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 CAP VENTURE ACQSTN CORP UNIT 04/19/2028 G87076124 3,483 350,000 SH   DFND   350,000 0 0
180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 136 147,473 SH   DFND   147,473 0 0
1LIFE HEALTHCARE INC NOTE 3.000% 6/1 68269GAB3 16,233 17,025,000 PRN   DFND   17,025,000 0 0
26 CAPITAL ACQUISITION CORP *W EXP 12/31/202 90138P118 83 100,000 SH   DFND   100,000 0 0
26 CAPITAL ACQUISITION CORP COM CL A 90138P100 663 68,200 SH   DFND   68,200 0 0
4D PHARMA PLC *W EXP 03/22/202 35085K117 54 77,566 SH   DFND   77,566 0 0
51JOB INC SPONSORED ADS 316827104 11,442 164,569 SH   DFND   164,569 0 0
7GC & CO HOLDINGS INC *W EXP 12/23/202 81786A115 55 100,000 SH   DFND   100,000 0 0
7GC & CO HOLDINGS INC COM CL A 81786A107 742 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 1,559 157,296 SH   DFND   157,296 0 0
A K A BRANDS HLDG CORP COM 00152K101 397 46,358 SH   DFND   46,358 0 0
ABG ACQUISITION CORP I CL A SHS G00496102 747 76,700 SH   DFND   76,700 0 0
ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 188 199,999 SH   DFND   199,999 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 1,304 134,055 SH   DFND   134,055 0 0
ACCELERON PHARMA INC COM 00434H108 7,077 41,122 SH   DFND   41,122 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 59 100,000 SH   DFND   100,000 0 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 555 56,010 SH   DFND   56,010 0 0
ACKRELL SPAC PARTNERS I CO UNIT 12/01/2026 00461L204 1,380 135,000 SH   DFND   135,000 0 0
ACON S2 ACQUISITION CORP *W EXP 09/15/202 G00748114 103 83,332 SH   DFND   83,332 0 0
ACON S2 ACQUISITION CORP CL SHS G00748106 782 78,308 SH   DFND   78,308 0 0
ACROPOLIS INFRASTRUCTURE ACQ UNIT 99/99/9999 005029202 8,453 846,990 SH   DFND   846,990 0 0
ADARA ACQUISITION CORP COM CL A 00653H102 157 16,038 SH   DFND   16,038 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 1,489 152,840 SH   DFND   152,840 0 0
ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 18 19,833 SH   DFND   19,833 0 0
AEA-BRIDGES IMPACT CORP *W EXP 09/19/202 G01046112 114 175,000 SH   DFND   175,000 0 0
AEA-BRIDGES IMPACT CORP SHS CL A G01046104 882 90,199 SH   DFND   90,199 0 0
AEQUI ACQUISITION CORP *W EXP 11/30/202 00775W110 86 143,333 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 28,759 660,366 SH   DFND   660,366 0 0
AESTHER HEALTHCARE ACQSTN CO UNIT 09/14/2026 00809L205 1,014 99,879 SH   DFND   99,879 0 0
AEYE INC *W EXP 09/30/202 008183113 133 114,228 SH   DFND   114,228 0 0
AF ACQUISITION CORP *W EXP 03/23/202 001040112 97 183,331 SH   DFND   183,331 0 0
AF ACQUISITION CORP CLASS A COM 001040104 1,592 163,437 SH   DFND   163,437 0 0
AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 14 29,997 SH   DFND   29,997 0 0
AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 1,055 108,566 SH   DFND   108,566 0 0
AFTERNEXT HEALTHTECH ACQUISI UNIT 99/99/9999 G01109118 3,735 375,000 SH   DFND   375,000 0 0
AGILE GROWTH CORP *W EXP 03/09/202 G01202111 11 16,666 SH   DFND   16,666 0 0
AGILE GROWTH CORP CLASS A ORD G01202103 955 98,298 SH   DFND   98,298 0 0
AGRICO ACQUISITION CORP *W EXP 03/31/202 G41089114 51 114,198 SH   DFND   114,198 0 0
AGRICO ACQUISITION CORP CLASS A ORD SHS G41089106 2,286 228,397 SH   DFND   228,397 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 18,345 15,052,000 PRN   DFND   15,052,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 51,593 47,040,000 PRN   DFND   47,040,000 0 0
ALDEL FINANCIAL INC *W EXP 99/99/999 01407X112 121 60,000 SH   DFND   60,000 0 0
ALDEL FINANCIAL INC CL A COM 01407X104 1,692 167,710 SH   DFND   167,710 0 0
ALKURI GLOBAL ACQUISITION CO *W EXP 02/09/202 66981N111 73 51,449 SH   DFND   51,449 0 0
ALKURI GLOBAL ACQUISITION CO COM CL A 66981N103 1,494 149,816 SH   DFND   149,816 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 3.500% 6/1 01741RAK8 15,282 11,410,000 PRN   DFND   11,410,000 0 0
ALPHA CAPITAL ACQUISITION CO *W EXP 02/16/202 G0316P122 14 25,000 SH   DFND   25,000 0 0
ALPHA CAPITAL ACQUISITION CO CL A ORD SHS G0316P130 1,015 104,430 SH   DFND   104,430 0 0
ALPHA HEALTHCARE ACQU CORP I UNIT 04/01/2026 02073F203 4,455 450,000 SH   DFND   450,000 0 0
ALPHA PARTNERS TECH MERGR CO UNIT 03/31/2028 G63290129 3,709 375,000 SH   DFND   375,000 0 0
ALPINE ACQUISITION CORPORATI UNIT 05/01/2026 02083L208 755 74,908 SH   DFND   74,908 0 0
ALTABANCORP COM 021347109 4,956 112,223 SH   DFND   112,223 0 0
ALTC ACQUISITION CORP COM CL A 02156V109 2,453 250,000 SH   DFND   250,000 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 4,290 4,625,000 PRN   DFND   4,625,000 0 0
ALTIMAR ACQUISITION CORP II *W EXP 02/09/202 G03709121 14 13,050 SH   DFND   13,050 0 0
ALTIMAR ACQUISITION CORP III *W EXP 08/03/202 G0370U116 13 12,500 SH   DFND   12,500 0 0
ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 568 58,320 SH   DFND   58,320 0 0
ALTIMETER GROWTH CORP *W EXP 09/30/202 G0370L116 22 10,000 SH   DFND   10,000 0 0
ALTIMETER GROWTH CORP 2 COM CL A G0371B109 287 29,000 SH   DFND   29,000 0 0
ALTITUDE ACQUISITION CORP *W EXP 11/30/202 02156Y111 86 135,000 SH   DFND   135,000 0 0
ALTITUDE ACQUISITION CORP COM CL A 02156Y103 1,377 139,955 SH   DFND   139,955 0 0
AMCI ACQUISITION CORP II UNIT 03/24/2026 00166R209 2,976 300,000 SH   DFND   300,000 0 0
AMERICAN ACQUISITION OPPT IN *W EXP 05/28/202 02369M110 56 100,000 SH   DFND   100,000 0 0
AMERICAN ACQUISITION OPPT IN CLASS A COM 02369M102 2,579 261,004 SH   DFND   261,004 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 50,448 32,904,000 PRN   DFND   32,904,000 0 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 8,115 42,929 SH   DFND   42,929 0 0
AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 7 35,034 SH   DFND   35,034 0 0
AMERICAS TECHNOLOGY ACQSN CO *W EXP 12/31/202 G0404A110 15 30,000 SH   DFND   30,000 0 0
AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 1,072 106,748 SH   DFND   106,748 0 0
ANGEL POND HOLDINGS CORP *W EXP 99/99/999 G0447J128 69 86,952 SH   DFND   86,952 0 0
ANGEL POND HOLDINGS CORP SHS CL A G0447J102 2,520 260,858 SH   DFND   260,858 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 6,757 1,279,000 PRN   DFND   1,279,000 0 0
ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 53 83,332 SH   DFND   83,332 0 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 2,993 308,576 SH   DFND   308,576 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 26 32,223 SH   DFND   32,223 0 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 583 59,700 SH   DFND   59,700 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 472 48,300 SH   DFND   48,300 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 447 400,000 PRN   DFND   400,000 0 0
ARCHER AVIATION INC *W EXP 09/16/202 03945R110 302 189,999 SH   DFND   189,999 0 0
ARCHIMEDES TECH SPAC PARTNR UNIT 03/10/2026 039562202 2,344 235,600 SH   DFND   235,600 0 0
ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 21 20,000 SH   DFND   20,000 0 0
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 976 100,000 SH   DFND   100,000 0 0
ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 14 18,749 SH   DFND   18,749 0 0
ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 692 70,924 SH   DFND   70,924 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 13 14,999 SH   DFND   14,999 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106 582 59,710 SH   DFND   59,710 0 0
ARGUS CAPITAL CORP UNIT 08/31/2028 04026L204 1,513 149,820 SH   DFND   149,820 0 0
ARIES I ACQUISITION CORP *W EXP 03/18/202 G0542N123 50 90,505 SH   DFND   90,505 0 0
ARIES I ACQUISITION CORP CLASS A ORD SHS G0542N107 1,278 128,010 SH   DFND   128,010 0 0
ARMADA ACQUISITION CORP I UNIT 08/13/2026 04208V202 2,739 275,000 SH   DFND   275,000 0 0
ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 35 61,000 SH   DFND   61,000 0 0
ARROWROOT ACQUISITION CORP CL A COM 04282M102 1,738 179,210 SH   DFND   179,210 0 0
ARTEMIS STRATEGIC INVT CORP UNIT 09/30/2026 04303A202 5,009 499,404 SH   DFND   499,404 0 0
ARTISAN ACQUISITION CORP *W EXP 03/26/202 G0509L128 98 86,269 SH   DFND   86,269 0 0
ARTISAN ACQUISITION CORP CLASS A ORD SHS G0509L102 2,567 258,809 SH   DFND   258,809 0 0
ARYA SCIENCES ACQU CORP IV CL A G31659108 362 36,000 SH   DFND   36,000 0 0
ARYA SCIENCES ACQUISITN CORP CLASS A ORD SHS G31658100 494 50,000 SH   DFND   50,000 0 0
ASTREA ACQUISITION CORP *W EXP 01/28/202 04637C114 52 66,499 SH   DFND   66,499 0 0
ASTREA ACQUISITION CORP COM CL A 04637C106 1,917 192,088 SH   DFND   192,088 0 0
ATHENA TECHNOLOGY ACQUISI CO *W EXP 03/31/202 04687A117 91 66,666 SH   DFND   66,666 0 0
ATHENE HOLDING LTD CL A G0684D107 23,229 337,286 SH   DFND   337,286 0 0
ATHLON ACQUISITION CORP *W EXP 01/12/202 04748A114 47 66,499 SH   DFND   66,499 0 0
ATHLON ACQUISITION CORP COM CL A 04748A106 1,560 159,536 SH   DFND   159,536 0 0
ATLANTIC AVE ACQUISITION COR *W EXP 10/06/202 04906P119 136 203,431 SH   DFND   203,431 0 0
ATLANTIC AVE ACQUISITION COR COM CL A 04906P101 1,081 110,280 SH   DFND   110,280 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 2,912 109,918 SH   DFND   109,918 0 0
ATLANTIC COASTAL ACQUISTN CO *W EXP 03/02/202 048453112 163 296,331 SH   DFND   296,331 0 0
ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 546 56,340 SH   DFND   56,340 0 0
ATLANTICA SUSTAINABLE INFRA NOTE 4.000% 7/1 04916EAB0 2,119 1,825,000 PRN   DFND   1,825,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7,088 5,950,000 PRN   DFND   5,950,000 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 25 29,999 SH   DFND   29,999 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 502 51,482 SH   DFND   51,482 0 0
ATOTECH LTD COM G0625A105 18,251 755,748 SH   DFND   755,748 0 0
AURORA ACQUISITION CORP *W EXP 03/02/202 G0698L129 20 12,500 SH   DFND   12,500 0 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 540 54,319 SH   DFND   54,319 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 30 17,500 SH   DFND   17,500 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 18 17,500 SH   DFND   17,500 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 584 59,890 SH   DFND   59,890 0 0
AUTHENTIC EQUITY ACQUISTN CO *W EXP 01/20/202 G06607124 45 66,500 SH   DFND   66,500 0 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 1,855 191,210 SH   DFND   191,210 0 0
AVANTI ACQUISITION CORP *W EXP 99/99/999 G0682V125 65 100,000 SH   DFND   100,000 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 665 67,900 SH   DFND   67,900 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 7,789 7,400,000 PRN   DFND   7,400,000 0 0
AVISTA PUB ACQUISITION CORP UNIT 04/06/2026 G07247110 2,535 250,000 SH   DFND   250,000 0 0
AXONPRIME INFRSTCTR AQSTN CO UNIT 05/31/2028 05467C207 4,950 500,000 SH   DFND   500,000 0 0
B RILEY PRIN 250 MERGER CORP *W EXP 04/01/202 05602L112 150 214,059 SH   DFND   214,059 0 0
B RILEY PRIN 250 MERGER CORP CLASS A COM 05602L104 975 100,512 SH   DFND   100,512 0 0
B RILEY PRINCIPAL 150 MERGER *W EXP 03/01/202 05601V111 32 40,332 SH   DFND   40,332 0 0
B RILEY PRINCIPAL 150 MERGER COM CL A 05601V103 1,511 154,928 SH   DFND   154,928 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 11,664 9,700,000 PRN   DFND   9,700,000 0 0
BANNER ACQUISITION CORP UNIT 09/07/2026 06654K200 993 99,879 SH   DFND   99,879 0 0
BANNIX ACQUISITION CORP UNIT 07/31/2026 066644204 665 64,922 SH   DFND   64,922 0 0
BELONG ACQUISITION CORP UNIT 03/23/2026 08069M201 2,994 300,000 SH   DFND   300,000 0 0
BENESSERE CAPITAL ACQUSTN CO *W EXP 99/99/999 08179B111 33 75,000 SH   DFND   75,000 0 0
BENESSERE CAPITAL ACQUSTN CO COM CL A 08179B103 969 96,145 SH   DFND   96,145 0 0
BENESSERE CAPITAL ACQUSTN CO RIGHT 99/99/9999 08179B129 32 100,000 SH   DFND   100,000 0 0
BENSON HILL INC *W EXP 99/99/999 082490111 42 29,679 SH   DFND   29,679 0 0
BERENSON ACQUISITION CORP I UNIT 99/99/9999 083690206 739 74,910 SH   DFND   74,910 0 0
BERKSHIRE GREY INC *W EXP 07/21/202 084656115 67 55,628 SH   DFND   55,628 0 0
BETTER WORLD ACQUISITION COR *W EXP 11/15/202 08772B112 57 90,000 SH   DFND   90,000 0 0
BETTER WORLD ACQUISITION COR COM 08772B104 1,037 102,930 SH   DFND   102,930 0 0
BIG CYPRESS ACQUISITION CORP *W EXP 07/25/202 089115117 45 50,000 SH   DFND   50,000 0 0
BIG CYPRESS ACQUISITION CORP COM 089115109 1,138 112,856 SH   DFND   112,856 0 0
