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CNH Partners

Filed: 15 Nov 21, 4:31pm

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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
10X CAP VENTURE ACQSTN CORPUNIT 04/19/2028G870761243,483350,000SH DFND 350,00000
180 LIFE SCIENCES CORP*W EXP 11/07/20268236V112136147,473SH DFND 147,47300
1LIFE HEALTHCARE INCNOTE 3.000% 6/168269GAB316,23317,025,000PRN DFND 17,025,00000
26 CAPITAL ACQUISITION CORP*W EXP 12/31/20290138P11883100,000SH DFND 100,00000
26 CAPITAL ACQUISITION CORPCOM CL A90138P10066368,200SH DFND 68,20000
4D PHARMA PLC*W EXP 03/22/20235085K1175477,566SH DFND 77,56600
51JOB INCSPONSORED ADS31682710411,442164,569SH DFND 164,56900
7GC & CO HOLDINGS INC*W EXP 12/23/20281786A11555100,000SH DFND 100,00000
7GC & CO HOLDINGS INCCOM CL A81786A10774276,380SH DFND 76,38000
890 5TH AVE PARTNERS INC*W EXP 01/12/20228250A1135544,332SH DFND 44,33200
890 5TH AVE PARTNERS INCCOM CL A28250A1051,559157,296SH DFND 157,29600
A K A BRANDS HLDG CORPCOM00152K10139746,358SH DFND 46,35800
ABG ACQUISITION CORP ICL A SHSG0049610274776,700SH DFND 76,70000
ACCELERATE ACQUISITION CORP*W EXP 06/15/20200439D110188199,999SH DFND 199,99900
ACCELERATE ACQUISITION CORPCOM CL A00439D1021,304134,055SH DFND 134,05500
ACCELERON PHARMA INCCOM00434H1087,07741,122SH DFND 41,12200
ACE CONVERGENCE ACQU CORP*W EXP 09/30/202G0083D10459100,000SH DFND 100,00000
ACE CONVERGENCE ACQU CORPCL AG0083D12055556,010SH DFND 56,01000
ACKRELL SPAC PARTNERS I COUNIT 12/01/202600461L2041,380135,000SH DFND 135,00000
ACON S2 ACQUISITION CORP*W EXP 09/15/202G0074811410383,332SH DFND 83,33200
ACON S2 ACQUISITION CORPCL SHSG0074810678278,308SH DFND 78,30800
ACROPOLIS INFRASTRUCTURE ACQUNIT 99/99/99990050292028,453846,990SH DFND 846,99000
ADARA ACQUISITION CORPCOM CL A00653H10215716,038SH DFND 16,03800
ADIT EDTECH ACQUISITION CORP*W EXP 99/99/9990070241103365,999SH DFND 65,99900
ADIT EDTECH ACQUISITION CORPCOMMON STOCK0070241021,489152,840SH DFND 152,84000
ADVANCED MERGER PARTNERS INC*W EXP 06/30/20200777J1171819,833SH DFND 19,83300
AEA-BRIDGES IMPACT CORP*W EXP 09/19/202G01046112114175,000SH DFND 175,00000
AEA-BRIDGES IMPACT CORPSHS CL AG0104610488290,199SH DFND 90,19900
AEQUI ACQUISITION CORP*W EXP 11/30/20200775W11086143,333SH DFND 143,33300
AEQUI ACQUISITION CORPCOM CL A00775W1022,822289,409SH DFND 289,40900
AEROJET ROCKETDYNE HLDGS INCCOM00780010528,759660,366SH DFND 660,36600
AESTHER HEALTHCARE ACQSTN COUNIT 09/14/202600809L2051,01499,879SH DFND 99,87900
AEYE INC*W EXP 09/30/202008183113133114,228SH DFND 114,22800
AF ACQUISITION CORP*W EXP 03/23/20200104011297183,331SH DFND 183,33100
AF ACQUISITION CORPCLASS A COM0010401041,592163,437SH DFND 163,43700
AFRICAN GOLD ACQUISITION COR*W EXP 03/31/202G0112R1241429,997SH DFND 29,99700
AFRICAN GOLD ACQUISITION CORSHS CL AG0112R1081,055108,566SH DFND 108,56600
AFTERNEXT HEALTHTECH ACQUISIUNIT 99/99/9999G011091183,735375,000SH DFND 375,00000
AGILE GROWTH CORP*W EXP 03/09/202G012021111116,666SH DFND 16,66600
AGILE GROWTH CORPCLASS A ORDG0120210395598,298SH DFND 98,29800
AGRICO ACQUISITION CORP*W EXP 03/31/202G4108911451114,198SH DFND 114,19800
AGRICO ACQUISITION CORPCLASS A ORD SHSG410891062,286228,397SH DFND 228,39700
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ018,34515,052,000PRN DFND 15,052,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL551,59347,040,000PRN DFND 47,040,00000
ALDEL FINANCIAL INC*W EXP 99/99/99901407X11212160,000SH DFND 60,00000
ALDEL FINANCIAL INCCL A COM01407X1041,692167,710SH DFND 167,71000
ALKURI GLOBAL ACQUISITION CO*W EXP 02/09/20266981N1117351,449SH DFND 51,44900
ALKURI GLOBAL ACQUISITION COCOM CL A66981N1031,494149,816SH DFND 149,81600
ALLEGHENY TECHNOLOGIES INCNOTE 3.500% 6/101741RAK815,28211,410,000PRN DFND 11,410,00000
ALPHA CAPITAL ACQUISITION CO*W EXP 02/16/202G0316P1221425,000SH DFND 25,00000
ALPHA CAPITAL ACQUISITION COCL A ORD SHSG0316P1301,015104,430SH DFND 104,43000
ALPHA HEALTHCARE ACQU CORP IUNIT 04/01/202602073F2034,455450,000SH DFND 450,00000
ALPHA PARTNERS TECH MERGR COUNIT 03/31/2028G632901293,709375,000SH DFND 375,00000
ALPINE ACQUISITION CORPORATIUNIT 05/01/202602083L20875574,908SH DFND 74,90800
ALTABANCORPCOM0213471094,956112,223SH DFND 112,22300
ALTC ACQUISITION CORPCOM CL A02156V1092,453250,000SH DFND 250,00000
ALTERYX INCNOTE 1.000% 8/002156BAF04,2904,625,000PRN DFND 4,625,00000
ALTIMAR ACQUISITION CORP II*W EXP 02/09/202G037091211413,050SH DFND 13,05000
ALTIMAR ACQUISITION CORP III*W EXP 08/03/202G0370U1161312,500SH DFND 12,50000
ALTIMAR ACQUISITION CORP IIISHS CL AG0370U10856858,320SH DFND 58,32000
ALTIMETER GROWTH CORP*W EXP 09/30/202G0370L1162210,000SH DFND 10,00000
ALTIMETER GROWTH CORP 2COM CL AG0371B10928729,000SH DFND 29,00000
ALTITUDE ACQUISITION CORP*W EXP 11/30/20202156Y11186135,000SH DFND 135,00000
ALTITUDE ACQUISITION CORPCOM CL A02156Y1031,377139,955SH DFND 139,95500
AMCI ACQUISITION CORP IIUNIT 03/24/202600166R2092,976300,000SH DFND 300,00000
AMERICAN ACQUISITION OPPT IN*W EXP 05/28/20202369M11056100,000SH DFND 100,00000
AMERICAN ACQUISITION OPPT INCLASS A COM02369M1022,579261,004SH DFND 261,00400
AMERICAN AIRLINES GROUP INCNOTE 6.500% 7/002376RAF950,44832,904,000PRN DFND 32,904,00000
AMERICAN NATIONAL GROUP INCCOM NEW02772A1098,11542,929SH DFND 42,92900
AMERICAN VRTUAL CLOUD TECH I*W EXP 04/07/202030382113735,034SH DFND 35,03400
AMERICAS TECHNOLOGY ACQSN CO*W EXP 12/31/202G0404A1101530,000SH DFND 30,00000
AMERICAS TECHNOLOGY ACQSN COSHSG0404A1021,072106,748SH DFND 106,74800
ANGEL POND HOLDINGS CORP*W EXP 99/99/999G0447J1286986,952SH DFND 86,95200
ANGEL POND HOLDINGS CORPSHS CL AG0447J1022,520260,858SH DFND 260,85800
ANTHEM INCNOTE 2.750%10/194973VBG16,7571,279,000PRN DFND 1,279,00000
ANZU SPECIAL ACQUISITIN CORP*W EXP 01/27/20203737A1195383,332SH DFND 83,33200
ANZU SPECIAL ACQUISITIN CORPCOM CL A03737A1012,993308,576SH DFND 308,57600
APOLLO COML REAL EST FIN INCNOTE 4.750% 8/203762UAB1782775,000PRN DFND 775,00000
APOLLO STRATEGIC GROWTH CAPT*W EXP 10/29/202G0411R1142632,223SH DFND 32,22300
APOLLO STRATEGIC GROWTH CAPTSHS CL AG0411R10658359,700SH DFND 59,70000
APOLLO STRATEGIC GRWT CPTL ISHS CL AG0412A10247248,300SH DFND 48,30000
ARBOR REALTY TRUST INCNOTE 4.750%11/0038923AP3447400,000PRN DFND 400,00000
ARCHER AVIATION INC*W EXP 09/16/20203945R110302189,999SH DFND 189,99900
ARCHIMEDES TECH SPAC PARTNRUNIT 03/10/20260395622022,344235,600SH DFND 235,60000
ARCLIGHT CLEAN TRANSITION II*W EXP 03/16/202G0R21B1122120,000SH DFND 20,00000
ARCLIGHT CLEAN TRANSITION IICLASS A ORD SHSG0R21B104976100,000SH DFND 100,00000
ARCTOS NORTHSTAR ACQUIS CORP*W EXP 99/99/999G0477L1261418,749SH DFND 18,74900
ARCTOS NORTHSTAR ACQUIS CORPSHS CL AG0477L10069270,924SH DFND 70,92400
ARES ACQUISITION CORPORATION*W EXP 99/99/999G330321221314,999SH DFND 14,99900
ARES ACQUISITION CORPORATIONCOM CL AG3303210658259,710SH DFND 59,71000
ARGUS CAPITAL CORPUNIT 08/31/202804026L2041,513149,820SH DFND 149,82000
