,778 0 0
AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 104 100,000 SH   DFND   100,000 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 1,343 137,900 SH   DFND   137,900 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 11,608 9,900,000 PRN   DFND   9,900,000 0 0
AVEANNA HEALTHCARE HLDGS INC COM 05356F105 198 16,000 SH   DFND   16,000 0 0
B RILEY PRIN 250 MERGER CORP UNIT 04/06/2026 05602L203 6,182 620,070 SH   DFND   620,070 0 0
B RILEY PRINCIPAL 150 MERGER *W EXP 03/01/202 05601V111 51 40,332 SH   DFND   40,332 0 0
B RILEY PRINCIPAL 150 MERGER COM CL A 05601V103 1,430 146,696 SH   DFND   146,696 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 7,441 7,843,000 PRN   DFND   7,843,000 0 0
BENESSERE CAPITAL ACQUSTN CO *W EXP 99/99/999 08179B111 41 75,000 SH   DFND   75,000 0 0
BENESSERE CAPITAL ACQUSTN CO COM CL A 08179B103 497 49,727 SH   DFND   49,727 0 0
BENESSERE CAPITAL ACQUSTN CO RIGHT 99/99/9999 08179B129 38 100,000 SH   DFND   100,000 0 0
BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 90 90,000 SH   DFND   90,000 0 0
BETTER WORLD ACQUISITION COR COM 08772B104 712 71,210 SH   DFND   71,210 0 0
BIG CYPRESS ACQUISITION CORP *W EXP 07/25/202 089115117 46 50,000 SH   DFND   50,000 0 0
BIG CYPRESS ACQUISITION CORP COM 089115109 1,126 112,856 SH   DFND   112,856 0 0
BIG SKY GROWTH PARTNERS INC UNIT 04/01/2026 08954L201 5,282 528,764 SH   DFND   528,764 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 21,800 21,650,000 PRN   DFND   21,650,000 0 0
BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 23 26,499 SH   DFND   26,499 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 859 88,865 SH   DFND   88,865 0 0
BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 48 68,500 SH   DFND   68,500 0 0
BITE ACQUISITION CORP COMMON STOCK 09175K105 1,325 137,000 SH   DFND   137,000 0 0
BITE ACQUISITION CORP UNIT 99/99/9999 09175K204 266 26,666 SH   DFND   26,666 0 0
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 10,993 4,525,000 PRN   DFND   4,525,000 0 0
BLUE OWL CAPITAL INC *W EXP 05/19/202 09581B111 141 49,999 SH   DFND   49,999 0 0
BLUE SAFARI GRP ACQUISITN CO UNIT 06/10/2026 G1195R122 997 100,000 SH   DFND   100,000 0 0
BLUE WTR ACQUISITION CORP *W EXP 08/31/202 09607T112 45 60,000 SH   DFND   60,000 0 0
BLUE WTR ACQUISITION CORP COM CL A 09607T104 914 90,678 SH   DFND   90,678 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 16 16,666 SH   DFND   16,666 0 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 485 49,998 SH   DFND   49,998 0 0
BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 88 65,000 SH   DFND   65,000 0 0
BLUESCAPE OPPORTUNITIES ACQU SHS G1195N105 632 64,387 SH   DFND   64,387 0 0
BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 36 42,497 SH   DFND   42,497 0 0
BOA ACQUISITION CORP COM CL A 05601A109 1,233 127,491 SH   DFND   127,491 0 0
BOOKING HOLDINGS INC COM 09857L108 15,113 6,907 SH   DFND   6,907 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 15,649 1,060,979 SH   DFND   1,060,979 0 0
BOULDER GROWTH & INCOME FD I COM 101507101 269 19,880 SH   DFND   19,880 0 0
BOWX ACQUISITION CORP *W EXP 08/03/202 103085114 498 149,999 SH   DFND   149,999 0 0
BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 74 100,000 SH   DFND   100,000 0 0
BREEZE HOLDINGS ACQUISITN CO COM 106762107 671 66,978 SH   DFND   66,978 0 0
BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 25 100,000 SH   DFND   100,000 0 0
BRIDGETOWN 2 HOLDINGS LTD CL A G1355V103 367 36,000 SH   DFND   36,000 0 0
BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 80 40,000 SH   DFND   40,000 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 637 62,954 SH   DFND   62,954 0 0
BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 41 52,499 SH   DFND   52,499 0 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 1,423 147,007 SH   DFND   147,007 0 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 238 1,323,527 SH   DFND   1,323,527 0 0
BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 34 29,249 SH   DFND   29,249 0 0
BROADSCALE ACQUISITION CORP COM CL A 11134Y101 1,130 116,996 SH   DFND   116,996 0 0
BROADSTONE ACQUISITION CORP *W EXP 09/15/202 G1739V126 169 140,625 SH   DFND   140,625 0 0
BROADSTONE ACQUISITION CORP SHS CL A G1739V100 987 99,900 SH   DFND   99,900 0 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 216 430,986 SH   DFND   430,986 0 0
BRYN MAWR BK CORP COM 117665109 2,330 55,231 SH   DFND   55,231 0 0
BUILD ACQUISITION CORP *W EXP 03/15/202 12008J113 180 200,000 SH   DFND   200,000 0 0
BUILD ACQUISITION CORP COM CLASS A 12008J105 5,802 600,000 SH   DFND   600,000 0 0
BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 70 130,000 SH   DFND   130,000 0 0
BULL HORN HLDGS CORP SHS G1686P106 1,550 157,386 SH   DFND   157,386 0 0
BURGUNDY TECHNOLOGY ACQU COR *W EXP 08/31/202 G1702T124 168 177,227 SH   DFND   177,227 0 0
BURGUNDY TECHNOLOGY ACQU COR CL A G1702T116 1,297 131,667 SH   DFND   131,667 0 0
BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 96 75,000 SH   DFND   75,000 0 0
BYTE ACQUISITION CORP CLASS A ORD SHS G1R25Q105 964 99,900 SH   DFND   99,900 0 0
CA HEALTHCARE ACQUISITION CO *W EXP 12/25/202 12510W115 61 63,000 SH   DFND   63,000 0 0
CA HEALTHCARE ACQUISITION CO COM CL A 12510W107 1,594 161,177 SH   DFND   161,177 0 0
CABOT OIL & GAS CORP COM 127097103 31,586 1,871,202 SH   DFND   1,871,202 0 0
CADENCE BANCORPORATION CL A 12739A100 15,908 761,882 SH   DFND   761,882 0 0
CAI INTERNATIONAL INC COM 12477X106 7,394 132,039 SH   DFND   132,039 0 0
CAPITOL INVESTMENT CORP V *W EXP 99/99/999 14064F118 197 148,888 SH   DFND   148,888 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 180 200,000 SH   DFND   200,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 1,643 167,800 SH   DFND   167,800 0 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 661 68,150 SH   DFND   68,150 0 0
CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 5,866 587,143 SH   DFND   587,143 0 0
CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 42 50,713 SH   DFND   50,713 0 0
CARTESIAN GROWTH CORP CL A SHS G19276107 1,471 152,139 SH   DFND   152,139 0 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 160 159,916 SH   DFND   159,916 0 0
CASCADE ACQUISITION CORP COM CL A 147151104 1,069 108,242 SH   DFND   108,242 0 0
CATALYST PARTNRS ACQUISITN C UNIT 99/99/9999 G19550113 3,012 300,000 SH   DFND   300,000 0 0
CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 16 16,666 SH   DFND   16,666 0 0
CATCHA INVESTMENT CORP SHS CL A G1962Y102 483 49,998 SH   DFND   49,998 0 0
CBRE ACQUISITION HLDGS INC *W EXP 99/99/999 12510J114 54 49,998 SH   DFND   49,998 0 0
CBRE ACQUISITION HLDGS INC COM CL A 12510J106 373 38,457 SH   DFND   38,457 0 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 228 167,800 SH   DFND   167,800 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 1,846 186,665 SH   DFND   186,665 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 489 49,995 SH   DFND   49,995 0 0
CENTRICUS ACQUISITION CORP CL A SHS G2072Q104 462 46,627 SH   DFND   46,627 0 0
CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 96 58,332 SH   DFND   58,332 0 0
CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 1,889 190,261 SH   DFND   190,261 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 113 99,998 SH   DFND   99,998 0 0
CF ACQUISITION CORP IV COM CL A 12520T102 2,245 231,637 SH   DFND   231,637 0 0
CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 45 40,666 SH   DFND   40,666 0 0
CF ACQUISITION CORP V CL A 12520R106 1,204 123,398 SH   DFND   123,398 0 0
CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 38 38,000 SH   DFND   38,000 0 0
CF ACQUISITION CORP VI COM CL A 12521J103 1,480 152,000 SH   DFND   152,000 0 0
CF ACQUISITION CORP VIII *W EXP 03/31/202 12520C117 77 75,000 SH   DFND   75,000 0 0
CF ACQUISITION CORP VIII CLASS A COM 12520C109 2,958 300,000 SH   DFND   300,000 0 0
CF FIN ACQUISITION CORP III *W EXP 09/30/202 12529D116 188 116,666 SH   DFND   116,666 0 0
CHANGE HEALTHCARE INC COM 15912K100 18,379 797,684 SH   DFND   797,684 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 13,397 7,925,000 PRN   DFND   7,925,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 437 479,757 SH   DFND   479,757 0 0
CHP MERGER CORP COM CL A 12558Y106 961 96,580 SH   DFND   96,580 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 26 12,499 SH   DFND   12,499 0 0
CHURCHILL CAPITAL CORP VI UNIT 99/99/9999 17143W200 1,184 117,000 SH   DFND   117,000 0 0
CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 1,171 117,000 SH   DFND   117,000 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 14,507 940,811 SH   DFND   940,811 0 0
CIT GROUP INC COM NEW 125581801 16,385 317,596 SH   DFND   317,596 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 212 200,000 SH   DFND   200,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 947 95,530 SH   DFND   95,530 0 0
CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 84 95,022 SH   DFND   95,022 0 0
CLARIM ACQUISITION CORP COM CL A 18049C108 2,014 208,533 SH   DFND   208,533 0 0
CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 51 63,999 SH   DFND   63,999 0 0
CLASS ACCELERATION CORP COM 18274B106 1,858 191,698 SH   DFND   191,698 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 19,199 6,863,000 PRN   DFND   6,863,000 0 0
CLIMATE CHANGE CRISIS REAL I *W EXP 09/15/202 18716C118 408 100,000 SH   DFND   100,000 0 0
CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 34 24,399 SH   DFND   24,399 0 0
CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 1,204 121,995 SH   DFND   121,995 0 0
CLOUDERA INC COM 18914U100 11,325 714,054 SH   DFND   714,054 0 0
CM LIFE SCIENCES III INC CLASS A COM 125841106 2,062 199,995 SH   DFND   199,995 0 0
CM LIFE SCIENCES INC *W EXP 09/04/202 18978W117 233 50,629 SH   DFND   50,629 0 0
CNX RES CORP NOTE 2.250% 5/0 12653CAG3 37,762 29,025,000 PRN   DFND   29,025,000 0 0
COHERENT INC COM 192479103 25,599 96,843 SH   DFND   96,843 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 15,042 14,645,000 PRN   DFND   14,645,000 0 0
COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 117 99,999 SH   DFND   99,999 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 1,300 131,937 SH   DFND   131,937 0 0
COLICITY INC *W EXP 02/24/202 194170114 48 30,999 SH   DFND   30,999 0 0
COLICITY INC COM CL A 194170106 1,511 154,995 SH   DFND   154,995 0 0
COLISEUM ACQUISITION CORP UNIT 04/02/2028 G2263T115 1,976 200,000 SH   DFND   200,000 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 5,407 5,000,000 PRN   DFND   5,000,000 0 0
COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 2,054 1,000,000 PRN   DFND   1,000,000 0 0
COLOMBIER ACQUISITION CORP UNIT 99/99/9999 19533H207 4,315 435,000 SH   DFND   435,000 0 0
COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 11 10,139 SH   DFND   10,139 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101 495 50,695 SH   DFND   50,695 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 51 33,674 SH   DFND   33,674 0 0
COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 1,666 169,677 SH   DFND   169,677 0 0
CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 232 231,666 SH   DFND   231,666 0 0
CONCORD ACQUISITION CORP COM CL A 206071102 4,287 435,259 SH   DFND   435,259 0 0
CONSONANCE HFW ACQUISITION C *W EXP 10/28/202 G2445M111 36 23,166 SH   DFND   23,166 0 0
CONSONANCE HFW ACQUISITION C SHS CL A G2445M103 1,047 105,431 SH   DFND   105,431 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 17 19,332 SH   DFND   19,332 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 581 59,296 SH   DFND   59,296 0 0
CONSTELLATION PHARMCETICLS I COM 210373106 27,055 800,443 SH   DFND   800,443 0 0
CONX CORP *W EXP 10/30/202 212873111 169 124,999 SH   DFND   124,999 0 0
CONX CORP COM CL A 212873103 1,541 156,330 SH   DFND   156,330 0 0
COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 29,994 18,300,000 PRN   DFND   18,300,000 0 0
CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 51 50,000 SH   DFND   50,000 0 0
CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 1,455 150,000 SH   DFND   150,000 0 0
CORE-MARK HLDG CO INC COM 218681104 4,211 93,551 SH   DFND   93,551 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 160 133,333 SH   DFND   133,333 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 2,336 239,831 SH   DFND   239,831 0 0
CORNER GROWTH ACQUISITN CORP UNIT 05/27/2026 G2426E112 3,525 350,000 SH   DFND   350,000 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 2,860 1,650,000 PRN   DFND   1,650,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 19,977 17,242,000 PRN   DFND   17,242,000 0 0
COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 24 26,549 SH   DFND   26,549 0 0
COVA ACQUISITION CORP CL A SHS G2554Y104 515 53,098 SH   DFND   53,098 0 0
CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 14 16,666 SH   DFND   16,666 0 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 483 49,998 SH   DFND   49,998 0 0
CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 50 46,965 SH   DFND   46,965 0 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 1,257 129,630 SH   DFND   129,630 0 0
CURIOSITYSTREAM INC *W EXP 10/14/202 23130Q115 150 33,139 SH   DFND   33,139 0 0
CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111 111 47,752 SH   DFND   47,752 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 9,912 9,125,000 PRN   DFND   9,125,000 0 0
D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 39 41,332 SH   DFND   41,332 0 0
D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1,851 190,596 SH   DFND   190,596 0 0
D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 401 241,736 SH   DFND   241,736 0 0
DATA KNIGHTS ACQUISITION COR UNIT 05/06/2026 237699202 1,033 100,000 SH   DFND   100,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 46,637 34,885,000 PRN   DFND   34,885,000 0 0
DD3 ACQUISITION CORP II *W EXP 12/10/202 23318M118 103 67,499 SH   DFND   67,499 0 0
DD3 ACQUISITION CORP II COM CL A 23318M100 1,338 134,998 SH   DFND   134,998 0 0
DECARBONIZATION PLUS ACQU CO *W EXP 10/02/202 242797116 693 302,500 SH   DFND   302,500 0 0
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 59 40,665 SH   DFND   40,665 0 0
DECARBONIZATION PLUS ACQU II *W EXP 03/19/202 24279D113 593 233,332 SH   DFND   233,332 0 0
DECARBONIZATION PLUS ACQU II CLASS A COM 24279D105 519 50,000 SH   DFND   50,000 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 1,234 124,989 SH   DFND   124,989 0 0
DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 19 20,500 SH   DFND   20,500 0 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 413 42,711 SH   DFND   42,711 0 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 60 84,000 SH   DFND   84,000 0 0
DELWINDS INS ACQUISITION COR COM CLS A 24803C102 1,154 117,854 SH   DFND   117,854 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 20,463 19,500,000 PRN   DFND   19,500,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 96 37,000 PRN   DFND   37,000 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 174 17,500 SH   DFND   17,500 0 0
DHB CAPITAL CORP *W EXP 03/31/202 23291W117 60 66,666 SH   DFND   66,666 0 0
DHB CAPITAL CORP CL A COM 23291W109 1,938 199,998 SH   DFND   199,998 0 0
DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 35 33,865 SH   DFND   33,865 0 0
DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 985 101,595 SH   DFND   101,595 0 0
DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 33 30,749 SH   DFND   30,749 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 1,205 124,096 SH   DFND   124,096 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 12,524 4,225,000 PRN   DFND   4,225,000 0 0
DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 28 29,999 SH   DFND   29,999 0 0
DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 1,164 119,996 SH   DFND   119,996 0 0
DILA CAPITAL ACQUISITION COR UNIT 99/99/9999 254028202 1,259 125,000 SH   DFND   125,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 26,550 25,953,000 PRN   DFND   25,953,000 0 0
DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 31 33,333 SH   DFND   33,333 0 0
DISRUPTIVE ACQUISITION CORP CLASS A ORD SHS G2770Y102 970 99,999 SH   DFND   99,999 0 0
DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 158 49,500 SH   DFND   49,500 0 0
DMY TECHNOLOGY GROUP INC IV *W EXP 03/04/202 23344K110 34 23,800 SH   DFND   23,800 0 0
DMY TECHNOLOGY GROUP INC IV COM CL A 23344K102 1,163 119,000 SH   DFND   119,000 0 0
DOMTAR CORP COM NEW 257559203 28,916 529,883 SH   DFND   529,883 0 0
DOUBLEVERIFY HLDGS INC COM 25862V105 203 4,800 SH   DFND   4,800 0 0
DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 6,140 897,674 SH   DFND   897,674 0 0
DPCM CAP INC *W EXP 10/14/202 23344P119 211 163,332 SH   DFND   163,332 0 0
DPCM CAP INC COM CL A 23344P101 892 90,244 SH   DFND   90,244 0 0
DRAGONEER GROWTH OPPTY CORP SHS CL A G28314105 202 20,000 SH   DFND   20,000 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 500 50,000 SH   DFND   50,000 0 0
DUDDELL STREET ACQUISITN COR *W EXP 99/99/999 G28553116 123 137,500 SH   DFND   137,500 0 0
DUDDELL STREET ACQUISITN COR CL A G28553108 1,010 104,252 SH   DFND   104,252 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 34 42,499 SH   DFND   42,499 0 0
DUNE ACQUISITION CORP COM CL A 265334102 543 55,486 SH   DFND   55,486 0 0
DYNAMICS SPECIAL PURPOSE COR CLASS A COM 268010105 2,162 217,505 SH   DFND   217,505 0 0
E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 162 166,666 SH   DFND   166,666 0 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 2,031 208,078 SH   DFND   208,078 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 315 300,000 SH   DFND   300,000 0 0
EAST RES ACQUISITION CO COM CL A 274681105 1,038 106,382 SH   DFND   106,382 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 77 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 102 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 303 30,000 SH   DFND   30,000 0 0
ECP ENVIRONMENTAL GW OPT COR *W EXP 03/01/202 26829T118 39 29,999 SH   DFND   29,999 0 0
ECP ENVIRONMENTAL GW OPT COR COM CL A 26829T100 1,170 119,996 SH   DFND   119,996 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 43 61,000 SH   DFND   61,000 0 0
EDIFY ACQUISITION CORP CL A 28059Q103 1,193 123,907 SH   DFND   123,907 0 0
EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 35 100,000 SH   DFND   100,000 0 0
EDOC ACQUISITION CORP CL A G4000A102 627 62,310 SH   DFND   62,310 0 0
EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 42 100,000 SH   DFND   100,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 45 73,875 SH   DFND   73,875 0 0
EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 1,011 101,860 SH   DFND   101,860 0 0
EG ACQUISITION CORP UNIT 99/99/9999 26846A209 7,848 784,830 SH   DFND   784,830 0 0
EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 11 12,999 SH   DFND   12,999 0 0
EJF ACQUISITION CORP CL A SHS G2955B109 376 38,997 SH   DFND   38,997 0 0
ELECTRIC LAST MILE SOLUTNS I *W EXP 08/24/202 28489L112 534 235,332 SH   DFND   235,332 0 0
ELLIOTT OPPORTUNITY II CORP UNIT 99/99/9999 G30092129 4,004 400,000 SH   DFND   400,000 0 0
EMPOWER LTD *W EXP 11/30/202 G3R39W110 313 166,666 SH   DFND   166,666 0 0
EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 47 63,499 SH   DFND   63,499 0 0
EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 1,913 195,598 SH   DFND   195,598 0 0
ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 70 64,500 SH   DFND   64,500 0 0
ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1,503 153,181 SH   DFND   153,181 0 0
EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 2,144 297,725 SH   DFND   297,725 0 0
EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 93 83,332 SH   DFND   83,332 0 0
EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 739 75,905 SH   DFND   75,905 0 0
EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 53 75,000 SH   DFND   75,000 0 0
EQ HEALTH ACQUISITION CORP COM CL A 26886A101 2,112 218,640 SH   DFND   218,640 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 11,736 7,025,000 PRN   DFND   7,025,000 0 0
EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 177 149,999 SH   DFND   149,999 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2,841 288,138 SH   DFND   288,138 0 0
ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 34 33,332 SH   DFND   33,332 0 0
ESM ACQUISITION CORPORATION SHS CL A G3195H104 966 99,996 SH   DFND   99,996 0 0
EUCRATES BIOMEDICAL ACQU COR SHS G3141W106 794 80,700 SH   DFND   80,700 0 0
EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 14 14,666 SH   DFND   14,666 0 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 425 43,998 SH   DFND   43,998 0 0
EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 157 16,200 SH   DFND   16,200 0 0
EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 40 61,500 SH   DFND   61,500 0 0