BIG SKY GROWTH PARTNERS INC UNIT 04/01/2026 08954L201 5,277 528,764 SH   DFND   528,764 0 0
BILANDER ACQUISITION CORP UNIT 05/19/2026 09001T205 5,462 547,280 SH   DFND   547,280 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 21,776 21,650,000 PRN   DFND   21,650,000 0 0
BIOTECH ACQUISITION COMPANY *W EXP 11/30/202 G1125A116 17 26,499 SH   DFND   26,499 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 985 101,148 SH   DFND   101,148 0 0
BITE ACQUISITION CORP *W EXP 02/12/203 09175K113 47 81,833 SH   DFND   81,833 0 0
BITE ACQUISITION CORP COMMON STOCK 09175K105 1,886 193,860 SH   DFND   193,860 0 0
BLACK SPADE ACQUISITION CO UNIT 99/99/9999 G11537126 2,480 250,000 SH   DFND   250,000 0 0
BLUE OWL CAPITAL INC *W EXP 05/19/202 09581B111 235 49,999 SH   DFND   49,999 0 0
BLUE SAFARI GRP ACQUISITN CO CLASS A ORD SHS G1195R106 991 100,100 SH   DFND   100,100 0 0
BLUE SAFARI GRP ACQUISITN CO RIGHT 09/24/2026 G1195R130 35 100,100 SH   DFND   100,100 0 0
BLUE WHALE ACQUISITION CORP UNIT 07/30/2026 G1330M111 2,935 295,907 SH   DFND   295,907 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 11 16,666 SH   DFND   16,666 0 0
BLUESCAPE OPPORTUNITIES ACQU *W EXP 10/28/202 G1195N113 66 65,000 SH   DFND   65,000 0 0
BLUESCAPE OPPORTUNITIES ACQU SHS G1195N105 765 78,050 SH   DFND   78,050 0 0
BOA ACQUISITION CORP *W EXP 02/22/202 05601A117 25 42,497 SH   DFND   42,497 0 0
BOA ACQUISITION CORP COM CL A 05601A109 1,791 184,471 SH   DFND   184,471 0 0
BOOKING HOLDINGS INC COM 09857L108 17,071 7,198 SH   DFND   7,198 0 0
BOWX ACQUISITION CORP *W EXP 08/03/202 103085114 312 149,999 SH   DFND   149,999 0 0
BREEZE HOLDINGS ACQUISITN CO *W EXP 05/25/202 106762115 52 100,000 SH   DFND   100,000 0 0
BREEZE HOLDINGS ACQUISITN CO COM 106762107 743 73,581 SH   DFND   73,581 0 0
BREEZE HOLDINGS ACQUISITN CO RIGHT 05/23/2022 106762123 21 100,000 SH   DFND   100,000 0 0
BRIDGETOWN 2 HOLDINGS LTD CL A G1355V103 357 36,000 SH   DFND   36,000 0 0
BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 50 40,000 SH   DFND   40,000 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 487 49,620 SH   DFND   49,620 0 0
BRIGHT LIGHTS ACQUISITION CO *W EXP 01/01/202 10920K119 50 52,499 SH   DFND   52,499 0 0
BRIGHT LIGHTS ACQUISITION CO COM CL A 10920K101 1,497 153,688 SH   DFND   153,688 0 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 143 1,189,227 SH   DFND   1,189,227 0 0
BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 22 29,249 SH   DFND   29,249 0 0
BROADSCALE ACQUISITION CORP COM CL A 11134Y101 102 10,492 SH   DFND   10,492 0 0
BROADSTONE ACQUISITION CORP *W EXP 09/15/202 G1739V126 152 140,625 SH   DFND   140,625 0 0
BROADSTONE ACQUISITION CORP SHS CL A G1739V100 1,417 142,410 SH   DFND   142,410 0 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 213 426,566 SH   DFND   426,566 0 0
BRYN MAWR BK CORP COM 117665109 2,712 59,017 SH   DFND   59,017 0 0
BUILD ACQUISITION CORP *W EXP 03/15/202 12008J113 131 200,000 SH   DFND   200,000 0 0
BUILD ACQUISITION CORP COM CLASS A 12008J105 1,895 195,578 SH   DFND   195,578 0 0
BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 34 130,000 SH   DFND   130,000 0 0
BULL HORN HLDGS CORP SHS G1686P106 1,544 155,130 SH   DFND   155,130 0 0
BURGUNDY TECHNOLOGY ACQU COR *W EXP 08/31/202 G1702T124 121 177,227 SH   DFND   177,227 0 0
BURGUNDY TECHNOLOGY ACQU COR CL A G1702T116 968 97,280 SH   DFND   97,280 0 0
BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 45 75,000 SH   DFND   75,000 0 0
BYTE ACQUISITION CORP CLASS A ORD SHS G1R25Q105 1,037 106,787 SH   DFND   106,787 0 0
CADENCE BANCORPORATION CL A 12739A100 16,731 761,882 SH   DFND   761,882 0 0
CAI INTERNATIONAL INC COM 12477X106 13,050 233,411 SH   DFND   233,411 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 174 200,000 SH   DFND   200,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 485 48,924 SH   DFND   48,924 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 5,840 872,942 SH   DFND   872,942 0 0
CARDLYTICS INC NOTE 1.000% 9/1 14161WAB1 974 775,000 PRN   DFND   775,000 0 0
CARNEY TECHNOLOGY ACQU CORP *W EXP 11/30/202 143636116 129 195,714 SH   DFND   195,714 0 0
CARNEY TECHNOLOGY ACQU CORP CL A COMMON STK 143636108 2,431 248,792 SH   DFND   248,792 0 0
CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 54 50,713 SH   DFND   50,713 0 0
CARTESIAN GROWTH CORP CL A SHS G19276107 803 81,330 SH   DFND   81,330 0 0
CASCADE ACQUISITION CORP *W EXP 11/30/202 147151112 99 159,916 SH   DFND   159,916 0 0
CASCADE ACQUISITION CORP COM CL A 147151104 1,321 132,752 SH   DFND   132,752 0 0
CASCADIA ACQUISITION CORP UNIT 09/30/2028 14739D209 2,963 299,634 SH   DFND   299,634 0 0
CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 51 60,000 SH   DFND   60,000 0 0
CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 11 16,666 SH   DFND   16,666 0 0
CATCHA INVESTMENT CORP SHS CL A G1962Y102 957 98,198 SH   DFND   98,198 0 0
CBRE ACQUISITION HLDGS INC *W EXP 99/99/999 12510J114 82 49,998 SH   DFND   49,998 0 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 169 167,800 SH   DFND   167,800 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 629 64,078 SH   DFND   64,078 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 684 70,049 SH   DFND   70,049 0 0
CELULARITY INC *W EXP 05/24/202 151190113 136 117,969 SH   DFND   117,969 0 0
CENAQ ENERGY CORP UNIT 02/04/2026 15130M201 3,015 300,000 SH   DFND   300,000 0 0
CERBERUS TELECOM ACQUISITION *W EXP 99/99/999 G2040C120 58 58,332 SH   DFND   58,332 0 0
CERBERUS TELECOM ACQUISITION SHS CL A G2040C104 1,408 180,261 SH   DFND   180,261 0 0
CF ACQUISITION CORP IV *W EXP 12/31/202 12520T110 86 99,998 SH   DFND   99,998 0 0
CF ACQUISITION CORP IV COM CL A 12520T102 897 92,139 SH   DFND   92,139 0 0
CF ACQUISITION CORP V *W EXP 01/25/202 12520R114 39 40,666 SH   DFND   40,666 0 0
CF ACQUISITION CORP V CL A 12520R106 1,155 116,669 SH   DFND   116,669 0 0
CF ACQUISITION CORP VI *W EXP 02/18/202 12521J111 30 38,000 SH   DFND   38,000 0 0
CF ACQUISITION CORP VI COM CL A 12521J103 1,499 154,400 SH   DFND   154,400 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 826 82,820 SH   DFND   82,820 0 0
CHANGE HEALTHCARE INC COM 15912K100 16,704 797,684 SH   DFND   797,684 0 0
CHAVANT CAPITAL ACQUISITN CO *W EXP 99/99/999 G2058L111 71 147,846 SH   DFND   147,846 0 0
CHAVANT CAPITAL ACQUISITN CO ORDINARY SHARES G2058L103 1,946 197,128 SH   DFND   197,128 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 11,428 7,925,000 PRN   DFND   7,925,000 0 0
CHEGG INC NOTE 9/0 163092AF6 20,706 20,905,000 PRN   DFND   20,905,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 264 479,757 SH   DFND   479,757 0 0
CHP MERGER CORP COM CL A 12558Y106 968 96,580 SH   DFND   96,580 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 *W EXP 02/17/202 17143W119 28 23,400 SH   DFND   23,400 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 22 23,400 SH   DFND   23,400 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 582 59,830 SH   DFND   59,830 0 0
CIIG CAPITAL PARTNERS II INC UNIT 02/28/2028 12561U208 3,524 349,575 SH   DFND   349,575 0 0
CIT GROUP INC COM NEW 125581801 16,499 317,596 SH   DFND   317,596 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 158 200,000 SH   DFND   200,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 952 95,530 SH   DFND   95,530 0 0
CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 59 95,022 SH   DFND   95,022 0 0
CLARIM ACQUISITION CORP COM CL A 18049C108 2,519 256,283 SH   DFND   256,283 0 0
CLASS ACCELERATION CORP *W EXP 03/31/202 18274B114 37 63,999 SH   DFND   63,999 0 0
CLASS ACCELERATION CORP COM 18274B106 727 74,810 SH   DFND   74,810 0 0
CLEARWATER ANALYTICS HLDGS I CL A 185123106 237 9,272 SH   DFND   9,272 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 17,610 6,863,000 PRN   DFND   6,863,000 0 0
CLIMATE REAL IMPACT SLUTINS *W EXP 01/29/202 187171111 26 24,399 SH   DFND   24,399 0 0
CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 594 60,750 SH   DFND   60,750 0 0
CLOUDERA INC COM 18914U100 11,403 714,054 SH   DFND   714,054 0 0
CLOVER LEAF CAPITAL CORP UNIT 99/99/9999 18915E204 3,111 300,000 SH   DFND   300,000 0 0
CM LIFE SCIENCES III INC CLASS A COM 125841106 1,070 107,813 SH   DFND   107,813 0 0
CNX RES CORP NOTE 2.250% 5/0 12653CAG3 36,281 29,025,000 PRN   DFND   29,025,000 0 0
COHERENT INC COM 192479103 20,972 83,857 SH   DFND   83,857 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 16,320 14,645,000 PRN   DFND   14,645,000 0 0
COHN ROBBINS HOLDINGS CORP *W EXP 08/28/202 G23726113 90 99,999 SH   DFND   99,999 0 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 663 67,550 SH   DFND   67,550 0 0
COLICITY INC *W EXP 02/24/202 194170114 26 30,999 SH   DFND   30,999 0 0
COLISEUM ACQUISITION CORP *W EXP 08/22/202 G2263T107 59 86,289 SH   DFND   86,289 0 0
COLISEUM ACQUISITION CORP CLASS A ORD SHS G2263T123 2,514 258,868 SH   DFND   258,868 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 7,489 7,500,000 PRN   DFND   7,500,000 0 0
COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 2,274 1,000,000 PRN   DFND   1,000,000 0 0
COLOMBIER ACQUISITION CORP *W EXP 99/99/999 19533H116 92 164,603 SH   DFND   164,603 0 0
COLOMBIER ACQUISITION CORP CL A 19533H108 849 87,810 SH   DFND   87,810 0 0
COLONNADE ACQUISITION CORP I *W EXP 99/99/999 G2284B119 8 10,139 SH   DFND   10,139 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101 543 55,534 SH   DFND   55,534 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 21,875 1,150,110 SH   DFND   1,150,110 0 0
COMPUTE HEALTH ACQUISITIN CO *W EXP 01/25/202 204833115 33 33,674 SH   DFND   33,674 0 0
COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 552 56,530 SH   DFND   56,530 0 0
CONCORD ACQUISITION CORP *W EXP 12/28/202 206071110 410 231,666 SH   DFND   231,666 0 0
CONCORD ACQUISITION CORP II UNIT 99/99/9999 20607U207 7,080 710,107 SH   DFND   710,107 0 0
CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 13 19,332 SH   DFND   19,332 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 989 101,296 SH   DFND   101,296 0 0
CONX CORP *W EXP 10/30/202 212873111 144 124,999 SH   DFND   124,999 0 0
CONX CORP COM CL A 212873103 818 83,440 SH   DFND   83,440 0 0
CONYERS PARK III ACQSITN COR UNIT 07/30/2026 21289P201 11,261 1,125,000 SH   DFND   1,125,000 0 0
COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 31,848 18,300,000 PRN   DFND   18,300,000 0 0
CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 38 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 & MAIN INC CL A 21874C102 934 35,640 SH   DFND   35,640 0 0
CORNER GROWTH ACQUISITION CO *W EXP 99/99/999 G2425N113 113 133,333 SH   DFND   133,333 0 0
CORNER GROWTH ACQUISITION CO CL A SHS G2425N105 732 75,017 SH   DFND   75,017 0 0
CORNER GROWTH ACQUISITN CORP *W EXP 04/09/202 G2426E120 120 116,665 SH   DFND   116,665 0 0
CORNER GROWTH ACQUISITN CORP CLASS A ORD SHS G2426E104 3,451 349,998 SH   DFND   349,998 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 29,061 507,533 SH   DFND   507,533 0 0
CORSAIR PARTNERING CORP UNIT 99/99/9999 G2540H124 3,399 350,000 SH   DFND   350,000 0 0
COVA ACQUISITION CORP *W EXP 02/05/202 G2554Y120 15 26,549 SH   DFND   26,549 0 0
COVA ACQUISITION CORP CL A SHS G2554Y104 563 58,028 SH   DFND   58,028 0 0
COVANTA HLDG CORP COM 22282E102 28,540 1,418,513 SH   DFND   1,418,513 0 0
CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 9 16,666 SH   DFND   16,666 0 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 487 49,998 SH   DFND   49,998 0 0
CRUCIBLE ACQUISITION CORP *W EXP 12/26/202 22877P116 39 46,965 SH   DFND   46,965 0 0
CRUCIBLE ACQUISITION CORP COM CL A 22877P108 1,268 129,630 SH   DFND   129,630 0 0
CRYOLIFE INC NOTE 4.250% 7/0 228903AB6 5,009 4,050,000 PRN   DFND   4,050,000 0 0
CUSTOM TRUCK ONE SOURCE INC *W EXP 01/01/202 23204X111 95 43,652 SH   DFND   43,652 0 0
CYXTERA TECHNOLOGIES INC *W EXP 09/10/202 23284C110 150 72,900 SH   DFND   72,900 0 0
D AND Z MEDIA ACQUISITION CO *W EXP 01/27/202 23305Q114 26 41,332 SH   DFND   41,332 0 0
D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 1,854 190,596 SH   DFND   190,596 0 0
DATA KNIGHTS ACQUISITION COR *W EXP 11/11/202 237699111 39 100,000 SH   DFND   100,000 0 0
DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 1,005 100,000 SH   DFND   100,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 37,399 22,585,000 PRN   DFND   22,585,000 0 0
