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 238 132,857 SH   DFND   132,857 0 0
180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 450 500,000 SH   DFND   500,000 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 79 100,000 SH   DFND   100,000 0 0
26 CAPITAL ACQUISITION CORP COM CL A 90138P100 1,940 200,000 SH   DFND   200,000 0 0
4D PHARMA PLC *W EXP 03/22/202 35085K117 136 125,000 SH   DFND   125,000 0 0
4D PHARMA PLC SPONSORED ADS 35085K109 139 11,767 SH   DFND   11,767 0 0
7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 76 100,000 SH   DFND   100,000 0 0
7GC & CO HOLDINGS INC COM CL A 81786A107 639 64,500 SH   DFND   64,500 0 0
890 5TH AVE PARTNERS INC *W EXP 01/12/202 28250A113 35 44,332 SH   DFND   44,332 0 0
890 5TH AVE PARTNERS INC COM CL A 28250A105 1,289 132,996 SH   DFND   132,996 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 415 42,000 SH   DFND   42,000 0 0
ACCELERATE ACQUISITION CORP UNIT 99/99/9999 00439D201 5,958 600,000 SH   DFND   600,000 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 195 100,000 SH   DFND   100,000 0 0
ACIES ACQUISITION CORP *W EXP 11/30/202 G0103T113 76 49,999 SH   DFND   49,999 0 0
ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 1,370 135,000 SH   DFND   135,000 0 0
ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 76 83,332 SH   DFND   83,332 0 0
ACON S2 ACQUISITION CORP CL SHS G00748106 687 69,998 SH   DFND   69,998 0 0
ADIT EDTECH ACQUISITION CORP *W EXP 99/99/999 007024110 33 65,999 SH   DFND   65,999 0 0
ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 1,271 131,998 SH   DFND   131,998 0 0
ADVANCED MERGER PARTNERS INC UNIT 99/99/9999 00777J208 1,190 119,000 SH   DFND   119,000 0 0
ADVANTAGE SOLUTIONS INC *W EXP 07/18/202 00791N110 60 18,750 SH   DFND   18,750 0 0
ADVENT CONVERTIBLE & INCOME COM 00764C109 1,192 67,481 SH   DFND   67,481 0 0
AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 158 175,000 SH   DFND   175,000 0 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 786 80,000 SH   DFND   80,000 0 0
AEGION CORP COM 00770F104 2,736 95,157 SH   DFND   95,157 0 0
AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 136 143,333 SH   DFND   143,333 0 0
AEQUI ACQUISITION CORP COM CL A 00775W102 2,162 223,999 SH   DFND   223,999 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 22,378 476,527 SH   DFND   476,527 0 0
AERSALE CORPORATION *W EXP 12/22/202 00810F114 970 442,840 SH   DFND   442,840 0 0
AEVA TECHNOLOGIES INC *W EXP 03/12/202 00835Q111 517 155,707 SH   DFND   155,707 0 0
AF ACQUISITION CORP UNIT 03/31/2028 001040203 5,423 550,000 SH   DFND   550,000 0 0
AFFIRM HLDGS INC COM CL A 00827B106 443 6,267 SH   DFND   6,267 0 0
AFRICAN GOLD ACQUISITION COR UNIT 99/99/9999 G0112R116 395 40,000 SH   DFND   40,000 0 0
AGILE GROWTH CORP UNIT 03/09/2026 G01202129 496 50,000 SH   DFND   50,000 0 0
AJAX I *W EXP 10/27/202 G0190X126 63 37,500 SH   DFND   37,500 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 18,216 15,000,000 PRN   DFND   15,000,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 34,724 31,875,000 PRN   DFND   31,875,000 0 0
ALCON AG ORD SHS H01301128 2,992 42,630 SH   DFND   42,630 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 18,799 122,941 SH   DFND   122,941 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,498 15,429 SH   DFND   15,429 0 0
ALKURI GLOBAL ACQUISITION CO UNIT 01/01/2028 66981N202 2,033 205,800 SH   DFND   205,800 0 0
ALPHA CAPITAL ACQUISITION CO UNIT 02/16/2026 G0316P114 498 50,000 SH   DFND   50,000 0 0
ALPHA HEALTHCARE ACQUISTN CO *W EXP 09/21/202 020751111 449 150,000 SH   DFND   150,000 0 0
ALTA EQUIPMENT GROUP INC *W EXP 02/14/202 02128L114 844 241,222 SH   DFND   241,222 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 2,593 1,800,000 PRN   DFND   1,800,000 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 4,100 4,515,000 PRN   DFND   4,515,000 0 0
ALTIMAR ACQUISITION CORP *W EXP 99/99/999 G03707117 70 49,999 SH   DFND   49,999 0 0
ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 532 52,200 SH   DFND   52,200 0 0
ALTIMAR ACQUISITION CORP III UNIT 99/99/9999 G0370U124 500 50,000 SH   DFND   50,000 0 0
ALTIMETER GROWTH CORP *W EXP 09/30/202 G0370L116 31 10,000 SH   DFND   10,000 0 0
ALTIMETER GROWTH CORP CL A G0370L108 555 47,474 SH   DFND   47,474 0 0
ALTIMETER GROWTH CORP 2 COM CL A G0371B109 301 29,000 SH   DFND   29,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 228 135,000 SH   DFND   135,000 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 776 77,400 SH   DFND   77,400 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 233 102,182 SH   DFND   102,182 0 0
AMERICAN ACQUISITION OPPT IN UNIT 05/28/2026 02369M201 2,000 200,000 SH   DFND   200,000 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 71,032 41,238,000 PRN   DFND   41,238,000 0 0
AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 195 250,000 SH   DFND   250,000 0 0
AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 17 30,000 SH   DFND   30,000 0 0
AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 596 60,000 SH   DFND   60,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 154 187,500 SH   DFND   187,500 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 313 31,506 SH   DFND   31,506 0 0
ANDINA ACQUISITION CORP III *W EXP 07/31/202 G04415124 338 397,869 SH   DFND   397,869 0 0
ANDINA ACQUISITION CORP III RIGHT 10/01/2025 G04415132 840 1,200,000 SH   DFND   1,200,000 0 0
ANZU SPECIAL ACQUISITIN CORP UNIT 01/27/2026 03737A200 2,495 250,000 SH   DFND   250,000 0 0
APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 334 127,527 SH   DFND   127,527 0 0
APHRIA INC COM 03765K104 266 14,464 SH   DFND   14,464 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 780 775,000 PRN   DFND   775,000 0 0
APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 41 32,223 SH   DFND   32,223 0 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 660 66,669 SH   DFND   66,669 0 0
APOLLO STRATEGIC GRWT CPTL I UNIT 99/99/9999 G0412A110 349 35,000 SH   DFND   35,000 0 0
APOLLO TACTICAL INCOME FD IN COM 037638103 180 12,110 SH   DFND   12,110 0 0
APPHARVEST INC *W EXP 01/30/202 03783T111 1,269 189,335 SH   DFND   189,335 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 419 400,000 PRN   DFND   400,000 0 0
ARBOR REALTY TRUST INC NOTE 5.250% 7/0 038923AH1 1,937 1,500,000 PRN   DFND   1,500,000 0 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 2,225 225,000 SH   DFND   225,000 0 0
ARCLIGHT CLEAN TRANSITION CO *W EXP 09/22/202 G04561125 430 75,215 SH   DFND   75,215 0 0
ARCLIGHT CLEAN TRANSITION II UNIT 03/16/2028 G0R21B120 1,000 100,000 SH   DFND   100,000 0 0
ARCONIC CORPORATION COM 03966V107 3,072 120,992 SH   DFND   120,992 0 0
ARCTOS NORTHSTAR ACQUIS CORP UNIT 99/99/9999 G0477L118 749 75,000 SH   DFND   75,000 0 0
ARES ACQUISITION CORPORATION UNIT 99/99/9999 G33032114 750 75,000 SH   DFND   75,000 0 0
ARLO TECHNOLOGIES INC COM 04206A101 2,058 327,786 SH   DFND   327,786 0 0
ARROWROOT ACQUISITION CORP UNIT 01/29/2026 04282M201 1,213 122,000 SH   DFND   122,000 0 0
ARTIUS ACQUISITION INC *W EXP 07/13/202 04316G113 172 100,000 SH   DFND   100,000 0 0
ARYA SCIENCES ACQU CORP IV CL A G31659108 374 36,000 SH   DFND   36,000 0 0
ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 51 50,000 SH   DFND   50,000 0 0
ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 763 77,060 SH   DFND   77,060 0 0
ASPIRATIONAL CONSUMER LIFEST *W EXP 09/19/202 G05436111 94 66,666 SH   DFND   66,666 0 0
ASTREA ACQUISITION CORP UNIT 01/28/2028 04637C205 1,318 133,000 SH   DFND   133,000 0 0
ATHENA TECHNOLOGY ACQUISI CO UNIT 99/99/9999 04687A208 1,978 200,000 SH   DFND   200,000 0 0
ATHENE HOLDING LTD CL A G0684D107 20,390 404,555 SH   DFND   404,555 0 0
ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 36 66,499 SH   DFND   66,499 0 0
ATHLON ACQUISITION CORP COM CL A 04748A106 1,282 132,998 SH   DFND   132,998 0 0
ATLANTIC AVE ACQUISITION COR UNIT 99/99/9999 04906P200 4,188 415,430 SH   DFND   415,430 0 0
ATLANTIC COASTAL ACQUISTN CO UNIT 03/02/2026 048453203 8,619 875,000 SH   DFND   875,000 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 10,745 354,270 SH   DFND   354,270 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 32,458 27,175,000 PRN   DFND   27,175,000 0 0
ATLAS CREST INVESTMENT CORP UNIT 99/99/9999 049287204 1,201 120,000 SH   DFND   120,000 0 0
ATLAS CREST INVT CORP *W EXP 01/30/202 049284110 360 199,999 SH   DFND   199,999 0 0
AURORA ACQUISITION CORP UNIT 03/02/2026 G0698L111 518 50,000 SH   DFND   50,000 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 702 70,000 SH   DFND   70,000 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633D117 703 70,000 SH   DFND   70,000 0 0
AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 43 66,500 SH   DFND   66,500 0 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 1,289 133,000 SH   DFND   133,000 0 0
AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 105 100,000 SH   DFND   100,000 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 684 70,000 SH   DFND   70,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 12,266 9,900,000 PRN   DFND   9,900,000 0 0
B RILEY PRINCIPAL 150 MERGER UNIT 99/99/9999 05601V202 1,210 121,000 SH   DFND   121,000 0 0
BARINGS GLOBAL SHORT DURATIO COM 06760L100 358 22,248 SH   DFND   22,248 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 7,212 7,843,000 PRN   DFND   7,843,000 0 0
BENESSERE CAPITAL ACQUSTN CO *W EXP 99/99/999 08179B111 35 75,000 SH   DFND   75,000 0 0
BENESSERE CAPITAL ACQUSTN CO COM CL A 08179B103 447 45,000 SH   DFND   45,000 0 0
BENESSERE CAPITAL ACQUSTN CO RIGHT 99/99/9999 08179B129 33 100,000 SH   DFND   100,000 0 0
BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 93 90,000 SH   DFND   90,000 0 0
BETTER WORLD ACQUISITION COR COM 08772B104 403 40,500 SH   DFND   40,500 0 0
BIG CYPRESS ACQUISITION CORP *W EXP 07/25/202 089115117 30 50,000 SH   DFND   50,000 0 0
BIG CYPRESS ACQUISITION CORP COM 089115109 442 45,000 SH   DFND   45,000 0 0
BIG ROCK PARTNERS ACQUISITIO *W EXP 12/01/202 089482111 971 100,000 SH   DFND   100,000 0 0
BIG ROCK PARTNERS ACQUISITIO RIGHT 12/01/2022 089482129 420 200,000 SH   DFND   200,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 636 8,422 SH   DFND   8,422 0 0