EVO ACQUISITION CORP COM CL A 30052G108 854 88,000 SH   DFND   88,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 21,660 17,450,000 PRN   DFND   17,450,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 14,609 11,000,000 PRN   DFND   11,000,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 26,059 14,650,000 PRN   DFND   14,650,000 0 0
EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 124 125,000 SH   DFND   125,000 0 0
EXECUTIVE NETWORK PARTNERING CL A 30158L100 3,266 335,368 SH   DFND   335,368 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 4,902 5,500,000 PRN   DFND   5,500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 3,825 4,000,000 PRN   DFND   4,000,000 0 0
FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 62 33,332 SH   DFND   33,332 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 43 222,879 SH   DFND   222,879 0 0
FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 50 35,000 SH   DFND   35,000 0 0
FAR PEAK ACQUISITION CORP SHS CL A G3312L103 1,296 130,267 SH   DFND   130,267 0 0
FAST ACQUISITION CORP *W EXP 08/25/202 311875116 1,082 363,067 SH   DFND   363,067 0 0
FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 47 37,500 SH   DFND   37,500 0 0
FAST ACQUISITION CORP II CL A 311874101 1,468 150,000 SH   DFND   150,000 0 0
FERRO CORP COM 315405100 5,418 251,184 SH   DFND   251,184 0 0
FG NEW AMER ACQUISITION CORP *W EXP 08/31/202 30259V114 193 87,500 SH   DFND   87,500 0 0
FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 3,234 325,000 SH   DFND   325,000 0 0
FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 55 39,600 SH   DFND   39,600 0 0
FIGURE ACQUISITION CORP I COM CL A 302438106 1,584 158,400 SH   DFND   158,400 0 0
FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 36 29,748 SH   DFND   29,748 0 0
FINSERV ACQUISITION CORP II COM CL A 31809Y103 1,154 118,992 SH   DFND   118,992 0 0
FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 159 49,999 SH   DFND   49,999 0 0
FINTECH ACQUISITION CORP VI UNIT 06/24/2026 31811H205 3,027 300,000 SH   DFND   300,000 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 13 13,333 SH   DFND   13,333 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 386 39,999 SH   DFND   39,999 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 19,568 17,250,000 PRN   DFND   17,250,000 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 10,013 504,938 SH   DFND   504,938 0 0
FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 35 29,249 SH   DFND   29,249 0 0
FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 1,129 116,996 SH   DFND   116,996 0 0
FIRST TR DYNAMIC EUROPE EQUI COM SHS 33740D107 487 36,337 SH   DFND   36,337 0 0
FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 192 125,000 SH   DFND   125,000 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 1,659 167,087 SH   DFND   167,087 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 33,779 799,131 SH   DFND   799,131 0 0
FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 107 99,999 SH   DFND   99,999 0 0
FLAME ACQUISITION CORP COM CL A 33850F108 1,625 168,266 SH   DFND   168,266 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 5,640 332,968 SH   DFND   332,968 0 0
FOLEY TRASIMENE ACQUISTN COR *W EXP 05/26/202 34431F112 579 278,261 SH   DFND   278,261 0 0
FORESIGHT ACQUISITION CORP *W EXP 01/29/202 34552Y114 93 66,665 SH   DFND   66,665 0 0
FORESIGHT ACQUISITION CORP CL A 34552Y106 1,506 152,274 SH   DFND   152,274 0 0
FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 34 24,399 SH   DFND   24,399 0 0
FOREST ROAD ACQUISITION COR CL A 34619V103 1,196 121,995 SH   DFND   121,995 0 0
FORTERRA INC COM 34960W106 20,474 870,851 SH   DFND   870,851 0 0
FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 68 60,999 SH   DFND   60,999 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 1,489 153,008 SH   DFND   153,008 0 0
FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 11 10,599 SH   DFND   10,599 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 521 52,995 SH   DFND   52,995 0 0
FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 34 28,179 SH   DFND   28,179 0 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 601 61,200 SH   DFND   61,200 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 58 44,936 SH   DFND   44,936 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 3,527 359,488 SH   DFND   359,488 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112 194 150,000 SH   DFND   150,000 0 0
FORUM MERGER IV CORP CLASS A COM 349875104 5,808 600,000 SH   DFND   600,000 0 0
FOXWAYNE ENTERPRIS AQSTN COR UNIT 01/12/2026 35166L208 523 50,000 SH   DFND   50,000 0 0
FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 244 25,000 SH   DFND   25,000 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110 369 38,000 SH   DFND   38,000 0 0
FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 26 18,750 SH   DFND   18,750 0 0
FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 731 75,000 SH   DFND   75,000 0 0
FRONTIER GROUP HLDGS INC COM 35909R108 1,738 102,000 SH   DFND   102,000 0 0
FS DEVELOPMENT CORP II COM CL A 30318F100 500 50,000 SH   DFND   50,000 0 0
FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 19 12,500 SH   DFND   12,500 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 493 50,000 SH   DFND   50,000 0 0
FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 33 24,999 SH   DFND   24,999 0 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 975 99,996 SH   DFND   99,996 0 0
FTAC PARNASSUS ACQUISITN COR *W EXP 03/10/202 30319B116 78 62,499 SH   DFND   62,499 0 0
FTAC PARNASSUS ACQUISITN COR CLASS A COM 30319B108 2,440 249,996 SH   DFND   249,996 0 0
FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 350 250,000 SH   DFND   250,000 0 0
FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 40 40,665 SH   DFND   40,665 0 0
FUSION ACQUISITION CORP II COM CL A 36118N102 1,180 121,995 SH   DFND   121,995 0 0
FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 594 124,988 SH   DFND   124,988 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 355 35,995 SH   DFND   35,995 0 0
G SQUARED ASCEND II INC UNIT 99/99/9999 G42041114 1,001 100,000 SH   DFND   100,000 0 0
G&P ACQUISITION CORP *W EXP 02/28/202 36146G111 175 249,999 SH   DFND   249,999 0 0
G&P ACQUISITION CORP COM CL A 36146G103 4,850 499,998 SH   DFND   499,998 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 380 325,000 SH   DFND   325,000 0 0
GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 42 40,333 SH   DFND   40,333 0 0
GAMING & HOSPITALITY ACQU CO COM CL A 364681106 1,166 120,999 SH   DFND   120,999 0 0
GENESIS PK ACQUISITION CORP *W EXP 05/27/202 G38245125 141 57,714 SH   DFND   57,714 0 0
GENESIS PK ACQUISITION CORP SHS CL A G38245109 437 42,408 SH   DFND   42,408 0 0
GIGCAPITAL4 INC *W EXP 02/08/202 37518G119 57 49,999 SH   DFND   49,999 0 0
GIGCAPITAL4 INC COM 37518G101 1,836 186,407 SH   DFND   186,407 0 0
GIGINTERNATIONAL1 INC UNIT 05/19/2026 37518W205 5,246 522,555 SH   DFND   522,555 0 0
GLASS HOUSES ACQUISITION COR *W EXP 03/25/202 37714P111 100 99,999 SH   DFND   99,999 0 0
GLASS HOUSES ACQUISITION COR CLASS A COM 37714P103 1,924 199,998 SH   DFND   199,998 0 0
GLAUKOS CORP NOTE 2.750% 6/1 377322AB8 7,567 4,425,000 PRN   DFND   4,425,000 0 0
GLENFARNE MERGER CORP *W EXP 03/17/202 378579114 91 83,332 SH   DFND   83,332 0 0
GLENFARNE MERGER CORP CLASS A COM 378579106 2,412 249,996 SH   DFND   249,996 0 0
GLOBAL CONSUMER ACQUISITN CO UNIT 05/21/2026 37892B207 3,996 400,000 SH   DFND   400,000 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 398 40,995 SH   DFND   40,995 0 0
GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K137 1,520 150,000 SH   DFND   150,000 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 20 24,999 SH   DFND   24,999 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 506 52,128 SH   DFND   52,128 0 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 312 283,332 SH   DFND   283,332 0 0
GO ACQUISITION CORP COM 362019101 1,569 160,387 SH   DFND   160,387 0 0
GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 82 128,000 SH   DFND   128,000 0 0
GOAL ACQUISITIONS CORP COM 38021H107 1,234 128,000 SH   DFND   128,000 0 0
GOBI ACQUISITION CORP CLASS A ORD SHS G4022Y104 1,970 200,000 SH   DFND   200,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 297 32,232 SH   DFND   32,232 0 0
GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 176 211,702 SH   DFND   211,702 0 0
GOLDEN ARROW MERGER CORP CLASS A COM 380799106 6,129 635,106 SH   DFND   635,106 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 81 87,500 SH   DFND   87,500 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 1,069 109,930 SH   DFND   109,930 0 0
GOLDEN PATH ACQUISITION CORP UNIT 01/31/2028 G4028H139 352 35,000 SH   DFND   35,000 0 0
GOLDENBRIDGE ACQUISITION LTD UNIT 03/02/2026 G3970D112 364 34,000 SH   DFND   34,000 0 0
GOOD WORKS ACQUISITION CORP *W EXP 10/22/202 38216X115 294 174,999 SH   DFND   174,999 0 0
GORES GUGGENHEIM INC *W EXP 03/25/202 38286Q115 274 199,999 SH   DFND   199,999 0 0
GORES GUGGENHEIM INC CLASS A COM 38286Q107 9,760 999,995 SH   DFND   999,995 0 0
GORES HLDGS V INC *W EXP 08/05/202 382864114 203 100,000 SH   DFND   100,000 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 19 14,874 SH   DFND   14,874 0 0
GORES HLDGS VIII INC CL A 382863108 1,180 118,992 SH   DFND   118,992 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 20 14,874 SH   DFND   14,874 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 1,178 118,992 SH   DFND   118,992 0 0
GORES METROPOULOS II INC *W EXP 01/31/202 382873115 33 23,799 SH   DFND   23,799 0 0
GORES METROPOULOS II INC CL A 382873107 1,242 125,611 SH   DFND   125,611 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 42 23,599 SH   DFND   23,599 0 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 1,169 117,995 SH   DFND   117,995 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 31 23,600 SH   DFND   23,600 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1,186 118,000 SH   DFND   118,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 28,984 419,335 SH   DFND   419,335 0 0
GRAF ACQUISITION CORP IV UNIT 05/31/2028 384272209 5,971 600,100 SH   DFND   600,100 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 3,438 2,375,000 PRN   DFND   2,375,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 3,061 3,100,000 PRN   DFND   3,100,000 0 0
GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 54 150,000 SH   DFND   150,000 0 0
GREENCITY ACQUISITION CORP COM G4086B107 444 43,886 SH   DFND   43,886 0 0
GREENVISION ACQUISITION CORP *W EXP 10/28/202 39678G111 155 170,000 SH   DFND   170,000 0 0