DD3 ACQUISITION CORP II *W EXP 12/10/202 23318M118 81 67,499 SH   DFND   67,499 0 0
DD3 ACQUISITION CORP II COM CL A 23318M100 1,339 134,998 SH   DFND   134,998 0 0
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 50 40,665 SH   DFND   40,665 0 0
DECARBONIZATION PLUS ACQU II *W EXP 03/19/202 24279D113 490 233,332 SH   DFND   233,332 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 1,236 124,989 SH   DFND   124,989 0 0
DECARBONIZATION PLUS ACQUISI UNIT 07/15/2026 G2773W129 3,039 300,000 SH   DFND   300,000 0 0
DEEP LAKE CAPITAL ACQUSTN CO *W EXP 01/04/202 G27029118 16 20,500 SH   DFND   20,500 0 0
DEEP LAKE CAPITAL ACQUSTN CO CL A SHS G27029100 500 51,330 SH   DFND   51,330 0 0
DELWINDS INS ACQUISITION COR *W EXP 08/01/202 24803C110 55 84,000 SH   DFND   84,000 0 0
DELWINDS INS ACQUISITION COR COM CLS A 24803C102 768 77,900 SH   DFND   77,900 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 712 71,760 SH   DFND   71,760 0 0
DHB CAPITAL CORP *W EXP 03/31/202 23291W117 43 66,666 SH   DFND   66,666 0 0
DHB CAPITAL CORP CL A COM 23291W109 2,429 250,438 SH   DFND   250,438 0 0
DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 23 33,865 SH   DFND   33,865 0 0
DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1,131 115,754 SH   DFND   115,754 0 0
DIAMONDHEAD HOLDINGS CORP *W EXP 01/28/202 25278L113 18 30,749 SH   DFND   30,749 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 528 54,270 SH   DFND   54,270 0 0
DIGITAL TRANSFORMATN OPT COR *W EXP 03/31/202 25401K115 21 29,999 SH   DFND   29,999 0 0
DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 1,665 171,626 SH   DFND   171,626 0 0
DIGITAL WORLD ACQUISITION CO UNIT 06/30/2028 25400Q204 1,518 149,818 SH   DFND   149,818 0 0
DILA CAPITAL ACQUISITION COR UNIT 99/99/9999 254028202 1,280 125,000 SH   DFND   125,000 0 0
DIRECT SELLING ACQUISITIN CO UNIT 99/99/9999 25460L202 2,517 249,702 SH   DFND   249,702 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 31,133 29,878,000 PRN   DFND   29,878,000 0 0
DISRUPTIVE ACQUISITION CORP *W EXP 03/06/202 G2770Y128 22 33,333 SH   DFND   33,333 0 0
DISRUPTIVE ACQUISITION CORP CLASS A ORD SHS G2770Y102 971 99,999 SH   DFND   99,999 0 0
DISRUPTIVE ACQUISITION CORP UNIT 03/06/2026 G2770Y110 477 48,600 SH   DFND   48,600 0 0
DMY TECHNOLOGY GROUP INC III *W EXP 99/99/999 233278118 171 49,500 SH   DFND   49,500 0 0
DMY TECHNOLOGY GROUP INC IV *W EXP 03/04/202 23344K110 45 23,800 SH   DFND   23,800 0 0
DMY TECHNOLOGY GROUP INC IV COM CL A 23344K102 1,080 109,000 SH   DFND   109,000 0 0
DOMA HOLDINGS INC *W EXP 07/28/202 25703A112 210 148,888 SH   DFND   148,888 0 0
DOMTAR CORP COM NEW 257559203 26,098 478,519 SH   DFND   478,519 0 0
DPCM CAP INC *W EXP 10/14/202 23344P119 101 163,332 SH   DFND   163,332 0 0
DPCM CAP INC COM CL A 23344P101 1,249 127,854 SH   DFND   127,854 0 0
DRAGONEER GROWTH OPPTY CORP SHS CL A G28314105 199 20,000 SH   DFND   20,000 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 490 50,000 SH   DFND   50,000 0 0
DTRT HEALTH ACQUISITION CORP UNIT 08/31/2029 23344T202 3,023 299,633 SH   DFND   299,633 0 0
DUDDELL STREET ACQUISITN COR *W EXP 99/99/999 G28553116 92 137,500 SH   DFND   137,500 0 0
DUDDELL STREET ACQUISITN COR CL A G28553108 861 88,090 SH   DFND   88,090 0 0
DUNE ACQUISITION CORP *W EXP 10/29/202 265334110 28 42,499 SH   DFND   42,499 0 0
DUNE ACQUISITION CORP COM CL A 265334102 656 66,308 SH   DFND   66,308 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 116 166,666 SH   DFND   166,666 0 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 963 98,080 SH   DFND   98,080 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 192 300,000 SH   DFND   300,000 0 0
EAST RES ACQUISITION CO COM CL A 274681105 837 85,090 SH   DFND   85,090 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 66 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP RIGHT 02/24/2027 G2911D132 116 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 306 30,000 SH   DFND   30,000 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 11,192 234,592 SH   DFND   234,592 0 0
ECP ENVIRONMENTAL GW OPT COR *W EXP 03/01/202 26829T118 25 29,999 SH   DFND   29,999 0 0
ECP ENVIRONMENTAL GW OPT COR COM CL A 26829T100 1,664 168,466 SH   DFND   168,466 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 35 61,000 SH   DFND   61,000 0 0
EDIFY ACQUISITION CORP CL A 28059Q103 1,756 181,040 SH   DFND   181,040 0 0
EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 24 100,000 SH   DFND   100,000 0 0
EDOC ACQUISITION CORP CL A G4000A102 681 67,210 SH   DFND   67,210 0 0
EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 40 100,000 SH   DFND   100,000 0 0
EDTECHX HOLDINGS ACQU CORP I *W EXP 06/15/202 28139A110 38 73,875 SH   DFND   73,875 0 0
EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 1,133 113,560 SH   DFND   113,560 0 0
EG ACQUISITION CORP *W EXP 05/28/202 26846A118 154 261,608 SH   DFND   261,608 0 0
EG ACQUISITION CORP COM CL A 26846A100 338 34,830 SH   DFND   34,830 0 0
EJF ACQUISITION CORP *W EXP 03/10/202 G2955B125 21 12,999 SH   DFND   12,999 0 0
EJF ACQUISITION CORP CL A SHS G2955B109 863 87,547 SH   DFND   87,547 0 0
ELLIOTT OPPORTUNITY II CORP *W EXP 03/02/202 G30092111 110 100,000 SH   DFND   100,000 0 0
ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 1,412 145,000 SH   DFND   145,000 0 0
EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 48 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
ENDURANCE ACQUISITION CORP UNIT 09/01/2026 G3041W123 1,985 199,592 SH   DFND   199,592 0 0
ENOVIX CORPORATION *W EXP 11/30/202 293594115 303 34,682 SH   DFND   34,682 0 0
ENVIRONMENTAL IMPACT ACQU CO *W EXP 09/30/202 29408N114 65 64,500 SH   DFND   64,500 0 0
ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 1,857 187,716 SH   DFND   187,716 0 0
EOS ENERGY ENTERPRISES INC *W EXP 05/06/202 29415C119 1,312 260,818 SH   DFND   260,818 0 0
EPIPHANY TECHNOLOGY ACQUISIT *W EXP 01/12/202 29429X117 73 83,332 SH   DFND   83,332 0 0
EPIPHANY TECHNOLOGY ACQUISIT COM CL A 29429X109 1,015 103,878 SH   DFND   103,878 0 0
EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 43 75,000 SH   DFND   75,000 0 0
EQ HEALTH ACQUISITION CORP COM CL A 26886A101 2,136 218,640 SH   DFND   218,640 0 0
EQUITY DISTR ACQUISITION COR *W EXP 09/09/202 29465E114 135 149,999 SH   DFND   149,999 0 0
EQUITY DISTR ACQUISITION COR COM CL A 29465E106 667 67,940 SH   DFND   67,940 0 0
ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 22 33,332 SH   DFND   33,332 0 0
ESM ACQUISITION CORPORATION SHS CL A G3195H104 1,449 148,446 SH   DFND   148,446 0 0
EUCRATES BIOMEDICAL ACQU COR *W EXP 10/23/202 G3141W122 33 45,832 SH   DFND   45,832 0 0
EUCRATES BIOMEDICAL ACQU COR SHS G3141W106 833 85,153 SH   DFND   85,153 0 0
EUROPEAN BIOTECH ACQUTN CORP *W EXP 03/06/202 G3167F128 9 14,666 SH   DFND   14,666 0 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 969 100,208 SH   DFND   100,208 0 0
EUROPEAN SUSTAINABLE GROWTH CL A SHS G3194F109 627 63,200 SH   DFND   63,200 0 0
EVO ACQUISITION CORP *W EXP 01/04/202 30052G116 33 61,500 SH   DFND   61,500 0 0
EVO ACQUISITION CORP COM CL A 30052G108 1,422 146,780 SH   DFND   146,780 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 3,735 3,220,000 PRN   DFND   3,220,000 0 0
EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 3,079 1,700,000 PRN   DFND   1,700,000 0 0
EVOLV TECHNOLOGIES HLDNGS IN *W EXP 03/10/202 30049H110 346 241,797 SH   DFND   241,797 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 18,821 17,450,000 PRN   DFND   17,450,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 17,290 15,200,000 PRN   DFND   15,200,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 9,794 6,675,000 PRN   DFND   6,675,000 0 0
EXECUTIVE NETWORK PARTNERING *W EXP 09/25/202 30158L118 101 125,000 SH   DFND   125,000 0 0
EXECUTIVE NETWORK PARTNERING CL A 30158L100 1,154 117,528 SH   DFND   117,528 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 5,060 5,500,000 PRN   DFND   5,500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 4,178 4,000,000 PRN   DFND   4,000,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 32 222,879 SH   DFND   222,879 0 0
FAR PEAK ACQUISITION CORP *W EXP 12/07/202 G3312L111 61 35,000 SH   DFND   35,000 0 0
FARADAY FUTRE INTLGT ELCTR I *W EXP 03/20/202 307359117 237 140,033 SH   DFND   140,033 0 0
FAST ACQUISITION CORP *W EXP 08/25/202 311875116 462 77,725 SH   DFND   77,725 0 0
FAST ACQUISITION CORP II *W EXP 03/16/202 311874119 34 37,500 SH   DFND   37,500 0 0
FAST ACQUISITION CORP II CL A 311874101 465 47,900 SH   DFND   47,900 0 0
FERRO CORP COM 315405100 12,953 636,818 SH   DFND   636,818 0 0
FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 3,192 325,000 SH   DFND   325,000 0 0
FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 42 39,600 SH   DFND   39,600 0 0
FINSERV ACQUISITION CORP II *W EXP 02/17/202 31809Y111 26 29,748 SH   DFND   29,748 0 0
FINTECH ACQUISITION CORP V *W EXP 12/31/202 31810Q115 104 49,999 SH   DFND   49,999 0 0
FINTECH ACQUISITION CORP VI *W EXP 03/31/202 31811H114 80 74,998 SH   DFND   74,998 0 0
FINTECH ACQUISITION CORP VI CLASS A COM 31811H106 2,988 299,993 SH   DFND   299,993 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 9 13,333 SH   DFND   13,333 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 506 52,220 SH   DFND   52,220 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 12,016 11,250,000 PRN   DFND   11,250,000 0 0
FIRST LT ACQUISITION GROUP I UNIT 99/99/9999 320703200 993 99,879 SH   DFND   99,879 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 20,591 1,083,183 SH   DFND   1,083,183 0 0
FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 24 29,249 SH   DFND   29,249 0 0
FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 1,539 155,446 SH   DFND   155,446 0 0
FIRSTMARK HORIZON ACQUISITIO *W EXP 09/26/202 33765Y119 158 125,000 SH   DFND   125,000 0 0
FIRSTMARK HORIZON ACQUISITIO CL A COM 33765Y101 470 47,950 SH   DFND   47,950 0 0
FIVE9 INC COM 338307101 21,838 136,709 SH   DFND   136,709 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 26,861 19,845,000 PRN   DFND   19,845,000 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 38,426 756,709 SH   DFND   756,709 0 0
FLAME ACQUISITION CORP *W EXP 02/26/202 33850F116 60 99,999 SH   DFND   99,999 0 0
FLAME ACQUISITION CORP COM CL A 33850F108 2,022 208,049 SH   DFND   208,049 0 0
FORESIGHT ACQUISITION CORP *W EXP 01/29/202 34552Y114 59 66,665 SH   DFND   66,665 0 0
FORESIGHT ACQUISITION CORP CL A 34552Y106 1,501 152,274 SH   DFND   152,274 0 0
FOREST ROAD ACQUISITION COR *W EXP 01/15/202 34619V111 21 24,399 SH   DFND   24,399 0 0
FOREST ROAD ACQUISITION COR CL A 34619V103 525 53,805 SH   DFND   53,805 0 0
FORGEROCK INC CL A 34631B101 289 7,417 SH   DFND   7,417 0 0
FORTERRA INC COM 34960W106 26,085 1,107,166 SH   DFND   1,107,166 0 0
FORTISTAR SUSTAINABLE SOL CO *W EXP 01/14/202 34962M114 42 60,999 SH   DFND   60,999 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 1,283 131,317 SH   DFND   131,317 0 0
FORTRESS CAPITAL ACQUISITION *W EXP 99/99/999 G36427121 9 10,599 SH   DFND   10,599 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 751 76,810 SH   DFND   76,810 0 0
FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 23 28,179 SH   DFND   28,179 0 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 560 57,430 SH   DFND   57,430 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 36 44,936 SH   DFND   44,936 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 674 69,206 SH   DFND   69,206 0 0
FORUM MERGER IV CORP *W EXP 03/15/202 349875112 164 150,000 SH   DFND   150,000 0 0
FORUM MERGER IV CORP CLASS A COM 349875104 1,180 120,912 SH   DFND   120,912 0 0
FOXWAYNE ENTERPRIS AQSTN COR *W EXP 01/12/202 35166L117 24 50,000 SH   DFND   50,000 0 0
FOXWAYNE ENTERPRIS AQSTN COR COM CL A 35166L109 990 100,340 SH   DFND   100,340 0 0
FRAZIER LIFESCIENCES ACQU CO CL A SHS G3710A105 223 22,892 SH   DFND   22,892 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110 875 89,890 SH   DFND   89,890 0 0
FRESHWORKS INC CLASS A COM 358054104 317 7,417 SH   DFND   7,417 0 0
FRONTIER ACQUISITION CORP *W EXP 03/04/202 G36826124 17 18,750 SH   DFND   18,750 0 0
FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 469 48,400 SH   DFND   48,400 0 0
FRONTIER INVESTMENT CORP UNIT 06/29/2026 G36816117 4,393 447,340 SH   DFND   447,340 0 0
FS DEVELOPMENT CORP II COM CL A 30318F100 387 38,900 SH   DFND   38,900 0 0
FTAC ATHENA ACQUISITION CORP *W EXP 03/01/202 G37283119 16 12,500 SH   DFND   12,500 0 0
FTAC ATHENA ACQUISITION CORP CL A SHS G37283101 340 34,387 SH   DFND   34,387 0 0
FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 25 24,999 SH   DFND   24,999 0 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 631 64,764 SH   DFND   64,764 0 0
FTAC PARNASSUS ACQUISITN COR *W EXP 03/10/202 30319B116 60 62,499 SH   DFND   62,499 0 0
FTAC PARNASSUS ACQUISITN COR CLASS A COM 30319B108 1,073 110,096 SH   DFND   110,096 0 0
FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 27 40,665 SH   DFND   40,665 0 0
FUSION ACQUISITION CORP II COM CL A 36118N102 491 50,600 SH   DFND   50,600 0 0
FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 459 124,988 SH   DFND   124,988 0 0
FUTURE HEALTH ESG CORP UNIT 09/09/2026 36118W201 2,262 226,212 SH   DFND   226,212 0 0
G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 32 48,918 SH   DFND   48,918 0 0
G SQUARED ASCEND II INC COM CL A G42041106 668 68,346 SH   DFND   68,346 0 0
G&P ACQUISITION CORP *W EXP 02/28/202 36146G111 135 249,999 SH   DFND   249,999 0 0
G&P ACQUISITION CORP COM CL A 36146G103 412 41,766 SH   DFND   41,766 0 0
G3 VRM ACQUISITION CORP CLASS A COM 362425100 1,430 143,000 SH   DFND   143,000 0 0
G3 VRM ACQUISITION CORP RIGHT 06/29/2026 362425126 95 300,000 SH   DFND   300,000 0 0
GALATA ACQUISITION CORP *W EXP 99/99/999 G3R23A116 38 86,939 SH   DFND   86,939 0 0
GALATA ACQUISITION CORP SHS CL A G3R23A108 1,721 173,879 SH   DFND   173,879 0 0
GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 28 40,333 SH   DFND   40,333 0 0
GAMING & HOSPITALITY ACQU CO COM CL A 364681106 1,206 123,099 SH   DFND   123,099 0 0
GIGCAPITAL 5 INC UNIT 99/99/9999 37519U208 3,080 299,642 SH   DFND   299,642 0 0
GIGCAPITAL4 INC *W EXP 02/08/202 37518G119 52 49,999 SH   DFND   49,999 0 0
GIGCAPITAL4 INC COM 37518G101 1,746 177,107 SH   DFND   177,107 0 0
GIGINTERNATIONAL1 INC *W EXP 04/19/202 37518W114 233 277,250 SH   DFND   277,250 0 0
GIGINTERNATIONAL1 INC COM 37518W106 2,385 241,600 SH   DFND   241,600 0 0
GLADSTONE ACQUISITION CORP UNIT 04/01/2024 37653T207 3,057 300,000 SH   DFND   300,000 0 0
GLASS HOUSES ACQUISITION COR *W EXP 03/25/202 37714P111 70 99,999 SH   DFND   99,999 0 0
GLASS HOUSES ACQUISITION COR CLASS A COM 37714P103 2,545 260,268 SH   DFND   260,268 0 0
GLAUKOS CORP NOTE 2.750% 6/1 377322AB8 5,296 4,425,000 PRN   DFND   4,425,000 0 0
GLENFARNE MERGER CORP *W EXP 03/17/202 378579114 56 83,332 SH   DFND   83,332 0 0
GLENFARNE MERGER CORP CLASS A COM 378579106 2,422 249,996 SH   DFND   249,996 0 0
GLOBAL CONSUMER ACQUISITN CO *W EXP 05/21/202 37892B116 105 222,695 SH   DFND   222,695 0 0
GLOBAL CONSUMER ACQUISITN CO COM 37892B108 705 71,390 SH   DFND   71,390 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 886 91,335 SH   DFND   91,335 0 0
GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K137 970 95,000 SH   DFND   95,000 0 0
GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K103 175 17,500 SH   DFND   17,500 0 0
GLOBAL SYNERGY ACQUISIT CORP *W EXP 99/99/999 G3934J122 14 24,999 SH   DFND   24,999 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 924 94,300 SH   DFND   94,300 0 0
GO ACQUISITION CORP *W EXP 08/31/202 362019119 208 283,332 SH   DFND   283,332 0 0
GO ACQUISITION CORP COM 362019101 470 47,900 SH   DFND   47,900 0 0
GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 75 128,000 SH   DFND   128,000 0 0
GOAL ACQUISITIONS CORP COM 38021H107 1,598 164,370 SH   DFND   164,370 0 0
GOBI ACQUISITION CORP CLASS A ORD SHS G4022Y104 1,934 200,000 SH   DFND   200,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 246 32,232 SH   DFND   32,232 0 0
GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 108 211,702 SH   DFND   211,702 0 0
GOLDEN ARROW MERGER CORP CLASS A COM 380799106 2,808 287,157 SH   DFND   287,157 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 54 87,500 SH   DFND   87,500 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 802 82,280 SH   DFND   82,280 0 0
GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 9,647 555,397 SH   DFND   555,397 0 0
GOLDEN PATH ACQUISITION CORP *W EXP 01/31/202 G4028H121 8 35,000 SH   DFND   35,000 0 0
GOLDEN PATH ACQUISITION CORP ORDINARY SHARES G4028H105 347 35,000 SH   DFND   35,000 0 0
GOLDEN PATH ACQUISITION CORP RIGHT 01/31/2028 G4028H113 13 35,000 SH   DFND   35,000 0 0
GOLDENBRIDGE ACQUISITION LTD UNIT 03/02/2026 G3970D112 353 34,000 SH   DFND   34,000 0 0
GOOD WKS II ACQUISITION CORP *W EXP 02/01/202 38216G112 184 287,818 SH   DFND   287,818 0 0
GOOD WKS II ACQUISITION CORP COMMON STOCK 38216G104 1,640 167,890 SH   DFND   167,890 0 0
GORES GUGGENHEIM INC *W EXP 03/25/202 38286Q115 416 199,999 SH   DFND   199,999 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 17 14,874 SH   DFND   14,874 0 0
GORES HLDGS VIII INC CL A 382863108 1,169 118,992 SH   DFND   118,992 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 18 14,874 SH   DFND   14,874 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 1,164 118,992 SH   DFND   118,992 0 0
GORES METROPOULOS II INC *W EXP 01/31/202 382873115 40 23,799 SH   DFND   23,799 0 0
GORES METROPOULOS II INC CL A 382873107 1,142 115,611 SH   DFND   115,611 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 28 23,599 SH   DFND   23,599 0 0
GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 395 39,900 SH   DFND   39,900 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 26 23,600 SH   DFND   23,600 0 0
GRAF ACQUISITION CORP IV *W EXP 05/31/202 384272118 151 130,528 SH   DFND   130,528 0 0
GRAF ACQUISITION CORP IV COM 384272100 2,787 287,640 SH   DFND   287,640 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 3,313 2,375,000 PRN   DFND   2,375,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 3,131 3,100,000 PRN   DFND   3,100,000 0 0
GREAT WESTERN BANCORP INC COM 391416104 6,591 201,328 SH   DFND   201,328 0 0
GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 5,547 4,350,000 PRN   DFND   4,350,000 0 0
GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 35 150,000 SH   DFND   150,000 0 0
GREENCITY ACQUISITION CORP COM G4086B107 446 43,886 SH   DFND   43,886 0 0
GREENSKY INC CL A 39572G100 14,046 1,256,337 SH   DFND   1,256,337 0 0
GROUP NINE ACQUISITION CORP *W EXP 01/15/202 39947R112 34 42,000 SH   DFND   42,000 0 0
GROUP NINE ACQUISITION CORP COM CL A 39947R104 1,848 189,774 SH   DFND   189,774 0 0
GROWTH CAP ACQUISITION CORP *W EXP 06/01/202 39986V115 82 87,500 SH   DFND   87,500 0 0
GROWTH CAP ACQUISITION CORP CL A 39986V107 2,354 238,220 SH   DFND   238,220 0 0
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 53 25,000 SH   DFND   25,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 15,521 13,920,000 PRN   DFND   13,920,000 0 0
GX ACQUISITION CORP II *W EXP 03/17/202 36260F113 103 199,998 SH   DFND   199,998 0 0
GX ACQUISITION CORP II CLASS A COM 36260F105 2,377 246,076 SH   DFND   246,076 0 0
H I G ACQUISITION CORP *W EXP 99/99/999 G44898123 35 51,666 SH   DFND   51,666 0 0
H I G ACQUISITION CORP COM CL A G44898107 2,176 222,688 SH   DFND   222,688 0 0
HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 188 277,713 SH   DFND   277,713 0 0
HAMILTON LANE ALLIANCE HLDGS *W EXP 01/12/202 40749M111 34 42,999 SH   DFND   42,999 0 0
HAMILTON LANE ALLIANCE HLDGS COM CL A 40749M103 1,869 192,712 SH   DFND   192,712 0 0
HARMONIC INC DBCV 2.000% 9/0 413160AD4 11,156 9,200,000 PRN   DFND   9,200,000 0 0
HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 24 29,499 SH   DFND   29,499 0 0
HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 1,619 166,196 SH   DFND   166,196 0 0
HEALTH ASSURN ACQUISITION CO *W EXP 11/12/202 42226W117 119 115,832 SH   DFND   115,832 0 0
HEALTH ASSURN ACQUISITION CO COM CL A 42226W109 778 79,520 SH   DFND   79,520 0 0
HEALTHCARE CAPITAL CORP *W EXP 12/31/202 42228C119 53 76,999 SH   DFND   76,999 0 0
HEALTHCARE CAPITAL CORP COM CL A 42228C101 2,027 205,528 SH   DFND   205,528 0 0
HEALTHCARE SERVICES ACQU COR *W EXP 99/99/999 42227K112 50 75,000 SH   DFND   75,000 0 0
HEALTHCARE SERVICES ACQU COR COM CL A 42227K104 881 90,570 SH   DFND   90,570 0 0
HEALTHCOR CATALIO ACQU CORP CL A SHS G44125105 1,012 102,220 SH   DFND   102,220 0 0
HEALTHWELL ACQUISITION CORP UNIT 08/05/2028 42227R208 5,904 600,000 SH   DFND   600,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,321 3,500,000 PRN   DFND   3,500,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 5,226 5,000,000 PRN   DFND   5,000,000 0 0
HENNESSY CAPITAL INVS CORP V *W EXP 01/20/202 42589T115 38 30,500 SH   DFND   30,500 0 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 104 10,495 SH   DFND   10,495 0 0
HENNESSY CAPITAL INVST CORP UNIT 99/99/9999 42600H207 16,895 1,697,970 SH   DFND   1,697,970 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1,276 1,220,000 PRN   DFND   1,220,000 0 0
HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 15 32,149 SH   DFND   32,149 0 0
HH&L ACQUISITION CO SHS CL A G39714103 715 73,546 SH   DFND   73,546 0 0
HHG CAPITAL CORPORATION UNIT 02/25/2026 G4R23P137 255 24,949 SH   DFND   24,949 0 0
HIGHLAND TRANSCEND PARTNERS *W EXP 99/99/999 G44690124 36 24,285 SH   DFND   24,285 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 1,365 137,575 SH   DFND   137,575 0 0
HILLMAN SOLUTIONS CORP *W EXP 10/01/202 431636117 958 330,462 SH   DFND   330,462 0 0
HILL-ROM HLDGS INC COM 431475102 24,266 161,775 SH   DFND   161,775 0 0
HOME PLATE ACQUISITION CORP UNIT 09/30/2026 43734R202 985 99,881 SH   DFND   99,881 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,073 1,075,000 PRN   DFND   1,075,000 0 0
HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 142 83,332 SH   DFND   83,332 0 0
HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 45 49,999 SH   DFND   49,999 0 0
HORIZON ACQUISITION CORPORAT SHS CL A G46044106 842 85,920 SH   DFND   85,920 0 0
HPX CORP *W EXP 07/14/202 G32219126 97 150,000 SH   DFND   150,000 0 0
HPX CORP SHS CL A G32219100 797 81,006 SH   DFND   81,006 0 0
HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 43 50,498 SH   DFND   50,498 0 0
HUDSON EXECUTIVE INVES III COM CL A 44376L107 549 56,380 SH   DFND   56,380 0 0
HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 28 30,500 SH   DFND   30,500 0 0
HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1,814 186,040 SH   DFND   186,040 0 0
HUMANCO ACQUISITION CORP *W EXP 99/99/999 44487N117 26 24,999 SH   DFND   24,999 0 0
HUMANCO ACQUISITION CORP COM CL A 44487N109 580 58,617 SH   DFND   58,617 0 0
IBERE PHARMACEUTICALS *W EXP 03/01/202 G46843119 22 37,500 SH   DFND   37,500 0 0
IBERE PHARMACEUTICALS SHS CL A G46843101 745 76,900 SH   DFND   76,900 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 256 312,500 SH   DFND   312,500 0 0
IG ACQUISITION CORP COM CL A 449534106 2,410 246,125 SH   DFND   246,125 0 0
IGNYTE ACQUISITION CORP UNIT 01/05/2026 45175H205 500 50,000 SH   DFND   50,000 0 0
IHS MARKIT LTD SHS G47567105 34,449 295,398 SH   DFND   295,398 0 0
ILLUMINA INC COM 452327109 4,288 10,571 SH   DFND   10,571 0 0
IMMATICS N.V *W EXP 07/01/202 N44445117 203 48,210 SH   DFND   48,210 0 0
INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 16 15,000 SH   DFND   15,000 0 0
INDIE SEMICONDUCTOR INC *W EXP 06/15/202 45569U119 729 205,938 SH   DFND   205,938 0 0
INDUSTRIAL TECH ACQU INC *W EXP 08/06/202 456357110 405 375,000 SH   DFND   375,000 0 0
INDUSTRIAL TECH ACQU INC COM CL A 456357102 1,162 116,999 SH   DFND   116,999 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 6,249 5,625,000 PRN   DFND   5,625,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 23,683 17,840,000 PRN   DFND   17,840,000 0 0
INFLECTION POINT ACQUSTN COR UNIT 09/21/2026 G47874105 4,437 449,083 SH   DFND   449,083 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 9,401 7,795,000 PRN   DFND   7,795,000 0 0
INNOVIZ TECHNOLOGIES LTD *W EXP 04/05/202 M5R635116 291 179,839 SH   DFND   179,839 0 0
INOVALON HLDGS INC COM CL A 45781D101 29,343 728,304 SH   DFND   728,304 0 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 6,861 5,000,000 PRN   DFND   5,000,000 0 0