BIOTECH ACQUISITION COMPANY UNIT 11/30/2027 G1125A124 524 53,000 SH   DFND   53,000 0 0
BITE ACQUISITION CORP UNIT 99/99/9999 09175K204 1,352 137,000 SH   DFND   137,000 0 0
BLACKROCK ENERGY & RES TR COM 09250U101 212 23,928 SH   DFND   23,928 0 0
BLACKROCK ENHANCED CAP & INC COM 09256A109 504 26,116 SH   DFND   26,116 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 207 21,895 SH   DFND   21,895 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 271 29,120 SH   DFND   29,120 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 417 29,075 SH   DFND   29,075 0 0
BLACKSTONE LONG-SHORT CREDIT COM SHS BN INT 09257D102 328 23,206 SH   DFND   23,206 0 0
BLACKSTONE SENIOR FLOATNG RA COM 09256U105 449 28,875 SH   DFND   28,875 0 0
BLACKSTONE STRATEGIC CREDIT COM SHS BEN IN 09257R101 355 26,662 SH   DFND   26,662 0 0
BLUE WTR ACQUISITION CORP *W EXP 08/31/202 09607T112 33 60,000 SH   DFND   60,000 0 0
BLUE WTR ACQUISITION CORP COM CL A 09607T104 604 60,000 SH   DFND   60,000 0 0
BLUERIVER ACQUISITION CORP UNIT 01/04/2026 G1261Q123 499 50,000 SH   DFND   50,000 0 0
BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 98 65,000 SH   DFND   65,000 0 0
BLUESCAPE OPPORTUNITIES ACQU SHS G1195N105 796 80,000 SH   DFND   80,000 0 0
BM TECHNOLOGIES INC *W EXP 01/04/202 05591L115 1,353 676,444 SH   DFND   676,444 0 0
BOA ACQUISITION CORP UNIT 99/99/9999 05601A208 1,239 125,000 SH   DFND   125,000 0 0
BOINGO WIRELESS INC COM 09739C102 2,468 175,387 SH   DFND   175,387 0 0
BOOKING HOLDINGS INC COM 09857L108 16,770 7,198 SH   DFND   7,198 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 9,015 676,835 SH   DFND   676,835 0 0
BOULDER GROWTH & INCOME FD I COM 101507101 896 71,204 SH   DFND   71,204 0 0
BOWX ACQUISITION CORP *W EXP 08/03/202 103085114 327 149,999 SH   DFND   149,999 0 0
BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 68 100,000 SH   DFND   100,000 0 0
BREEZE HOLDINGS ACQUISITN CO COM 106762107 448 45,000 SH   DFND   45,000 0 0
BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 26 100,000 SH   DFND   100,000 0 0
BRIDGETOWN 2 HOLDINGS LTD CL A G1355V103 369 36,000 SH   DFND   36,000 0 0
BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 117 40,000 SH   DFND   40,000 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 683 62,954 SH   DFND   62,954 0 0
BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 31 52,499 SH   DFND   52,499 0 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 1,008 104,998 SH   DFND   104,998 0 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 399 1,750,000 SH   DFND   1,750,000 0 0
BROADSCALE ACQUISITION CORP UNIT 02/02/2026 11134Y200 1,159 117,000 SH   DFND   117,000 0 0
BROADSTONE ACQUISITION CORP *W EXP 09/15/202 G1739V126 97 140,625 SH   DFND   140,625 0 0
BROADSTONE ACQUISITION CORP SHS CL A G1739V100 1,028 105,000 SH   DFND   105,000 0 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 720 899,688 SH   DFND   899,688 0 0
BRYN MAWR BK CORP COM 117665109 2,514 55,231 SH   DFND   55,231 0 0
BTRS HOLDINGS INC *W EXP 01/12/202 11778X112 993 209,078 SH   DFND   209,078 0 0
BUILD ACQUISITION CORP UNIT 99/99/9999 12008J204 5,922 600,000 SH   DFND   600,000 0 0
BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 56 130,000 SH   DFND   130,000 0 0
BULL HORN HLDGS CORP SHS G1686P106 1,079 110,000 SH   DFND   110,000 0 0
BUMBLE INC COM CL A 12047B105 489 7,833 SH   DFND   7,833 0 0
BURGERFI INTERNATIONAL INC *W EXP 12/16/202 12122L119 988 250,000 SH   DFND   250,000 0 0
BURGUNDY TECHNOLOGY ACQU COR *W EXP 08/31/202 G1702T124 194 180,886 SH   DFND   180,886 0 0
BURGUNDY TECHNOLOGY ACQU COR CL A G1702T116 692 70,000 SH   DFND   70,000 0 0
BYTE ACQUISITION CORP UNIT 03/18/2029 G1R25Q121 1,500 150,000 SH   DFND   150,000 0 0
CA HEALTHCARE ACQUISITION CO UNIT 12/25/2025 12510W206 1,247 126,000 SH   DFND   126,000 0 0
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 789 52,922 SH   DFND   52,922 0 0
CALAMOS CONV OPPORTUNITIES & SH BEN INT 128117108 689 48,431 SH   DFND   48,431 0 0
CANTEL MED CORP COM 138098108 33,436 420,838 SH   DFND   420,838 0 0
CAPITOL INVESTMENT CORP V *W EXP 99/99/999 14064F118 201 148,888 SH   DFND   148,888 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 142 200,000 SH   DFND   200,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 1,620 166,000 SH   DFND   166,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 6,048 155,873 SH   DFND   155,873 0 0
CARNEY TECHNOLOGY ACQU CORP UNIT 12/10/2025 143636207 5,824 587,143 SH   DFND   587,143 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 1,860 44,051 SH   DFND   44,051 0 0
CARTESIAN GROWTH CORP UNIT 02/26/2028 G19276123 1,493 150,000 SH   DFND   150,000 0 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 144 159,916 SH   DFND   159,916 0 0
CASCADE ACQUISITION CORP COM CL A 147151104 818 83,332 SH   DFND   83,332 0 0
CATCHA INVESTMENT CORP UNIT 99/99/9999 G1962Y128 498 50,000 SH   DFND   50,000 0 0
CBRE ACQUISITION HLDGS INC *W EXP 99/99/999 12510J114 46 49,998 SH   DFND   49,998 0 0
CBRE ACQUISITION HLDGS INC COM CL A 12510J106 359 36,857 SH   DFND   36,857 0 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 185 167,800 SH   DFND   167,800 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 1,264 128,200 SH   DFND   128,200 0 0
CC NEUBERGER PRINCIPAL HOLDN UNIT 99/99/9999 G1992N118 500 50,000 SH   DFND   50,000 0 0
CENTRICUS ACQUISITION CORP UNIT 02/08/2028 G2072Q112 398 40,000 SH   DFND   40,000 0 0
CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 61 58,332 SH   DFND   58,332 0 0
CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 490 49,517 SH   DFND   49,517 0 0
CEREVEL THERAPEUTICS HLDNG I *W EXP 06/09/202 15678U102 57 13,333 SH   DFND   13,333 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 90 99,998 SH   DFND   99,998 0 0
CF ACQUISITION CORP IV COM CL A 12520T102 2,931 299,997 SH   DFND   299,997 0 0
CF ACQUISITION CORP V UNIT 01/25/2026 12520R205 1,218 122,000 SH   DFND   122,000 0 0
CF ACQUISITION CORP VI UNIT 99/99/9999 12521J202 1,505 152,000 SH   DFND   152,000 0 0
CF ACQUISITION CORP VIII UNIT 03/31/2028 12520C208 2,976 300,000 SH   DFND   300,000 0 0
CF FIN ACQUISITION CORP III *W EXP 09/30/202 12529D116 163 116,666 SH   DFND   116,666 0 0
CHANGE HEALTHCARE INC COM 15912K100 19,351 875,616 SH   DFND   875,616 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 13,817 7,925,000 PRN   DFND   7,925,000 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 14,958 126,328 SH   DFND   126,328 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 360 479,757 SH   DFND   479,757 0 0
CHP MERGER CORP COM CL A 12558Y106 297 30,000 SH   DFND   30,000 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 171 116,666 SH   DFND   116,666 0 0
CHURCHILL CAPITAL CORP V *W EXP 10/29/202 17144T115 16 12,499 SH   DFND   12,499 0 0
CHURCHILL CAPITAL CORP VI UNIT 99/99/9999 17143W200 1,177 117,000 SH   DFND   117,000 0 0
CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 1,166 117,000 SH   DFND   117,000 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 12,165 792,511 SH   DFND   792,511 0 0
CIT GROUP INC COM NEW 125581801 17,757 344,720 SH   DFND   344,720 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 222 200,000 SH   DFND   200,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 300 30,000 SH   DFND   30,000 0 0
CLARIM ACQUISITION CORP UNIT 99/99/9999 18049C207 2,488 250,000 SH   DFND   250,000 0 0
CLASS ACCELERATION CORP UNIT 99/99/9999 18274B205 1,267 128,000 SH   DFND   128,000 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 17,909 6,863,000 PRN   DFND   6,863,000 0 0
CLIMATE CHANGE CRISIS REAL I *W EXP 09/15/202 18716C118 326 100,000 SH   DFND   100,000 0 0
CLIMATE REAL IMPACT SLUTINS UNIT 99/99/9999 187171202 1,220 122,000 SH   DFND   122,000 0 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 272 17,911 SH   DFND   17,911 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 319 26,026 SH   DFND   26,026 0 0
CLOVER HEALTH INVESTMENTS CO *W EXP 04/21/202 18914F111 200 124,224 SH   DFND   124,224 0 0
CM LIFE SCIENCES II INC UNIT 02/25/2028 125842203 128 10,000 SH   DFND   10,000 0 0
CM LIFE SCIENCES INC *W EXP 09/04/202 18978W117 256 50,629 SH   DFND   50,629 0 0
COHERENT INC COM 192479103 28,002 110,729 SH   DFND   110,729 0 0
COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 120 99,999 SH   DFND   99,999 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 688 70,000 SH   DFND   70,000 0 0
COLICITY INC UNIT 02/24/2026 194170205 1,566 155,000 SH   DFND   155,000 0 0
COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 396 179,839 SH   DFND   179,839 0 0
COLONNADE ACQUISITION CORP I UNIT 99/99/9999 G2284B127 493 50,000 SH   DFND   50,000 0 0
COMPUTE HEALTH ACQUISITIN CO UNIT 99/99/9999 204833206 1,359 134,700 SH   DFND   134,700 0 0
CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 208 231,666 SH   DFND   231,666 0 0
CONCORD ACQUISITION CORP COM CL A 206071102 3,956 404,489 SH   DFND   404,489 0 0
CONSONANCE HFW ACQUISITION C *W EXP 10/28/202 G2445M111 19 23,166 SH   DFND   23,166 0 0
CONSONANCE HFW ACQUISITION C SHS CL A G2445M103 669 69,498 SH   DFND   69,498 0 0
CONSTELLATION ACQUISITN CORP UNIT 99/99/9999 G2R18K121 574 58,000 SH   DFND   58,000 0 0
CONX CORP *W EXP 10/30/202 212873111 147 124,999 SH   DFND   124,999 0 0
CONX CORP COM CL A 212873103 1,196 120,000 SH   DFND   120,000 0 0
COOPER TIRE & RUBR CO COM 216831107 15,402 275,139 SH   DFND   275,139 0 0
CORAZON CAPITAL V838 MONOCER UNIT 03/24/2026 G24237110 1,493 150,000 SH   DFND   150,000 0 0
CORELOGIC INC COM 21871D103 15,899 200,615 SH   DFND   200,615 0 0
CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 4,638 5,000,000 PRN   DFND   5,000,000 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 132 133,333 SH   DFND   133,333 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 2,142 218,800 SH   DFND   218,800 0 0
CORTEVA INC COM 22052L104 3,898 83,615 SH   DFND   83,615 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 2,817 1,650,000 PRN   DFND   1,650,000 0 0
COVA ACQUISITION CORP UNIT 04/01/2021 G2554Y112 528 53,100 SH   DFND   53,100 0 0
COVETRUS INC COM 22304C100 2,966 98,951 SH   DFND   98,951 0 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 852 747,213 SH   DFND   747,213 0 0