ARIES I ACQUISITION CORP*W EXP 03/18/202G0542N1235090,505SH DFND 90,50500
ARIES I ACQUISITION CORPCLASS A ORD SHSG0542N1071,278128,010SH DFND 128,01000
ARMADA ACQUISITION CORP IUNIT 08/13/202604208V2022,739275,000SH DFND 275,00000
ARROWROOT ACQUISITION CORP*W EXP 03/02/20204282M1103561,000SH DFND 61,00000
ARROWROOT ACQUISITION CORPCL A COM04282M1021,738179,210SH DFND 179,21000
ARTEMIS STRATEGIC INVT CORPUNIT 09/30/202604303A2025,009499,404SH DFND 499,40400
ARTISAN ACQUISITION CORP*W EXP 03/26/202G0509L1289886,269SH DFND 86,26900
ARTISAN ACQUISITION CORPCLASS A ORD SHSG0509L1022,567258,809SH DFND 258,80900
ARYA SCIENCES ACQU CORP IVCL AG3165910836236,000SH DFND 36,00000
ARYA SCIENCES ACQUISITN CORPCLASS A ORD SHSG3165810049450,000SH DFND 50,00000
ASTREA ACQUISITION CORP*W EXP 01/28/20204637C1145266,499SH DFND 66,49900
ASTREA ACQUISITION CORPCOM CL A04637C1061,917192,088SH DFND 192,08800
ATHENA TECHNOLOGY ACQUISI CO*W EXP 03/31/20204687A1179166,666SH DFND 66,66600
ATHENE HOLDING LTDCL AG0684D10723,229337,286SH DFND 337,28600
ATHLON ACQUISITION CORP*W EXP 01/12/20204748A1144766,499SH DFND 66,49900
ATHLON ACQUISITION CORPCOM CL A04748A1061,560159,536SH DFND 159,53600
ATLANTIC AVE ACQUISITION COR*W EXP 10/06/20204906P119136203,431SH DFND 203,43100
ATLANTIC AVE ACQUISITION CORCOM CL A04906P1011,081110,280SH DFND 110,28000
ATLANTIC CAP BANCSHARES INCCOM0482692032,912109,918SH DFND 109,91800
ATLANTIC COASTAL ACQUISTN CO*W EXP 03/02/202048453112163296,331SH DFND 296,33100
ATLANTIC COASTAL ACQUISTN COCLASS A COM04845310454656,340SH DFND 56,34000
ATLANTICA SUSTAINABLE INFRANOTE 4.000% 7/104916EAB02,1191,825,000PRN DFND 1,825,00000
ATLAS AIR WORLDWIDE HLDGS INNOTE 2.250% 6/0049164BH87,0885,950,000PRN DFND 5,950,00000
ATLAS CREST INVESTMENT CORP*W EXP 02/03/2020492871132529,999SH DFND 29,99900
ATLAS CREST INVESTMENT CORPCOM CL A04928710550251,482SH DFND 51,48200
ATOTECH LTDCOMG0625A10518,251755,748SH DFND 755,74800
AURORA ACQUISITION CORP*W EXP 03/02/202G0698L1292012,500SH DFND 12,50000
AURORA ACQUISITION CORPCLASS A ORD SHSG0698L10354054,319SH DFND 54,31900
AUSTERLITZ ACQUISITION CORP*W EXP 02/19/202G0633D1253017,500SH DFND 17,50000
AUSTERLITZ ACQUISITION CORP*W EXP 02/19/202G0633U1271817,500SH DFND 17,50000
AUSTERLITZ ACQUISITION CORPCOM CL AG0633U10158459,890SH DFND 59,89000
AUTHENTIC EQUITY ACQUISTN CO*W EXP 01/20/202G066071244566,500SH DFND 66,50000
AUTHENTIC EQUITY ACQUISTN COCL A SHSG066071081,855191,210SH DFND 191,21000
AVANTI ACQUISITION CORP*W EXP 99/99/999G0682V12565100,000SH DFND 100,00000
AVANTI ACQUISITION CORPSHS CL AG0682V10966567,900SH DFND 67,90000
AVAYA HLDGS CORPNOTE 2.250% 6/105351XAB77,7897,400,000PRN DFND 7,400,00000
AVISTA PUB ACQUISITION CORPUNIT 04/06/2026G072471102,535250,000SH DFND 250,00000
AXONPRIME INFRSTCTR AQSTN COUNIT 05/31/202805467C2074,950500,000SH DFND 500,00000
B RILEY PRIN 250 MERGER CORP*W EXP 04/01/20205602L112150214,059SH DFND 214,05900
B RILEY PRIN 250 MERGER CORPCLASS A COM05602L104975100,512SH DFND 100,51200
B RILEY PRINCIPAL 150 MERGER*W EXP 03/01/20205601V1113240,332SH DFND 40,33200
B RILEY PRINCIPAL 150 MERGERCOM CL A05601V1031,511154,928SH DFND 154,92800
BANDWIDTH INCNOTE 0.250% 3/005988JAB911,6649,700,000PRN DFND 9,700,00000
BANNER ACQUISITION CORPUNIT 09/07/202606654K20099399,879SH DFND 99,87900
BANNIX ACQUISITION CORPUNIT 07/31/202606664420466564,922SH DFND 64,92200
BELONG ACQUISITION CORPUNIT 03/23/202608069M2012,994300,000SH DFND 300,00000
BENESSERE CAPITAL ACQUSTN CO*W EXP 99/99/99908179B1113375,000SH DFND 75,00000
BENESSERE CAPITAL ACQUSTN COCOM CL A08179B10396996,145SH DFND 96,14500
BENESSERE CAPITAL ACQUSTN CORIGHT 99/99/999908179B12932100,000SH DFND 100,00000
BENSON HILL INC*W EXP 99/99/9990824901114229,679SH DFND 29,67900
BERENSON ACQUISITION CORP IUNIT 99/99/999908369020673974,910SH DFND 74,91000
BERKSHIRE GREY INC*W EXP 07/21/2020846561156755,628SH DFND 55,62800
BETTER WORLD ACQUISITION COR*W EXP 11/15/20208772B1125790,000SH DFND 90,00000
BETTER WORLD ACQUISITION CORCOM08772B1041,037102,930SH DFND 102,93000
BIG CYPRESS ACQUISITION CORP*W EXP 07/25/2020891151174550,000SH DFND 50,00000
BIG CYPRESS ACQUISITION CORPCOM0891151091,138112,856SH DFND 112,85600
BIG SKY GROWTH PARTNERS INCUNIT 04/01/202608954L2015,277528,764SH DFND 528,76400
BILANDER ACQUISITION CORPUNIT 05/19/202609001T2055,462547,280SH DFND 547,28000
BIOMARIN PHARMACEUTICAL INCNOTE 1.250% 5/109061GAK721,77621,650,000PRN DFND 21,650,00000
BIOTECH ACQUISITION COMPANY*W EXP 11/30/202G1125A1161726,499SH DFND 26,49900
BIOTECH ACQUISITION COMPANYCL A SHSG1125A108985101,148SH DFND 101,14800
BITE ACQUISITION CORP*W EXP 02/12/20309175K1134781,833SH DFND 81,83300
BITE ACQUISITION CORPCOMMON STOCK09175K1051,886193,860SH DFND 193,86000
BLACK SPADE ACQUISITION COUNIT 99/99/9999G115371262,480250,000SH DFND 250,00000
BLUE OWL CAPITAL INC*W EXP 05/19/20209581B11123549,999SH DFND 49,99900
BLUE SAFARI GRP ACQUISITN COCLASS A ORD SHSG1195R106991100,100SH DFND 100,10000
BLUE SAFARI GRP ACQUISITN CORIGHT 09/24/2026G1195R13035100,100SH DFND 100,10000
BLUE WHALE ACQUISITION CORPUNIT 07/30/2026G1330M1112,935295,907SH DFND 295,90700
BLUERIVER ACQUISITION CORP*W EXP 01/04/202G1261Q1151116,666SH DFND 16,66600
BLUESCAPE OPPORTUNITIES ACQU*W EXP 10/28/202G1195N1136665,000SH DFND 65,00000
BLUESCAPE OPPORTUNITIES ACQUSHSG1195N10576578,050SH DFND 78,05000
BOA ACQUISITION CORP*W EXP 02/22/20205601A1172542,497SH DFND 42,49700
BOA ACQUISITION CORPCOM CL A05601A1091,791184,471SH DFND 184,47100
BOOKING HOLDINGS INCCOM09857L10817,0717,198SH DFND 7,19800
BOWX ACQUISITION CORP*W EXP 08/03/202103085114312149,999SH DFND 149,99900
BREEZE HOLDINGS ACQUISITN CO*W EXP 05/25/20210676211552100,000SH DFND 100,00000
BREEZE HOLDINGS ACQUISITN COCOM10676210774373,581SH DFND 73,58100
BREEZE HOLDINGS ACQUISITN CORIGHT 05/23/202210676212321100,000SH DFND 100,00000
BRIDGETOWN 2 HOLDINGS LTDCL AG1355V10335736,000SH DFND 36,00000
BRIDGETOWN HOLDINGS LTD*W EXP 09/30/202G1355U1215040,000SH DFND 40,00000
BRIDGETOWN HOLDINGS LTDCOM CL AG1355U11348749,620SH DFND 49,62000
BRIGHT LIGHTS ACQUISITION CO*W EXP 01/01/20210920K1195052,499SH DFND 52,49900
BRIGHT LIGHTS ACQUISITION COCOM CL A10920K1011,497153,688SH DFND 153,68800
BROADMARK RLTY CAP INC*W EXP 11/15/20211135B1181431,189,227SH DFND 1,189,22700
BROADSCALE ACQUISITION CORP*W EXP 02/02/20211134Y1192229,249SH DFND 29,24900
BROADSCALE ACQUISITION CORPCOM CL A11134Y10110210,492SH DFND 10,49200
BROADSTONE ACQUISITION CORP*W EXP 09/15/202G1739V126152140,625SH DFND 140,62500
BROADSTONE ACQUISITION CORPSHS CL AG1739V1001,417142,410SH DFND 142,41000
BROOGE ENERGY LTD*W EXP 12/20/202G1611B115213426,566SH DFND 426,56600
BRYN MAWR BK CORPCOM1176651092,71259,017SH DFND 59,01700
BUILD ACQUISITION CORP*W EXP 03/15/20212008J113131200,000SH DFND 200,00000
BUILD ACQUISITION CORPCOM CLASS A12008J1051,895195,578SH DFND 195,57800
BULL HORN HLDGS CORP*W EXP 10/31/202G1686P12234130,000SH DFND 130,00000