INSIGHT ACQUISITION CORP UNIT 99/99/9999 45784L209 1,242 124,847 SH   DFND   124,847 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 14,675 10,450,000 PRN   DFND   10,450,000 0 0
INSU ACQUISITION CORP III *W EXP 12/31/202 457817112 33 33,332 SH   DFND   33,332 0 0
INSU ACQUISITION CORP III COM CL A 457817104 739 75,229 SH   DFND   75,229 0 0
INTERPRIVATE II ACQUISITION *W EXP 09/03/202 46064Q116 31 31,428 SH   DFND   31,428 0 0
INTERPRIVATE II ACQUISITION CL A COM 46064Q108 1,772 181,180 SH   DFND   181,180 0 0
INTERPRIVATE III FINANCIAL P *W EXP 99/99/999 46064R114 40 31,400 SH   DFND   31,400 0 0
INTERPRIVATE III FINANCIAL P COM CL A 46064R106 1,689 170,500 SH   DFND   170,500 0 0
INTERPRIVATE IV INFRATECH PR *W EXP 03/05/202 46064T110 16 24,800 SH   DFND   24,800 0 0
INTERPRIVATE IV INFRATECH PR CLASS A COM 46064T102 1,659 171,730 SH   DFND   171,730 0 0
INTERSECT ENT INC COM 46071F103 9,846 361,999 SH   DFND   361,999 0 0
INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 820 1,050,986 SH   DFND   1,050,986 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 2,853 3,450,000 PRN   DFND   3,450,000 0 0
INVESTINDUSTRIAL ACQUISITION *W EXP 10/30/202 G4771L113 31 24,285 SH   DFND   24,285 0 0
INVESTINDUSTRIAL ACQUISITION SHS CL A G4771L105 952 95,852 SH   DFND   95,852 0 0
INVESTORS BANCORP INC NEW COM 46146L101 53,546 3,543,748 SH   DFND   3,543,748 0 0
ION ACQUISITION CORP 2 LTD SHS CL A G49393104 248 24,992 SH   DFND   24,992 0 0
ION ACQUISITION CORP 3 LTD SHS CL A G4940J114 875 89,609 SH   DFND   89,609 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 12,882 14,050,000 PRN   DFND   14,050,000 0 0
IRON SPARK I INC CLASS A COM 46301G103 2,228 222,814 SH   DFND   222,814 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 9,119 7,700,000 PRN   DFND   7,700,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 9,780 8,100,000 PRN   DFND   8,100,000 0 0
ISLEWORTH HEALTHCARE ACQU CO *W EXP 08/02/202 46468P110 55 99,999 SH   DFND   99,999 0 0
ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 636 64,717 SH   DFND   64,717 0 0
ISOS ACQUISITION CORPORATION *W EXP 03/01/202 G4962C104 23 16,666 SH   DFND   16,666 0 0
ISOS ACQUISITION CORPORATION SHARES CL A G4962C112 470 47,096 SH   DFND   47,096 0 0
ITHAX ACQUISITION CORP *W EXP 02/01/202 G49775128 16 25,000 SH   DFND   25,000 0 0
ITHAX ACQUISITION CORP CL A SHS G49775102 1,123 115,180 SH   DFND   115,180 0 0
ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 10 19,500 SH   DFND   19,500 0 0
ITIQUIRA ACQUISITION CORP CL A SHS G49773107 853 87,450 SH   DFND   87,450 0 0
IVANHOE CAPITAL ACQUISTIN CO *W EXP 01/08/202 G4R87P106 17 11,666 SH   DFND   11,666 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 14 23,190 SH   DFND   23,190 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 1,088 111,628 SH   DFND   111,628 0 0
JATT ACQUISITION CORP UNIT 99/99/9999 G50752115 1,505 150,000 SH   DFND   150,000 0 0
JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 72 62,499 SH   DFND   62,499 0 0
JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 2,430 249,996 SH   DFND   249,996 0 0
JAWS JUGGERNAUT ACQUISITN CO *W EXP 06/17/202 G50735110 60 50,000 SH   DFND   50,000 0 0
JAWS JUGGERNAUT ACQUISITN CO CLASS A ORD SHS G50735102 1,932 200,000 SH   DFND   200,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 20 17,500 SH   DFND   17,500 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 561 57,430 SH   DFND   57,430 0 0
JOFF FINTECH ACQUISITION COR *W EXP 02/04/202 46592C118 27 38,999 SH   DFND   38,999 0 0
JOFF FINTECH ACQUISITION COR COM CL A 46592C100 1,680 173,757 SH   DFND   173,757 0 0
JOYY INC NOTE 1.375% 6/1 98426TAF3 1,395 1,500,000 PRN   DFND   1,500,000 0 0
JUPITER ACQUISITION CORP UNIT 09/11/2027 482082203 4,424 450,000 SH   DFND   450,000 0 0
KADEM SUSTAINABLE IMPACT COR *W EXP 03/16/202 48284E113 119 237,499 SH   DFND   237,499 0 0
KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 2,165 222,278 SH   DFND   222,278 0 0
KADMON HLDGS INC COM 48283N106 31,940 3,667,074 SH   DFND   3,667,074 0 0
KAIROS ACQUISITION CORP *W EXP 11/30/202 G52110106 18 31,346 SH   DFND   31,346 0 0
KAIROS ACQUISITION CORP CL A SHS G52110114 1,072 110,842 SH   DFND   110,842 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 18,174 67,151 SH   DFND   67,151 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5,268 7,000,000 PRN   DFND   7,000,000 0 0
KATAPULT HOLDINGS INC *W EXP 06/09/202 485859110 178 116,948 SH   DFND   116,948 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 8,238 5,125,000 PRN   DFND   5,125,000 0 0
KENSINGTON CAPITAL ACQUISITI *W EXP 02/23/202 49006L112 33 29,249 SH   DFND   29,249 0 0
KENSINGTON CAPITAL ACQUISITI COM CL A 49006L104 1,059 105,896 SH   DFND   105,896 0 0
KENSINGTON CAPITAL ACQUISITI UNIT 99/99/9999 G5251K111 3,570 350,000 SH   DFND   350,000 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 22 37,499 SH   DFND   37,499 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1,381 141,798 SH   DFND   141,798 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1,817 185,378 SH   DFND   185,378 0 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 93 193,622 SH   DFND   193,622 0 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 1,264 125,308 SH   DFND   125,308 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 1,062 106,860 SH   DFND   106,860 0 0
KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 7 13,332 SH   DFND   13,332 0 0
KISMET ACQUISITION THREE COR CL A SHARES G5276C110 552 56,648 SH   DFND   56,648 0 0
KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 11 15,000 SH   DFND   15,000 0 0
KISMET ACQUISITION TWO CORP CL A SHS G52807107 908 93,400 SH   DFND   93,400 0 0
KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 39 40,750 SH   DFND   40,750 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 563 57,730 SH   DFND   57,730 0 0
KL ACQUISITION CORP *W EXP 01/12/202 49837C117 28 38,665 SH   DFND   38,665 0 0
KL ACQUISITION CORP COM CL A 49837C109 1,472 150,699 SH   DFND   150,699 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 32 49,999 SH   DFND   49,999 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 711 72,099 SH   DFND   72,099 0 0
KRATON CORP COM 50077C106 10,830 237,300 SH   DFND   237,300 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 23 33,332 SH   DFND   33,332 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 1,343 138,026 SH   DFND   138,026 0 0
L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 39 65,000 SH   DFND   65,000 0 0
L&F ACQUISITION CORP SHS CL A G53702109 636 63,610 SH   DFND   63,610 0 0
LAKESHORE ACQUISITION I CORP *W EXP 07/15/202 G53521111 15 28,125 SH   DFND   28,125 0 0
LAKESHORE ACQUISITION I CORP ORDINARY SHARES G53521103 366 37,500 SH   DFND   37,500 0 0
LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 136 125,000 SH   DFND   125,000 0 0
LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 955 98,100 SH   DFND   98,100 0 0
LANDSEA HOMES CORP *W EXP 01/07/202 51509P111 260 1,041,928 SH   DFND   1,041,928 0 0
LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2,164 4,100,000 PRN   DFND   4,100,000 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 8 10,000 SH   DFND   10,000 0 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 678 69,650 SH   DFND   69,650 0 0
LDH GROWTH CORP I CLASS A ORD SHS G54094100 832 85,095 SH   DFND   85,095 0 0
LEAD EDGE GROWTH OPRTUNTS LT COM G54085108 383 39,700 SH   DFND   39,700 0 0
LEFTERIS ACQUISITION CORP *W EXP 10/23/202 52470X117 183 226,666 SH   DFND   226,666 0 0
LEFTERIS ACQUISITION CORP COM CL A 52470X109 472 48,167 SH   DFND   48,167 0 0
LEGATO MERGER CORP *W EXP 12/31/202 52473X114 321 128,300 SH   DFND   128,300 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 20,468 23,927,000 PRN   DFND   23,927,000 0 0
LEO HLDGS CORP II *W EXP 01/07/202 G5463R128 8 12,499 SH   DFND   12,499 0 0
LEO HLDGS CORP II COM CL A G5463R102 651 66,870 SH   DFND   66,870 0 0
LEO HOLDINGS III CORP *W EXP 03/02/202 G5463T124 8 10,000 SH   DFND   10,000 0 0
LEO HOLDINGS III CORP SHS CL A G5463T108 398 40,000 SH   DFND   40,000 0 0
LERER HIPPEAU ACQUISITION CO CL A 526749106 466 47,900 SH   DFND   47,900 0 0
LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 36 41,666 SH   DFND   41,666 0 0
LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 715 73,299 SH   DFND   73,299 0 0
LIBERTY MEDIA ACQUISITION CO *W EXP 01/22/202 53073L112 36 23,600 SH   DFND   23,600 0 0
LIBERTY MEDIA ACQUISITION CO COM SR A 53073L104 952 94,412 SH   DFND   94,412 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,366 1,000,000 PRN   DFND   1,000,000 0 0
LI-CYCLE HOLDINGS CORP *W EXP 08/10/202 50202P113 187 78,103 SH   DFND   78,103 0 0
LIGHTJUMP ACQUISITION CORP *W EXP 01/12/202 53228M114 27 50,000 SH   DFND   50,000 0 0
LIGHTJUMP ACQUISITION CORP COM 53228M106 925 93,950 SH   DFND   93,950 0 0
LILIUM N V *W EXP 09/14/202 N52586117 113 50,000 SH   DFND   50,000 0 0
LIMELIGHT NETWORKS INC NOTE 3.500% 8/0 53261MAB0 1,309 1,500,000 PRN   DFND   1,500,000 0 0
LIONHEART ACQUISITION CORP I *W EXP 02/14/202 53625R112 488 525,000 SH   DFND   525,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 9,879 109,245 SH   DFND   109,245 0 0
LIVE OAK ACQUISITION CORP II *W EXP 12/07/202 53804W114 169 88,750 SH   DFND   88,750 0 0
LIVE OAK ACQUISITION CORP II COM CL A 53804W106 105 10,527 SH   DFND   10,527 0 0
LIVE OAK CRESTVIEW CLIMATE A UNIT 99/99/9999 538086208 3,919 399,522 SH   DFND   399,522 0 0
LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 25 25,680 SH   DFND   25,680 0 0
LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 1,804 186,580 SH   DFND   186,580 0 0
LMF ACQUISITION OPPORTUNIT I *W EXP 01/26/202 502015118 22 50,000 SH   DFND   50,000 0 0
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 564 56,169 SH   DFND   56,169 0 0
LOGISTICS INNOVTN TECHNLGS C *W EXP 06/15/202 54141L118 155 169,078 SH   DFND   169,078 0 0
LOGISTICS INNOVTN TECHNLGS C CLASS A COM 54141L100 4,890 507,235 SH   DFND   507,235 0 0
LONGVIEW ACQUISITION CORP II *W EXP 99/99/999 54319Q113 59 46,000 SH   DFND   46,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20,721 14,096,000 PRN   DFND   14,096,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 31,843 28,860,000 PRN   DFND   28,860,000 0 0
LUMIRADX LIMITED *W EXP 09/28/202 G5709L117 79 63,000 SH   DFND   63,000 0 0
LUX HEALTH TECH ACQUISITION *W EXP 11/30/202 55068A118 218 189,998 SH   DFND   189,998 0 0
LUX HEALTH TECH ACQUISITION COM CL A 55068A100 125 12,708 SH   DFND   12,708 0 0
LYDALL INC COM 550819106 13,007 209,488 SH   DFND   209,488 0 0
M3 BRIGADE ACQUISITION II CO *W EXP 09/03/202 553800111 670 499,999 SH   DFND   499,999 0 0
M3 BRIGADE ACQUISITION II CO COM CL A 553800103 348 35,127 SH   DFND   35,127 0 0
MACONDRAY CAP ACQUISITN CORP *W EXP 05/31/202 G5853A115 67 128,192 SH   DFND   128,192 0 0
MACONDRAY CAP ACQUISITN CORP CLASS A ORD SHS G5853A107 3,784 384,576 SH   DFND   384,576 0 0
MAGELLAN HEALTH INC COM NEW 559079207 27,209 287,775 SH   DFND   287,775 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 6,895 388,225 SH   DFND   388,225 0 0
MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 58 49,999 SH   DFND   49,999 0 0
MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 232 23,414 SH   DFND   23,414 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 80 200,000 SH   DFND   200,000 0 0
MALACCA STRAITS ACQUISITION COM CL A G5859B117 576 57,927 SH   DFND   57,927 0 0
MALLARD ACQUISITION CORP COM 561204108 602 60,390 SH   DFND   60,390 0 0
MAQUIA CAPITAL ACQUISITION C *W EXP 05/05/202 56564V119 110 200,155 SH   DFND   200,155 0 0
MAQUIA CAPITAL ACQUISITION C CLASS A COM 56564V101 977 97,700 SH   DFND   97,700 0 0
MARLIN TECHNOLOGY CORP *W EXP 01/12/202 G58411110 12 14,405 SH   DFND   14,405 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 967 99,028 SH   DFND   99,028 0 0
MARQUEE RAINE ACQUISITION CO *W EXP 12/01/202 G58442123 17 12,499 SH   DFND   12,499 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 48 66,665 SH   DFND   66,665 0 0
MCAP ACQUISITION CORP *W EXP 03/02/202 55282T117 73 66,666 SH   DFND   66,666 0 0
MCAP ACQUISITION CORP COM CL A 55282T109 461 46,754 SH   DFND   46,754 0 0
MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 69 125,000 SH   DFND   125,000 0 0