CROWN PROPTECH ACQUISITIONS UNIT 99/99/9999 G25741128 497 50,000 SH   DFND   50,000 0 0
CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 65 46,965 SH   DFND   46,965 0 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 616 61,200 SH   DFND   61,200 0 0
CUBIC CORP COM 229669106 4,664 62,548 SH   DFND   62,548 0 0
CURIOSITYSTREAM INC *W EXP 10/14/202 23130Q115 647 129,358 SH   DFND   129,358 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 9,883 9,125,000 PRN   DFND   9,125,000 0 0
D AND Z MEDIA ACQUISITION CO UNIT 99/99/9999 23305Q205 1,226 124,000 SH   DFND   124,000 0 0
D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 278 241,736 SH   DFND   241,736 0 0
D8 HOLDINGS CORP SHS CL A G2614K110 795 80,000 SH   DFND   80,000 0 0
DASEKE INC *W EXP 02/27/202 23753F115 128 378,003 SH   DFND   378,003 0 0
DD3 ACQUISITION CORP II UNIT 99/99/9999 23318M209 1,385 135,000 SH   DFND   135,000 0 0
DECARBONIZATION PLUS ACQU CO *W EXP 10/02/202 242797116 566 302,500 SH   DFND   302,500 0 0
DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 1,227 122,000 SH   DFND   122,000 0 0
DECARBONIZATION PLUS ACQU II UNIT 03/19/2026 24279D204 6,972 700,000 SH   DFND   700,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 14 20,500 SH   DFND   20,500 0 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 402 41,000 SH   DFND   41,000 0 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 45 84,000 SH   DFND   84,000 0 0
DELWINDS INS ACQUISITION COR COM CLS A 24803C102 708 73,000 SH   DFND   73,000 0 0
DESKTOP METAL INC COM CL A 25058X105 3,679 246,899 SH   DFND   246,899 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 174 17,500 SH   DFND   17,500 0 0
DHB CAPITAL CORP UNIT 03/31/2028 23291W208 1,980 200,000 SH   DFND   200,000 0 0
DHC ACQUISITION CORP UNIT 02/25/2026 G2758T125 999 100,000 SH   DFND   100,000 0 0
DIAMONDHEAD HOLDINGS CORP UNIT 01/21/2026 25278L204 1,219 123,000 SH   DFND   123,000 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 1,482 903,453 SH   DFND   903,453 0 0
DIGITAL TRANSFORMATN OPT COR UNIT 03/31/2028 25401K206 1,186 120,000 SH   DFND   120,000 0 0
DISCOVERY INC COM SER A 25470F104 5,929 138,312 SH   DFND   138,312 0 0
DISCOVERY INC COM SER C 25470F302 1,741 47,190 SH   DFND   47,190 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 17,662 18,325,000 PRN   DFND   18,325,000 0 0
DISRUPTIVE ACQUISITION CORP UNIT 03/06/2026 G2770Y110 988 100,000 SH   DFND   100,000 0 0
DMY TECHNOLOGY GROUP INC II *W EXP 07/29/202 233277110 280 66,666 SH   DFND   66,666 0 0
DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 114 49,500 SH   DFND   49,500 0 0
DMY TECHNOLOGY GROUP INC IV UNIT 99/99/9999 23344K201 1,195 119,000 SH   DFND   119,000 0 0
DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 9,238 887,437 SH   DFND   887,437 0 0
DPCM CAP INC *W EXP 10/14/202 23344P119 204 163,332 SH   DFND   163,332 0 0
DPCM CAP INC COM CL A 23344P101 852 86,400 SH   DFND   86,400 0 0
DRAGONEER GROWTH OPPTY CORP SHS CL A G28314105 206 20,000 SH   DFND   20,000 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 506 50,000 SH   DFND   50,000 0 0
DUDDELL STREET ACQUISITN COR *W EXP 99/99/999 G28553116 165 137,500 SH   DFND   137,500 0 0
DUDDELL STREET ACQUISITN COR CL A G28553108 685 70,000 SH   DFND   70,000 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 26 42,499 SH   DFND   42,499 0 0
DUNE ACQUISITION CORP COM CL A 265334102 383 39,231 SH   DFND   39,231 0 0
E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 158 166,666 SH   DFND   166,666 0 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 1,365 139,998 SH   DFND   139,998 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 243 300,000 SH   DFND   300,000 0 0
EAST RES ACQUISITION CO COM CL A 274681105 822 84,000 SH   DFND   84,000 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 74 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP RIGHT 12/31/2026 G2911D132 88 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 300 30,000 SH   DFND   30,000 0 0
EATON VANCE TX ADV GLBL DIV COM 27828S101 315 16,481 SH   DFND   16,481 0 0
ECP ENVIRONMENTAL GW OPT COR UNIT 03/01/2026 26829T209 1,204 120,000 SH   DFND   120,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 31 61,000 SH   DFND   61,000 0 0
EDIFY ACQUISITION CORP CL A 28059Q103 1,177 122,000 SH   DFND   122,000 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 450 45,000 SH   DFND   45,000 0 0
EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 39 100,000 SH   DFND   100,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 33 73,875 SH   DFND   73,875 0 0
EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 649 66,000 SH   DFND   66,000 0 0
EJF ACQUISITION CORP UNIT 03/10/2026 G2955B117 388 39,000 SH   DFND   39,000 0 0
EMPOWER LTD *W EXP 11/30/202 G3R39W110 197 166,666 SH   DFND   166,666 0 0
EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 32 63,499 SH   DFND   63,499 0 0
EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 1,228 126,998 SH   DFND   126,998 0 0
ENVIRONMENTAL IMPACT ACQU CO UNIT 11/05/2025 29408N205 1,303 129,000 SH   DFND   129,000 0 0
EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 2,900 325,839 SH   DFND   325,839 0 0
EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 69 83,332 SH   DFND   83,332 0 0
EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 524 53,748 SH   DFND   53,748 0 0
EQ HEALTH ACQUISITION CORP UNIT 02/02/2028 26886A200 1,487 150,000 SH   DFND   150,000 0 0
EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 162 149,999 SH   DFND   149,999 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 2,182 220,198 SH   DFND   220,198 0 0
ESM ACQUISITION CORPORATION UNIT 99/99/9999 G3195H120 994 100,000 SH   DFND   100,000 0 0
ETSY INC COM 29786A106 7,223 35,818 SH   DFND   35,818 0 0
EUCRATES BIOMEDICAL ACQU COR SHS G3141W106 756 76,424 SH   DFND   76,424 0 0
EUROPEAN BIOTECH ACQUTN CORP UNIT 03/09/2026 G3167F110 442 44,000 SH   DFND   44,000 0 0
EUROPEAN SUSTAINABLE GROWTH UNIT 01/18/2024 G3194F125 150 15,000 SH   DFND   15,000 0 0
EVO ACQUISITION CORP UNIT 99/99/9999 30052G207 1,221 123,000 SH   DFND   123,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 16,123 12,450,000 PRN   DFND   12,450,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 15,098 11,000,000 PRN   DFND   11,000,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 27,496 14,650,000 PRN   DFND   14,650,000 0 0
EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 105 125,000 SH   DFND   125,000 0 0
EXECUTIVE NETWORK PARTNERING CL A 30158L100 3,038 312,500 SH   DFND   312,500 0 0
EXPERIENCE INVT CORP *W EXP 09/01/202 30217C117 453 181,279 SH   DFND   181,279 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 15,066 764,763 SH   DFND   764,763 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 4,507 5,500,000 PRN   DFND   5,500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 3,685 4,000,000 PRN   DFND   4,000,000 0 0
FALCON CAPITAL ACQUISITN COR *W EXP 08/20/202 30606L116 51 33,332 SH   DFND   33,332 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 54 222,879 SH   DFND   222,879 0 0
FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 39 35,000 SH   DFND   35,000 0 0
FAR PEAK ACQUISITION CORP SHS CL A G3312L103 684 70,000 SH   DFND   70,000 0 0
FAST ACQUISITION CORP *W EXP 08/25/202 311875116 1,053 363,067 SH   DFND   363,067 0 0
FAST ACQUISITION CORP II UNIT 03/16/2026 311874200 1,491 150,000 SH   DFND   150,000 0 0
FG NEW AMER ACQUISITION CORP *W EXP 08/31/202 30259V114 135 87,500 SH   DFND   87,500 0 0
FIFTH WALL ACQUISITION CORP COM CL A 316790104 366 36,627 SH   DFND   36,627 0 0
FIGURE ACQUISITION CORP I UNIT 99/99/9999 302438205 1,603 158,400 SH   DFND   158,400 0 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 403 116,948 SH   DFND   116,948 0 0
FINSERV ACQUISITION CORP II UNIT 02/17/2026 31809Y202 1,186 119,000 SH   DFND   119,000 0 0
FINTECH ACQUISITION CORP IV *W EXP 12/31/202 31810N112 145 100,000 SH   DFND   100,000 0 0
FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 120 49,999 SH   DFND   49,999 0 0
FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 395 40,000 SH   DFND   40,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 19,514 17,250,000 PRN   DFND   17,250,000 0 0
FIRST RESERVE SUSTAINABLE GW UNIT 03/05/2026 336169206 1,168 117,000 SH   DFND   117,000 0 0
FIRST TR DYNAMIC EUROPE EQUI COM SHS 33740D107 606 47,751 SH   DFND   47,751 0 0
FIRST TR ENERGY INCOME & GRO COM 33738G104 465 34,710 SH   DFND   34,710 0 0
FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 194 125,000 SH   DFND   125,000 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 1,750 175,000 SH   DFND   175,000 0 0
FISKER INC *W EXP 12/01/202 33813J114 672 78,585 SH   DFND   78,585 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 25,146 667,532 SH   DFND   667,532 0 0
FLAME ACQUISITION CORP UNIT 99/99/9999 33850F207 1,986 200,000 SH   DFND   200,000 0 0
FLIR SYS INC COM 302445101 27,715 490,797 SH   DFND   490,797 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 2,101 124,682 SH   DFND   124,682 0 0
FOLEY TRASIMENE ACQUISTN COR *W EXP 05/26/202 34431F112 445 278,261 SH   DFND   278,261 0 0
FORESIGHT ACQUISITION CORP UNIT 01/29/2026 34552Y205 1,988 200,000 SH   DFND   200,000 0 0
FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 1,215 122,000 SH   DFND   122,000 0 0
FOREST ROAD ACQUISITION CORP *W EXP 12/31/202 34619R110 134 49,998 SH   DFND   49,998 0 0
FORTERRA INC COM 34960W106 16,119 693,286 SH   DFND   693,286 0 0
FORTISTAR SUSTAINABLE SOL CO UNIT 01/14/2026 34962M205 1,208 122,000 SH   DFND   122,000 0 0
FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 10 10,599 SH   DFND   10,599 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 520 52,995 SH   DFND   52,995 0 0
FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 29 28,179 SH   DFND   28,179 0 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 605 61,200 SH   DFND   61,200 0 0
FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 3,465 350,000 SH   DFND   350,000 0 0
FORTRESS VALUE ACQUISITION I *W EXP 08/10/202 349642116 111 70,000 SH   DFND   70,000 0 0
FORUM MERGER III CORP *W EXP 08/24/202 349885111 447 235,332 SH   DFND   235,332 0 0