GREENVISION ACQUISITION CORP COM 39678G103 722 70,710 SH   DFND   70,710 0 0
GREENVISION ACQUISITION CORP RIGHT 06/01/2021 39678G129 94 170,000 SH   DFND   170,000 0 0
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 795 151,404 SH   DFND   151,404 0 0
GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 50 42,000 SH   DFND   42,000 0 0
GROUP NINE ACQUISITION CORP COM CL A 39947R104 1,856 189,774 SH   DFND   189,774 0 0
GROWTH CAP ACQUISITION CORP *W EXP 06/01/202 39986V115 55 87,500 SH   DFND   87,500 0 0
GROWTH CAP ACQUISITION CORP CL A 39986V107 2,362 243,220 SH   DFND   243,220 0 0
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 55 25,000 SH   DFND   25,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 17,348 13,920,000 PRN   DFND   13,920,000 0 0
GUGGENHEIM ENHANCED EQT INCM COM 40167B100 338 39,208 SH   DFND   39,208 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 727 538,836 SH   DFND   538,836 0 0
GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 184 199,998 SH   DFND   199,998 0 0
GX ACQUISITION CORP II CLASS A COM 36260F105 5,802 599,994 SH   DFND   599,994 0 0
H I G ACQUISITION CORP COM CL A G44898107 657 67,690 SH   DFND   67,690 0 0
H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 1,556 155,000 SH   DFND   155,000 0 0
HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 310 310,183 SH   DFND   310,183 0 0
HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 39 42,999 SH   DFND   42,999 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 1,879 192,712 SH   DFND   192,712 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4 10,919 9,200,000 PRN   DFND   9,200,000 0 0
HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 31 29,499 SH   DFND   29,499 0 0
HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 1,146 117,996 SH   DFND   117,996 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 9,714 6,000,000 PRN   DFND   6,000,000 0 0
HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 207 115,832 SH   DFND   115,832 0 0
HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 300 30,000 SH   DFND   30,000 0 0
HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 55 76,999 SH   DFND   76,999 0 0
HEALTHCARE CAPITAL CORP COM CL A 42228C101 1,547 160,276 SH   DFND   160,276 0 0
HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 348 34,972 SH   DFND   34,972 0 0
HEALTHCARE SERVICES ACQU COR *W EXP 99/99/999 42227K112 67 75,000 SH   DFND   75,000 0 0
HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 665 68,740 SH   DFND   68,740 0 0
HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 1,056 107,220 SH   DFND   107,220 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,511 3,500,000 PRN   DFND   3,500,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 6,143 5,000,000 PRN   DFND   5,000,000 0 0
HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 74 30,500 SH   DFND   30,500 0 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 106 10,495 SH   DFND   10,495 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1,295 1,220,000 PRN   DFND   1,220,000 0 0
HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 28 32,149 SH   DFND   32,149 0 0
HH&L ACQUISITION CO SHS CL A G39714103 978 100,838 SH   DFND   100,838 0 0
HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 27 24,285 SH   DFND   24,285 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1,339 137,575 SH   DFND   137,575 0 0
HIMS & HERS HEALTH INC *W EXP 01/20/202 433000114 223 66,666 SH   DFND   66,666 0 0
HOLICITY INC *W EXP 08/04/202 435063110 668 180,666 SH   DFND   180,666 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,057 1,075,000 PRN   DFND   1,075,000 0 0
HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 148 83,332 SH   DFND   83,332 0 0
HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 58 49,999 SH   DFND   49,999 0 0
HORIZON ACQUISITION CORPORAT SHS CL A G46044106 629 64,387 SH   DFND   64,387 0 0
HPX CORP *W EXP 07/14/202 G32219126 132 150,000 SH   DFND   150,000 0 0
HPX CORP SHS CL A G32219100 1,191 120,906 SH   DFND   120,906 0 0
HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 57 50,498 SH   DFND   50,498 0 0
HUDSON EXECUTIVE INVES III COM CL A 44376L107 1,419 145,825 SH   DFND   145,825 0 0
HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 36 30,500 SH   DFND   30,500 0 0
HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1,806 186,040 SH   DFND   186,040 0 0
HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 30 24,999 SH   DFND   24,999 0 0
HUMANCO ACQUISITION CORP COM CL A 44487N109 502 51,485 SH   DFND   51,485 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 5,476 5,375,000 PRN   DFND   5,375,000 0 0
IBERE PHARMACEUTICALS *W EXP 03/01/202 G46843119 29 37,500 SH   DFND   37,500 0 0
IBERE PHARMACEUTICALS SHS CL A G46843101 725 75,000 SH   DFND   75,000 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 350 312,500 SH   DFND   312,500 0 0
IG ACQUISITION CORP COM CL A 449534106 2,541 260,920 SH   DFND   260,920 0 0
IGNYTE ACQUISITION CORP UNIT 01/05/2026 45175H205 502 50,000 SH   DFND   50,000 0 0
IHS MARKIT LTD SHS G47567105 33,834 300,643 SH   DFND   300,643 0 0
ILLUMINA INC COM 452327109 6,233 13,172 SH   DFND   13,172 0 0
IMMATICS N.V *W EXP 07/01/202 N44445117 172 49,900 SH   DFND   49,900 0 0
INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 18 15,000 SH   DFND   15,000 0 0
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 750 75,000 SH   DFND   75,000 0 0
INDIE SEMICONDUCTOR INC *W EXP 06/15/202 45569U119 485 229,696 SH   DFND   229,696 0 0
INDUSTRIAL TECH ACQU INC *W EXP 08/06/202 456357110 413 375,000 SH   DFND   375,000 0 0
INDUSTRIAL TECH ACQU INC COM CL A 456357102 942 93,820 SH   DFND   93,820 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 6,893 5,625,000 PRN   DFND   5,625,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 27,166 17,840,000 PRN   DFND   17,840,000 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 8,550 7,795,000 PRN   DFND   7,795,000 0 0
INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 593 179,839 SH   DFND   179,839 0 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 8,713 5,000,000 PRN   DFND   5,000,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 15,974 10,450,000 PRN   DFND   10,450,000 0 0
INSU ACQUISITION CORP III COM CL A 457817104 633 65,230 SH   DFND   65,230 0 0
INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 1,005 100,000 SH   DFND   100,000 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1,575 30,950 SH   DFND   30,950 0 0
INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 1,567 157,140 SH   DFND   157,140 0 0
INTERPRIVATE III FINANCIAL P UNIT 99/99/9999 46064R205 1,567 157,000 SH   DFND   157,000 0 0
INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 1,234 124,000 SH   DFND   124,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 3,005 3,450,000 PRN   DFND   3,450,000 0 0
INVESTINDUSTRIAL ACQUISITION *W EXP 10/30/202 G4771L113 25 24,285 SH   DFND   24,285 0 0
INVESTINDUSTRIAL ACQUISITION SHS CL A G4771L105 1,032 105,720 SH   DFND   105,720 0 0
ION ACQUISITION CORP 2 LTD SHS CL A G49393104 346 34,992 SH   DFND   34,992 0 0
ION ACQUISITION CORP 3 LTD SHS CL A G4940J114 853 87,000 SH   DFND   87,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 17,800 19,050,000 PRN   DFND   19,050,000 0 0
IRON SPARK I INC CLASS A COM 46301G103 5,240 525,000 SH   DFND   525,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 9,132 7,700,000 PRN   DFND   7,700,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 16,193 13,500,000 PRN   DFND   13,500,000 0 0
ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 70 99,999 SH   DFND   99,999 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1,698 173,246 SH   DFND   173,246 0 0
ISOS ACQUISITION CORPORATION UNIT 99/99/9999 G4962C120 510 50,000 SH   DFND   50,000 0 0
ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 17 25,000 SH   DFND   25,000 0 0
ITHAX ACQUISITION CORP CL A SHS G49775102 1,120 115,180 SH   DFND   115,180 0 0
ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 16 19,500 SH   DFND   19,500 0 0
ITIQUIRA ACQUISITION CORP CL A SHS G49773107 401 41,600 SH   DFND   41,600 0 0
IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 21 11,666 SH   DFND   11,666 0 0
IVANHOE CAPITAL ACQUISTIN CO COM CL A G4R87P114 356 34,998 SH   DFND   34,998 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 18 21,599 SH   DFND   21,599 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 1,048 108,446 SH   DFND   108,446 0 0
JANUS INTERNATIONAL GROUP IN *W EXP 06/07/202 47103N114 840 201,502 SH   DFND   201,502 0 0
JAWS HURRICANE ACQUISITN COR UNIT 06/08/2026 47201B202 2,515 250,000 SH   DFND   250,000 0 0
JAWS JUGGERNAUT ACQUISITN CO UNIT 06/17/2026 G50735128 2,012 200,000 SH   DFND   200,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 22 17,500 SH   DFND   17,500 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 683 70,000 SH   DFND   70,000 0 0
JAWS SPITFIRE ACQUISITION CO *W EXP 12/01/202 G50740110 38 20,000 SH   DFND   20,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 754 750,000 PRN   DFND   750,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 13,350 10,000,000 PRN   DFND   10,000,000 0 0
JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 40 38,999 SH   DFND   38,999 0 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 1,135 117,497 SH   DFND   117,497 0 0
JOYY INC NOTE 1.375% 6/1 98426TAF3 1,494 1,500,000 PRN   DFND   1,500,000 0 0
JUST EAT TAKEAWAY COM N V SPONSORED ADS 48214T305 12,119 663,700 SH   DFND   663,700 0 0
KADEM SUSTAINABLE IMPACT COR UNIT 03/17/2026 48284E204 4,722 475,000 SH   DFND   475,000 0 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 25 31,346 SH   DFND   31,346 0 0
KAIROS ACQUISITION CORP CL A SHS G52110114 884 91,130 SH   DFND   91,130 0 0
KALEYRA INC *W EXP 11/25/202 483379111 3,542 1,106,970 SH   DFND   1,106,970 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 19,029 67,151 SH   DFND   67,151 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 7,021 7,000,000 PRN   DFND   7,000,000 0 0
KATAPULT HOLDINGS INC *W EXP 06/09/202 485859110 373 116,948 SH   DFND   116,948 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 8,062 5,125,000 PRN   DFND   5,125,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 02/23/202 49006L112 50 29,249 SH   DFND   29,249 0 0
KENSINGTON CAPITAL ACQUISITI COM CL A 49006L104 1,153 115,896 SH   DFND   115,896 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 39 37,499 SH   DFND   37,499 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1,396 143,498 SH   DFND   143,498 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 1,187 120,000 SH   DFND   120,000 0 0
KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 1,719 173,500 SH   DFND   173,500 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1,885 190,378 SH   DFND   190,378 0 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 136 193,622 SH   DFND   193,622 0 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 801 79,859 SH   DFND   79,859 0 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 84 99,999 SH   DFND   99,999 0 0
KINS TECHNOLOGY GROUP INC COM CL A 49714K109 1,054 106,860 SH   DFND   106,860 0 0
KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 327 300,000 SH   DFND   300,000 0 0
KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 11 13,332 SH   DFND   13,332 0 0
KISMET ACQUISITION THREE COR CL A SHARES G5276C110 385 39,996 SH   DFND   39,996 0 0
KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 14 15,000 SH   DFND   15,000 0 0
KISMET ACQUISITION TWO CORP CL A SHS G52807107 436 45,000 SH   DFND   45,000 0 0
KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 1,637 163,000 SH   DFND   163,000 0 0
KL ACQUISITION CORP *W EXP 01/12/202 49837C117 36 38,665 SH   DFND   38,665 0 0
KL ACQUISITION CORP COM CL A 49837C109 1,145 117,995 SH   DFND   117,995 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 37 49,999 SH   DFND   49,999 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 422 43,064 SH   DFND   43,064 0 0
KNOLL INC COM NEW 498904200 16,843 648,069 SH   DFND   648,069 0 0
L CATTERTON ASIA ACQUISITION UNIT 03/11/2026 G5346G109 1,000 100,000 SH   DFND   100,000 0 0
L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 54 65,000 SH   DFND   65,000 0 0
L&F ACQUISITION CORP SHS CL A G53702109 1,433 143,610 SH   DFND   143,610 0 0
LAKESHORE ACQUISITION I CORP UNIT 06/04/2026 G53521129 383 37,500 SH   DFND   37,500 0 0
LANDCADIA HOLDINGS III INC *W EXP 10/01/202 51476H118 1,129 416,665 SH   DFND   416,665 0 0
LANDCADIA HOLDINGS IV INC UNIT 05/01/2025 51477A203 4,975 500,000 SH   DFND   500,000 0 0
LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 313 1,043,236 SH   DFND   1,043,236 0 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2,584 4,100,000 PRN   DFND   4,100,000 0 0
LATHAM GROUP INC COM 51819L107 205 6,400 SH   DFND   6,400 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 12 10,000 SH   DFND   10,000 0 0
LAZARD GROWTH ACQUISITION CO SHS G54035103 489 50,000 SH   DFND   50,000 0 0
LDH GROWTH CORP I UNIT 03/17/2026 G54094118 370 37,000 SH   DFND   37,000 0 0
LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 390 39,000 SH   DFND   39,000 0 0
LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 249 226,666 SH   DFND   226,666 0 0
LEFTERIS ACQUISITION CORP COM CL A 52470X109 2,072 212,471 SH   DFND   212,471 0 0
LEGALZOOM COM INC COM 52466B103 252 6,667 SH   DFND   6,667 0 0
LEGATO MERGER CORP *W EXP 12/31/202 52473X114 239 132,000 SH   DFND   132,000 0 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 12 12,499 SH   DFND   12,499 0 0
LEO HLDGS CORP II COM CL A G5463R102 1,135 116,866 SH   DFND   116,866 0 0
LEO HOLDINGS III CORP *W EXP 03/02/202 G5463T124 12 10,000 SH   DFND   10,000 0 0
LEO HOLDINGS III CORP SHS CL A G5463T108 494 50,000 SH   DFND   50,000 0 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 340 34,500 SH   DFND   34,500 0 0
LEVERE HOLDINGS CORP UNIT 03/09/2026 G5462L114 1,243 125,000 SH   DFND   125,000 0 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 105 57,500 SH   DFND   57,500 0 0
LIBERTY MEDIA ACQUISITION CO *W EXP 01/22/202 53073L112 53 23,600 SH   DFND   23,600 0 0
LIBERTY MEDIA ACQUISITION CO COM SR A 53073L104 961 94,412 SH   DFND   94,412 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,334 1,000,000 PRN   DFND   1,000,000 0 0
LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 40 50,000 SH   DFND   50,000 0 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 594 60,830 SH   DFND   60,830 0 0
LIGHTNING EMOTORS INC *W EXP 08/18/202 53228T119 595 361,743 SH   DFND   361,743 0 0
LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 483 525,000 SH   DFND   525,000 0 0
LIONHEART ACQUISITION CORP I COM CL A 53625R104 707 71,726 SH   DFND   71,726 0 0
LIV CAP ACQUISITION CORP *W EXP 12/13/202 G5510C116 152 160,000 SH   DFND   160,000 0 0
LIV CAP ACQUISITION CORP CL A G5510C108 751 75,167 SH   DFND   75,167 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 4,954 56,557 SH   DFND   56,557 0 0
LIVE OAK ACQUISITION CORP II *W EXP 12/07/202 53804W114 200 88,750 SH   DFND   88,750 0 0
LIVE OAK ACQUISITION CORP II COM CL A 53804W106 791 79,777 SH   DFND   79,777 0 0
LIVE OAK MOBILITY ACQUISI CO UNIT 03/01/2028 538126202 1,289 128,400 SH   DFND   128,400 0 0
LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 25 50,000 SH   DFND   50,000 0 0
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 532 53,732 SH   DFND   53,732 0 0
LMP CAP & INCOME FD INC COM 50208A102 335 23,261 SH   DFND   23,261 0 0
LOCUST WALK ACQUISITION CORP *W EXP 12/31/202 54015L111 45 44,998 SH   DFND   44,998 0 0
LOCUST WALK ACQUISITION CORP COM CL A 54015L103 1,335 134,994 SH   DFND   134,994 0 0
LOGISTICS INNOVTN TECHNLGS C UNIT 06/10/2026 54141L209 4,478 450,000 SH   DFND   450,000 0 0
LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 2,318 230,000 SH   DFND   230,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 27,868 19,096,000 PRN   DFND   19,096,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 31,278 28,860,000 PRN   DFND   28,860,000 0 0
LUMINEX CORP DEL COM 55027E102 27,473 746,560 SH   DFND   746,560 0 0
LUMINEX CORP DEL NOTE 3.000% 5/1 55027EAA0 2,839 2,825,000 PRN   DFND   2,825,000 0 0
LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 251 189,998 SH   DFND   189,998 0 0
LUX HEALTH TECH ACQUISITION COM CL A 55068A100 653 65,998 SH   DFND   65,998 0 0
LYDALL INC COM 550819106 12,678 209,488 SH   DFND   209,488 0 0
M3 BRIGADE ACQUISITION II CO UNIT 99/99/9999 553800202 15,150 1,500,000 SH   DFND   1,500,000 0 0
MACQUARIE GLOBAL INFRASTRUCT COM 55608D101 383 16,610 SH   DFND   16,610 0 0
MAGELLAN HEALTH INC COM NEW 559079207 20,773 220,520 SH   DFND   220,520 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 9,263 388,225 SH   DFND   388,225 0 0
MAGNUM OPUS ACQUISITION LTD UNIT 06/03/2026 G5S70A120 1,001 100,000 SH   DFND   100,000 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 192 200,000 SH   DFND   200,000 0 0
MALACCA STRAITS ACQUISITION COM CL A G5859B117 2,670 269,693 SH   DFND   269,693 0 0
MAQUIA CAPITAL ACQUISITION C UNIT 99/99/9999 56564V200 4,055 400,310 SH   DFND   400,310 0 0
MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 17 14,405 SH   DFND   14,405 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 418 43,215 SH   DFND   43,215 0 0
MARQUEE RAINE ACQUISITION CO *W EXP 12/01/202 G58442123 16 12,499 SH   DFND   12,499 0 0
MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 726 73,333 SH   DFND   73,333 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 60 66,665 SH   DFND   66,665 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1,442 149,308 SH   DFND   149,308 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 37,274 353,781 SH   DFND   353,781 0 0
MCAP ACQUISITION CORP *W EXP 03/02/202 55282T117 67 66,666 SH   DFND   66,666 0 0
MCAP ACQUISITION CORP COM CL A 55282T109 1,462 151,999 SH   DFND   151,999 0 0
MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 104 125,000 SH   DFND   125,000 0 0
MDH ACQUISITION CORP COM CL A 55283P106 2,413 250,300 SH   DFND   250,300 0 0
MEDICUS SCIENCES ACQUISITION CL A SHS G5960S108 532 55,140 SH   DFND   55,140 0 0
MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 66 66,665 SH   DFND   66,665 0 0
MEDTECH ACQUISITION CORP COM CL A 58507N105 1,291 132,230 SH   DFND   132,230 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 22,359 6,325,000 PRN   DFND   6,325,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 416 349,563 SH   DFND   349,563 0 0
MERIDA MERGER CORP I COM 58953M106 984 98,932 SH   DFND   98,932 0 0
MERIDIAN BANCORP INC MD COM 58958U103 4,351 212,679 SH   DFND   212,679 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 7,979 7,500,000 PRN   DFND   7,500,000 0 0
METROMILE INC *W EXP 02/09/202 591697115 92 41,065 SH   DFND   41,065 0 0
MFS MUN INCOME TR SH BEN INT 552738106 83 11,671 SH   DFND   11,671 0 0
MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 1,519 152,100 SH   DFND   152,100 0 0
MODEL PERFORMANCE ACQU CORP UNIT 04/29/2026 G6246M113 627 60,000 SH   DFND   60,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 3,991 213,176 SH   DFND   213,176 0 0
MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 516 335,000 SH   DFND   335,000 0 0
MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 2,374 240,082 SH   DFND   240,082 0 0
MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 663 68,520 SH   DFND   68,520 0 0
MONUMENT CIRCLE ACQUISITN CO UNIT 01/14/2026 61531M200 1,295 129,000 SH   DFND   129,000 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 15 20,000 SH   DFND   20,000 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 386 40,000 SH   DFND   40,000 0 0
MOTION ACQUISITION CORP *W EXP 10/02/202 61980M115 277 185,896 SH   DFND   185,896 0 0
MOTION ACQUISITION CORP COM CL A 61980M107 2,396 240,761 SH   DFND   240,761 0 0
MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 13 13,333 SH   DFND   13,333 0 0
MOTIVE CAPITAL CORP SHS CL A G6293A103 847 86,646 SH   DFND   86,646 0 0
MOUNTAIN CREST ACQUSITN CRP UNIT 06/29/2026 62403K207 1,490 150,000 SH   DFND   150,000 0 0
MSD ACQUISITION CORP UNIT 03/25/2026 G5709C117 2,020 200,000 SH   DFND   200,000 0 0
MSG NETWORK INC CL A 553573106 3,568 244,703 SH   DFND   244,703 0 0
MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 744 173,507 SH   DFND   173,507 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 750 259,500 SH   DFND   259,500 0 0
NAVISTAR INTL CORP NEW COM 63934E108 27,358 614,797 SH   DFND   614,797 0 0
NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 701 412,300 SH   DFND   412,300 0 0
NEW BEGINNINGS ACQUISITION C *W EXP 11/01/202 64222H118 116 100,000 SH   DFND   100,000 0 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 663 239,247 SH   DFND   239,247 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,597 2,625,000 PRN   DFND   2,625,000 0 0
NEW SR INVT GROUP INC COM 648691103 2,566 292,271 SH   DFND   292,271 0 0
NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 381 38,000 SH   DFND   38,000 0 0
NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 111 150,000 SH   DFND   150,000 0 0
NEWBURY STREET ACQUISITN COR COM 65101L104 2,164 224,000 SH   DFND   224,000 0 0
NEWHOLD INVESTMENT CORP *W EXP 03/10/202 651448110 516 300,000 SH   DFND   300,000 0 0
NEXTGEN ACQUISITION CORP *W EXP 10/06/202 G65305123 77 41,666 SH   DFND   41,666 0 0
NEXTGEN ACQUISITION CORP II UNIT 03/23/2026 G65317110 3,246 300,000 SH   DFND   300,000 0 0
NIGHTDRAGON ACQUISITION CORP UNIT 02/26/20266 65413D204 1,217 121,000 SH   DFND   121,000 0 0
NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 43 50,000 SH   DFND   50,000 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 1,625 168,070 SH   DFND   168,070 0 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 19 17,666 SH   DFND   17,666 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 1,149 118,178 SH   DFND   118,178 0 0
NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 195 150,000 SH   DFND   150,000 0 0
NORTH MOUNTAIN MERGER CORP COM CL A 661204107 954 98,065 SH   DFND   98,065 0 0
NORTHERN GENESIS ACQU CORP I UNIT 99/99/9999 66516W206 3,485 345,000 SH   DFND   345,000 0 0
NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 65 38,999 SH   DFND   38,999 0 0
NORTHERN LIGHTS ACQUISITN CO UNIT 11/01/2027 66538L204 2,040 200,000 SH   DFND   200,000 0 0
NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 1,200 120,000 SH   DFND   120,000 0 0
NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 1,200 120,000 SH   DFND   120,000 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 61 24,799 SH   DFND   24,799 0 0
NOVUS CAPITAL CORPORATION II *W EXP 02/02/202 67012W112 79 66,666 SH   DFND   66,666 0 0
NOVUS CAPITAL CORPORATION II COM CL A 67012W104 1,565 160,516 SH   DFND   160,516 0 0
NRX PHARMACEUTICALS INC *W EXP 05/24/202 629444118 356 100,000 SH   DFND   100,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 27,954 513,485 SH   DFND   513,485 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 11,194 11,300,000 PRN   DFND   11,300,000 0 0
NUVASIVE INC NOTE 1.000% 6/0 670704AL9 524 500,000 PRN   DFND   500,000 0 0
NUVEEN DOW 30 DYNMC OVERWRT SHS 67075F105 223 13,128 SH   DFND   13,128 0 0
NUVEEN TAX-ADVANTAGED DIVID COM 67073G105 373 23,181 SH   DFND   23,181 0 0
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 192 16,424 SH   DFND   16,424 0 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 621 62,820 SH   DFND   62,820 0 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 1,367 134,452 SH   DFND   134,452 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112 66 95,769 SH   DFND   95,769 0 0
OCA ACQUISITION CORP COM CL A 670865104 1,947 196,486 SH   DFND   196,486 0 0
OCEANTECH ACQUISITIONS I COR UNIT 05/12/2026 675507206 2,012 201,207 SH   DFND   201,207 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 22,456 15,546,000 PRN   DFND   15,546,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 22,330 17,850,000 PRN   DFND   17,850,000 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 8,344 7,500,000 PRN   DFND   7,500,000 0 0
OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 348 341,600 SH   DFND   341,600 0 0
OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 2,745 279,238 SH   DFND   279,238 0 0
ONE *W EXP 08/17/202 G7000X121 43 18,749 SH   DFND   18,749 0 0
ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 36 39,999 SH   DFND   39,999 0 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 1,660 170,767 SH   DFND   170,767 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,555 1,950,000 PRN   DFND   1,950,000 0 0
ORBCOMM INC COM 68555P100 15,857 1,410,804 SH   DFND   1,410,804 0 0
ORION ACQUISITION CORP UNIT 02/19/2026 68626A207 1,548 156,000 SH   DFND   156,000 0 0
ORION BIOTECH OPPORTUNTES CO UNIT 04/15/2025 G6780C125 2,020 200,000 SH   DFND   200,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 8,157 7,650,000 PRN   DFND   7,650,000 0 0
OSIRIS ACQUISITION CORP UNIT 99/99/9999 68829A202 7,936 800,000 SH   DFND   800,000 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 563 329,114 SH   DFND   329,114 0 0
OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 84 99,999 SH   DFND   99,999 0 0
OTR ACQUISITION CORP COM CL A 67113Q105 1,431 142,486 SH   DFND   142,486 0 0
OYSTER ENTERPRISES ACQ CORP *W EXP 01/20/202 69242M112 46 69,000 SH   DFND   69,000 0 0
OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 1,347 139,277 SH   DFND   139,277 0 0
PAE INC *W EXP 09/11/202 69290Y117 714 324,608 SH   DFND   324,608 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 62,159 45,538,000 PRN   DFND   45,538,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 25,330 17,349,000 PRN   DFND   17,349,000 0 0
PANACEA ACQUISITION CORP II CL A SHS G6882C106 1,734 173,400 SH   DFND   173,400 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,851 3,050,000 PRN   DFND   3,050,000 0 0
PATHFINDER ACQUISITION CORP CL A G04119106 367 37,995 SH   DFND   37,995 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 1,698 189,455 SH   DFND   189,455 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 38,205 2,228,975 SH   DFND   2,228,975 0 0
PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 226 83,403 SH   DFND   83,403 0 0
PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 999 100,000 SH   DFND   100,000 0 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 2,494 100,000 SH   DFND   100,000 0 0
PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 175 27,777 SH   DFND   27,777 0 0
PETIQ INC NOTE 4.000% 6/0 71639TAB2 8,409 5,578,000 PRN   DFND   5,578,000 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 9 27,624 SH   DFND   27,624 0 0
PINDUODUO INC NOTE 12/0 722304AC6 23,220 22,500,000 PRN   DFND   22,500,000 0 0
PINE IS ACQUISITION CORP *W EXP 10/19/202 722615119 274 226,666 SH   DFND   226,666 0 0
PINE IS ACQUISITION CORP CL A 722615101 1,001 102,871 SH   DFND   102,871 0 0
PINE TECHNOLOGY ACQUISITN CO UNIT 03/31/2028 722850203 8,973 900,000 SH   DFND   900,000 0 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 27 16,666 SH   DFND   16,666 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 524 52,877 SH   DFND   52,877 0 0
PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 29 24,199 SH   DFND   24,199 0 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 1,180 120,995 SH   DFND   120,995 0 0
PLAYSTUDIOS INC *W EXP 06/17/202 72815G116 92 49,999 SH   DFND   49,999 0 0
PLUG POWER INC NOTE 3.750% 6/0 72919PAD5 16,669 2,450,000 PRN   DFND   2,450,000 0 0
PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 1,485 150,000 SH   DFND   150,000 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 215 250,000 SH   DFND   250,000 0 0
PMV CONSUMER ACQUISITION COR COM 693486102 1,313 134,650 SH   DFND   134,650 0 0
PNM RES INC COM 69349H107 24,770 507,896 SH   DFND   507,896 0 0
POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 505 50,000 SH   DFND   50,000 0 0
PONTEM CORPORATION *W EXP 01/05/202 G71707122 17 17,666 SH   DFND   17,666 0 0
PONTEM CORPORATION SHS CL A G71707106 1,116 114,818 SH   DFND   114,818 0 0
POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 67 62,444 SH   DFND   62,444 0 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 1,300 132,537 SH   DFND   132,537 0 0
POST HOLDINGS PARTNERING COR UNIT 99/99/9999 737465203 3,117 300,000 SH   DFND   300,000 0 0
POWER & DIGITAL INFRA ACQ CO *W EXP 02/12/202 739190114 41 29,749 SH   DFND   29,749 0 0
POWER & DIGITAL INFRA ACQ CO COM CL A 739190106 1,170 118,996 SH   DFND   118,996 0 0
POWERED BRANDS *W EXP 01/07/202 G7209M116 16 16,666 SH   DFND   16,666 0 0
POWERED BRANDS CL A G7209M108 506 52,019 SH   DFND   52,019 0 0
PPD INC COM 69355F102 33,658 730,272 SH   DFND   730,272 0 0
PRA HEALTH SCIENCES INC COM 69354M108 26,740 161,855 SH   DFND   161,855 0 0
PRECIGEN INC COM 74017N105 156 23,855 SH   DFND   23,855 0 0
PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 21 20,500 SH   DFND   20,500 0 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 1,070 109,570 SH   DFND   109,570 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 133 133,333 SH   DFND   133,333 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 1,346 138,030 SH   DFND   138,030 0 0
PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 50 50,000 SH   DFND   50,000 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102 1,445 150,000 SH   DFND   150,000 0 0
PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 47 66,500 SH   DFND   66,500 0 0
PROGRESS ACQUISITION CORP COM CL A 74327P105 1,438 147,740 SH   DFND   147,740 0 0
PROOFPOINT INC COM 743424103 21,033 121,288 SH   DFND   121,288 0 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 136 112,500 SH   DFND   112,500 0 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 927 231,659 SH   DFND   231,659 0 0
PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 2,442 253,600 SH   DFND   253,600 0 0
PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 88 85,596 SH   DFND   85,596 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 817 83,911 SH   DFND   83,911 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 971 896,000 PRN   DFND   896,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 16 16,666 SH   DFND   16,666 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105 1,113 114,848 SH   DFND   114,848 0 0
PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 17 20,499 SH   DFND   20,499 0 0
PROVIDENT ACQUISITION CORP CL A G7282L100 980 100,998 SH   DFND   100,998 0 0
PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 2,488 250,000 SH   DFND   250,000 0 0
QAD INC CL A 74727D306 1,947 22,373 SH   DFND   22,373 0 0
QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 80 50,000 SH   DFND   50,000 0 0
QTS RLTY TR INC COM CL A 74736A103 4,928 63,752 SH   DFND   63,752 0 0
QUDIAN INC NOTE 1.000% 7/0 747798AB2 2,039 2,500,000 PRN   DFND   2,500,000 0 0
QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 13 13,333 SH   DFND   13,333 0 0
QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 447 46,104 SH   DFND   46,104 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 13,715 6,042,000 PRN   DFND   6,042,000 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6 15,104 9,075,000 PRN   DFND   9,075,000 0 0
RAVEN INDS INC COM 754212108 3,956 68,378 SH   DFND   68,378 0 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 205 250,000 SH   DFND   250,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 2,810 286,446 SH   DFND   286,446 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 36 32,999 SH   DFND   32,999 0 0