MDH ACQUISITION CORP COM CL A 55283P106 1,983 201,280 SH   DFND   201,280 0 0
MEDALLIA INC COM 584021109 25,634 756,847 SH   DFND   756,847 0 0
MEDICUS SCIENCES ACQUISITION CL A SHS G5960S108 962 98,630 SH   DFND   98,630 0 0
MEDTECH ACQUISITION CORP *W EXP 12/22/202 58507N113 55 66,665 SH   DFND   66,665 0 0
MEDTECH ACQUISITION CORP COM CL A 58507N105 1,214 122,230 SH   DFND   122,230 0 0
MELI KASZEK PIONEER CORP CLASS A ORD G5S74L106 553 50,000 SH   DFND   50,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 412 349,563 SH   DFND   349,563 0 0
MERIDA MERGER CORP I COM 58953M106 988 98,932 SH   DFND   98,932 0 0
MERIDIAN BANCORP INC MD COM 58958U103 6,676 321,583 SH   DFND   321,583 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 7,883 7,500,000 PRN   DFND   7,500,000 0 0
METALS ACQUISITION CORP UNIT 99/99/9999 G60405118 3,221 325,000 SH   DFND   325,000 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 19,862 518,592 SH   DFND   518,592 0 0
MICROVAST HOLDINGS INC *W EXP 04/01/202 59516C114 250 120,297 SH   DFND   120,297 0 0
MINORITY EQUALITY OPPORTUNIT UNIT 08/26/2026 60436Q209 1,035 99,878 SH   DFND   99,878 0 0
MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 29 50,700 SH   DFND   50,700 0 0
MISSION ADVANCEMENT CORP CL A 60501L101 2,028 208,660 SH   DFND   208,660 0 0
MODEL PERFORMANCE ACQU CORP *W EXP 04/29/202 G6246M139 14 30,000 SH   DFND   30,000 0 0
MODEL PERFORMANCE ACQU CORP RIGHT 04/29/2026 G6246M121 25 60,000 SH   DFND   60,000 0 0
MONEYLION INC *W EXP 09/22/202 60938K114 243 250,000 SH   DFND   250,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 3,976 213,176 SH   DFND   213,176 0 0
MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 499 335,000 SH   DFND   335,000 0 0
MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 2,301 230,082 SH   DFND   230,082 0 0
MONUMENT CIRCLE ACQUISITN CO *W EXP 01/14/202 61531M119 37 64,500 SH   DFND   64,500 0 0
MONUMENT CIRCLE ACQUISITN CO COM CL A 61531M101 1,928 197,520 SH   DFND   197,520 0 0
MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 12 20,000 SH   DFND   20,000 0 0
MORINGA ACQUISITION CORP CL A SHS G6S23K108 485 50,000 SH   DFND   50,000 0 0
MOTION ACQUISITION CORP *W EXP 10/02/202 61980M115 244 185,896 SH   DFND   185,896 0 0
MOTION ACQUISITION CORP COM CL A 61980M107 2,346 235,761 SH   DFND   235,761 0 0
MOTIVE CAPITAL CORP *W EXP 12/31/202 G6293A111 17 13,333 SH   DFND   13,333 0 0
MOTIVE CAPITAL CORP SHS CL A G6293A103 974 98,350 SH   DFND   98,350 0 0
MOUNTAIN CREST ACQUSITN CRP COM 62403K108 1,949 200,290 SH   DFND   200,290 0 0
MOUNTAIN CREST ACQUSITN CRP RIGHT 06/29/2026 62403K116 78 200,290 SH   DFND   200,290 0 0
MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 46 40,000 SH   DFND   40,000 0 0
MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 1,940 200,000 SH   DFND   200,000 0 0
MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 102 173,507 SH   DFND   173,507 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 284 143,425 SH   DFND   143,425 0 0
NATURAL ORDER ACQUISITION CO COM 63889L107 470 47,950 SH   DFND   47,950 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 14,552 8,500,000 PRN   DFND   8,500,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 75 35,000 PRN   DFND   35,000 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 4,192 4,125,000 PRN   DFND   4,125,000 0 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 706 239,247 SH   DFND   239,247 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,666 2,625,000 PRN   DFND   2,625,000 0 0
NEW VISTA ACQUISITION CORP CL A SHS G6529L105 472 48,500 SH   DFND   48,500 0 0
NEW VISTA ACQUISITION CORP UNIT 02/01/2026 G6529L113 379 38,000 SH   DFND   38,000 0 0
NEWBURY STREET ACQUISITN COR *W EXP 04/30/202 65101L112 74 150,000 SH   DFND   150,000 0 0
NEWBURY STREET ACQUISITN COR COM 65101L104 2,602 267,650 SH   DFND   267,650 0 0
NEXTERS INC *W EXP 08/26/202 G6529J118 231 275,000 SH   DFND   275,000 0 0
NEXTGEN ACQUISITION CORP II *W EXP 03/23/202 G65317128 82 48,688 SH   DFND   48,688 0 0
NEXTGEN ACQUISITION CORP II CLASS A ORD SHS G65317102 737 74,387 SH   DFND   74,387 0 0
NIGHTDRAGON ACQUISITION CORP *W EXP 02/26/202 65413D113 21 24,199 SH   DFND   24,199 0 0
NIGHTDRAGON ACQUISITION CORP CLASS A COM 65413D105 536 54,825 SH   DFND   54,825 0 0
NOBLE ROCK ACQUISITION CORP *W EXP 01/31/202 G6546R119 34 50,000 SH   DFND   50,000 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 563 58,030 SH   DFND   58,030 0 0
NOCTURNE ACQUISITION CORP ORDINARY SHARES G6580S114 475 47,560 SH   DFND   47,560 0 0
NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 13 17,666 SH   DFND   17,666 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 636 65,180 SH   DFND   65,180 0 0
NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 134 150,000 SH   DFND   150,000 0 0
NORTH MOUNTAIN MERGER CORP COM CL A 661204107 909 92,865 SH   DFND   92,865 0 0
NORTHERN GENESIS ACQU CORP I *W EXP 12/31/202 66516W115 90 97,701 SH   DFND   97,701 0 0
NORTHERN GENESIS ACQU CORP I COM 66516W107 3,816 393,004 SH   DFND   393,004 0 0
NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 42 38,999 SH   DFND   38,999 0 0
NORTHERN LIGHTS ACQUISITN CO *W EXP 11/01/202 66538L113 44 99,998 SH   DFND   99,998 0 0
NORTHERN LIGHTS ACQUISITN CO CLASS A COM 66538L105 1,998 199,996 SH   DFND   199,996 0 0
NORTHERN STAR INVEST CORP II *W EXP 02/25/202 66574L118 20 19,998 SH   DFND   19,998 0 0
NORTHERN STAR INVEST CORP II COM CL A 66574L100 1,169 119,988 SH   DFND   119,988 0 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 18 19,998 SH   DFND   19,998 0 0
NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1,648 168,188 SH   DFND   168,188 0 0
NORTHERN STAR INVSTMNT CORP *W EXP 01/31/202 66573W115 35 24,799 SH   DFND   24,799 0 0
NOVA VISION ACQUISITION CORP UNIT 07/20/2026 G6759A126 767 75,000 SH   DFND   75,000 0 0
NOVUS CAPITAL CORPORATION II *W EXP 02/02/202 67012W112 73 66,666 SH   DFND   66,666 0 0
NOVUS CAPITAL CORPORATION II COM CL A 67012W104 687 69,387 SH   DFND   69,387 0 0
NRX PHARMACEUTICALS INC *W EXP 05/24/202 629444118 255 54,256 SH   DFND   54,256 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 26,227 476,513 SH   DFND   476,513 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 9,730 10,050,000 PRN   DFND   10,050,000 0 0
NUVASIVE INC NOTE 1.000% 6/0 670704AL9 512 500,000 PRN   DFND   500,000 0 0
OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 30 33,613 SH   DFND   33,613 0 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 1,345 137,272 SH   DFND   137,272 0 0
OCA ACQUISITION CORP *W EXP 01/14/202 670865112 51 95,769 SH   DFND   95,769 0 0
OCA ACQUISITION CORP COM CL A 670865104 2,047 206,721 SH   DFND   206,721 0 0
OCEANTECH ACQUISITIONS I COR *W EXP 99/99/999 675507115 113 257,010 SH   DFND   257,010 0 0
OCEANTECH ACQUISITIONS I COR CLASS A COM 675507107 563 57,010 SH   DFND   57,010 0 0
OFFERPAD SOLUTIONS INC *W EXP 10/16/202 67623L117 286 163,333 SH   DFND   163,333 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 22,021 15,546,000 PRN   DFND   15,546,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 21,947 17,902,000 PRN   DFND   17,902,000 0 0
OLAPLEX HLDGS INC COM 679369108 1,363 55,629 SH   DFND   55,629 0 0
OMEGA ALPHA SPAC CL A G6749V107 154 15,793 SH   DFND   15,793 0 0
OMNICHANNEL ACQUISITION CORP *W EXP 12/30/202 68218L116 287 341,600 SH   DFND   341,600 0 0
OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 3,088 311,957 SH   DFND   311,957 0 0
ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 26 39,999 SH   DFND   39,999 0 0
ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 1,662 170,767 SH   DFND   170,767 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,422 1,950,000 PRN   DFND   1,950,000 0 0
ORION ACQUISITION CORP *W EXP 02/19/202 68626A116 25 38,999 SH   DFND   38,999 0 0
ORION ACQUISITION CORP COM CL A 68626A108 1,984 204,546 SH   DFND   204,546 0 0
ORION BIOTECH OPPORTUNTES CO *W EXP 04/15/202 G6780C117 35 40,000 SH   DFND   40,000 0 0
ORION BIOTECH OPPORTUNTES CO CLASS A ORD SHS G6780C109 1,932 200,000 SH   DFND   200,000 0 0
OSIRIS ACQUISITION CORP *W EXP 05/01/202 68829A111 210 427,320 SH   DFND   427,320 0 0
OSIRIS ACQUISITION CORP CL A 68829A103 2,669 271,840 SH   DFND   271,840 0 0
OTONOMO TECHNOLOGIES LTD *W EXP 08/13/202 M7571L111 399 498,700 SH   DFND   498,700 0 0
OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 53 99,999 SH   DFND   99,999 0 0
OTR ACQUISITION CORP COM CL A 67113Q105 1,433 142,486 SH   DFND   142,486 0 0
OWLET INC *W EXP 09/14/202 69120X115 94 100,523 SH   DFND   100,523 0 0
OXBRIDGE ACQUISITION CORP UNIT 07/30/2026 G6855L125 1,280 125,000 SH   DFND   125,000 0 0
OXUS ACQUISITION CORP UNIT 99/99/9999 G6859L113 762 74,847 SH   DFND   74,847 0 0
OYSTER ENTERPRISES ACQ CORP *W EXP 01/20/202 69242M112 37 69,000 SH   DFND   69,000 0 0
OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 1,846 189,330 SH   DFND   189,330 0 0
PACIFICO ACQUISITION CORP UNIT 09/13/2026 69512X202 507 49,940 SH   DFND   49,940 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 24,112 22,300,000 PRN   DFND   22,300,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 435 324,608 SH   DFND   324,608 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 75,414 45,538,000 PRN   DFND   45,538,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 135 74,000 PRN   DFND   74,000 0 0
PANACEA ACQUISITION CORP II CL A SHS G6882C106 1,691 173,400 SH   DFND   173,400 0 0
PARABELLUM ACQUISITION CORP UNIT 99/99/9999 69901P208 797 79,904 SH   DFND   79,904 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,703 3,050,000 PRN   DFND   3,050,000 0 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 27,804 27,590,000 PRN   DFND   27,590,000 0 0
PATHFINDER ACQUISITION CORP CL A G04119106 836 84,635 SH   DFND   84,635 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 1,914 189,455 SH   DFND   189,455 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 36,519 2,090,396 SH   DFND   2,090,396 0 0
PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 16 19,999 SH   DFND   19,999 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105 469 48,300 SH   DFND   48,300 0 0
PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 2,468 100,000 SH   DFND   100,000 0 0
PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 36 27,777 SH   DFND   27,777 0 0
PETIQ INC NOTE 4.000% 6/0 71639TAB2 6,718 5,578,000 PRN   DFND   5,578,000 0 0
PETRA ACQUISITION INC COM 716421102 567 56,281 SH   DFND   56,281 0 0
PHP VENTURES ACQUISITION COR UNIT 01/01/2023 69291C205 713 70,000 SH   DFND   70,000 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 4 21,724 SH   DFND   21,724 0 0
PINDUODUO INC NOTE 12/0 722304AC6 20,779 22,500,000 PRN   DFND   22,500,000 0 0
PINE IS ACQUISITION CORP *W EXP 10/19/202 722615119 190 226,666 SH   DFND   226,666 0 0
PINE IS ACQUISITION CORP CL A 722615101 760 77,900 SH   DFND   77,900 0 0
PINE TECHNOLOGY ACQUISITN CO *W EXP 03/31/202 722850112 210 299,999 SH   DFND   299,999 0 0
PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 2,248 233,001 SH   DFND   233,001 0 0
PIONEER MERGER CORP *W EXP 01/07/202 G7S24C111 18 16,666 SH   DFND   16,666 0 0
PIVOTAL INVESTMENT CORP III *W EXP 01/28/202 72582M114 21 24,199 SH   DFND   24,199 0 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 569 58,470 SH   DFND   58,470 0 0
PLUG POWER INC NOTE 3.750% 6/0 72919PAD5 12,523 2,450,000 PRN   DFND   2,450,000 0 0
PLUM ACQUISITION CORP I *W EXP 03/15/202 G7134L118 24 30,000 SH   DFND   30,000 0 0
PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 2,018 208,720 SH   DFND   208,720 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 169 250,000 SH   DFND   250,000 0 0
PMV CONSUMER ACQUISITION COR COM 693486102 929 94,650 SH   DFND   94,650 0 0
PNM RES INC COM 69349H107 25,131 507,896 SH   DFND   507,896 0 0
POEMA GLOBAL HOLDINGS CORP *W EXP 01/08/202 G7154B115 22 24,999 SH   DFND   24,999 0 0
POEMA GLOBAL HOLDINGS CORP CL A SHS G7154B107 736 74,636 SH   DFND   74,636 0 0
PONO CAPITAL CORP UNIT 09/30/2028 732450200 2,910 285,000 SH   DFND   285,000 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 600 61,820 SH   DFND   61,820 0 0
POPULATION HEALTH INVS CO IN *W EXP 10/01/202 G71716115 47 62,444 SH   DFND   62,444 0 0