FORUM MERGER IV CORP UNIT 03/15/2028 349875203 5,940 600,000 SH   DFND   600,000 0 0
FOXWAYNE ENTERPRIS AQSTN COR UNIT 01/12/2026 35166L208 518 50,000 SH   DFND   50,000 0 0
FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 249 25,000 SH   DFND   25,000 0 0
FREEDOM ACQUISITION I CORP UNIT 99/99/9999 G3663X102 379 38,000 SH   DFND   38,000 0 0
FRONTIER ACQUISITION CORP UNIT 03/01/2026 G36826116 745 75,000 SH   DFND   75,000 0 0
FS DEVELOPMENT CORP II COM CL A 30318F100 498 50,000 SH   DFND   50,000 0 0
FTAC ATHENA ACQUISITION CORP UNIT 99/99/9999 G37283127 503 50,000 SH   DFND   50,000 0 0
FTAC HERA ACQUISITION CORP UNIT 02/28/2026 G3728Y129 999 100,000 SH   DFND   100,000 0 0
FTAC OLYMPUS ACQUISITION COR *W EXP 08/28/202 G37288126 183 86,009 SH   DFND   86,009 0 0
FTAC PARNASSUS ACQUISITN COR UNIT 03/10/2026 30319B207 2,483 250,000 SH   DFND   250,000 0 0
FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 290 250,000 SH   DFND   250,000 0 0
FUSION ACQUISITION CORP II UNIT 02/29/2028 36118N201 1,211 122,000 SH   DFND   122,000 0 0
FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 949 202,776 SH   DFND   202,776 0 0
G SQUARED ASCEND I INC UNIT 99/99/9999 G4204R125 360 36,000 SH   DFND   36,000 0 0
G&P ACQUISITION CORP UNIT 02/28/2028 36146G202 4,960 500,000 SH   DFND   500,000 0 0
GABELLI DIVID & INCOME TR COM 36242H104 1,062 44,327 SH   DFND   44,327 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 179 325,000 SH   DFND   325,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 300 30,000 SH   DFND   30,000 0 0
GAMCO NAT RES GOLD & INCOME SH BEN INT 36465E101 102 20,385 SH   DFND   20,385 0 0
GAMING & HOSPITALITY ACQU CO UNIT 02/04/2028 364681205 1,198 121,000 SH   DFND   121,000 0 0
GCM GROSVENOR INC *W EXP 11/17/202 36831E116 783 669,086 SH   DFND   669,086 0 0
GENESIS PK ACQUISITION CORP *W EXP 05/27/202 G38245125 126 57,714 SH   DFND   57,714 0 0
GENMARK DIAGNOSTICS INC COM 372309104 20,185 844,567 SH   DFND   844,567 0 0
GENWORTH FINL INC COM CL A 37247D106 10,236 3,083,242 SH   DFND   3,083,242 0 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 574 765,000 SH   DFND   765,000 0 0
GIGCAPITAL2 INC RIGHT 02/28/2026 375036126 252 765,000 SH   DFND   765,000 0 0
GIGCAPITAL3 INC *W EXP 05/18/202 37519D115 771 361,743 SH   DFND   361,743 0 0
GIGCAPITAL4 INC UNIT 99/99/9999 37518G200 1,481 150,000 SH   DFND   150,000 0 0
GLASS HOUSES ACQUISITION COR UNIT 03/25/2028 37714P202 2,006 200,000 SH   DFND   200,000 0 0
GLENFARNE MERGER CORP UNIT 03/17/2026 378579205 2,480 250,000 SH   DFND   250,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 363 299,999 SH   DFND   299,999 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 399 40,995 SH   DFND   40,995 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 13 24,999 SH   DFND   24,999 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 485 49,998 SH   DFND   49,998 0 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 268 1,850,000 SH   DFND   1,850,000 0 0
GLU MOBILE INC COM 379890106 5,706 457,206 SH   DFND   457,206 0 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 255 283,332 SH   DFND   283,332 0 0
GO ACQUISITION CORP COM 362019101 1,639 166,398 SH   DFND   166,398 0 0
GOAL ACQUISITIONS CORP UNIT 99/99/9999 38021H206 1,286 128,000 SH   DFND   128,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 247 32,232 SH   DFND   32,232 0 0
GOLDEN ARROW MERGER CORP UNIT 07/31/2026 380799205 5,970 600,000 SH   DFND   600,000 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 62 87,500 SH   DFND   87,500 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 437 45,150 SH   DFND   45,150 0 0
GOLDENBRIDGE ACQUISITION LTD UNIT 03/02/2026 G3970D112 340 34,000 SH   DFND   34,000 0 0
GOOD WORKS ACQUISITION CORP *W EXP 10/22/202 38216X115 334 174,999 SH   DFND   174,999 0 0
GORES GUGGENHEIM INC UNIT 03/25/2028 38286Q206 9,930 1,000,000 SH   DFND   1,000,000 0 0
GORES HLDGS V INC *W EXP 08/05/202 382864114 155 100,000 SH   DFND   100,000 0 0
GORES HLDGS VIII INC UNIT 02/01/2028 382863207 1,190 119,000 SH   DFND   119,000 0 0
GORES HOLDINGS VII INC UNIT 02/12/2028 38286T200 1,185 119,000 SH   DFND   119,000 0 0
GORES METROPOULOS II INC UNIT 01/31/2028 382873206 1,204 119,000 SH   DFND   119,000 0 0
GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 1,176 118,000 SH   DFND   118,000 0 0
GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 1,184 118,000 SH   DFND   118,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 3,307 2,375,000 PRN   DFND   2,375,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 2,992 3,100,000 PRN   DFND   3,100,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 5,667 5,187,000 PRN   DFND   5,187,000 0 0
GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 65 150,000 SH   DFND   150,000 0 0
GREENCITY ACQUISITION CORP COM G4086B107 352 35,000 SH   DFND   35,000 0 0
GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 141 169,748 SH   DFND   169,748 0 0
GREENROSE ACQUISITION CORP COM 395392103 299 30,000 SH   DFND   30,000 0 0
GREENVISION ACQUISITION CORP *W EXP 10/28/202 39678G111 165 170,000 SH   DFND   170,000 0 0
GREENVISION ACQUISITION CORP RIGHT 06/01/2021 39678G129 99 170,000 SH   DFND   170,000 0 0
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 925 152,104 SH   DFND   152,104 0 0
GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 28 41,997 SH   DFND   41,997 0 0
GROUP NINE ACQUISITION CORP COM CL A 39947R104 1,235 126,000 SH   DFND   126,000 0 0
GROWTH CAP ACQUISITION CORP UNIT 06/01/2027 39986V206 1,733 175,000 SH   DFND   175,000 0 0
GRUBHUB INC COM 400110102 23,545 392,417 SH   DFND   392,417 0 0
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 55 25,000 SH   DFND   25,000 0 0
GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 1,043 100,000 SH   DFND   100,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 15,921 13,920,000 PRN   DFND   13,920,000 0 0
GUGGENHEIM ENHANCED EQUITY I COM 40167B100 991 137,474 SH   DFND   137,474 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 26,942 124,215 SH   DFND   124,215 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 721 655,534 SH   DFND   655,534 0 0
GX ACQUISITION CORP COM CL A 36251A107 302 30,000 SH   DFND   30,000 0 0
GX ACQUISITION CORP II UNIT 03/17/2026 36260F204 5,958 600,000 SH   DFND   600,000 0 0
H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 1,587 155,000 SH   DFND   155,000 0 0
HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 1,589 963,122 SH   DFND   963,122 0 0
HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 30 42,999 SH   DFND   42,999 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 1,258 128,997 SH   DFND   128,997 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4 10,385 9,200,000 PRN   DFND   9,200,000 0 0
HAYMAKER ACQUISITION CORP II UNIT 03/01/2026 42087R207 1,173 118,000 SH   DFND   118,000 0 0
HAYWARD HLDGS INC COM 421298100 430 25,500 SH   DFND   25,500 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 7,732 6,000,000 PRN   DFND   6,000,000 0 0
HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 300 115,832 SH   DFND   115,832 0 0
HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 307 30,000 SH   DFND   30,000 0 0
HEALTHCARE CAPITAL CORP UNIT 12/31/2025 42228C200 1,520 154,000 SH   DFND   154,000 0 0
HEALTHCARE SERVICES ACQU COR *W EXP 99/99/999 42227K112 47 75,000 SH   DFND   75,000 0 0
HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 375 38,700 SH   DFND   38,700 0 0
HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 390 39,000 SH   DFND   39,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,383 3,500,000 PRN   DFND   3,500,000 0 0
HENNESSY CAPITAL INVS CORP V UNIT 01/15/2025 42589T206 1,235 122,000 SH   DFND   122,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1,251 1,220,000 PRN   DFND   1,220,000 0 0
HH&L ACQUISITION CO UNIT 99/99/9999 G39714111 649 64,300 SH   DFND   64,300 0 0
HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 30 24,285 SH   DFND   24,285 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 713 72,855 SH   DFND   72,855 0 0
HIMS & HERS HEALTH INC *W EXP 01/20/202 433000114 293 66,666 SH   DFND   66,666 0 0
HMS HLDGS CORP COM 40425J101 16,058 434,291 SH   DFND   434,291 0 0
HOLICITY INC *W EXP 08/04/202 435063110 522 180,666 SH   DFND   180,666 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,060 1,075,000 PRN   DFND   1,075,000 0 0
HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 92 83,332 SH   DFND   83,332 0 0
HORIZON ACQUISITION CORP COM CL A G46049105 741 74,998 SH   DFND   74,998 0 0
HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 102 49,999 SH   DFND   49,999 0 0
HORIZON ACQUISITION CORPORAT SHS CL A G46044106 663 64,999 SH   DFND   64,999 0 0
HPX CORP *W EXP 07/14/202 G32219126 121 150,000 SH   DFND   150,000 0 0
HPX CORP SHS CL A G32219100 687 70,000 SH   DFND   70,000 0 0
HUDSON EXECUTIVE INVES III UNIT 02/22/2026 44376L206 2,480 250,000 SH   DFND   250,000 0 0
HUDSON EXECUTIVE INVS CORP I UNIT 01/31/2027 443760202 1,197 122,000 SH   DFND   122,000 0 0
HUDSON EXECUTIVE INVT CORP *W EXP 06/21/202 443761119 399 275,000 SH   DFND   275,000 0 0
HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 33 24,999 SH   DFND   24,999 0 0
HUMANCO ACQUISITION CORP COM CL A 44487N109 193 19,445 SH   DFND   19,445 0 0
HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 615 1,182,900 SH   DFND   1,182,900 0 0
IAA INC COM 449253103 2,971 53,984 SH   DFND   53,984 0 0
IBERE PHARMACEUTICALS UNIT 99/99/9999 G46843127 740 75,000 SH   DFND   75,000 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 300 312,500 SH   DFND   312,500 0 0
IG ACQUISITION CORP COM CL A 449534106 2,070 209,500 SH   DFND   209,500 0 0
IGNYTE ACQUISITION CORP UNIT 01/05/2026 45175H205 501 50,000 SH   DFND   50,000 0 0
IHS MARKIT LTD SHS G47567105 29,790 308,134 SH   DFND   308,134 0 0
ILLUMINA INC COM 452327109 3,700 9,633 SH   DFND   9,633 0 0
IMMATICS N.V *W EXP 07/01/202 N44445117 148 50,000 SH   DFND   50,000 0 0
INDEPENDENCE HOLDINGS CORP UNIT 03/02/2026 G4761A119 750 75,000 SH   DFND   75,000 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 2,821 121,976 SH   DFND   121,976 0 0
INDUSTRIAL TECH ACQU INC *W EXP 08/06/202 456357110 431 375,000 SH   DFND   375,000 0 0