BULL HORN HLDGS CORPSHSG1686P1061,544155,130SH DFND 155,13000
BURGUNDY TECHNOLOGY ACQU COR*W EXP 08/31/202G1702T124121177,227SH DFND 177,22700
BURGUNDY TECHNOLOGY ACQU CORCL AG1702T11696897,280SH DFND 97,28000
BYTE ACQUISITION CORP*W EXP 03/18/202G1R25Q1134575,000SH DFND 75,00000
BYTE ACQUISITION CORPCLASS A ORD SHSG1R25Q1051,037106,787SH DFND 106,78700
CADENCE BANCORPORATIONCL A12739A10016,731761,882SH DFND 761,88200
CAI INTERNATIONAL INCCOM12477X10613,050233,411SH DFND 233,41100
CAPSTAR SPL PURP ACQUISITION*W EXP 99/99/99914070Y119174200,000SH DFND 200,00000
CAPSTAR SPL PURP ACQUISITIONCOM CL A14070Y10148548,924SH DFND 48,92400
CAPSTEAD MTG CORPCOM NO PAR14067E5065,840872,942SH DFND 872,94200
CARDLYTICS INCNOTE 1.000% 9/114161WAB1974775,000PRN DFND 775,00000
CARNEY TECHNOLOGY ACQU CORP*W EXP 11/30/202143636116129195,714SH DFND 195,71400
CARNEY TECHNOLOGY ACQU CORPCL A COMMON STK1436361082,431248,792SH DFND 248,79200
CARTESIAN GROWTH CORP*W EXP 02/26/202G192761155450,713SH DFND 50,71300
CARTESIAN GROWTH CORPCL A SHSG1927610780381,330SH DFND 81,33000
CASCADE ACQUISITION CORP*W EXP 11/30/20214715111299159,916SH DFND 159,91600
CASCADE ACQUISITION CORPCOM CL A1471511041,321132,752SH DFND 132,75200
CASCADIA ACQUISITION CORPUNIT 09/30/202814739D2092,963299,634SH DFND 299,63400
CATALYST PARTNRS ACQUISITN C*W EXP 05/12/202G195501215160,000SH DFND 60,00000
CATCHA INVESTMENT CORP*W EXP 99/99/999G1962Y1101116,666SH DFND 16,66600
CATCHA INVESTMENT CORPSHS CL AG1962Y10295798,198SH DFND 98,19800
CBRE ACQUISITION HLDGS INC*W EXP 99/99/99912510J1148249,998SH DFND 49,99800
CC NEUBERGER PRIN HLDGS II*W EXP 07/29/202G3166T111169167,800SH DFND 167,80000
CC NEUBERGER PRIN HLDGS IISHS CL AG3166T10362964,078SH DFND 64,07800
CC NEUBERGER PRINCIPAL HOLDNSHS CL AG1992N10068470,049SH DFND 70,04900
CELULARITY INC*W EXP 05/24/202151190113136117,969SH DFND 117,96900
CENAQ ENERGY CORPUNIT 02/04/202615130M2013,015300,000SH DFND 300,00000
CERBERUS TELECOM ACQUISITION*W EXP 99/99/999G2040C1205858,332SH DFND 58,33200
CERBERUS TELECOM ACQUISITIONSHS CL AG2040C1041,408180,261SH DFND 180,26100
CF ACQUISITION CORP IV*W EXP 12/31/20212520T1108699,998SH DFND 99,99800
CF ACQUISITION CORP IVCOM CL A12520T10289792,139SH DFND 92,13900
CF ACQUISITION CORP V*W EXP 01/25/20212520R1143940,666SH DFND 40,66600
CF ACQUISITION CORP VCL A12520R1061,155116,669SH DFND 116,66900
CF ACQUISITION CORP VI*W EXP 02/18/20212521J1113038,000SH DFND 38,00000
CF ACQUISITION CORP VICOM CL A12521J1031,499154,400SH DFND 154,40000
CF ACQUISITION CORP VIII*W EXP 03/31/20212520C1177775,000SH DFND 75,00000
CF ACQUISITION CORP VIIICLASS A COM12520C10982682,820SH DFND 82,82000
CHANGE HEALTHCARE INCCOM15912K10016,704797,684SH DFND 797,68400
CHAVANT CAPITAL ACQUISITN CO*W EXP 99/99/999G2058L11171147,846SH DFND 147,84600
CHAVANT CAPITAL ACQUISITN COORDINARY SHARESG2058L1031,946197,128SH DFND 197,12800
CHEGG INCNOTE 0.125% 3/1163092AD111,4287,925,000PRN DFND 7,925,00000
CHEGG INCNOTE 9/0163092AF620,70620,905,000PRN DFND 20,905,00000
CHP MERGER CORP*W EXP 11/22/20212558Y114264479,757SH DFND 479,75700
CHP MERGER CORPCOM CL A12558Y10696896,580SH DFND 96,58000
CHURCHILL CAPITAL CORP V*W EXP 10/29/20217144T1151612,499SH DFND 12,49900
CHURCHILL CAPITAL CORP VI*W EXP 02/17/20217143W1192823,400SH DFND 23,40000
CHURCHILL CAPITAL CORP VII*W EXP 02/29/20217144M1102223,400SH DFND 23,40000
CHURCHILL CAPITAL CORP VIICOM CL A17144M10258259,830SH DFND 59,83000
CIIG CAPITAL PARTNERS II INCUNIT 02/28/202812561U2083,524349,575SH DFND 349,57500
CIT GROUP INCCOM NEW12558180116,499317,596SH DFND 317,59600
CITIC CAPITAL ACQUISITION CO*W EXP 01/17/202G21513117158200,000SH DFND 200,00000
CITIC CAPITAL ACQUISITION COCOM CL AG2151310995295,530SH DFND 95,53000
CLARIM ACQUISITION CORP*W EXP 01/05/20218049C1165995,022SH DFND 95,02200
CLARIM ACQUISITION CORPCOM CL A18049C1082,519256,283SH DFND 256,28300
CLASS ACCELERATION CORP*W EXP 03/31/20218274B1143763,999SH DFND 63,99900
CLASS ACCELERATION CORPCOM18274B10672774,810SH DFND 74,81000
CLEARWATER ANALYTICS HLDGS ICL A1851231062379,272SH DFND 9,27200
CLEVELAND-CLIFFS INC NEWDBCV 1.500% 1/1185899AA917,6106,863,000PRN DFND 6,863,00000
CLIMATE REAL IMPACT SLUTINS*W EXP 01/29/2021871711112624,399SH DFND 24,39900
CLIMATE REAL IMPACT SLUTINSCOM CL A18717110359460,750SH DFND 60,75000
CLOUDERA INCCOM18914U10011,403714,054SH DFND 714,05400
CLOVER LEAF CAPITAL CORPUNIT 99/99/999918915E2043,111300,000SH DFND 300,00000
CM LIFE SCIENCES III INCCLASS A COM1258411061,070107,813SH DFND 107,81300
CNX RES CORPNOTE 2.250% 5/012653CAG336,28129,025,000PRN DFND 29,025,00000
COHERENT INCCOM19247910320,97283,857SH DFND 83,85700
COHERUS BIOSCIENCES INCNOTE 1.500% 4/119249HAB916,32014,645,000PRN DFND 14,645,00000
COHN ROBBINS HOLDINGS CORP*W EXP 08/28/202G237261139099,999SH DFND 99,99900
COHN ROBBINS HOLDINGS CORPCOM CL AG2372610566367,550SH DFND 67,55000
COLICITY INC*W EXP 02/24/2021941701142630,999SH DFND 30,99900
COLISEUM ACQUISITION CORP*W EXP 08/22/202G2263T1075986,289SH DFND 86,28900
COLISEUM ACQUISITION CORPCLASS A ORD SHSG2263T1232,514258,868SH DFND 258,86800
COLLEGIUM PHARMACEUTICAL INCNOTE 2.625% 2/119459JAA27,4897,500,000PRN DFND 7,500,00000
COLLIERS INTL GROUP INCNOTE 4.000% 6/0194693AB32,2741,000,000PRN DFND 1,000,00000
COLOMBIER ACQUISITION CORP*W EXP 99/99/99919533H11692164,603SH DFND 164,60300
COLOMBIER ACQUISITION CORPCL A19533H10884987,810SH DFND 87,81000
COLONNADE ACQUISITION CORP I*W EXP 99/99/999G2284B119810,139SH DFND 10,13900
COLONNADE ACQUISITION CORP ISHS CL AG2284B10154355,534SH DFND 55,53400
COLUMBIA PPTY TR INCCOM NEW19828720321,8751,150,110SH DFND 1,150,11000
COMPUTE HEALTH ACQUISITIN CO*W EXP 01/25/2022048331153333,674SH DFND 33,67400
COMPUTE HEALTH ACQUISITIN COCOM CL A20483310755256,530SH DFND 56,53000
CONCORD ACQUISITION CORP*W EXP 12/28/202206071110410231,666SH DFND 231,66600
CONCORD ACQUISITION CORP IIUNIT 99/99/999920607U2077,080710,107SH DFND 710,10700
CONSTELLATION ACQUISITN CORP*W EXP 01/29/202G2R18K1131319,332SH DFND 19,33200
CONSTELLATION ACQUISITN CORPSHS CL AG2R18K105989101,296SH DFND 101,29600
CONX CORP*W EXP 10/30/202212873111144124,999SH DFND 124,99900
CONX CORPCOM CL A21287310381883,440SH DFND 83,44000
CONYERS PARK III ACQSITN CORUNIT 07/30/202621289P20111,2611,125,000SH DFND 1,125,00000
COPA HOLDINGS SANOTE 4.500% 4/121720AAB831,84818,300,000PRN DFND 18,300,00000
CORAZON CAPITAL V838 MONOCER*W EXP 03/24/202G242371283850,000SH DFND 50,00000
CORAZON CAPITAL V838 MONOCERCLASS A ORD SHSG242371021,455150,000SH DFND 150,00000
CORE & MAIN INCCL A21874C10293435,640SH DFND 35,64000
CORNER GROWTH ACQUISITION CO*W EXP 99/99/999G2425N113113133,333SH DFND 133,33300
CORNER GROWTH ACQUISITION COCL A SHSG2425N10573275,017SH DFND 75,01700
CORNER GROWTH ACQUISITN CORP*W EXP 04/09/202G2426E120120116,665SH DFND 116,66500
CORNER GROWTH ACQUISITN CORPCLASS A ORD SHSG2426E1043,451349,998SH DFND 349,99800