POPULATION HEALTH INVS CO IN SHS CL A G71716107 1,296 132,537 SH   DFND   132,537 0 0
PORTAGE FINTECH ACQUISITN CO UNIT 07/08/2026 G7185D122 1,368 138,000 SH   DFND   138,000 0 0
POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 90 100,000 SH   DFND   100,000 0 0
POST HOLDINGS PARTNERING COR COM SER A 737465104 579 60,110 SH   DFND   60,110 0 0
POWER & DIGITAL INFRA ACQ CO *W EXP 02/12/202 739190114 74 29,749 SH   DFND   29,749 0 0
POWERED BRANDS *W EXP 01/07/202 G7209M116 10 16,666 SH   DFND   16,666 0 0
POWERED BRANDS CL A G7209M108 1,037 105,428 SH   DFND   105,428 0 0
PPD INC COM 69355F102 29,308 626,382 SH   DFND   626,382 0 0
PRECIGEN INC COM 74017N105 119 23,855 SH   DFND   23,855 0 0
PRIMAVERA CAPITAL ACQUIST CO *W EXP 01/19/202 G7255E117 17 20,500 SH   DFND   20,500 0 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 669 68,570 SH   DFND   68,570 0 0
PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 93 133,333 SH   DFND   133,333 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 1,355 138,030 SH   DFND   138,030 0 0
PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 31 50,000 SH   DFND   50,000 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102 1,492 153,000 SH   DFND   153,000 0 0
PROCAPS GROUP SA *W EXP 04/01/202 L7756P110 79 73,086 SH   DFND   73,086 0 0
PROGRESS ACQUISITION CORP *W EXP 11/11/202 74327P113 37 66,500 SH   DFND   66,500 0 0
PROGRESS ACQUISITION CORP COM CL A 74327P105 1,449 147,740 SH   DFND   147,740 0 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/01/202 74350A116 77 112,500 SH   DFND   112,500 0 0
PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 2,486 256,300 SH   DFND   256,300 0 0
PROPTECH INVESTMENT CORP II *W EXP 12/08/202 743497117 73 85,596 SH   DFND   85,596 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 1,395 142,341 SH   DFND   142,341 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 972 896,000 PRN   DFND   896,000 0 0
PROSPECTOR CAPITAL CORP *W EXP 01/01/202 G7273A113 12 16,666 SH   DFND   16,666 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105 821 84,080 SH   DFND   84,080 0 0
PROVIDENT ACQUISITION CORP *W EXP 01/08/202 G7282L126 12 20,499 SH   DFND   20,499 0 0
PROVIDENT ACQUISITION CORP CL A G7282L100 679 69,614 SH   DFND   69,614 0 0
PWP FORWARD ACQUISITION CORP *W EXP 03/12/202 74709Q119 41 49,999 SH   DFND   49,999 0 0
PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 2,405 249,995 SH   DFND   249,995 0 0
QAD INC CL A 74727D306 8,049 92,106 SH   DFND   92,106 0 0
QUANTUM FINTECH ACQUISTIN CO COMMON STOCK 74767A105 576 58,470 SH   DFND   58,470 0 0
QUEENS GAMBIT GROWTH CAPITAL *W EXP 01/19/202 G7315C119 11 13,333 SH   DFND   13,333 0 0
QUEENS GAMBIT GROWTH CAPITAL CL A SHS G7315C101 776 78,599 SH   DFND   78,599 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 16,434 6,042,000 PRN   DFND   6,042,000 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6 17,668 9,075,000 PRN   DFND   9,075,000 0 0
RAVEN INDS INC COM 754212108 8,240 143,029 SH   DFND   143,029 0 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 160 250,000 SH   DFND   250,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 2,586 262,047 SH   DFND   262,047 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 27 33,333 SH   DFND   33,333 0 0
REDBALL ACQUISITION CORP COM CL A G7417R105 964 97,940 SH   DFND   97,940 0 0
REE AUTOMOTIVE LTD *W EXP 07/22/202 M8287R111 115 132,457 SH   DFND   132,457 0 0
REINVENT TECHNOLOGY PARTNERS CLASS A ORD SHS G7484L106 358 36,051 SH   DFND   36,051 0 0
REMITLY GLOBAL INC COM 75960P104 272 7,417 SH   DFND   7,417 0 0
RETAIL PPTYS AMER INC CL A 76131V202 5,221 405,338 SH   DFND   405,338 0 0
REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 57 142,700 SH   DFND   142,700 0 0
REVOLUTION HEALTHCAR AQ CORP *W EXP 12/31/202 76155Y116 22 23,399 SH   DFND   23,399 0 0
REVOLUTION HEALTHCAR AQ CORP CLASS A COM 76155Y108 1,432 147,184 SH   DFND   147,184 0 0
RICE ACQUISITION CORP II *W EXP 99/99/999 G75529126 48 30,248 SH   DFND   30,248 0 0
RICE ACQUISITION CORP II SHS CL A G75529100 1,199 120,998 SH   DFND   120,998 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 13,373 13,500,000 PRN   DFND   13,500,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 14,481 15,395,000 PRN   DFND   15,395,000 0 0
RIVERVIEW ACQUISITION CORP UNIT 07/29/2026 769395203 4,450 449,000 SH   DFND   449,000 0 0
RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 14 15,660 SH   DFND   15,660 0 0
RMG ACQUISITION CORP III CL A SHS G76088106 768 78,900 SH   DFND   78,900 0 0
ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 10 12,500 SH   DFND   12,500 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 962 98,450 SH   DFND   98,450 0 0
ROCKLEY PHOTONICS HOLDINGS L *W EXP 08/11/202 G7614L117 260 108,942 SH   DFND   108,942 0 0
ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 443 275,000 SH   DFND   275,000 0 0
ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 3,516 347,794 SH   DFND   347,794 0 0
ROSECLIFF ACQUISITION CORP I *W EXP 02/11/202 77732R111 23 41,665 SH   DFND   41,665 0 0
ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 1,795 185,015 SH   DFND   185,015 0 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 44 49,999 SH   DFND   49,999 0 0
ROSS ACQUISITION CORP II SHS CL A G7641C106 473 48,850 SH   DFND   48,850 0 0
ROTH CH ACQUISITION III CO *W EXP 02/26/202 77867Q110 38 29,498 SH   DFND   29,498 0 0
ROTH CH ACQUISITION IV CO UNIT 07/01/2026 77867P203 2,117 210,000 SH   DFND   210,000 0 0
RXR ACQUISITION CORP *W EXP 03/08/202 74981W115 20 26,400 SH   DFND   26,400 0 0
RXR ACQUISITION CORP CLASS A COM 74981W107 1,283 132,000 SH   DFND   132,000 0 0
SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 33 40,666 SH   DFND   40,666 0 0
SANDBRIDGE X2 CORP COM CLASS A 799792106 1,656 170,498 SH   DFND   170,498 0 0
SANDERSON FARMS INC COM 800013104 39,466 211,416 SH   DFND   211,416 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 16,614 398,418 SH   DFND   398,418 0 0
SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 31 33,333 SH   DFND   33,333 0 0
SARISSA CAPITAL ACQUISITN CO CL A G7823W102 722 73,244 SH   DFND   73,244 0 0
SCIENCE STRATEGIC ACQ ALPHA *W EXP 01/20/202 808641112 28 40,333 SH   DFND   40,333 0 0
SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 1,835 188,939 SH   DFND   188,939 0 0
SCION TECH GROWTH I *W EXP 11/01/202 G31067112 26 33,333 SH   DFND   33,333 0 0
SCION TECH GROWTH I CL A SHS G31067104 630 64,780 SH   DFND   64,780 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 11 16,666 SH   DFND   16,666 0 0
SCION TECH GROWTH II CL A SHS G31070108 779 79,855 SH   DFND   79,855 0 0
SCORE MEDIA & GAMING INC CL A SUB VTG SHS 80919D202 12,246 357,764 SH   DFND   357,764 0 0
SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 37 63,499 SH   DFND   63,499 0 0
SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 1,785 183,438 SH   DFND   183,438 0 0
SCVX CORP *W EXP 01/24/202 G79448117 20 25,000 SH   DFND   25,000 0 0
SCVX CORP COM G79448208 964 97,050 SH   DFND   97,050 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 25,272 24,850,000 PRN   DFND   24,850,000 0 0
SEAPORT GLOBAL ACQUISITN COR *W EXP 12/15/202 812227114 153 162,498 SH   DFND   162,498 0 0
SEAPORT GLOBAL ACQUISITN COR COM CL A 812227106 1,461 145,100 SH   DFND   145,100 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 661 67,660 SH   DFND   67,660 0 0
SEVEN OAKS ACQUISITION CORP *W EXP 12/22/202 81787X114 79 100,000 SH   DFND   100,000 0 0
SEVEN OAKS ACQUISITION CORP COM CL A 81787X106 1,909 192,287 SH   DFND   192,287 0 0
SHAPEWAYS HOLDINGS INC *W EXP 99/99/999 81947T110 322 325,000 SH   DFND   325,000 0 0
SHAPEWAYS HOLDINGS INC COMMON STOCK 81947T102 554 54,930 SH   DFND   54,930 0 0
SHELTER ACQUISITION CORP I *W EXP 02/25/202 822821112 113 226,993 SH   DFND   226,993 0 0
SHELTER ACQUISITION CORP I CLASS A COM 822821104 4,413 453,987 SH   DFND   453,987 0 0
SIERRA LAKE ACQUISITION CORP UNIT 03/31/2028 826332207 1,990 199,757 SH   DFND   199,757 0 0
SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 14 21,499 SH   DFND   21,499 0 0
SILVER CREST ACQUISITION COR CL A SHS G81355102 997 101,378 SH   DFND   101,378 0 0
SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 27 25,000 SH   DFND   25,000 0 0
SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 980 100,000 SH   DFND   100,000 0 0
SILVERBOX ENGAGED MERGER CO *W EXP 06/02/202 82836L119 33 45,666 SH   DFND   45,666 0 0
SILVERBOX ENGAGED MERGER CO COM CL A 82836L101 468 47,900 SH   DFND   47,900 0 0
SILVERSPAC INC UNIT 09/09/2026 G8136V120 2,970 299,391 SH   DFND   299,391 0 0
SIMON PROPERTY GRP ACQ HOLDI *W EXP 02/04/202 82880R111 24 24,400 SH   DFND   24,400 0 0
SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 466 47,810 SH   DFND   47,810 0 0
SKYDECK ACQUISITION CORP *W EXP 05/13/202 G82220115 94 124,999 SH   DFND   124,999 0 0
SKYDECK ACQUISITION CORP CLASS A ORD SHS G82220123 3,619 374,998 SH   DFND   374,998 0 0
SLAM CORP CL A SHS G8210L105 546 55,990 SH   DFND   55,990 0 0
SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 23,698 18,025,000 PRN   DFND   18,025,000 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 89 26,000 PRN   DFND   26,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 121 37,000 PRN   DFND   37,000 0 0
SOAR TECHNOLOGY ACQUISN CORP UNIT 99/99/9999 G82472104 3,039 299,382 SH   DFND   299,382 0 0
SOCIAL CAP SUVRETTA HLD CRPI CLASS A ORD SHS G8253W109 1,960 200,000 SH   DFND   200,000 0 0
SOCIAL CAP SUVRETTA HLDS CP CLASS A ORD SHS G8253Y105 713 72,667 SH   DFND   72,667 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253U103 1,976 200,000 SH   DFND   200,000 0 0
SOCIAL CAP SUVRETTA HLDS CRP CLASS A ORD SHS G8253T106 1,990 200,000 SH   DFND   200,000 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G82514111 39 22,500 SH   DFND   22,500 0 0
SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 70 37,500 SH   DFND   37,500 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 911 90,000 SH   DFND   90,000 0 0
SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 25 29,999 SH   DFND   29,999 0 0
SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 1,533 156,786 SH   DFND   156,786 0 0
SOFTWARE ACQUISITN GRP INC I UNIT 03/01/2028 83407J202 4,040 400,000 SH   DFND   400,000 0 0
SPARTACUS ACQUISITION CORP *W EXP 10/31/202 84677L117 600 375,000 SH   DFND   375,000 0 0
SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 34 30,498 SH   DFND   30,498 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 1,582 160,142 SH   DFND   160,142 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 14,391 14,601,000 PRN   DFND   14,601,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 9,308 7,610,000 PRN   DFND   7,610,000 0 0
SPORTRADAR GROUP AG CLASS A ORD SHS H8088L103 252 11,126 SH   DFND   11,126 0 0
SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 356 150,000 SH   DFND   150,000 0 0
SPORTS VENTURES ACQUISIN COR *W EXP 11/30/202 G8372A129 11 18,320 SH   DFND   18,320 0 0
SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 1,006 103,410 SH   DFND   103,410 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 23,219 1,319,253 SH   DFND   1,319,253 0 0
SPORTSTEK ACQUISITION CORP *W EXP 02/16/202 849196118 101 112,500 SH   DFND   112,500 0 0
SPORTSTEK ACQUISITION CORP COM CL A 849196100 2,303 236,200 SH   DFND   236,200 0 0
SPRING VY ACQUISITION CORP *W EXP 05/20/202 G8377A124 36 49,999 SH   DFND   49,999 0 0
SPRING VY ACQUISITION CORP CL A G8377A108 2,329 268,028 SH   DFND   268,028 0 0
SPRINGWATER SPL SITUATIONS C UNIT 12/01/2027 85205U206 997 99,878 SH   DFND   99,878 0 0
SQUARE INC NOTE 0.125% 3/0 852234AF0 52,067 25,619,000 PRN   DFND   25,619,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 99 32,000 PRN   DFND   32,000 0 0
STAMPS COM INC COM NEW 852857200 19,185 58,174 SH   DFND   58,174 0 0
STATE AUTO FINL CORP COM 855707105 6,448 126,546 SH   DFND   126,546 0 0
STERLING BANCORP DEL COM 85917A100 25,555 1,023,835 SH   DFND   1,023,835 0 0
STONEBRIDGE ACQUISITION CORP UNIT 04/11/2026 G85094111 2,520 250,000 SH   DFND   250,000 0 0
STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 126 200,000 SH   DFND   200,000 0 0
STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 1,991 206,300 SH   DFND   206,300 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 23,852 23,885,000 PRN   DFND   23,885,000 0 0
STRYVE FOODS INC *W EXP 07/31/202 863685111 261 334,521 SH   DFND   334,521 0 0
STRYVE FOODS INC CLASS A COM 863685103 224 41,780 SH   DFND   41,780 0 0
SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 86 100,000 SH   DFND   100,000 0 0
SUMMIT HEALTHCRE ACQUISTN CO CLASS A ORD SHS G8566R102 1,277 131,000 SH   DFND   131,000 0 0
SUPERNOVA PARTN ACQ CO III L *W EXP 99/99/999 G8T90F128 19 20,000 SH   DFND   20,000 0 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 1,533 158,000 SH   DFND   158,000 0 0
SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 10 12,500 SH   DFND   12,500 0 0
SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 500 51,343 SH   DFND   51,343 0 0
SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 39 60,349 SH   DFND   60,349 0 0
SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 526 53,930 SH   DFND   53,930 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 381 38,808 SH   DFND   38,808 0 0
SVF INVESTMENT CORP 3 CL A SHS G8601N108 344 35,000 SH   DFND   35,000 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 21,534 25,575,000 PRN   DFND   25,575,000 0 0
TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 319 550,000 SH   DFND   550,000 0 0
TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 16 25,000 SH   DFND   25,000 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 1,274 131,320 SH   DFND   131,320 0 0
TAILWIND TWO ACQUISITION COR SHS CL A G86613109 468 48,150 SH   DFND   48,150 0 0
TAILWIND TWO ACQUISITION COR UNIT 03/01/2028 G86613117 1,493 150,000 SH   DFND   150,000 0 0
TASTEMAKER ACQUISITION CORP *W EXP 01/07/202 876545112 78 120,504 SH   DFND   120,504 0 0
TASTEMAKER ACQUISITION CORP COM CL A 876545104 533 54,100 SH   DFND   54,100 0 0
TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 29 49,999 SH   DFND   49,999 0 0
TB SA ACQUISITION CORP CLASS A ORD SHS G8657L105 1,471 149,997 SH   DFND   149,997 0 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 559 57,110 SH   DFND   57,110 0 0
TCW SPECIAL PURPOSE ACQU COR UNIT 99/99/9999 87301L205 4,892 496,698 SH   DFND   496,698 0 0
TECH AND ENERGY TRANSITION *W EXP 03/31/202 87823R110 108 166,666 SH   DFND   166,666 0 0
TEKKORP DIGITAL ACQUISITN CO *W EXP 10/26/202 G8739H114 67 75,000 SH   DFND   75,000 0 0
TEKKORP DIGITAL ACQUISITN CO CL A G8739H106 1,256 127,910 SH   DFND   127,910 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 21,319 1,708,000 PRN   DFND   1,708,000 0 0
THAYER VENTURES ACQU CORP *W EXP 01/01/203 88332T118 101 87,499 SH   DFND   87,499 0 0
THAYER VENTURES ACQU CORP COM CL A 88332T100 1,173 116,070 SH   DFND   116,070 0 0
THE BEACHBODY COMPANY INC *W EXP 12/31/202 073463119 37 30,815 SH   DFND   30,815 0 0
THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 46 62,000 SH   DFND   62,000 0 0
THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 1,767 181,650 SH   DFND   181,650 0 0
THE ORIGINAL BARK COMPANY *W EXP 05/01/202 68622E112 480 282,603 SH   DFND   282,603 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,064 5,625,000 PRN   DFND   5,625,000 0 0
THIMBLE POINT ACQUISITION CO *W EXP 02/04/202 88408P115 38 40,333 SH   DFND   40,333 0 0
THIMBLE POINT ACQUISITION CO COM CL A 88408P107 1,831 184,169 SH   DFND   184,169 0 0
THUNDER BRDG CAP PRTNRS IV I UNIT 06/30/2026 88605L206 6,962 706,800 SH   DFND   706,800 0 0
THUNDER BRIDGE CAP PRTNRS II *W EXP 02/15/202 88605T118 20 26,346 SH   DFND   26,346 0 0
THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 496 50,812 SH   DFND   50,812 0 0
TIGA ACQUISITION CORP *W EXP 11/06/202 G88672111 28 40,000 SH   DFND   40,000 0 0
TIGA ACQUISITION CORP SHS CL A G88672103 714 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
TIMKENSTEEL CORPORATION NOTE 6.000%12/0 887399AB9 2,854 1,500,000 PRN   DFND   1,500,000 0 0
TIO TECH A *W EXP 04/12/202 G8T10C114 25 33,332 SH   DFND   33,332 0 0
TIO TECH A CLASS A ORD SHS G8T10C106 967 99,796 SH   DFND   99,796 0 0
TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 20 23,799 SH   DFND   23,799 0 0
TLG ACQUISITION ONE CORP *W EXP 01/25/202 87257M116 29 50,702 SH   DFND   50,702 0 0
TLG ACQUISITION ONE CORP COM CL A 87257M108 1,803 183,076 SH   DFND   183,076 0 0
TORTOISEECOFIN ACQUISITION C UNIT 99/99/9999 G8956E208 3,459 347,280 SH   DFND   347,280 0 0
TPB ACQUISITION CORP I UNIT 08/09/2026 G8990L119 3,940 400,000 SH   DFND   400,000 0 0
TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 40 20,000 SH   DFND   20,000 0 0
TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 406 41,500 SH   DFND   41,500 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5,487 4,750,000 PRN   DFND   4,750,000 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 48 33,333 SH   DFND   33,333 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 786 79,320 SH   DFND   79,320 0 0
TREPONT ACQUISITION CORP I *W EXP 11/24/202 G9095M127 26 40,000 SH   DFND   40,000 0 0
TREPONT ACQUISITION CORP I SHS CL A G9095M101 1,270 127,370 SH   DFND   127,370 0 0
TRIBE CAPITAL GROWTH CORP I *W EXP 02/28/202 89601Y119 74 81,248 SH   DFND   81,248 0 0
TRIBE CAPITAL GROWTH CORP I CLASS A COM 89601Y101 3,171 326,592 SH   DFND   326,592 0 0
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 24,476 1,393,859 SH   DFND   1,393,859 0 0
TRIPLE-S MGMT CORP COM 896749108 2,574 72,760 SH   DFND   72,760 0 0
TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 12 19,000 SH   DFND   19,000 0 0
TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 843 86,650 SH   DFND   86,650 0 0
TURMERIC ACQUISITION CORP *W EXP 10/08/202 G9127T124 23 33,333 SH   DFND   33,333 0 0
TURMERIC ACQUISITION CORP CL A G9127T108 1,242 126,903 SH   DFND   126,903 0 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 91 135,456 SH   DFND   135,456 0 0
TUSCAN HLDGS CORP II COM 90070A103 1,378 136,270 SH   DFND   136,270 0 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 33 49,999 SH   DFND   49,999 0 0
TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 1,483 152,683 SH   DFND   152,683 0 0
TWIN RIDGE CAPITAL ACQUIS CO *W EXP 03/07/202 G9151L120 11 16,666 SH   DFND   16,666 0 0
TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 485 49,998 SH   DFND   49,998 0 0
TWO COM CL A G9152V101 2,427 247,900 SH   DFND   247,900 0 0
TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 11 16,999 SH   DFND   16,999 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1,155 117,937 SH   DFND   117,937 0 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 8,620 4,550,000 PRN   DFND   4,550,000 0 0
UPHEALTH INC *W EXP 06/08/202 91532B119 190 412,607 SH   DFND   412,607 0 0
USHG ACQUISITION CORP *W EXP 02/24/202 91748P118 34 39,332 SH   DFND   39,332 0 0
USHG ACQUISITION CORP COM CL A 91748P100 470 48,410 SH   DFND   48,410 0 0
VAIL RESORTS INC COM 91879Q109 1,286 3,851 SH   DFND   3,851 0 0
VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 53 66,666 SH   DFND   66,666 0 0
VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 1,952 199,998 SH   DFND   199,998 0 0
VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 8,430 5,475,000 PRN   DFND   5,475,000 0 0
VECTOIQ ACQUISITION CORP II *W EXP 01/07/202 92244F117 31 39,999 SH   DFND   39,999 0 0
VECTOIQ ACQUISITION CORP II COM CL A 92244F109 626 64,517 SH   DFND   64,517 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 975 100,000 SH   DFND   100,000 0 0
VEECO INSTRS INC DEL NOTE 3.750% 6/0 922417AF7 11,598 6,500,000 PRN   DFND   6,500,000 0 0
VELO3D INC *W EXP 12/01/202 92259N112 31 20,000 SH   DFND   20,000 0 0
VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 28 39,332 SH   DFND   39,332 0 0
VELOCITY ACQUISITION CORP COM CL A 92259E104 1,667 169,076 SH   DFND   169,076 0 0
VENTOUX CCM ACQUISITION CORP COM 92280L101 564 56,480 SH   DFND   56,480 0 0
VEONEER INC COM 92336X109 6,383 187,407 SH   DFND   187,407 0 0
VEREIT INC COM 92339V308 24,194 534,909 SH   DFND   534,909 0 0
VIACOMCBS INC CL B 92556H206 4,759 120,446 SH   DFND   120,446 0 0
VICKERS VANTAGE CORP I *W EXP 09/15/202 G9440B115 20 39,615 SH   DFND   39,615 0 0
VICKERS VANTAGE CORP I SHS G9440B107 1,307 130,968 SH   DFND   130,968 0 0
VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 17 19,999 SH   DFND   19,999 0 0
VIRTUOSO ACQUISITION CORP *W EXP 01/31/202 92837J112 86 74,999 SH   DFND   74,999 0 0
VIRTUOSO ACQUISITION CORP COM CL A 92837J104 1,467 147,998 SH   DFND   147,998 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 9,858 9,550,000 PRN   DFND   9,550,000 0 0
VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 167 238,545 SH   DFND   238,545 0 0
VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 1,495 148,309 SH   DFND   148,309 0 0
VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 599 60,000 SH   DFND   60,000 0 0
VPC IMPACT ACQU HOLDI III IN *W EXP 09/03/202 91835J116 64 37,499 SH   DFND   37,499 0 0
VPC IMPACT ACQU HOLDI III IN COM CL A 91835J108 1,437 144,996 SH   DFND   144,996 0 0
VPC IMPACT ACQUISITION HLDG *W EXP 03/05/202 G9460L118 45 37,499 SH   DFND   37,499 0 0
VPC IMPACT ACQUISITION HLDNG *W EXP 10/22/202 G9441E118 139 84,863 SH   DFND   84,863 0 0
VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 27 20,000 SH   DFND   20,000 0 0
WALDENCAST ACQUISITION CORP *W EXP 03/11/202 G9460C118 20 25,000 SH   DFND   25,000 0 0
WALDENCAST ACQUISITION CORP CLASS A ORD SHS G9460C100 725 75,000 SH   DFND   75,000 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 14 15,000 SH   DFND   15,000 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 616 62,950 SH   DFND   62,950 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 944 96,180 SH   DFND   96,180 0 0
WARRIOR TECHNOLOGIES ACQUI C *W EXP 03/31/202 936273119 44 80,894 SH   DFND   80,894 0 0
WARRIOR TECHNOLOGIES ACQUI C COM CL A 936273101 1,720 175,348 SH   DFND   175,348 0 0
WAVERLEY CAPITAL ACQUIS CORP UNIT 99/99/9999 G06536125 1,479 150,000 SH   DFND   150,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 28,018 27,892,000 PRN   DFND   27,892,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 21,079 11,342,000 PRN   DFND   11,342,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 56 25,000 PRN   DFND   25,000 0 0
WELBILT INC COM 949090104 25,198 1,084,246 SH   DFND   1,084,246 0 0
WILLIAMS ROWLAND ACQUISITION UNIT 99/99/9999 96951B201 5,075 500,000 SH   DFND   500,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 37,154 27,950,000 PRN   DFND   27,950,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1,874 1,600,000 PRN   DFND   1,600,000 0 0
WIX COM LTD NOTE 8/1 92940WAD1 8,391 8,700,000 PRN   DFND   8,700,000 0 0
WM TECHNOLOGY INC *W EXP 06/16/202 92971A117 72 16,746 SH   DFND   16,746 0 0
WORLD QUANTUM GROWTH ACQUISI UNIT 99/99/9999 G5596W119 3,015 300,000 SH   DFND   300,000 0 0
XILINX INC COM 983919101 20,219 133,911 SH   DFND   133,911 0 0
XOS INC *W EXP 10/06/202 98423B116 40 37,296 SH   DFND   37,296 0 0
XPAC ACQUISITION CORP UNIT 07/27/2021 G9831X114 2,949 300,000 SH   DFND   300,000 0 0
YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 233 250,000 SH   DFND   250,000 0 0
YELLOWSTONE ACQUISITION CO COM CL A 98566K105 3,448 339,701 SH   DFND   339,701 0 0
YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 84 79,166 SH   DFND   79,166 0 0
YUCAIPA ACQUISITION CORP COM G9879L105 1,295 131,120 SH   DFND   131,120 0 0
YUNHONG INTL *W EXP 01/31/202 G98882122 16 100,000 SH   DFND   100,000 0 0
YUNHONG INTL CL A SHS G98882106 698 67,954 SH   DFND   67,954 0 0
YUNHONG INTL RIGHT 01/31/2027 G98882130 40 200,000 SH   DFND   200,000 0 0
ZANITE ACQUISITION CORP *W EXP 10/08/202 98907K111 147 175,000 SH   DFND   175,000 0 0
ZANITE ACQUISITION CORP COM CL A 98907K103 1,846 182,547 SH   DFND   182,547 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 6,414 5,025,000 PRN   DFND   5,025,000 0 0
ZIMMER ENERGY TRANSITION ACQ UNIT 06/16/2026 989570205 8,955 900,000 SH   DFND   900,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 13,808 7,551,000 PRN   DFND   7,551,000 0 0
Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 27 41,665 SH   DFND   41,665 0 0
Z-WORK ACQUISITION CORP COM CL A 98880C102 1,690 173,545 SH   DFND   173,545 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4,811 4,225,000 PRN   DFND   4,225,000 0 0