INDUSTRIAL TECH ACQU INC COM CL A 456357102 522 52,078 SH   DFND   52,078 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 6,695 5,625,000 PRN   DFND   5,625,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 18,509 12,775,000 PRN   DFND   12,775,000 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 8,128 7,700,000 PRN   DFND   7,700,000 0 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 8,732 5,000,000 PRN   DFND   5,000,000 0 0
INPHI CORP COM 45772F107 24,085 135,216 SH   DFND   135,216 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 15,406 10,450,000 PRN   DFND   10,450,000 0 0
INSU ACQUISITION CORP III UNIT 12/31/2026 457817302 996 100,000 SH   DFND   100,000 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1,531 30,950 SH   DFND   30,950 0 0
INTERPRIVATE II ACQUISITION UNIT 99/99/9999 46064Q207 1,207 122,000 SH   DFND   122,000 0 0
INTERPRIVATE III FINANCIAL P UNIT 99/99/9999 46064R205 1,203 122,000 SH   DFND   122,000 0 0
INTERPRIVATE IV INFRATECH PR UNIT 03/05/2026 46064T201 1,207 122,000 SH   DFND   122,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 2,961 3,450,000 PRN   DFND   3,450,000 0 0
INVESCO TR INVT GRADE NEW YO COM 46131T101 150 11,477 SH   DFND   11,477 0 0
INVESTINDUSTRIAL ACQUISITION *W EXP 10/30/202 G4771L113 20 24,285 SH   DFND   24,285 0 0
INVESTINDUSTRIAL ACQUISITION SHS CL A G4771L105 710 72,855 SH   DFND   72,855 0 0
ION ACQUISITION CORP 2 LTD UNIT 99/99/9999 G49393120 356 35,000 SH   DFND   35,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 18,282 19,050,000 PRN   DFND   19,050,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 8,532 7,700,000 PRN   DFND   7,700,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 13,038 11,500,000 PRN   DFND   11,500,000 0 0
ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 47 99,999 SH   DFND   99,999 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 1,938 200,000 SH   DFND   200,000 0 0
ISOS ACQUISITION CORPORATION UNIT 99/99/9999 G4962C120 498 50,000 SH   DFND   50,000 0 0
ITHAX ACQUISITION CORP UNIT 12/31/2027 G49775110 502 50,000 SH   DFND   50,000 0 0
ITIQUIRA ACQUISITION CORP UNIT 02/03/2026 G49773123 388 39,000 SH   DFND   39,000 0 0
IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 16 11,666 SH   DFND   11,666 0 0
IVANHOE CAPITAL ACQUISTIN CO COM CL A G4R87P114 347 34,998 SH   DFND   34,998 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 11 21,599 SH   DFND   21,599 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 417 43,198 SH   DFND   43,198 0 0
JAWS ACQUISITION CORP *W EXP 99/99/999 G50744112 330 103,896 SH   DFND   103,896 0 0
JAWS MUSTANG ACQUISITION COR UNIT 99/99/9999 G50737116 711 70,000 SH   DFND   70,000 0 0
JAWS SPITFIRE ACQUISITION CO *W EXP 12/01/202 G50740110 39 20,000 SH   DFND   20,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 769 750,000 PRN   DFND   750,000 0 0
JOANN INC COM 47768J101 259 25,500 SH   DFND   25,500 0 0
JOFF FINTECH ACQUISITION COR UNIT 02/03/2026 46592C209 1,164 117,000 SH   DFND   117,000 0 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 564 205,171 SH   DFND   205,171 0 0
KADEM SUSTAINABLE IMPACT COR UNIT 03/17/2026 48284E204 4,703 475,000 SH   DFND   475,000 0 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 17 31,346 SH   DFND   31,346 0 0
KAIROS ACQUISITION CORP CL A SHS G52110114 611 62,692 SH   DFND   62,692 0 0
KALEYRA INC *W EXP 11/25/202 483379111 4,871 1,106,970 SH   DFND   1,106,970 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 19,780 75,762 SH   DFND   75,762 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 4,249 4,100,000 PRN   DFND   4,100,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 8,107 5,125,000 PRN   DFND   5,125,000 0 0
KENSINGTON CAPITAL ACQUISITI UNIT 99/99/9999 49006L203 1,200 117,000 SH   DFND   117,000 0 0
KERNEL GROUP HOLDINGS INC UNIT 99/99/9999 G5259L111 749 75,000 SH   DFND   75,000 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 1,212 120,000 SH   DFND   120,000 0 0
KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 4,036 400,000 SH   DFND   400,000 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 4,995 500,000 SH   DFND   500,000 0 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 103 193,622 SH   DFND   193,622 0 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 783 78,748 SH   DFND   78,748 0 0
KINS TECHNOLOGY GROUP INC *W EXP 10/14/202 49714K117 65 99,999 SH   DFND   99,999 0 0
KINS TECHNOLOGY GROUP INC COM CL A 49714K109 422 43,000 SH   DFND   43,000 0 0
KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 240 300,000 SH   DFND   300,000 0 0
KISMET ACQUISITION THREE COR UNIT 99/99/9999 G5276C128 395 40,000 SH   DFND   40,000 0 0
KISMET ACQUISITION TWO CORP UNIT 99/99/9999 G52807123 447 45,000 SH   DFND   45,000 0 0
KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 1,632 163,000 SH   DFND   163,000 0 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 529 33,421 SH   DFND   33,421 0 0
KL ACQUISITION CORP *W EXP 01/12/202 49837C117 25 38,665 SH   DFND   38,665 0 0
KL ACQUISITION CORP COM CL A 49837C109 1,130 115,995 SH   DFND   115,995 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 28 49,999 SH   DFND   49,999 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 412 42,332 SH   DFND   42,332 0 0
KONTOOR BRANDS INC COM 50050N103 3,968 81,771 SH   DFND   81,771 0 0
L CATTERTON ASIA ACQUISITION UNIT 03/11/2026 G5346G109 995 100,000 SH   DFND   100,000 0 0
L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 44 65,000 SH   DFND   65,000 0 0
L&F ACQUISITION CORP SHS CL A G53702109 1,281 130,000 SH   DFND   130,000 0 0
LANDCADIA HOLDINGS III INC *W EXP 10/01/202 51476H118 625 416,665 SH   DFND   416,665 0 0
LANDCADIA HOLDINGS IV INC UNIT 05/01/2025 51477A203 4,950 500,000 SH   DFND   500,000 0 0
LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 263 1,043,236 SH   DFND   1,043,236 0 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2,537 4,100,000 PRN   DFND   4,100,000 0 0
LAZARD GROWTH ACQUISITION CO UNIT 99/99/9999 G54035129 500 50,000 SH   DFND   50,000 0 0
LDH GROWTH CORP I UNIT 03/17/2026 G54094118 374 37,000 SH   DFND   37,000 0 0
LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 389 39,000 SH   DFND   39,000 0 0
LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 265 226,666 SH   DFND   226,666 0 0
LEFTERIS ACQUISITION CORP COM CL A 52470X109 1,622 165,134 SH   DFND   165,134 0 0
LEGATO MERGER CORP *W EXP 12/31/202 52473X114 63 132,000 SH   DFND   132,000 0 0
LEGATO MERGER CORP COM 52473X106 477 49,286 SH   DFND   49,286 0 0
LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 495 596,379 SH   DFND   596,379 0 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 9 12,499 SH   DFND   12,499 0 0
LEO HLDGS CORP II COM CL A G5463R102 486 49,996 SH   DFND   49,996 0 0
LEO HOLDINGS III CORP UNIT 99/99/9999 G5463T116 490 50,000 SH   DFND   50,000 0 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 341 34,500 SH   DFND   34,500 0 0
LEVERE HOLDINGS CORP UNIT 03/09/2026 G5462L114 1,245 125,000 SH   DFND   125,000 0 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 72 57,500 SH   DFND   57,500 0 0
LIBERTY MEDIA ACQUISITION CO UNIT 01/22/2026 53073L203 1,264 118,000 SH   DFND   118,000 0 0
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 1,862 4,000,000 PRN   DFND   4,000,000 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 1,366 1,367,341 PRN   DFND   1,367,341 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,278 1,000,000 PRN   DFND   1,000,000 0 0
LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 25 50,000 SH   DFND   50,000 0 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 446 46,000 SH   DFND   46,000 0 0
LION GROUP HOLDING LTD *W EXP 06/17/202 53620U110 218 400,000 SH   DFND   400,000 0 0
LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 378 525,000 SH   DFND   525,000 0 0
LIONHEART ACQUISITION CORP I COM CL A 53625R104 644 65,630 SH   DFND   65,630 0 0
LIV CAP ACQUISITION CORP *W EXP 12/13/202 G5510C116 91 160,000 SH   DFND   160,000 0 0
LIV CAP ACQUISITION CORP CL A G5510C108 381 38,367 SH   DFND   38,367 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 4,424 52,447 SH   DFND   52,447 0 0
LIVE OAK ACQUISITION CORP II *W EXP 12/07/202 53804W114 127 88,750 SH   DFND   88,750 0 0
LIVE OAK ACQUISITION CORP II COM CL A 53804W106 692 69,250 SH   DFND   69,250 0 0
LIVE OAK MOBILITY ACQUISI CO UNIT 03/01/2028 538126202 1,281 128,400 SH   DFND   128,400 0 0
LIVENT CORP COM 53814L108 2,884 166,534 SH   DFND   166,534 0 0
LMF ACQUISITION OPPORTUNIT I UNIT 99/99/9999 502015209 508 50,000 SH   DFND   50,000 0 0
LMP CAP & INCOME FD INC COM 50208A102 610 48,036 SH   DFND   48,036 0 0
LOCUST WALK ACQUISITION CORP UNIT 12/31/2025 54015L301 1,357 135,000 SH   DFND   135,000 0 0
LONGVIEW ACQUISITION CORP II UNIT 99/99/9999 54319Q204 2,309 230,000 SH   DFND   230,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 30,639 19,096,000 PRN   DFND   19,096,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 27,772 23,775,000 PRN   DFND   23,775,000 0 0
LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 283 189,998 SH   DFND   189,998 0 0
LUX HEALTH TECH ACQUISITION COM CL A 55068A100 678 65,998 SH   DFND   65,998 0 0
M3 BRIGADE ACQUISITION II CO UNIT 99/99/9999 553800202 14,880 1,500,000 SH   DFND   1,500,000 0 0
MACQUARIE GLOBAL INFRASTRUCT COM 55608D101 578 26,432 SH   DFND   26,432 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 2,050 25,056 SH   DFND   25,056 0 0
MAGELLAN HEALTH INC COM NEW 559079207 20,517 220,043 SH   DFND   220,043 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5,160 207,240 SH   DFND   207,240 0 0
MAGNUM OPUS ACQUISITION LTD UNIT 06/03/2026 G5S70A120 989 100,000 SH   DFND   100,000 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 136 200,000 SH   DFND   200,000 0 0
MALACCA STRAITS ACQUISITION COM CL A G5859B117 1,283 130,000 SH   DFND   130,000 0 0
MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 11 14,405 SH   DFND   14,405 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 415 43,215 SH   DFND   43,215 0 0
MARQUEE RAINE ACQUISITION CO *W EXP 12/01/202 G58442123 15 12,499 SH   DFND   12,499 0 0
MARQUEE RAINE ACQUISITION CO CL A SHS G58442107 494 50,000 SH   DFND   50,000 0 0