CORNERSTONE ONDEMAND INCCOM21925Y10329,061507,533SH DFND 507,53300
CORSAIR PARTNERING CORPUNIT 99/99/9999G2540H1243,399350,000SH DFND 350,00000
COVA ACQUISITION CORP*W EXP 02/05/202G2554Y1201526,549SH DFND 26,54900
COVA ACQUISITION CORPCL A SHSG2554Y10456358,028SH DFND 58,02800
COVANTA HLDG CORPCOM22282E10228,5401,418,513SH DFND 1,418,51300
CROWN PROPTECH ACQUISITIONS*W EXP 99/99/999G25741110916,666SH DFND 16,66600
CROWN PROPTECH ACQUISITIONSSHS CL AG2574110248749,998SH DFND 49,99800
CRUCIBLE ACQUISITION CORP*W EXP 12/26/20222877P1163946,965SH DFND 46,96500
CRUCIBLE ACQUISITION CORPCOM CL A22877P1081,268129,630SH DFND 129,63000
CRYOLIFE INCNOTE 4.250% 7/0228903AB65,0094,050,000PRN DFND 4,050,00000
CUSTOM TRUCK ONE SOURCE INC*W EXP 01/01/20223204X1119543,652SH DFND 43,65200
CYXTERA TECHNOLOGIES INC*W EXP 09/10/20223284C11015072,900SH DFND 72,90000
D AND Z MEDIA ACQUISITION CO*W EXP 01/27/20223305Q1142641,332SH DFND 41,33200
D AND Z MEDIA ACQUISITION COCOM CL A23305Q1061,854190,596SH DFND 190,59600
DATA KNIGHTS ACQUISITION COR*W EXP 11/11/20223769911139100,000SH DFND 100,00000
DATA KNIGHTS ACQUISITION CORCLASS A COM2376991031,005100,000SH DFND 100,00000
DATADOG INCNOTE 0.125% 6/123804LAB937,39922,585,000PRN DFND 22,585,00000
DD3 ACQUISITION CORP II*W EXP 12/10/20223318M1188167,499SH DFND 67,49900
DD3 ACQUISITION CORP IICOM CL A23318M1001,339134,998SH DFND 134,99800
DECARBONIZATION PLUS ACQU II*W EXP 01/19/2022427941135040,665SH DFND 40,66500
DECARBONIZATION PLUS ACQU II*W EXP 03/19/20224279D113490233,332SH DFND 233,33200
DECARBONIZATION PLUS ACQU IICOM CL A2427941051,236124,989SH DFND 124,98900
DECARBONIZATION PLUS ACQUISIUNIT 07/15/2026G2773W1293,039300,000SH DFND 300,00000
DEEP LAKE CAPITAL ACQUSTN CO*W EXP 01/04/202G270291181620,500SH DFND 20,50000
DEEP LAKE CAPITAL ACQUSTN COCL A SHSG2702910050051,330SH DFND 51,33000
DELWINDS INS ACQUISITION COR*W EXP 08/01/20224803C1105584,000SH DFND 84,00000
DELWINDS INS ACQUISITION CORCOM CLS A24803C10276877,900SH DFND 77,90000
DFP HEALTHCARE ACQUISITNS COCOM CL A23343Q10071271,760SH DFND 71,76000
DHB CAPITAL CORP*W EXP 03/31/20223291W1174366,666SH DFND 66,66600
DHB CAPITAL CORPCL A COM23291W1092,429250,438SH DFND 250,43800
DHC ACQUISITION CORP*W EXP 02/25/202G2758T1172333,865SH DFND 33,86500
DHC ACQUISITION CORPCLASS A ORD SHSG2758T1091,131115,754SH DFND 115,75400
DIAMONDHEAD HOLDINGS CORP*W EXP 01/28/20225278L1131830,749SH DFND 30,74900
DIAMONDHEAD HOLDINGS CORPCL A25278L10552854,270SH DFND 54,27000
DIGITAL TRANSFORMATN OPT COR*W EXP 03/31/20225401K1152129,999SH DFND 29,99900
DIGITAL TRANSFORMATN OPT CORCLASS A COM25401K1071,665171,626SH DFND 171,62600
DIGITAL WORLD ACQUISITION COUNIT 06/30/202825400Q2041,518149,818SH DFND 149,81800
DILA CAPITAL ACQUISITION CORUNIT 99/99/99992540282021,280125,000SH DFND 125,00000
DIRECT SELLING ACQUISITIN COUNIT 99/99/999925460L2022,517249,702SH DFND 249,70200
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB531,13329,878,000PRN DFND 29,878,00000
DISRUPTIVE ACQUISITION CORP*W EXP 03/06/202G2770Y1282233,333SH DFND 33,33300
DISRUPTIVE ACQUISITION CORPCLASS A ORD SHSG2770Y10297199,999SH DFND 99,99900
DISRUPTIVE ACQUISITION CORPUNIT 03/06/2026G2770Y11047748,600SH DFND 48,60000
DMY TECHNOLOGY GROUP INC III*W EXP 99/99/99923327811817149,500SH DFND 49,50000
DMY TECHNOLOGY GROUP INC IV*W EXP 03/04/20223344K1104523,800SH DFND 23,80000
DMY TECHNOLOGY GROUP INC IVCOM CL A23344K1021,080109,000SH DFND 109,00000
DOMA HOLDINGS INC*W EXP 07/28/20225703A112210148,888SH DFND 148,88800
DOMTAR CORPCOM NEW25755920326,098478,519SH DFND 478,51900
DPCM CAP INC*W EXP 10/14/20223344P119101163,332SH DFND 163,33200
DPCM CAP INCCOM CL A23344P1011,249127,854SH DFND 127,85400
DRAGONEER GROWTH OPPTY CORPSHS CL AG2831410519920,000SH DFND 20,00000
DRAGONEER GROWTH OPT CORP IICL A SHSG2831510249050,000SH DFND 50,00000
DTRT HEALTH ACQUISITION CORPUNIT 08/31/202923344T2023,023299,633SH DFND 299,63300
DUDDELL STREET ACQUISITN COR*W EXP 99/99/999G2855311692137,500SH DFND 137,50000
DUDDELL STREET ACQUISITN CORCL AG2855310886188,090SH DFND 88,09000
DUNE ACQUISITION CORP*W EXP 10/29/2022653341102842,499SH DFND 42,49900
DUNE ACQUISITION CORPCOM CL A26533410265666,308SH DFND 66,30800
DYNAMICS SPECIAL PURPOSE CORCLASS A COM2680101052,162217,505SH DFND 217,50500
E MERGE TECHNOLOGY ACQUISITI*W EXP 07/30/20226873Y112116166,666SH DFND 166,66600
E MERGE TECHNOLOGY ACQUISITICOM CL A26873Y10496398,080SH DFND 98,08000
EAST RES ACQUISITION CO*W EXP 07/01/202274681113192300,000SH DFND 300,00000
EAST RES ACQUISITION COCOM CL A27468110583785,090SH DFND 85,09000
EAST STONE ACQUISITION CORP*W EXP 12/31/202G2911D11666275,000SH DFND 275,00000
EAST STONE ACQUISITION CORPRIGHT 02/24/2027G2911D132116275,000SH DFND 275,00000
EAST STONE ACQUISITION CORPSHSG2911D10830630,000SH DFND 30,00000
ECHO GLOBAL LOGISTICS INCCOM27875T10111,192234,592SH DFND 234,59200
ECP ENVIRONMENTAL GW OPT COR*W EXP 03/01/20226829T1182529,999SH DFND 29,99900
ECP ENVIRONMENTAL GW OPT CORCOM CL A26829T1001,664168,466SH DFND 168,46600
EDIFY ACQUISITION CORP*W EXP 11/25/20228059Q1113561,000SH DFND 61,00000
EDIFY ACQUISITION CORPCL A28059Q1031,756181,040SH DFND 181,04000
EDOC ACQUISITION CORP*W EXP 11/30/202G4000A11024100,000SH DFND 100,00000
EDOC ACQUISITION CORPCL AG4000A10268167,210SH DFND 67,21000
EDOC ACQUISITION CORPRIGHT 11/30/2027G4000A13640100,000SH DFND 100,00000
EDTECHX HOLDINGS ACQU CORP I*W EXP 06/15/20228139A1103873,875SH DFND 73,87500
EDTECHX HOLDINGS ACQU CORP ICOM CL A28139A1021,133113,560SH DFND 113,56000
EG ACQUISITION CORP*W EXP 05/28/20226846A118154261,608SH DFND 261,60800
EG ACQUISITION CORPCOM CL A26846A10033834,830SH DFND 34,83000
EJF ACQUISITION CORP*W EXP 03/10/202G2955B1252112,999SH DFND 12,99900
EJF ACQUISITION CORPCL A SHSG2955B10986387,547SH DFND 87,54700
ELLIOTT OPPORTUNITY II CORP*W EXP 03/02/202G30092111110100,000SH DFND 100,00000
ELLIOTT OPPORTUNITY II CORPSHS CL AG300921031,412145,000SH DFND 145,00000
EMPOWERMENT & INCLUSION CAPI*W EXP 01/12/20229248N1184863,499SH DFND 63,49900
EMPOWERMENT & INCLUSION CAPICOM CL A29248N1001,913195,598SH DFND 195,59800
ENDURANCE ACQUISITION CORPUNIT 09/01/2026G3041W1231,985199,592SH DFND 199,59200
ENOVIX CORPORATION*W EXP 11/30/20229359411530334,682SH DFND 34,68200
ENVIRONMENTAL IMPACT ACQU CO*W EXP 09/30/20229408N1146564,500SH DFND 64,50000
ENVIRONMENTAL IMPACT ACQU COCOM CL A29408N1061,857187,716SH DFND 187,71600
EOS ENERGY ENTERPRISES INC*W EXP 05/06/20229415C1191,312260,818SH DFND 260,81800
EPIPHANY TECHNOLOGY ACQUISIT*W EXP 01/12/20229429X1177383,332SH DFND 83,33200
EPIPHANY TECHNOLOGY ACQUISITCOM CL A29429X1091,015103,878SH DFND 103,87800
EQ HEALTH ACQUISITION CORP*W EXP 02/02/20226886A1194375,000SH DFND 75,00000
EQ HEALTH ACQUISITION CORPCOM CL A26886A1012,136218,640SH DFND 218,64000
EQUITY DISTR ACQUISITION COR*W EXP 09/09/20229465E114135149,999SH DFND 149,99900
EQUITY DISTR ACQUISITION CORCOM CL A29465E10666767,940SH DFND 67,94000