REDBALL ACQUISITION CORP COM CL A G7417R105 1,353 138,437 SH   DFND   138,437 0 0
REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 505 50,000 SH   DFND   50,000 0 0
REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 101 202,293 SH   DFND   202,293 0 0
REVOLUTION ACCELERTN ACQU CO *W EXP 12/01/202 76156P114 127 63,333 SH   DFND   63,333 0 0
REVOLUTION HEALTHCAR AQ CORP UNIT 03/18/20266 76155Y207 1,174 117,000 SH   DFND   117,000 0 0
RICE ACQUISITION CORP *W EXP 10/26/202 762594117 1,548 271,651 SH   DFND   271,651 0 0
RICE ACQUISITION CORP II UNIT 99/99/9999 G75529118 1,533 150,000 SH   DFND   150,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 19,414 17,500,000 PRN   DFND   17,500,000 0 0
RMG ACQUISITION CORP II *W EXP 12/27/202 G76083123 51 30,512 SH   DFND   30,512 0 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 20 15,660 SH   DFND   15,660 0 0
RMG ACQUISITION CORP III CL A SHS G76088106 1,362 139,800 SH   DFND   139,800 0 0
ROCKET INTERNET GRWT OPRT CO UNIT 99/99/9999 G7613T111 501 50,000 SH   DFND   50,000 0 0
RODGERS SILICON VALLEY AQ CO *W EXP 11/30/202 774873111 773 75,000 SH   DFND   75,000 0 0
ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 440 275,000 SH   DFND   275,000 0 0
ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 3,379 334,204 SH   DFND   334,204 0 0
ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 34 41,665 SH   DFND   41,665 0 0
ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 1,210 124,995 SH   DFND   124,995 0 0
ROSS ACQUISITION CORP II UNIT 99/99/9999 G7641C122 1,496 150,000 SH   DFND   150,000 0 0
ROTH CH ACQUISITION II CO *W EXP 09/16/202 778673111 80 50,000 SH   DFND   50,000 0 0
ROTH CH ACQUISITION II CO COM 778673103 258 25,951 SH   DFND   25,951 0 0
ROTH CH ACQUISITION III CO *W EXP 02/26/202 77867Q110 48 29,498 SH   DFND   29,498 0 0
ROTH CH ACQUISITION III CO COM 77867Q102 1,165 117,992 SH   DFND   117,992 0 0
ROTOR ACQUISITION CORP *W EXP 06/15/202 77879W113 77 62,499 SH   DFND   62,499 0 0
ROTOR ACQUISITION CORP COM 77879W105 1,772 177,566 SH   DFND   177,566 0 0
ROYCE MICRO-CAP TR INC COM 780915104 245 19,736 SH   DFND   19,736 0 0
RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 1,315 132,000 SH   DFND   132,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 3,283 1,750,000 PRN   DFND   1,750,000 0 0
SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 455 325,000 SH   DFND   325,000 0 0
SANDBRIDGE ACQUISITION CORP COM CL A 799793104 382 38,247 SH   DFND   38,247 0 0
SANDBRIDGE X2 CORP UNIT 99/99/9999 799792205 1,221 122,000 SH   DFND   122,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 4,490 3,400,000 PRN   DFND   3,400,000 0 0
SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 44 33,333 SH   DFND   33,333 0 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 707 71,744 SH   DFND   71,744 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 497 235,428 SH   DFND   235,428 0 0
SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 35 40,333 SH   DFND   40,333 0 0
SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 1,829 188,939 SH   DFND   188,939 0 0
SCION TECH GROWTH I *W EXP 11/01/202 G31067112 35 33,333 SH   DFND   33,333 0 0
SCION TECH GROWTH I CL A SHS G31067104 1,602 163,980 SH   DFND   163,980 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 15 16,666 SH   DFND   16,666 0 0
SCION TECH GROWTH II CL A SHS G31070108 485 49,998 SH   DFND   49,998 0 0
SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 54 63,499 SH   DFND   63,499 0 0
SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1,268 131,398 SH   DFND   131,398 0 0
SCVX CORP *W EXP 01/24/202 G79448117 27 25,000 SH   DFND   25,000 0 0
SCVX CORP COM G79448208 960 97,050 SH   DFND   97,050 0 0
SEAPORT GLOBAL ACQUISITN COR *W EXP 12/15/202 812227114 140 162,498 SH   DFND   162,498 0 0
SEAPORT GLOBAL ACQUISITN COR COM CL A 812227106 1,495 150,100 SH   DFND   150,100 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 85 99,999 SH   DFND   99,999 0 0
SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 1,077 110,660 SH   DFND   110,660 0 0
SENTINELONE INC CL A 81730H109 496 11,667 SH   DFND   11,667 0 0
SEVEN OAKS ACQUISITION CORP *W EXP 12/22/202 81787X114 114 100,000 SH   DFND   100,000 0 0
SEVEN OAKS ACQUISITION CORP COM CL A 81787X106 1,951 197,287 SH   DFND   197,287 0 0
SHELTER ACQUISITION CORP I UNIT 02/25/2026 822821203 3,996 400,000 SH   DFND   400,000 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 6,957 5,000,000 PRN   DFND   5,000,000 0 0
SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 18 21,499 SH   DFND   21,499 0 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 1,075 111,378 SH   DFND   111,378 0 0
SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 1,007 100,000 SH   DFND   100,000 0 0
SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 35 45,666 SH   DFND   45,666 0 0
SILVERBOX ENGAGED MERGER CO COM CL A 82836L101 1,329 136,998 SH   DFND   136,998 0 0
SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 36 24,400 SH   DFND   24,400 0 0
SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 1,190 122,000 SH   DFND   122,000 0 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119 244 116,666 SH   DFND   116,666 0 0
SKYDECK ACQUISITION CORP UNIT 05/13/2026 G82220107 3,750 375,000 SH   DFND   375,000 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 18,989 428,656 SH   DFND   428,656 0 0
SLAM CORP CL A SHS G8210L105 368 38,000 SH   DFND   38,000 0 0
SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 17,967 13,025,000 PRN   DFND   13,025,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 82 26,000 PRN   DFND   26,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 28,603 9,487,000 PRN   DFND   9,487,000 0 0
SOARING EAGLE ACQUISITION CO *W EXP 02/23/202 G8354H118 66 20,000 SH   DFND   20,000 0 0
SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 2,026 200,000 SH   DFND   200,000 0 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 2,022 200,000 SH   DFND   200,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 2,022 200,000 SH   DFND   200,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 2,024 200,000 SH   DFND   200,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 77 37,500 SH   DFND   37,500 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 656 64,325 SH   DFND   64,325 0 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 990 90,000 SH   DFND   90,000 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 33 29,999 SH   DFND   29,999 0 0
SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1,166 119,996 SH   DFND   119,996 0 0
SOFTWARE ACQUISITN GRUP INC *W EXP 09/17/202 83407F119 815 500,000 SH   DFND   500,000 0 0
SOGOU INC ADR REPSTG A 83409V104 13,792 1,616,852 SH   DFND   1,616,852 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 48,125 31,674,000 PRN   DFND   31,674,000 0 0
SPARTACUS ACQUISITION CORP *W EXP 10/31/202 84677L117 461 375,000 SH   DFND   375,000 0 0
SPARTACUS ACQUISITION CORP CL A 84677L109 2,836 282,200 SH   DFND   282,200 0 0
SPARTAN ACQUISITION CORP II *W EXP 11/28/202 846775112 261 145,000 SH   DFND   145,000 0 0
SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 36 30,498 SH   DFND   30,498 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 1,193 121,992 SH   DFND   121,992 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 15,769 16,101,000 PRN   DFND   16,101,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 14,010 11,460,000 PRN   DFND   11,460,000 0 0
SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 327 150,000 SH   DFND   150,000 0 0
SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 18 18,320 SH   DFND   18,320 0 0
SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 767 78,956 SH   DFND   78,956 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 26,027 1,464,655 SH   DFND   1,464,655 0 0
SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 86 112,500 SH   DFND   112,500 0 0
SPORTSTEK ACQUISITION CORP COM CL A 849196100 1,805 187,600 SH   DFND   187,600 0 0
SPRING VY ACQUISITION CORP *W EXP 05/20/202 G8377A124 67 49,999 SH   DFND   49,999 0 0
SPRING VY ACQUISITION CORP CL A G8377A108 2,683 268,028 SH   DFND   268,028 0 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 52,887 25,619,000 PRN   DFND   25,619,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 119 38,000 PRN   DFND   38,000 0 0
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 522 124,357 SH   DFND   124,357 0 0
STAR PEAK CORP II *W EXP 12/24/202 855179115 53 29,679 SH   DFND   29,679 0 0
STAR PEAK CORP II COM CL A 855179107 1,253 126,560 SH   DFND   126,560 0 0
STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 152 75,000 SH   DFND   75,000 0 0
STRATIM CLOUD ACQUISITION CO UNIT 03/05/2026 86309R206 6,000 600,000 SH   DFND   600,000 0 0
SUMMIT HEALTHCRE ACQUISTN CO UNIT 06/03/2026 G8566R128 2,012 200,000 SH   DFND   200,000 0 0
SUPERNOVA PARTN ACQ CO III L UNIT 99/99/9999 G8T90F110 994 100,000 SH   DFND   100,000 0 0
SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 252 163,333 SH   DFND   163,333 0 0
SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 499 50,000 SH   DFND   50,000 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 57 60,349 SH   DFND   60,349 0 0
SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 1,171 120,698 SH   DFND   120,698 0 0
SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 67 46,278 SH   DFND   46,278 0 0
SVF INVESTMENT CORP CL A SHS G8601L102 395 39,995 SH   DFND   39,995 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 386 38,808 SH   DFND   38,808 0 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 348 35,000 SH   DFND   35,000 0 0
SWITCHBACK II CORPORATION COM CL A G8633T115 412 41,653 SH   DFND   41,653 0 0
SYKES ENTERPRISES INC COM 871237103 6,096 113,521 SH   DFND   113,521 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 26,248 25,575,000 PRN   DFND   25,575,000 0 0
TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 743 550,000 SH   DFND   550,000 0 0
TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 23 25,000 SH   DFND   25,000 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 725 75,000 SH   DFND   75,000 0 0
TAILWIND TWO ACQUISITION COR UNIT 03/01/2028 G86613117 1,496 150,000 SH   DFND   150,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 66 120,766 SH   DFND   120,766 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 88 119,166 SH   DFND   119,166 0 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 2,079 213,190 SH   DFND   213,190 0 0