MASON INDUSTRIAL TECHNOLGY I UNIT 99/99/9999 57520Y205 1,988 200,000 SH   DFND   200,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 28,700 314,112 SH   DFND   314,112 0 0
MCAP ACQUISITION CORP UNIT 02/18/2030 55282T208 1,990 200,000 SH   DFND   200,000 0 0
MDH ACQUISITION CORP UNIT 99/99/9999 55283P205 2,485 250,000 SH   DFND   250,000 0 0
MEDICUS SCIENCES ACQUISITION UNIT 99/99/9999 G5960S116 394 40,000 SH   DFND   40,000 0 0
MEDTECH ACQUISITION CORP *W EXP 12/18/202 58507N113 73 66,665 SH   DFND   66,665 0 0
MEDTECH ACQUISITION CORP COM CL A 58507N105 622 64,500 SH   DFND   64,500 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 21,193 6,325,000 PRN   DFND   6,325,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 405 349,563 SH   DFND   349,563 0 0
MERIDA MERGER CORP I COM 58953M106 318 32,222 SH   DFND   32,222 0 0
METROMILE INC *W EXP 02/09/202 591697115 412 133,332 SH   DFND   133,332 0 0
MFS MUN INCOME TR SH BEN INT 552738106 264 38,748 SH   DFND   38,748 0 0
MICHAELS COS INC COM 59408Q106 15,880 723,786 SH   DFND   723,786 0 0
MILLER HOWARD HIGH INC EQTY COM SHS BEN IN 600379101 298 31,050 SH   DFND   31,050 0 0
MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 1,513 152,100 SH   DFND   152,100 0 0
MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 285 335,000 SH   DFND   335,000 0 0
MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 2,472 252,800 SH   DFND   252,800 0 0
MONUMENT CIRCLE ACQUISITN CO UNIT 01/14/2026 61531M200 1,272 129,000 SH   DFND   129,000 0 0
MORINGA ACQUISITION CORP UNIT 02/16/2026 G6S23K116 397 40,000 SH   DFND   40,000 0 0
MOTION ACQUISITION CORP *W EXP 10/02/202 61980M115 195 185,896 SH   DFND   185,896 0 0
MOTION ACQUISITION CORP COM CL A 61980M107 2,439 247,644 SH   DFND   247,644 0 0
MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 12 13,333 SH   DFND   13,333 0 0
MOTIVE CAPITAL CORP SHS CL A G6293A103 392 40,000 SH   DFND   40,000 0 0
MSD ACQUISITION CORP UNIT 03/25/2026 G5709C117 2,030 200,000 SH   DFND   200,000 0 0
MSG NETWORK INC CL A 553573106 3,680 244,703 SH   DFND   244,703 0 0
MTS SYS CORP COM 553777103 4,728 81,243 SH   DFND   81,243 0 0
MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 214 340,000 SH   DFND   340,000 0 0
MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 3,044 309,000 SH   DFND   309,000 0 0
MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 72 75,000 SH   DFND   75,000 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 553 259,500 SH   DFND   259,500 0 0
NAVISTAR INTL CORP NEW COM 63934E108 11,354 257,870 SH   DFND   257,870 0 0
NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 651 412,300 SH   DFND   412,300 0 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 167 83,328 SH   DFND   83,328 0 0
NEW BEGINNINGS ACQUISITION C *W EXP 11/01/202 64222H118 66 100,000 SH   DFND   100,000 0 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 701 239,247 SH   DFND   239,247 0 0
NEW PROVIDENCE ACQUISITION *W EXP 99/99/999 64822P114 528 147,993 SH   DFND   147,993 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,566 2,625,000 PRN   DFND   2,625,000 0 0
NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 380 38,000 SH   DFND   38,000 0 0
NEWBURY STREET ACQUISITN COR UNIT 04/30/2028 65101L203 2,967 300,000 SH   DFND   300,000 0 0
NEWHOLD INVESTMENT CORP *W EXP 03/10/202 651448110 498 300,000 SH   DFND   300,000 0 0
NEWS CORP NEW CL A 65249B109 946 37,214 SH   DFND   37,214 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 2,876 50,000 SH   DFND   50,000 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 2,970 300,000 SH   DFND   300,000 0 0
NIC INC COM 62914B100 16,730 493,076 SH   DFND   493,076 0 0
NIGHTDRAGON ACQUISITION CORP UNIT 02/26/20266 65413D204 1,234 121,000 SH   DFND   121,000 0 0
NOBLE ROCK ACQUISITION CORP UNIT 01/31/2028 G6546R127 1,484 150,000 SH   DFND   150,000 0 0
NORTH ATLANTIC ACQUISITN COR UNIT 10/20/2025 G66139117 527 53,000 SH   DFND   53,000 0 0
NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 165 150,000 SH   DFND   150,000 0 0
NORTH MOUNTAIN MERGER CORP COM CL A 661204107 743 75,556 SH   DFND   75,556 0 0
NORTHERN GENESIS ACQU CORP I UNIT 99/99/9999 66516W206 3,443 345,000 SH   DFND   345,000 0 0
NORTHERN GENESIS ACQUISITION *W EXP 07/31/202 66516T112 878 147,615 SH   DFND   147,615 0 0
NORTHERN GENESIS ACQUISITION UNIT 99/99/9999 66516U200 1,198 117,000 SH   DFND   117,000 0 0
NORTHERN STAR ACQUISITION CO *W EXP 08/29/202 665742110 1,003 333,110 SH   DFND   333,110 0 0
NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 1,194 120,000 SH   DFND   120,000 0 0
NORTHERN STAR INVEST CORP IV UNIT 02/25/2028 66575B200 1,190 120,000 SH   DFND   120,000 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 34 24,799 SH   DFND   24,799 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 45,454 2,400,000 PRN   DFND   2,400,000 0 0
NOVUS CAPITAL CORPORATION II UNIT 99/99/9999 67012W203 2,000 200,000 SH   DFND   200,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 11,568 11,300,000 PRN   DFND   11,300,000 0 0
NUVATION BIO INC *W EXP 07/07/202 67080N119 44 16,666 SH   DFND   16,666 0 0
NUVEEN DIVERSIFIED DIVID & I COM 6706EP105 292 30,804 SH   DFND   30,804 0 0
NUVEEN DOW 30 DYNAMIC OVERWR SHS 67075F105 846 52,080 SH   DFND   52,080 0 0
NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 202 13,919 SH   DFND   13,919 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B108 508 52,940 SH   DFND   52,940 0 0
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 861 63,857 SH   DFND   63,857 0 0
NUVEEN S&P 500 DYNAMIC OVERW COM 6706EW100 173 10,486 SH   DFND   10,486 0 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 189 13,402 SH   DFND   13,402 0 0
NUVEEN TAX-ADVANTAGED DIVID COM 67073G105 480 31,798 SH   DFND   31,798 0 0
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 293 27,277 SH   DFND   27,277 0 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 1,371 134,452 SH   DFND   134,452 0 0
OCA ACQUISITION CORP UNIT 01/14/2026 670865203 1,913 191,538 SH   DFND   191,538 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 6,772 5,000,000 PRN   DFND   5,000,000 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 9,366 7,500,000 PRN   DFND   7,500,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 2,199 1,825,000 PRN   DFND   1,825,000 0 0
OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 273 341,600 SH   DFND   341,600 0 0
OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 2,864 293,465 SH   DFND   293,465 0 0
ON24 INC COM 68339B104 304 6,267 SH   DFND   6,267 0 0
ONE *W EXP 08/17/202 G7000X121 50 18,749 SH   DFND   18,749 0 0
ONE EQUITY PARTNERS OPEN WTR UNIT 01/14/2026 68237L204 1,196 120,000 SH   DFND   120,000 0 0
OPENDOOR TECHNOLOGIES INC *W EXP 12/18/202 683712111 380 37,209 SH   DFND   37,209 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,613 1,950,000 PRN   DFND   1,950,000 0 0
ORION ACQUISITION CORP UNIT 02/19/2026 68626A207 1,209 121,000 SH   DFND   121,000 0 0
ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 1,209 62,667 SH   DFND   62,667 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 8,286 7,650,000 PRN   DFND   7,650,000 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 556 329,114 SH   DFND   329,114 0 0
OTIS WORLDWIDE CORP COM 68902V107 1,756 25,656 SH   DFND   25,656 0 0
OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 61 99,999 SH   DFND   99,999 0 0
OTR ACQUISITION CORP COM CL A 67113Q105 783 78,696 SH   DFND   78,696 0 0
OUSTER INC *W EXP 03/11/202 68989M111 221 105,199 SH   DFND   105,199 0 0
OYSTER ENTERPRISES ACQ CORP UNIT 01/20/2026 69242M203 1,365 138,000 SH   DFND   138,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 714 324,608 SH   DFND   324,608 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 22,881 17,275,000 PRN   DFND   17,275,000 0 0
PANDION THERAPEUTICS INC COM 698340106 2,725 45,385 SH   DFND   45,385 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,758 3,050,000 PRN   DFND   3,050,000 0 0
PATHFINDER ACQUISITION CORP UNIT 02/17/2026 G04119114 376 38,000 SH   DFND   38,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 343 34,442 SH   DFND   34,442 0 0
PAYSAFE LIMITED *W EXP 08/11/202 G6964L115 688 158,877 SH   DFND   158,877 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 11,385 638,523 SH   DFND   638,523 0 0
PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 140 83,403 SH   DFND   83,403 0 0
PERIDOT ACQUISITION CORP II UNIT 99/99/9999 G7008B113 994 100,000 SH   DFND   100,000 0 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 2,455 100,000 SH   DFND   100,000 0 0
PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 226 27,777 SH   DFND   27,777 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 917 38,183 SH   DFND   38,183 0 0
PERSPECTA INC COM 715347100 16,988 584,773 SH   DFND   584,773 0 0
PETCO HEALTH & WELLNESS CO I COM 71601V105 694 31,333 SH   DFND   31,333 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 24 58,632 SH   DFND   58,632 0 0
PINDUODUO INC NOTE 12/0 722304AC6 5,317 5,000,000 PRN   DFND   5,000,000 0 0
PINE IS ACQUISITION CORP *W EXP 10/19/202 722615119 329 226,666 SH   DFND   226,666 0 0
PINE IS ACQUISITION CORP CL A 722615101 1,671 166,901 SH   DFND   166,901 0 0
PINE TECHNOLOGY ACQUISITN CO UNIT 03/31/2028 722850203 8,928 900,000 SH   DFND   900,000 0 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 16 16,666 SH   DFND   16,666 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 486 49,998 SH   DFND   49,998 0 0
PIVOTAL INVESTMENT CORP III UNIT 01/28/2028 72582M205 1,210 121,000 SH   DFND   121,000 0 0
PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 1,493 150,000 SH   DFND   150,000 0 0
PLURALSIGHT INC COM CL A 72941B106 6,445 288,488 SH   DFND   288,488 0 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 6,024 6,100,000 PRN   DFND   6,100,000 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 193 250,000 SH   DFND   250,000 0 0
PMV CONSUMER ACQUISITION COR COM 693486102 1,048 108,000 SH   DFND   108,000 0 0
PNM RES INC COM 69349H107 23,983 488,953 SH   DFND   488,953 0 0
POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 501 50,000 SH   DFND   50,000 0 0
PONTEM CORPORATION *W EXP 01/05/202 G71707122 13 17,666 SH   DFND   17,666 0 0