ESM ACQUISITION CORPORATION*W EXP 02/02/202G3195H1122233,332SH DFND 33,33200
ESM ACQUISITION CORPORATIONSHS CL AG3195H1041,449148,446SH DFND 148,44600
EUCRATES BIOMEDICAL ACQU COR*W EXP 10/23/202G3141W1223345,832SH DFND 45,83200
EUCRATES BIOMEDICAL ACQU CORSHSG3141W10683385,153SH DFND 85,15300
EUROPEAN BIOTECH ACQUTN CORP*W EXP 03/06/202G3167F128914,666SH DFND 14,66600
EUROPEAN BIOTECH ACQUTN CORPCLASS A ORD SHSG3167F102969100,208SH DFND 100,20800
EUROPEAN SUSTAINABLE GROWTHCL A SHSG3194F10962763,200SH DFND 63,20000
EVO ACQUISITION CORP*W EXP 01/04/20230052G1163361,500SH DFND 61,50000
EVO ACQUISITION CORPCOM CL A30052G1081,422146,780SH DFND 146,78000
EVOLENT HEALTH INCNOTE 1.500%10/130050BAD33,7353,220,000PRN DFND 3,220,00000
EVOLENT HEALTH INCNOTE 3.500%12/030050BAF83,0791,700,000PRN DFND 1,700,00000
EVOLV TECHNOLOGIES HLDNGS IN*W EXP 03/10/20230049H110346241,797SH DFND 241,79700
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC918,82117,450,000PRN DFND 17,450,00000
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB117,29015,200,000PRN DFND 15,200,00000
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA39,7946,675,000PRN DFND 6,675,00000
EXECUTIVE NETWORK PARTNERING*W EXP 09/25/20230158L118101125,000SH DFND 125,00000
EXECUTIVE NETWORK PARTNERINGCL A30158L1001,154117,528SH DFND 117,52800
EZCORP INCNOTE 2.375% 5/0302301AE65,0605,500,000PRN DFND 5,500,00000
EZCORP INCNOTE 2.875% 7/0302301AF34,1784,000,000PRN DFND 4,000,00000
FALCON MINERALS CORP*W EXP 07/21/20230607B20832222,879SH DFND 222,87900
FAR PEAK ACQUISITION CORP*W EXP 12/07/202G3312L1116135,000SH DFND 35,00000
FARADAY FUTRE INTLGT ELCTR I*W EXP 03/20/202307359117237140,033SH DFND 140,03300
FAST ACQUISITION CORP*W EXP 08/25/20231187511646277,725SH DFND 77,72500
FAST ACQUISITION CORP II*W EXP 03/16/2023118741193437,500SH DFND 37,50000
FAST ACQUISITION CORP IICL A31187410146547,900SH DFND 47,90000
FERRO CORPCOM31540510012,953636,818SH DFND 636,81800
FIFTH WALL ACQUISITN CORP IICLASS A ORD SHSG341421023,192325,000SH DFND 325,00000
FIGURE ACQUISITION CORP I*W EXP 03/31/2023024381144239,600SH DFND 39,60000
FINSERV ACQUISITION CORP II*W EXP 02/17/20231809Y1112629,748SH DFND 29,74800
FINTECH ACQUISITION CORP V*W EXP 12/31/20231810Q11510449,999SH DFND 49,99900
FINTECH ACQUISITION CORP VI*W EXP 03/31/20231811H1148074,998SH DFND 74,99800
FINTECH ACQUISITION CORP VICLASS A COM31811H1062,988299,993SH DFND 299,99300
FINTECH EVOLUTION ACQUIS GRO*W EXP 03/31/202G3R19A120913,333SH DFND 13,33300
FINTECH EVOLUTION ACQUIS GROSHS CL AG3R19A10450652,220SH DFND 52,22000
FIREEYE INCNOTE 0.875% 6/031816QAF812,01611,250,000PRN DFND 11,250,00000
FIRST LT ACQUISITION GROUP IUNIT 99/99/999932070320099399,879SH DFND 99,87900
FIRST MIDWEST BANCORP DELCOM32086710420,5911,083,183SH DFND 1,083,18300
FIRST RESERVE SUSTAINABLE GW*W EXP 03/05/2023361691152429,249SH DFND 29,24900
FIRST RESERVE SUSTAINABLE GWCLASS A COM3361691071,539155,446SH DFND 155,44600
FIRSTMARK HORIZON ACQUISITIO*W EXP 09/26/20233765Y119158125,000SH DFND 125,00000
FIRSTMARK HORIZON ACQUISITIOCL A COM33765Y10147047,950SH DFND 47,95000
FIVE9 INCCOM33830710121,838136,709SH DFND 136,70900
FIVE9 INCNOTE 0.500% 6/0338307AD326,86119,845,000PRN DFND 19,845,00000
FLAGSTAR BANCORP INCCOM PAR .00133793070538,426756,709SH DFND 756,70900
FLAME ACQUISITION CORP*W EXP 02/26/20233850F1166099,999SH DFND 99,99900
FLAME ACQUISITION CORPCOM CL A33850F1082,022208,049SH DFND 208,04900
FORESIGHT ACQUISITION CORP*W EXP 01/29/20234552Y1145966,665SH DFND 66,66500
FORESIGHT ACQUISITION CORPCL A34552Y1061,501152,274SH DFND 152,27400
FOREST ROAD ACQUISITION COR*W EXP 01/15/20234619V1112124,399SH DFND 24,39900
FOREST ROAD ACQUISITION CORCL A34619V10352553,805SH DFND 53,80500
FORGEROCK INCCL A34631B1012897,417SH DFND 7,41700
FORTERRA INCCOM34960W10626,0851,107,166SH DFND 1,107,16600
FORTISTAR SUSTAINABLE SOL CO*W EXP 01/14/20234962M1144260,999SH DFND 60,99900
FORTISTAR SUSTAINABLE SOL COCOM CL A34962M1061,283131,317SH DFND 131,31700
FORTRESS CAPITAL ACQUISITION*W EXP 99/99/999G36427121910,599SH DFND 10,59900
FORTRESS CAPITAL ACQUISITIONSHS CL AG3642710575176,810SH DFND 76,81000
FORTRESS VALUE ACQUIS CORP I*W EXP 12/31/20234964G1152328,179SH DFND 28,17900
FORTRESS VALUE ACQUIS CORP ICOM CL A34964G10756057,430SH DFND 57,43000
FORTRESS VALUE ACQUISI CORP*W EXP 03/18/20234964K1163644,936SH DFND 44,93600
FORTRESS VALUE ACQUISI CORPCOM CL A34964K10867469,206SH DFND 69,20600
FORUM MERGER IV CORP*W EXP 03/15/202349875112164150,000SH DFND 150,00000
FORUM MERGER IV CORPCLASS A COM3498751041,180120,912SH DFND 120,91200
FOXWAYNE ENTERPRIS AQSTN COR*W EXP 01/12/20235166L1172450,000SH DFND 50,00000
FOXWAYNE ENTERPRIS AQSTN CORCOM CL A35166L109990100,340SH DFND 100,34000
FRAZIER LIFESCIENCES ACQU COCL A SHSG3710A10522322,892SH DFND 22,89200
FREEDOM ACQUISITION I CORPSHS CL AG3663X11087589,890SH DFND 89,89000
FRESHWORKS INCCLASS A COM3580541043177,417SH DFND 7,41700
FRONTIER ACQUISITION CORP*W EXP 03/04/202G368261241718,750SH DFND 18,75000
FRONTIER ACQUISITION CORPCLASS A ORD SHSG3682610846948,400SH DFND 48,40000
FRONTIER INVESTMENT CORPUNIT 06/29/2026G368161174,393447,340SH DFND 447,34000
FS DEVELOPMENT CORP IICOM CL A30318F10038738,900SH DFND 38,90000
FTAC ATHENA ACQUISITION CORP*W EXP 03/01/202G372831191612,500SH DFND 12,50000
FTAC ATHENA ACQUISITION CORPCL A SHSG3728310134034,387SH DFND 34,38700
FTAC HERA ACQUISITION CORP*W EXP 02/28/202G3728Y1112524,999SH DFND 24,99900
FTAC HERA ACQUISITION CORPCLASS A ORD SHSG3728Y10363164,764SH DFND 64,76400
FTAC PARNASSUS ACQUISITN COR*W EXP 03/10/20230319B1166062,499SH DFND 62,49900
FTAC PARNASSUS ACQUISITN CORCLASS A COM30319B1081,073110,096SH DFND 110,09600
FUSION ACQUISITION CORP II*W EXP 02/29/20236118N1102740,665SH DFND 40,66500
FUSION ACQUISITION CORP IICOM CL A36118N10249150,600SH DFND 50,60000
FUSION FUEL GREEN PLC*W EXP 07/01/202G3R25D100459124,988SH DFND 124,98800
FUTURE HEALTH ESG CORPUNIT 09/09/202636118W2012,262226,212SH DFND 226,21200
G SQUARED ASCEND II INC*W EXP 12/31/202G420411223248,918SH DFND 48,91800
G SQUARED ASCEND II INCCOM CL AG4204110666868,346SH DFND 68,34600
G&P ACQUISITION CORP*W EXP 02/28/20236146G111135249,999SH DFND 249,99900
G&P ACQUISITION CORPCOM CL A36146G10341241,766SH DFND 41,76600
G3 VRM ACQUISITION CORPCLASS A COM3624251001,430143,000SH DFND 143,00000
G3 VRM ACQUISITION CORPRIGHT 06/29/202636242512695300,000SH DFND 300,00000
GALATA ACQUISITION CORP*W EXP 99/99/999G3R23A1163886,939SH DFND 86,93900
GALATA ACQUISITION CORPSHS CL AG3R23A1081,721173,879SH DFND 173,87900
GAMING & HOSPITALITY ACQU CO*W EXP 02/04/2023646811142840,333SH DFND 40,33300
GAMING & HOSPITALITY ACQU COCOM CL A3646811061,206123,099SH DFND 123,09900
GIGCAPITAL 5 INCUNIT 99/99/999937519U2083,080299,642SH DFND 299,64200
GIGCAPITAL4 INC*W EXP 02/08/20237518G1195249,999SH DFND 49,99900
GIGCAPITAL4 INCCOM37518G1011,746177,107SH DFND 177,10700
GIGINTERNATIONAL1 INC*W EXP 04/19/20237518W114233277,250SH DFND 277,25000