TB SA ACQUISITION CORP UNIT 03/25/2028 G8657L113 1,494 150,000 SH   DFND   150,000 0 0
TCV ACQUISITION CORP CL A SHS G8704C124 411 41,500 SH   DFND   41,500 0 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 4,952 496,698 SH   DFND   496,698 0 0
TECH AND ENERGY TRANSITION UNIT 03/31/2028 87823R201 5,000 500,000 SH   DFND   500,000 0 0
TEKKORP DIGITAL ACQUISITN CO *W EXP 10/26/202 G8739H114 79 75,000 SH   DFND   75,000 0 0
TEKKORP DIGITAL ACQUISITN CO CL A G8739H106 831 85,261 SH   DFND   85,261 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 18,804 1,719,000 PRN   DFND   1,719,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 145 14,000 PRN   DFND   14,000 0 0
THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 114 87,499 SH   DFND   87,499 0 0
THAYER VENTURES ACQU CORP COM CL A 88332T100 1,217 121,070 SH   DFND   121,070 0 0
THE BEACHBODY COMPANY INC *W EXP 12/31/202 073463119 149 49,998 SH   DFND   49,998 0 0
THE BEAUTY HEALTH COMPANY *W EXP 05/04/202 88331L116 213 33,333 SH   DFND   33,333 0 0
THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 53 62,000 SH   DFND   62,000 0 0
THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 1,299 134,355 SH   DFND   134,355 0 0
THE ORIGINAL BARK COMPANY *W EXP 05/01/202 68622E112 987 283,503 SH   DFND   283,503 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 7,778 7,625,000 PRN   DFND   7,625,000 0 0
THIMBLE POINT ACQUISITION CO *W EXP 02/04/202 88408P115 56 40,333 SH   DFND   40,333 0 0
THIMBLE POINT ACQUISITION CO COM CL A 88408P107 1,871 189,169 SH   DFND   189,169 0 0
THUNDER BRDG CAP PRTNRS IV I UNIT 06/30/2026 88605L206 6,455 650,000 SH   DFND   650,000 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 31 24,117 SH   DFND   24,117 0 0
THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 1,376 141,527 SH   DFND   141,527 0 0
THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 111 11,153 SH   DFND   11,153 0 0
TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 45 40,000 SH   DFND   40,000 0 0
TIGA ACQUISITION CORP SHS CL A G88672103 707 70,440 SH   DFND   70,440 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 419 425,000 PRN   DFND   425,000 0 0
TIO TECH A UNIT 04/12/2028 G8T10C122 1,000 100,000 SH   DFND   100,000 0 0
TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 30 23,799 SH   DFND   23,799 0 0
TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 1,174 118,995 SH   DFND   118,995 0 0
TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 31 38,999 SH   DFND   38,999 0 0
TLG ACQUISITION ONE CORP COM CL A 87257M108 1,431 147,967 SH   DFND   147,967 0 0
TLG ACQUISITION ONE CORP UNIT 99/99/9999 87257M207 348 35,113 SH   DFND   35,113 0 0
TORTOISE ACQUISITION CORP II *W EXP 06/14/202 G89554128 81 37,499 SH   DFND   37,499 0 0
TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 66 20,000 SH   DFND   20,000 0 0
TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 418 41,500 SH   DFND   41,500 0 0
TPG PACE SOLUTIONS CORP SHS CL A G8656V104 383 38,500 SH   DFND   38,500 0 0
TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 35 20,000 SH   DFND   20,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5,489 4,750,000 PRN   DFND   4,750,000 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 57 33,333 SH   DFND   33,333 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 373 37,658 SH   DFND   37,658 0 0
TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 803 80,000 SH   DFND   80,000 0 0
TRIBE CAPITAL GROWTH CORP I *W EXP 02/28/202 89601Y119 107 81,248 SH   DFND   81,248 0 0
TRIBE CAPITAL GROWTH CORP I CLASS A COM 89601Y101 3,169 324,992 SH   DFND   324,992 0 0
TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 22 19,000 SH   DFND   19,000 0 0
TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 368 38,000 SH   DFND   38,000 0 0
TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 31 33,333 SH   DFND   33,333 0 0
TURMERIC ACQUISITION CORP CL A G9127T108 711 72,215 SH   DFND   72,215 0 0
TUSCAN HLDGS CORP *W EXP 04/01/202 90069K112 700 168,223 SH   DFND   168,223 0 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 137 135,456 SH   DFND   135,456 0 0
TUSCAN HLDGS CORP II COM 90070A103 1,356 134,940 SH   DFND   134,940 0 0
TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 361 208,239 SH   DFND   208,239 0 0
TWC TECH HLDGS II CORP COM 90117G105 1,071 107,805 SH   DFND   107,805 0 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 44 49,999 SH   DFND   49,999 0 0
TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 1,447 149,997 SH   DFND   149,997 0 0
TWIN RIDGE CAPITAL ACQUIS CO UNIT 99/99/9999 G9151L112 500 50,000 SH   DFND   50,000 0 0
TWO COM CL A G9152V101 2,314 234,970 SH   DFND   234,970 0 0
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 14 16,999 SH   DFND   16,999 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1,144 117,937 SH   DFND   117,937 0 0
U S CONCRETE INC COM 90333L201 6,619 89,682 SH   DFND   89,682 0 0
UIPATH INC CL A 90364P105 352 5,185 SH   DFND   5,185 0 0
UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 5,561 2,825,000 PRN   DFND   2,825,000 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 67 73,086 SH   DFND   73,086 0 0
UNION ACQUISITION CORP II SHS G9402Q100 431 42,705 SH   DFND   42,705 0 0
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 9,191 4,550,000 PRN   DFND   4,550,000 0 0
UPHEALTH INC *W EXP 06/08/202 91532B119 658 765,000 SH   DFND   765,000 0 0
USHG ACQUISITION CORP *W EXP 02/24/202 91748P118 41 39,332 SH   DFND   39,332 0 0
USHG ACQUISITION CORP COM CL A 91748P100 1,145 117,996 SH   DFND   117,996 0 0
VAIL RESORTS INC COM 91879Q109 1,132 3,576 SH   DFND   3,576 0 0
VALOR LATITUDE ACQUISITN COR UNIT 04/02/2026 G9460N114 1,988 200,000 SH   DFND   200,000 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 8,117 5,475,000 PRN   DFND   5,475,000 0 0
VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 54 39,999 SH   DFND   39,999 0 0
VECTOIQ ACQUISITION CORP II COM CL A 92244F109 1,430 143,000 SH   DFND   143,000 0 0
VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 226 80,735 SH   DFND   80,735 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 993 100,000 SH   DFND   100,000 0 0
VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 35 39,332 SH   DFND   39,332 0 0
VELOCITY ACQUISITION CORP COM CL A 92259E104 1,140 117,996 SH   DFND   117,996 0 0
VEREIT INC COM 92339V308 27,203 592,270 SH   DFND   592,270 0 0
VIACOMCBS INC CL B 92556H206 5,336 120,446 SH   DFND   120,446 0 0
VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 21 39,615 SH   DFND   39,615 0 0
VICKERS VANTAGE CORP I SHS G9440B107 1,031 103,938 SH   DFND   103,938 0 0
VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 1,002 100,000 SH   DFND   100,000 0 0
VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 125 74,999 SH   DFND   74,999 0 0
VIRTUOSO ACQUISITION CORP COM CL A 92837J104 1,518 152,998 SH   DFND   152,998 0 0
VIRTUS ALLIANZGI EQUITY & CO COM 92841M101 281 9,304 SH   DFND   9,304 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12,171 11,550,000 PRN   DFND   11,550,000 0 0
VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 279 238,545 SH   DFND   238,545 0 0
VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 1,482 148,309 SH   DFND   148,309 0 0
VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 594 60,000 SH   DFND   60,000 0 0
VPC IMPACT ACQU HOLDI III IN *W EXP 09/03/202 91835J116 59 37,499 SH   DFND   37,499 0 0
VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 1,483 149,996 SH   DFND   149,996 0 0
VPC IMPACT ACQUISITION HLDG UNIT 03/05/2026 G9460L100 1,506 150,000 SH   DFND   150,000 0 0
VPC IMPACT ACQUISITION HLDNG *W EXP 10/22/202 G9441E118 147 84,863 SH   DFND   84,863 0 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 36 20,000 SH   DFND   20,000 0 0
VY GLOBAL GROWTH COM CL A G9444H100 683 68,640 SH   DFND   68,640 0 0
WALDENCAST ACQUISITION CORP UNIT 03/11/2026 G9460C126 771 75,000 SH   DFND   75,000 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 744 75,000 SH   DFND   75,000 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 379 38,000 SH   DFND   38,000 0 0
WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 48 63,499 SH   DFND   63,499 0 0
WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 1,229 126,998 SH   DFND   126,998 0 0
WARRIOR TECHNOLOGIES ACQUI C UNIT 03/31/2028 936273200 350 34,792 SH   DFND   34,792 0 0
WATFORD HLDGS LTD SHS G94787101 11,987 342,573 SH   DFND   342,573 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 41,556 18,842,000 PRN   DFND   18,842,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 68 25,000 PRN   DFND   25,000 0 0
WEBSTER FINL CORP CONN COM 947890109 1,976 37,051 SH   DFND   37,051 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 27,335 852,342 SH   DFND   852,342 0 0
WELBILT INC COM 949090104 23,409 1,011,193 SH   DFND   1,011,193 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 6,910 1,279,000 PRN   DFND   1,279,000 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 30,105 130,878 SH   DFND   130,878 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 35,968 27,950,000 PRN   DFND   27,950,000 0 0
WM TECHNOLOGY INC *W EXP 06/16/202 92971A117 104 16,746 SH   DFND   16,746 0 0
XILINX INC COM 983919101 22,292 154,657 SH   DFND   154,657 0 0
YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 198 250,000 SH   DFND   250,000 0 0
YELLOWSTONE ACQUISITION CO COM CL A 98566K105 3,464 344,701 SH   DFND   344,701 0 0
YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 106 79,166 SH   DFND   79,166 0 0
YUCAIPA ACQUISITION CORP COM G9879L105 1,344 136,120 SH   DFND   136,120 0 0
YUNHONG INTL *W EXP 01/31/202 G98882122 55 100,000 SH   DFND   100,000 0 0
YUNHONG INTL CL A SHS G98882106 684 67,342 SH   DFND   67,342 0 0
YUNHONG INTL RIGHT 01/31/2027 G98882130 70 200,000 SH   DFND   200,000 0 0
ZANITE ACQUISITION CORP *W EXP 10/08/202 98907K111 214 175,000 SH   DFND   175,000 0 0
ZANITE ACQUISITION CORP COM CL A 98907K103 1,672 166,171 SH   DFND   166,171 0 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 79 28,000 PRN   DFND   28,000 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 9,553 3,375,000 PRN   DFND   3,375,000 0 0
ZIMMER ENERGY TRANSITION ACQ UNIT 06/16/2026 989570205 9,036 900,000 SH   DFND   900,000 0 0
Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 37 41,665 SH   DFND   41,665 0 0
Z-WORK ACQUISITION CORP COM CL A 98880C102 1,562 161,695 SH   DFND   161,695 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 8,288 6,000,000 PRN   DFND   6,000,000 0 0