PONTEM CORPORATION SHS CL A G71707106 513 52,998 SH   DFND   52,998 0 0
POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 66 62,444 SH   DFND   62,444 0 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 711 72,132 SH   DFND   72,132 0 0
PORCH GROUP INC *W EXP 12/23/202 733245112 1,446 235,125 SH   DFND   235,125 0 0
POWER & DIGITAL INFRA ACQ CO UNIT 99/99/9999 739190205 1,204 119,000 SH   DFND   119,000 0 0
POWERED BRANDS *W EXP 01/07/202 G7209M116 12 16,666 SH   DFND   16,666 0 0
POWERED BRANDS CL A G7209M108 485 49,998 SH   DFND   49,998 0 0
PRA HEALTH SCIENCES INC COM 69354M108 27,193 177,352 SH   DFND   177,352 0 0
PRECIGEN INC COM 74017N105 164 23,855 SH   DFND   23,855 0 0
PRIMAVERA CAPITAL ACQUIST CO UNIT 01/19/2026 G7255E125 420 41,000 SH   DFND   41,000 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 109 133,333 SH   DFND   133,333 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 681 70,000 SH   DFND   70,000 0 0
PRIVETERRA ACQUISITION CORP UNIT 99/99/9999 74275N201 1,491 150,000 SH   DFND   150,000 0 0
PROGRESS ACQUISITION CORP UNIT 12/25/2025 74327P204 1,315 133,000 SH   DFND   133,000 0 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 921 355,599 SH   DFND   355,599 0 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/01/2026 74350A207 4,433 450,000 SH   DFND   450,000 0 0
PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 86 85,596 SH   DFND   85,596 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 821 83,811 SH   DFND   83,811 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 969 896,000 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 486 49,998 SH   DFND   49,998 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 401 40,998 SH   DFND   40,998 0 0
PURECYCLE TECHNOLOGIES INC *W EXP 01/28/202 74623V111 1,042 74,836 SH   DFND   74,836 0 0
PWP FORWARD ACQUISITION CORP UNIT 03/10/2026 74709Q200 2,468 250,000 SH   DFND   250,000 0 0
QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 86 50,000 SH   DFND   50,000 0 0
QUDIAN INC NOTE 1.000% 7/0 747798AB2 2,011 2,500,000 PRN   DFND   2,500,000 0 0
QUEENS GAMBIT GROWTH CAPITAL UNIT 01/19/2026 G7315C127 403 40,000 SH   DFND   40,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 11,107 6,042,000 PRN   DFND   6,042,000 0 0
REALPAGE INC COM 75606N109 15,129 173,497 SH   DFND   173,497 0 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 5,297 4,128,000 PRN   DFND   4,128,000 0 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 193 250,000 SH   DFND   250,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 2,465 252,000 SH   DFND   252,000 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 45 32,999 SH   DFND   32,999 0 0
REDBALL ACQUISITION CORP COM CL A G7417R105 701 70,497 SH   DFND   70,497 0 0
REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 502 50,000 SH   DFND   50,000 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 579 463,261 SH   DFND   463,261 0 0
REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 115 250,000 SH   DFND   250,000 0 0
REVOLUTION ACCELERTN ACQU CO *W EXP 12/01/202 76156P114 125 63,333 SH   DFND   63,333 0 0
REVOLUTION HEALTHCAR AQ CORP UNIT 03/18/20266 76155Y207 1,176 117,000 SH   DFND   117,000 0 0
RICE ACQUISITION CORP *W EXP 10/26/202 762594117 537 362,750 SH   DFND   362,750 0 0
RICE ACQUISITION CORP COM CL A 762594109 4,090 404,577 SH   DFND   404,577 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 19,261 17,500,000 PRN   DFND   17,500,000 0 0
RMG ACQUISITION CORP II *W EXP 12/27/202 G76083123 43 30,512 SH   DFND   30,512 0 0
RMG ACQUISITION CORP III UNIT 02/08/2026 G76088114 779 78,300 SH   DFND   78,300 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 302 75,000 SH   DFND   75,000 0 0
ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 208 275,000 SH   DFND   275,000 0 0
ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 2,786 280,000 SH   DFND   280,000 0 0
ROSECLIFF ACQUISITION CORP I UNIT 99/99/9999 77732R202 1,240 125,000 SH   DFND   125,000 0 0
ROSS ACQUISITION CORP II UNIT 99/99/9999 G7641C122 1,494 150,000 SH   DFND   150,000 0 0
ROTH CH ACQUISITION II CO *W EXP 09/16/202 778673111 64 50,000 SH   DFND   50,000 0 0
ROTH CH ACQUISITION II CO COM 778673103 451 45,500 SH   DFND   45,500 0 0
ROTH CH ACQUISITION III CO UNIT 02/26/2026 77867Q201 1,179 118,000 SH   DFND   118,000 0 0
ROTOR ACQUISITION CORP *W EXP 06/15/202 77879W113 41 62,499 SH   DFND   62,499 0 0
ROTOR ACQUISITION CORP COM 77879W105 413 42,166 SH   DFND   42,166 0 0
ROYCE MICRO-CAP TR INC COM 780915104 863 76,394 SH   DFND   76,394 0 0
ROYCE VALUE TR INC COM 780910105 585 32,285 SH   DFND   32,285 0 0
RXR ACQUISITION CORP UNIT 01/01/2025 74981W206 1,300 132,000 SH   DFND   132,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 4,702 2,525,000 PRN   DFND   2,525,000 0 0
SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 330 325,000 SH   DFND   325,000 0 0
SANDBRIDGE X2 CORP UNIT 99/99/9999 799792205 1,219 122,000 SH   DFND   122,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 4,450 3,400,000 PRN   DFND   3,400,000 0 0
SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 50 33,333 SH   DFND   33,333 0 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 826 81,744 SH   DFND   81,744 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 445 235,428 SH   DFND   235,428 0 0
SCIENCE STRATEGIC ACQ ALPHA UNIT 01/20/2026 808641203 1,203 121,000 SH   DFND   121,000 0 0
SCION TECH GROWTH I *W EXP 11/01/202 G31067112 29 33,333 SH   DFND   33,333 0 0
SCION TECH GROWTH I CL A SHS G31067104 971 99,200 SH   DFND   99,200 0 0
SCION TECH GROWTH II UNIT 99/99/9999 G31070124 498 50,000 SH   DFND   50,000 0 0
SCP & CO HEALTHCARE ACQUSTN UNIT 10/27/2025 784065203 1,266 127,000 SH   DFND   127,000 0 0
SCVX CORP *W EXP 01/24/202 G79448117 25 25,000 SH   DFND   25,000 0 0
SCVX CORP COM G79448208 296 30,000 SH   DFND   30,000 0 0
SEACOR HOLDINGS INC COM 811904101 4,014 98,509 SH   DFND   98,509 0 0
SEAPORT GLOBAL ACQUISITN COR *W EXP 12/15/202 812227114 89 162,498 SH   DFND   162,498 0 0
SEAPORT GLOBAL ACQUISITN COR COM CL A 812227106 801 81,664 SH   DFND   81,664 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 71 99,999 SH   DFND   99,999 0 0
SENIOR CONNECT ACQUISITN COR COM CL A 81723H108 418 43,000 SH   DFND   43,000 0 0
SEVEN OAKS ACQUISITION CORP UNIT 12/18/2025 81787X205 2,038 200,000 SH   DFND   200,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 3,869 3,850,000 PRN   DFND   3,850,000 0 0
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 1,090 31,333 SH   DFND   31,333 0 0
SIGNIFY HEALTH INC CL A COM 82671G100 229 7,833 SH   DFND   7,833 0 0
SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 11 21,499 SH   DFND   21,499 0 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 417 42,998 SH   DFND   42,998 0 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 118 16,746 SH   DFND   16,746 0 0
SILVER SPIKE ACQUISITN CORP UNIT 02/26/2026 G8201H121 994 100,000 SH   DFND   100,000 0 0
SILVERBOX ENGAGED MERGER CO UNIT 03/31/2028 82836L200 1,358 137,000 SH   DFND   137,000 0 0
SIMON PROPERTY GRP ACQ HOLDI UNIT 99/99/9999 82880R202 1,226 122,000 SH   DFND   122,000 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 18,691 460,041 SH   DFND   460,041 0 0
SLAM CORP UNIT 99/99/9999 G8210L113 377 38,000 SH   DFND   38,000 0 0
SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 17,153 13,025,000 PRN   DFND   13,025,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 22,320 9,450,000 PRN   DFND   9,450,000 0 0
SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 1,012 100,000 SH   DFND   100,000 0 0
SOC TELEMED INC *W EXP 11/30/202 78472F119 319 350,000 SH   DFND   350,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8252P113 137 25,000 SH   DFND   25,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 99 37,500 SH   DFND   37,500 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 689 64,325 SH   DFND   64,325 0 0
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 1,040 90,000 SH   DFND   90,000 0 0
SOCIAL LEVERAGE ACQUISN CORP UNIT 99/99/9999 83363K201 1,194 120,000 SH   DFND   120,000 0 0
SOFTWARE ACQUISITN GRUP INC *W EXP 09/17/202 83407F119 845 500,000 SH   DFND   500,000 0 0
SOGOU INC ADR REPSTG A 83409V104 12,411 1,643,832 SH   DFND   1,643,832 0 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 2,745 55,000 SH   DFND   55,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 93,971 54,575,000 PRN   DFND   54,575,000 0 0
SPARTACUS ACQUISITION CORP *W EXP 10/31/202 84677L117 240 375,000 SH   DFND   375,000 0 0
SPARTACUS ACQUISITION CORP CL A 84677L109 2,769 280,000 SH   DFND   280,000 0 0
SPARTAN ACQUISITION CORP II *W EXP 11/28/202 846775112 265 145,000 SH   DFND   145,000 0 0
SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 1,224 122,000 SH   DFND   122,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 12,249 10,375,000 PRN   DFND   10,375,000 0 0
SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 165 150,000 SH   DFND   150,000 0 0
SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 844 86,400 SH   DFND   86,400 0 0
SPORTS VENTURES ACQUISIN COR UNIT 99/99/9999 G8372A111 550 54,962 SH   DFND   54,962 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 24,153 1,400,965 SH   DFND   1,400,965 0 0
SPORTSTEK ACQUISITION CORP UNIT 02/16/2028 849196209 2,237 225,000 SH   DFND   225,000 0 0
SPRING VY ACQUISITION CORP *W EXP 05/20/202 G8377A124 59 49,999 SH   DFND   49,999 0 0
SPRING VY ACQUISITION CORP CL A G8377A108 839 83,032 SH   DFND   83,032 0 0
SPROTT FOCUS TR INC COM 85208J109 91 11,597 SH   DFND   11,597 0 0
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 541 124,357 SH   DFND   124,357 0 0
STAR PEAK CORP II *W EXP 12/24/202 855179115 44 29,679 SH   DFND   29,679 0 0
STAR PEAK CORP II COM CL A 855179107 1,200 118,716 SH   DFND   118,716 0 0
STAR PEAK ENERGY TRANSITION *W EXP 08/11/202 855185112 820 57,964 SH   DFND   57,964 0 0
STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 113 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
SUPERNOVA PARTN ACQ CO III L UNIT 99/99/9999 G8T90F110 1,000 100,000 SH   DFND   100,000 0 0
SUPERNOVA PARTNERS ACQUISITI *W EXP 10/16/202 86846V116 302 163,333 SH   DFND   163,333 0 0
SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 502 50,000 SH   DFND   50,000 0 0
SUSTAINABLE DEVELP ACQU I CO UNIT 02/04/2026 86934L202 1,199 120,700 SH   DFND   120,700 0 0
SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 42 46,278 SH   DFND   46,278 0 0
SVF INVESTMENT CORP CL A SHS G8601L102 408 39,995 SH   DFND   39,995 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 354 35,000 SH   DFND   35,000 0 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 354 35,000 SH   DFND   35,000 0 0
SWITCHBACK II CORPORATION COM CL A G8633T115 344 34,995 SH   DFND   34,995 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 20,782 20,475,000 PRN   DFND   20,475,000 0 0
TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 561 550,000 SH   DFND   550,000 0 0
TAILWIND INTERNATNAL ACQ COR UNIT 99/99/9999 G8662F127 742 75,000 SH   DFND   75,000 0 0
TAILWIND TWO ACQUISITION COR UNIT 03/01/2028 G86613117 1,482 150,000 SH   DFND   150,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 45 266,666 SH   DFND   266,666 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 69 119,166 SH   DFND   119,166 0 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 2,321 238,332 SH   DFND   238,332 0 0
TB SA ACQUISITION CORP UNIT 03/25/2028 G8657L113 1,478 150,000 SH   DFND   150,000 0 0
TCF FINL CORP COM 872307103 37,569 808,629 SH   DFND   808,629 0 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 4,975 500,000 SH   DFND   500,000 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 71 75,000 SH   DFND   75,000 0 0
TEKKORP DIGITAL ACQUISITN CO CL A G8739H106 686 70,000 SH   DFND   70,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 18,271 1,700,000 PRN   DFND   1,700,000 0 0
THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 52 87,499 SH   DFND   87,499 0 0
THAYER VENTURES ACQU CORP COM CL A 88332T100 596 60,200 SH   DFND   60,200 0 0
THE MUSIC ACQUISITION CORP UNIT 99/99/9999 62752R209 1,238 124,000 SH   DFND   124,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 7,658 7,625,000 PRN   DFND   7,625,000 0 0
THIMBLE POINT ACQUISITION CO UNIT 99/99/9999 88408P206 1,210 121,000 SH   DFND   121,000 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 503 229,696 SH   DFND   229,696 0 0
THUNDER BRIDGE CAP PRTNRS II UNIT 02/15/2028 88605T209 1,193 120,590 SH   DFND   120,590 0 0
TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 52 40,000 SH   DFND   40,000 0 0
TIGA ACQUISITION CORP SHS CL A G88672103 803 80,000 SH   DFND   80,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 394 425,000 PRN   DFND   425,000 0 0
TISHMAN SPEYER INNOVATION CO UNIT 02/11/2026 88825H209 1,192 119,000 SH   DFND   119,000 0 0
TLG ACQUISITION ONE CORP UNIT 99/99/9999 87257M207 1,161 117,000 SH   DFND   117,000 0 0
TORTOISE ACQUISITION CORP II *W EXP 06/14/202 G89554128 123 37,499 SH   DFND   37,499 0 0
TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 149 20,000 SH   DFND   20,000 0 0
TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 27 20,000 SH   DFND   20,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5,160 4,750,000 PRN   DFND   4,750,000 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 50 33,333 SH   DFND   33,333 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 299 30,000 SH   DFND   30,000 0 0
TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 816 80,000 SH   DFND   80,000 0 0
TRI CONTL CORP COM 895436103 421 12,991 SH   DFND   12,991 0 0
TRIBE CAPITAL GROWTH CORP I UNIT 02/24/2026 89601Y200 3,310 329,396 SH   DFND   329,396 0 0
TS INNOVATION ACQUISITN CORP *W EXP 99/99/999 87284T118 471 233,332 SH   DFND   233,332 0 0
TUATARA CAPITAL ACQUISITN CO UNIT 99/99/9999 G9118J127 380 38,000 SH   DFND   38,000 0 0
TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 33 33,333 SH   DFND   33,333 0 0
TURMERIC ACQUISITION CORP CL A G9127T108 934 95,613 SH   DFND   95,613 0 0
TUSCAN HLDGS CORP *W EXP 04/01/202 90069K112 542 168,223 SH   DFND   168,223 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 108 135,456 SH   DFND   135,456 0 0
TUSCAN HLDGS CORP II COM 90070A103 706 70,000 SH   DFND   70,000 0 0
TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 219 208,239 SH   DFND   208,239 0 0
TWC TECH HLDGS II CORP COM 90117G105 1,771 179,999 SH   DFND   179,999 0 0
TWELVE SEAS INVESTMENT CO II UNIT 99/99/9999 90118T205 1,478 150,000 SH   DFND   150,000 0 0
TWIN RIDGE CAPITAL ACQUIS CO UNIT 99/99/9999 G9151L112 495 50,000 SH   DFND   50,000 0 0
TWO COM CL A G9152V101 1,990 200,000 SH   DFND   200,000 0 0
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 10 16,999 SH   DFND   16,999 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 492 50,997 SH   DFND   50,997 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 50 73,086 SH   DFND   73,086 0 0
UNION ACQUISITION CORP II SHS G9402Q100 302 30,000 SH   DFND   30,000 0 0
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 9,903 4,550,000 PRN   DFND   4,550,000 0 0
USHG ACQUISITION CORP UNIT 99/99/9999 91748P209 1,186 118,000 SH   DFND   118,000 0 0
UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 89 50,000 SH   DFND   50,000 0 0
VARIAN MED SYS INC COM 92220P105 24,359 137,989 SH   DFND   137,989 0 0
VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 50 39,999 SH   DFND   39,999 0 0
VECTOIQ ACQUISITION CORP II COM CL A 92244F109 1,984 200,000 SH   DFND   200,000 0 0
VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 229 80,735 SH   DFND   80,735 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 990 100,000 SH   DFND   100,000 0 0
VELOCITY ACQUISITION CORP UNIT 99/99/9999 92259E203 1,163 118,000 SH   DFND   118,000 0 0
VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 180 46,893 SH   DFND   46,893 0 0
VESPER HEALTHCARE ACQSTN COR *W EXP 09/30/202 92538T112 69 33,333 SH   DFND   33,333 0 0
VG ACQUISITION CORP *W EXP 09/29/202 G9446E113 56 33,333 SH   DFND   33,333 0 0
VIACOMCBS INC CL B 92556H206 5,354 120,446 SH   DFND   120,446 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 3,780 2,950,000 PRN   DFND   2,950,000 0 0
VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 17 39,615 SH   DFND   39,615 0 0
VICKERS VANTAGE CORP I SHS G9440B107 783 79,230 SH   DFND   79,230 0 0
VIEW INC *W EXP 03/08/202 92671V114 319 183,332 SH   DFND   183,332 0 0
VIRGIN GROUP ACQUISIT CORP I UNIT 99/99/9999 G9460K110 993 100,000 SH   DFND   100,000 0 0
VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 45 74,999 SH   DFND   74,999 0 0
VIRTUOSO ACQUISITION CORP COM CL A 92837J104 1,450 149,998 SH   DFND   149,998 0 0
VIRTUS ALLIANZGI CONVERTIBLE COM 92838X102 402 71,059 SH   DFND   71,059 0 0
VIRTUS ALLIANZGI CONVERTIBLE COM 92838U108 858 172,331 SH   DFND   172,331 0 0
VIRTUS ALLIANZGI DIVERSIFIED COM 92840N100 217 6,898 SH   DFND   6,898 0 0
VIRTUS ALLIANZGI EQUITY & CO COM 92841M101 639 22,822 SH   DFND   22,822 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12,590 11,550,000 PRN   DFND   11,550,000 0 0
VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 148 238,545 SH   DFND   238,545 0 0
VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 953 96,148 SH   DFND   96,148 0 0
VIZIO HLDG CORP CL A COM 92858V101 618 25,500 SH   DFND   25,500 0 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 199 20,780 SH   DFND   20,780 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 96 16,775 SH   DFND   16,775 0 0
VPC IMPACT ACQU HOLDI III IN UNIT 99/99/9999 91835J207 1,481 150,000 SH   DFND   150,000 0 0
VPC IMPACT ACQUISITION HLDG UNIT 03/05/2026 G9460L100 1,479 150,000 SH   DFND   150,000 0 0
VPC IMPACT ACQUISITION HLDNG *W EXP 10/22/202 G9441E118 250 84,863 SH   DFND   84,863 0 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 41 20,000 SH   DFND   20,000 0 0
VY GLOBAL GROWTH COM CL A G9444H100 695 68,640 SH   DFND   68,640 0 0
WADDELL & REED FINL INC CL A 930059100 15,801 630,797 SH   DFND   630,797 0 0
WALDENCAST ACQUISITION CORP UNIT 03/11/2026 G9460C126 749 75,000 SH   DFND   75,000 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 749 75,000 SH   DFND   75,000 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 383 38,000 SH   DFND   38,000 0 0
WARRIOR TECHNOLOGIES ACQUI C UNIT 03/31/2028 936273200 1,257 127,000 SH   DFND   127,000 0 0
WATFORD HLDGS LTD SHS G94787101 11,856 342,573 SH   DFND   342,573 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 41,760 18,800,000 PRN   DFND   18,800,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 6,416 1,279,000 PRN   DFND   1,279,000 0 0
WESTERN ASSET INTER MUNI FD COM 958435109 142 15,288 SH   DFND   15,288 0 0
WESTERN ASSET MANAGED MUNS F COM 95766M105 498 38,318 SH   DFND   38,318 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,026 1,000,000 PRN   DFND   1,000,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 744 344,281 SH   DFND   344,281 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 28,083 122,696 SH   DFND   122,696 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 12,441 8,950,000 PRN   DFND   8,950,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 1,324 1,000,000 PRN   DFND   1,000,000 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 6,759 3,000,000 PRN   DFND   3,000,000 0 0
XILINX INC COM 983919101 18,744 152,121 SH   DFND   152,121 0 0
YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 200 250,000 SH   DFND   250,000 0 0
YELLOWSTONE ACQUISITION CO COM CL A 98566K105 2,766 276,832 SH   DFND   276,832 0 0
YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 111 79,166 SH   DFND   79,166 0 0
YUCAIPA ACQUISITION CORP COM G9879L105 690 70,000 SH   DFND   70,000 0 0
YUNHONG INTL *W EXP 01/31/202 G98882122 51 100,000 SH   DFND   100,000 0 0
YUNHONG INTL CL A SHS G98882106 407 40,572 SH   DFND   40,572 0 0
YUNHONG INTL RIGHT 01/31/2027 G98882130 88 200,000 SH   DFND   200,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 1,777 1,500,000 PRN   DFND   1,500,000 0 0
ZANITE ACQUISITION CORP *W EXP 10/08/202 98907K111 221 175,000 SH   DFND   175,000 0 0
ZANITE ACQUISITION CORP COM CL A 98907K103 927 93,200 SH   DFND   93,200 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 10,125 3,375,000 PRN   DFND   3,375,000 0 0
Z-WORK ACQUISITION CORP UNIT 99/99/9999 98880C201 1,249 125,000 SH   DFND   125,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 8,243 6,000,000 PRN   DFND   6,000,000 0 0