GIGINTERNATIONAL1 INCCOM37518W1062,385241,600SH DFND 241,60000
GLADSTONE ACQUISITION CORPUNIT 04/01/202437653T2073,057300,000SH DFND 300,00000
GLASS HOUSES ACQUISITION COR*W EXP 03/25/20237714P1117099,999SH DFND 99,99900
GLASS HOUSES ACQUISITION CORCLASS A COM37714P1032,545260,268SH DFND 260,26800
GLAUKOS CORPNOTE 2.750% 6/1377322AB85,2964,425,000PRN DFND 4,425,00000
GLENFARNE MERGER CORP*W EXP 03/17/2023785791145683,332SH DFND 83,33200
GLENFARNE MERGER CORPCLASS A COM3785791062,422249,996SH DFND 249,99600
GLOBAL CONSUMER ACQUISITN CO*W EXP 05/21/20237892B116105222,695SH DFND 222,69500
GLOBAL CONSUMER ACQUISITN COCOM37892B10870571,390SH DFND 71,39000
GLOBAL PARTNER ACQISTN CORPCL A SHSG3934P10288691,335SH DFND 91,33500
GLOBAL SPAC PARTNERS COUNIT 03/12/2026G3934K13797095,000SH DFND 95,00000
GLOBAL SPAC PARTNERS COUNIT 03/12/2026G3934K10317517,500SH DFND 17,50000
GLOBAL SYNERGY ACQUISIT CORP*W EXP 99/99/999G3934J1221424,999SH DFND 24,99900
GLOBAL SYNERGY ACQUISIT CORPCL A SHSG3934J10692494,300SH DFND 94,30000
GO ACQUISITION CORP*W EXP 08/31/202362019119208283,332SH DFND 283,33200
GO ACQUISITION CORPCOM36201910147047,900SH DFND 47,90000
GOAL ACQUISITIONS CORP*W EXP 02/11/20238021H11575128,000SH DFND 128,00000
GOAL ACQUISITIONS CORPCOM38021H1071,598164,370SH DFND 164,37000
GOBI ACQUISITION CORPCLASS A ORD SHSG4022Y1041,934200,000SH DFND 200,00000
GOL LINHAS AEREAS INTELIGENTSPON ADR PFD NEW38045R20624632,232SH DFND 32,23200
GOLDEN ARROW MERGER CORP*W EXP 07/31/202380799114108211,702SH DFND 211,70200
GOLDEN ARROW MERGER CORPCLASS A COM3807991062,808287,157SH DFND 287,15700
GOLDEN FALCON ACQUISITION CO*W EXP 11/04/20238102H1175487,500SH DFND 87,50000
GOLDEN FALCON ACQUISITION COCL A38102H10980282,280SH DFND 82,28000
GOLDEN NUGGET ONLINE GAMINCOM CL A38113L1079,647555,397SH DFND 555,39700
GOLDEN PATH ACQUISITION CORP*W EXP 01/31/202G4028H121835,000SH DFND 35,00000
GOLDEN PATH ACQUISITION CORPORDINARY SHARESG4028H10534735,000SH DFND 35,00000
GOLDEN PATH ACQUISITION CORPRIGHT 01/31/2028G4028H1131335,000SH DFND 35,00000
GOLDENBRIDGE ACQUISITION LTDUNIT 03/02/2026G3970D11235334,000SH DFND 34,00000
GOOD WKS II ACQUISITION CORP*W EXP 02/01/20238216G112184287,818SH DFND 287,81800
GOOD WKS II ACQUISITION CORPCOMMON STOCK38216G1041,640167,890SH DFND 167,89000
GORES GUGGENHEIM INC*W EXP 03/25/20238286Q115416199,999SH DFND 199,99900
GORES HLDGS VIII INC*W EXP 03/01/2023828631161714,874SH DFND 14,87400
GORES HLDGS VIII INCCL A3828631081,169118,992SH DFND 118,99200
GORES HOLDINGS VII INC*W EXP 02/25/20238286T1191814,874SH DFND 14,87400
GORES HOLDINGS VII INCCOM CL A38286T1011,164118,992SH DFND 118,99200
GORES METROPOULOS II INC*W EXP 01/31/2023828731154023,799SH DFND 23,79900
GORES METROPOULOS II INCCL A3828731071,142115,611SH DFND 115,61100
GORES TECHNOLOGY PARTNERS II*W EXP 03/16/20238287L1152823,599SH DFND 23,59900
GORES TECHNOLOGY PARTNERS IIUNIT 03/16/202838287L20639539,900SH DFND 39,90000
GORES TECHNOLOGY PARTNERS IN*W EXP 03/16/2023828701112623,600SH DFND 23,60000
GRAF ACQUISITION CORP IV*W EXP 05/31/202384272118151130,528SH DFND 130,52800
GRAF ACQUISITION CORP IVCOM3842721002,787287,640SH DFND 287,64000
GRANITE CONSTR INCNOTE 2.750%11/0387328AB33,3132,375,000PRN DFND 2,375,00000
GRANITE PT MTG TR INCNOTE 6.375%10/038741LAC13,1313,100,000PRN DFND 3,100,00000
GREAT WESTERN BANCORP INCCOM3914161046,591201,328SH DFND 201,32800
GREEN PLAINS INCNOTE 2.250% 3/1393222AK05,5474,350,000PRN DFND 4,350,00000
GREENCITY ACQUISITION CORP*W EXP 04/28/202G4086B12335150,000SH DFND 150,00000
GREENCITY ACQUISITION CORPCOMG4086B10744643,886SH DFND 43,88600
GREENSKY INCCL A39572G10014,0461,256,337SH DFND 1,256,33700
GROUP NINE ACQUISITION CORP*W EXP 01/15/20239947R1123442,000SH DFND 42,00000
GROUP NINE ACQUISITION CORPCOM CL A39947R1041,848189,774SH DFND 189,77400
GROWTH CAP ACQUISITION CORP*W EXP 06/01/20239986V1158287,500SH DFND 87,50000
GROWTH CAP ACQUISITION CORPCL A39986V1072,354238,220SH DFND 238,22000
GS ACQUISITION HLDGS CORP II*W EXP 06/30/20236258Q1135325,000SH DFND 25,00000
GUESS INCNOTE 2.000% 4/1401617AD715,52113,920,000PRN DFND 13,920,00000
GX ACQUISITION CORP II*W EXP 03/17/20236260F113103199,998SH DFND 199,99800
GX ACQUISITION CORP IICLASS A COM36260F1052,377246,076SH DFND 246,07600
H I G ACQUISITION CORP*W EXP 99/99/999G448981233551,666SH DFND 51,66600
H I G ACQUISITION CORPCOM CL AG448981072,176222,688SH DFND 222,68800
HALL OF FAME RESORT & ENTMT*W EXP 07/01/20240619L110188277,713SH DFND 277,71300
HAMILTON LANE ALLIANCE HLDGS*W EXP 01/12/20240749M1113442,999SH DFND 42,99900
HAMILTON LANE ALLIANCE HLDGSCOM CL A40749M1031,869192,712SH DFND 192,71200
HARMONIC INCDBCV 2.000% 9/0413160AD411,1569,200,000PRN DFND 9,200,00000
HAYMAKER ACQUISITION CORP II*W EXP 03/04/20242087R1162429,499SH DFND 29,49900
HAYMAKER ACQUISITION CORP IICLASS A COM42087R1081,619166,196SH DFND 166,19600
HEALTH ASSURN ACQUISITION CO*W EXP 11/12/20242226W117119115,832SH DFND 115,83200
HEALTH ASSURN ACQUISITION COCOM CL A42226W10977879,520SH DFND 79,52000
HEALTHCARE CAPITAL CORP*W EXP 12/31/20242228C1195376,999SH DFND 76,99900
HEALTHCARE CAPITAL CORPCOM CL A42228C1012,027205,528SH DFND 205,52800
HEALTHCARE SERVICES ACQU COR*W EXP 99/99/99942227K1125075,000SH DFND 75,00000
HEALTHCARE SERVICES ACQU CORCOM CL A42227K10488190,570SH DFND 90,57000
HEALTHCOR CATALIO ACQU CORPCL A SHSG441251051,012102,220SH DFND 102,22000
HEALTHWELL ACQUISITION CORPUNIT 08/05/202842227R2085,904600,000SH DFND 600,00000
HELIX ENERGY SOLUTIONS GRP INOTE 4.125% 9/142330PAJ63,3213,500,000PRN DFND 3,500,00000
HELIX ENERGY SOLUTIONS GRP INOTE 6.750% 2/142330PAK35,2265,000,000PRN DFND 5,000,00000
HENNESSY CAPITAL INVS CORP V*W EXP 01/20/20242589T1153830,500SH DFND 30,50000
HENNESSY CAPITAL INVS CORP VCOM CL A42589T10710410,495SH DFND 10,49500
HENNESSY CAPITAL INVST CORPUNIT 99/99/999942600H20716,8951,697,970SH DFND 1,697,97000
HERCULES CAPITAL INCDBCV 4.375% 2/0427096AF91,2761,220,000PRN DFND 1,220,00000
HH&L ACQUISITION CO*W EXP 02/04/202G397141291532,149SH DFND 32,14900
HH&L ACQUISITION COSHS CL AG3971410371573,546SH DFND 73,54600
HHG CAPITAL CORPORATIONUNIT 02/25/2026G4R23P13725524,949SH DFND 24,94900
HIGHLAND TRANSCEND PARTNERS*W EXP 99/99/999G446901243624,285SH DFND 24,28500
HIGHLAND TRANSCEND PARTNERSCOM CL AG446901081,365137,575SH DFND 137,57500
HILLMAN SOLUTIONS CORP*W EXP 10/01/202431636117958330,462SH DFND 330,46200
HILL-ROM HLDGS INCCOM43147510224,266161,775SH DFND 161,77500
HOME PLATE ACQUISITION CORPUNIT 09/30/202643734R20298599,881SH DFND 99,88100
HOPE BANCORP INCNOTE 2.000% 5/143940TAB51,0731,075,000PRN DFND 1,075,00000
HORIZON ACQUISITION CORP*W EXP 08/19/202G4604911314283,332SH DFND 83,33200
HORIZON ACQUISITION CORPORAT*W EXP 10/19/202G460441144549,999SH DFND 49,99900
HORIZON ACQUISITION CORPORATSHS CL AG4604410684285,920SH DFND 85,92000
HPX CORP*W EXP 07/14/202G3221912697150,000SH DFND 150,00000
HPX CORPSHS CL AG3221910079781,006SH DFND 81,00600
HUDSON EXECUTIVE INVES III*W EXP 02/22/20244376L1154350,498SH DFND 50,49800
HUDSON EXECUTIVE INVES IIICOM CL A44376L10754956,380SH DFND 56,38000
HUDSON EXECUTIVE INVS CORP I*W EXP 01/31/2024437601112830,500SH DFND 30,50000
HUDSON EXECUTIVE INVS CORP ICOM CL A4437601031,814186,040SH DFND 186,04000
HUMANCO ACQUISITION CORP*W EXP 99/99/99944487N1172624,999SH DFND 24,99900
HUMANCO ACQUISITION CORPCOM CL A44487N10958058,617SH DFND 58,61700
IBERE PHARMACEUTICALS*W EXP 03/01/202G468431192237,500SH DFND 37,50000
IBERE PHARMACEUTICALSSHS CL AG4684310174576,900SH DFND 76,90000
IG ACQUISITION CORP*W EXP 10/05/202449534114256312,500SH DFND 312,50000
IG ACQUISITION CORPCOM CL A4495341062,410246,125SH DFND 246,12500
IGNYTE ACQUISITION CORPUNIT 01/05/202645175H20550050,000SH DFND 50,00000
IHS MARKIT LTDSHSG4756710534,449295,398SH DFND 295,39800
ILLUMINA INCCOM4523271094,28810,571SH DFND 10,57100
IMMATICS N.V*W EXP 07/01/202N4444511720348,210SH DFND 48,21000
INDEPENDENCE HOLDINGS CORP*W EXP 03/31/202G4761A1271615,000SH DFND 15,00000
INDIE SEMICONDUCTOR INC*W EXP 06/15/20245569U119729205,938SH DFND 205,93800
INDUSTRIAL TECH ACQU INC*W EXP 08/06/202456357110405375,000SH DFND 375,00000
INDUSTRIAL TECH ACQU INCCOM CL A4563571021,162116,999SH DFND 116,99900
INFINERA CORPNOTE 2.125% 9/045667GAC76,2495,625,000PRN DFND 5,625,00000
INFINERA CORPNOTE 2.500% 3/045667GAE323,68317,840,000PRN DFND 17,840,00000
INFLECTION POINT ACQUSTN CORUNIT 09/21/2026G478741054,437449,083SH DFND 449,08300
INNOVIVA INCNOTE 2.500% 8/145781MAB79,4017,795,000PRN DFND 7,795,00000
INNOVIZ TECHNOLOGIES LTD*W EXP 04/05/202M5R635116291179,839SH DFND 179,83900
INOVALON HLDGS INCCOM CL A45781D10129,343728,304SH DFND 728,30400
INOVIO PHARMACEUTICALS INCNOTE 6.500% 3/045773HAB86,8615,000,000PRN DFND 5,000,00000
INSIGHT ACQUISITION CORPUNIT 99/99/999945784L2091,242124,847SH DFND 124,84700
INSIGHT ENTERPRISES INCNOTE 0.750% 2/145765UAB914,67510,450,000PRN DFND 10,450,00000
INSU ACQUISITION CORP III*W EXP 12/31/2024578171123333,332SH DFND 33,33200
INSU ACQUISITION CORP IIICOM CL A45781710473975,229SH DFND 75,22900
INTERPRIVATE II ACQUISITION*W EXP 09/03/20246064Q1163131,428SH DFND 31,42800
INTERPRIVATE II ACQUISITIONCL A COM46064Q1081,772181,180SH DFND 181,18000
INTERPRIVATE III FINANCIAL P*W EXP 99/99/99946064R1144031,400SH DFND 31,40000
INTERPRIVATE III FINANCIAL PCOM CL A46064R1061,689170,500SH DFND 170,50000
INTERPRIVATE IV INFRATECH PR*W EXP 03/05/20246064T1101624,800SH DFND 24,80000
INTERPRIVATE IV INFRATECH PRCLASS A COM46064T1021,659171,730SH DFND 171,73000
INTERSECT ENT INCCOM46071F1039,846361,999SH DFND 361,99900
INTL GNRL INSURANCE HLDNGS L*W EXP 03/17/202G4809J1148201,050,986SH DFND 1,050,98600
INTREXON CORPNOTE 3.500% 7/046122TAA02,8533,450,000PRN DFND 3,450,00000
INVESTINDUSTRIAL ACQUISITION*W EXP 10/30/202G4771L1133124,285SH DFND 24,28500
INVESTINDUSTRIAL ACQUISITIONSHS CL AG4771L10595295,852SH DFND 95,85200
INVESTORS BANCORP INC NEWCOM46146L10153,5463,543,748SH DFND 3,543,74800
ION ACQUISITION CORP 2 LTDSHS CL AG4939310424824,992SH DFND 24,99200
ION ACQUISITION CORP 3 LTDSHS CL AG4940J11487589,609SH DFND 89,60900
IONIS PHARMACEUTICALS INCNOTE 0.125%12/1462222AB612,88214,050,000PRN DFND 14,050,00000
IRON SPARK I INCCLASS A COM46301G1032,228222,814SH DFND 222,81400
IRONWOOD PHARMACEUTICALS INCNOTE 0.750% 6/146333XAF59,1197,700,000PRN DFND 7,700,00000
IRONWOOD PHARMACEUTICALS INCNOTE 1.500% 6/146333XAH19,7808,100,000PRN DFND 8,100,00000
ISLEWORTH HEALTHCARE ACQU CO*W EXP 08/02/20246468P1105599,999SH DFND 99,99900
ISLEWORTH HEALTHCARE ACQU COCOM46468P10263664,717SH DFND 64,71700
ISOS ACQUISITION CORPORATION*W EXP 03/01/202G4962C1042316,666SH DFND 16,66600
ISOS ACQUISITION CORPORATIONSHARES CL AG4962C11247047,096SH DFND 47,09600
ITHAX ACQUISITION CORP*W EXP 02/01/202G497751281625,000SH DFND 25,00000
ITHAX ACQUISITION CORPCL A SHSG497751021,123115,180SH DFND 115,18000
ITIQUIRA ACQUISITION CORP*W EXP 02/03/202G497731151019,500SH DFND 19,50000
ITIQUIRA ACQUISITION CORPCL A SHSG4977310785387,450SH DFND 87,45000
IVANHOE CAPITAL ACQUISTIN CO*W EXP 01/08/202G4R87P1061711,666SH DFND 11,66600
JACK CREEK INVESTMENT CORP*W EXP 10/01/202G4989X1231423,190SH DFND 23,19000
JACK CREEK INVESTMENT CORPCL A SHSG4989X1151,088111,628SH DFND 111,62800
JATT ACQUISITION CORPUNIT 99/99/9999G507521151,505150,000SH DFND 150,00000
JAWS HURRICANE ACQUISITN COR*W EXP 03/26/20247201B1117262,499SH DFND 62,49900
JAWS HURRICANE ACQUISITN CORCLASS A COM47201B1032,430249,996SH DFND 249,99600
JAWS JUGGERNAUT ACQUISITN CO*W EXP 06/17/202G507351106050,000SH DFND 50,00000
JAWS JUGGERNAUT ACQUISITN COCLASS A ORD SHSG507351021,932200,000SH DFND 200,00000
JAWS MUSTANG ACQUISITION COR*W EXP 01/30/202G507371242017,500SH DFND 17,50000
JAWS MUSTANG ACQUISITION CORSHS CL AG5073710856157,430SH DFND 57,43000
JOFF FINTECH ACQUISITION COR*W EXP 02/04/20246592C1182738,999SH DFND 38,99900
JOFF FINTECH ACQUISITION CORCOM CL A46592C1001,680173,757SH DFND 173,75700
JOYY INCNOTE 1.375% 6/198426TAF31,3951,500,000PRN DFND 1,500,00000
JUPITER ACQUISITION CORPUNIT 09/11/20274820822034,424450,000SH DFND 450,00000
KADEM SUSTAINABLE IMPACT COR*W EXP 03/16/20248284E113119237,499SH DFND 237,49900
KADEM SUSTAINABLE IMPACT CORCLASS A COM48284E1052,165222,278SH DFND 222,27800
KADMON HLDGS INCCOM48283N10631,9403,667,074SH DFND 3,667,07400
KAIROS ACQUISITION CORP*W EXP 11/30/202G521101061831,346SH DFND 31,34600
KAIROS ACQUISITION CORPCL A SHSG521101141,072110,842SH DFND 110,84200
KANSAS CITY SOUTHERNCOM NEW48517030218,17467,151SH DFND 67,15100
KARYOPHARM THERAPEUTICS INCNOTE 3.000%10/148576UAA45,2687,000,000PRN DFND 7,000,00000
KATAPULT HOLDINGS INC*W EXP 06/09/202485859110178116,948SH DFND 116,94800
KBR INCNOTE 2.500%11/048242WAB28,2385,125,000PRN DFND 5,125,00000
KENSINGTON CAPITAL ACQUISITI*W EXP 02/23/20249006L1123329,249SH DFND 29,24900
KENSINGTON CAPITAL ACQUISITICOM CL A49006L1041,059105,896SH DFND 105,89600
KENSINGTON CAPITAL ACQUISITIUNIT 99/99/9999G5251K1113,570350,000SH DFND 350,00000
KERNEL GROUP HOLDINGS INC*W EXP 02/02/202G5259L1292237,499SH DFND 37,49900
KERNEL GROUP HOLDINGS INCCL A SHSG5259L1031,381141,798SH DFND 141,79800
KHOSLA VENTURES ACQUT CO IIICOM CL A4825061021,817185,378SH DFND 185,37800
KINGSWOOD ACQUISITION CORP*W EXP 05/01/20249686111393193,622SH DFND 193,62200
KINGSWOOD ACQUISITION CORPCOM CL A4968611051,264125,308SH DFND 125,30800
KINS TECHNOLOGY GROUP INC*W EXP 10/14/20249714K1176599,999SH DFND 99,99900
KINS TECHNOLOGY GROUP INCCOM CL A49714K1091,062106,860SH DFND 106,86000
KISMET ACQUISITION THREE COR*W EXP 06/30/202G5276C102713,332SH DFND 13,33200
KISMET ACQUISITION THREE CORCL A SHARESG5276C11055256,648SH DFND 56,64800
KISMET ACQUISITION TWO CORP*W EXP 06/30/202G528071151115,000SH DFND 15,00000
KISMET ACQUISITION TWO CORPCL A SHSG5280710790893,400SH DFND 93,40000
KKR ACQUISITION HOLDING I CO*W EXP 99/99/99948253T1173940,750SH DFND 40,75000
KKR ACQUISITION HOLDING I COCOM CLASS A48253T10956357,730SH DFND 57,73000
KL ACQUISITION CORP*W EXP 01/12/20249837C1172838,665SH DFND 38,66500
KL ACQUISITION CORPCOM CL A49837C1091,472150,699SH DFND 150,69900
KLUDEIN I ACQUISITION CORP*W EXP 07/08/20249878L1173249,999SH DFND 49,99900
KLUDEIN I ACQUISITION CORPCL A49878L10971172,099SH DFND 72,09900
KRATON CORPCOM50077C10610,830237,300SH DFND 237,30000
L CATTERTON ASIA ACQUISITION*W EXP 03/08/202G5346G1172333,332SH DFND 33,33200
L CATTERTON ASIA ACQUISITIONCLASS A ORD SHSG5346G1251,343138,026SH DFND 138,02600
L&F ACQUISITION CORP*W EXP 05/23/202G537021173965,000SH DFND 65,00000
L&F ACQUISITION CORPSHS CL AG5370210963663,610SH DFND 63,61000
LAKESHORE ACQUISITION I CORP*W EXP 07/15/202G535211111528,125SH DFND 28,12500
LAKESHORE ACQUISITION I CORPORDINARY SHARESG5352110336637,500SH DFND 37,50000
LANDCADIA HOLDINGS IV INC*W EXP 03/29/20251477A112136125,000SH DFND 125,00000
LANDCADIA HOLDINGS IV INCCLASS A COM51477A10495598,100SH DFND 98,10000
LANDSEA HOMES CORP*W EXP 01/07/20251509P1112601,041,928SH DFND 1,041,92800
LANNETT CO INCNOTE 4.500%10/051602UAC22,1644,100,000PRN DFND 4,100,00000
LAZARD GROWTH ACQUISITION CO*W EXP 02/10/202G54035111810,000SH DFND 10,00000
LAZARD GROWTH ACQUISITION COCL A ORD SHSG5403510367869,650SH DFND 69,65000
LDH GROWTH CORP ICLASS A ORD SHSG5409410083285,095SH DFND 85,09500
LEAD EDGE GROWTH OPRTUNTS LTCOMG5408510838339,700SH DFND 39,70000
LEFTERIS ACQUISITION CORP*W EXP 10/23/20252470X117183226,666SH DFND 226,66600
LEFTERIS ACQUISITION CORPCOM CL A52470X10947248,167SH DFND 48,16700
LEGATO MERGER CORP*W EXP 12/31/20252473X114321128,300SH DFND 128,30000
LENDINGTREE INCNOTE 0.500% 7/152603BAD920,46823,927,000PRN DFND 23,927,00000
LEO HLDGS CORP II*W EXP 01/07/202G5463R128812,499SH DFND 12,49900
LEO HLDGS CORP IICOM CL AG5463R10265166,870SH DFND 66,87000
LEO HOLDINGS III CORP*W EXP 03/02/202G5463T124810,000SH DFND 10,00000
LEO HOLDINGS III CORPSHS CL AG5463T10839840,000SH DFND 40,00000
LERER HIPPEAU ACQUISITION COCL A52674910646647,900SH DFND 47,90000
LEVERE HOLDINGS CORP*W EXP 03/09/202G5462L1223641,666SH DFND 41,66600
LEVERE HOLDINGS CORPCLASS A ORD SHSG5462L10671573,299SH DFND 73,29900
LIBERTY MEDIA ACQUISITION CO*W EXP 01/22/20253073L1123623,600SH DFND 23,60000
LIBERTY MEDIA ACQUISITION COCOM SR A53073L10495294,412SH DFND 94,41200
LIBERTY MEDIA CORP DELNOTE 1.375%10/1531229AB81,3661,000,000PRN DFND 1,000,00000
LI-CYCLE HOLDINGS CORP*W EXP 08/10/20250202P11318778,103SH DFND 78,10300
LIGHTJUMP ACQUISITION CORP*W EXP 01/12/20253228M1142750,000SH DFND 50,00000
LIGHTJUMP ACQUISITION CORPCOM53228M10692593,950SH DFND 93,95000
LILIUM N V*W EXP 09/14/202N5258611711350,000SH DFND 50,00000
LIMELIGHT NETWORKS INCNOTE 3.500% 8/053261MAB01,3091,500,000PRN DFND 1,500,00000
LIONHEART ACQUISITION CORP I*W EXP 02/14/20253625R112488525,000SH DFND 525,00000
LIVE NATION ENTERTAINMENT INCOM5380341099,879109,245SH DFND 109,24500
LIVE OAK ACQUISITION CORP II*W EXP 12/07/20253804W11416988,750SH DFND 88,75000
LIVE OAK ACQUISITION CORP IICOM CL A53804W10610510,527SH DFND 10,52700
LIVE OAK CRESTVIEW CLIMATE AUNIT 99/99/99995380862083,919399,522SH DFND 399,52200
LIVE OAK MOBILITY ACQUISI CO*W EXP 03/04/2025381261112525,680SH DFND 25,68000
LIVE OAK MOBILITY ACQUISI COCOM CL A5381261031,804186,580SH DFND 186,58000
LMF ACQUISITION OPPORTUNIT I*W EXP 01/26/2025020151182250,000SH DFND 50,00000
LMF ACQUISITION OPPORTUNIT ICL A COM50201510056456,169SH DFND 56,16900
LOGISTICS INNOVTN TECHNLGS C*W EXP 06/15/20254141L118155169,078SH DFND 169,07800
LOGISTICS INNOVTN TECHNLGS CCLASS A COM54141L1004,890507,235SH DFND 507,23500
LONGVIEW ACQUISITION CORP II*W EXP 99/99/99954319Q1135946,000SH DFND 46,00000
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB520,72114,096,000PRN DFND 14,096,00000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD131,84328,860,000PRN DFND 28,860,00000
LUMIRADX LIMITED*W EXP 09/28/202G5709L1177963,000SH DFND 63,00000
LUX HEALTH TECH ACQUISITION*W EXP 11/30/20255068A118218189,998SH DFND 189,99800
LUX HEALTH TECH ACQUISITIONCOM CL A55068A10012512,708SH DFND 12,70800
LYDALL INCCOM55081910613,007209,488SH DFND 209,48800
M3 BRIGADE ACQUISITION II CO*W EXP 09/03/202553800111670499,999SH DFND 499,99900
M3 BRIGADE ACQUISITION II COCOM CL A55380010334835,127SH DFND 35,12700
MACONDRAY CAP ACQUISITN CORP*W EXP 05/31/202G5853A11567128,192SH DFND 128,19200
MACONDRAY CAP ACQUISITN CORPCLASS A ORD SHSG5853A1073,784384,576SH DFND 384,57600
MAGELLAN HEALTH INCCOM NEW55907920727,209287,775SH DFND 287,77500
MAGNACHIP SEMICONDUCTOR CORPCOM55933J2036,895388,225SH DFND 388,22500
MAGNUM OPUS ACQUISITION LTD*W EXP 03/06/202G5S70A1125849,999SH DFND 49,99900
MAGNUM OPUS ACQUISITION LTDSHS CL AG5S70A10423223,414SH DFND 23,41400
MALACCA STRAITS ACQUISITION*W EXP 99/99/999G5859B10980200,000SH DFND 200,00000
MALACCA STRAITS ACQUISITIONCOM CL AG5859B11757657,927SH DFND 57,92700
MALLARD ACQUISITION CORPCOM56120410860260,390SH DFND 60,39000
MAQUIA CAPITAL ACQUISITION C*W EXP 05/05/20256564V119110200,155SH DFND 200,15500
MAQUIA CAPITAL ACQUISITION CCLASS A COM56564V10197797,700SH DFND 97,70000
MARLIN TECHNOLOGY CORP*W EXP 01/12/202G584111101214,405SH DFND 14,40500
MARLIN TECHNOLOGY CORPCL A SHSG5841110296799,028SH DFND 99,02800
MARQUEE RAINE ACQUISITION CO*W EXP 12/01/202G584421231712,499SH DFND 12,49900
MASON INDUSTRIAL TECHNOLGY I*W EXP 99/99/99957520Y1144866,665SH DFND 66,66500
MCAP ACQUISITION CORP*W EXP 03/02/20255282T1177366,666SH DFND 66,66600
MCAP ACQUISITION CORPCOM CL A55282T10946146,754SH DFND 46,75400
MDH ACQUISITION CORP*W EXP 02/02/20255283P11469125,000SH DFND 125,00000
MDH ACQUISITION CORPCOM CL A55283P1061,983201,280SH DFND 201,28000
MEDALLIA INCCOM58402110925,634756,847SH DFND 756,84700
MEDICUS SCIENCES ACQUISITIONCL A SHSG5960S10896298,630SH DFND 98,63000
MEDTECH ACQUISITION CORP*W EXP 12/22/20258507N1135566,665SH DFND 66,66500
MEDTECH ACQUISITION CORPCOM CL A58507N1051,214122,230SH DFND 122,23000
MELI KASZEK PIONEER CORPCLASS A ORDG5S74L10655350,000SH DFND 50,00000
MERIDA MERGER CORP I*W EXP 11/07/20258953M114412349,563SH DFND 349,56300
MERIDA MERGER CORP ICOM58953M10698898,932SH DFND 98,93200
MERIDIAN BANCORP INC MDCOM58958U1036,676321,583SH DFND 321,58300
MERITOR INCNOTE 3.250%10/159001KAF77,8837,500,000PRN DFND 7,500,00000
METALS ACQUISITION CORPUNIT 99/99/9999G604051183,221325,000SH DFND 325,00000
MGM GROWTH PPTYS LLCCL A COM55303A10519,862518,592SH DFND 518,59200
MICROVAST HOLDINGS INC*W EXP 04/01/20259516C114250120,297SH DFND 120,29700
MINORITY EQUALITY OPPORTUNITUNIT 08/26/202660436Q2091,03599,878SH DFND 99,87800
MISSION ADVANCEMENT CORP*W EXP 03/05/20260501L1192950,700SH DFND 50,70000
MISSION ADVANCEMENT CORPCL A60501L1012,028208,660SH DFND 208,66000
MODEL PERFORMANCE ACQU CORP*W EXP 04/29/202G6246M1391430,000SH DFND 30,00000
MODEL PERFORMANCE ACQU CORPRIGHT 04/29/2026G6246M1212560,000SH DFND 60,00000
MONEYLION INC*W EXP 09/22/20260938K114243250,000SH DFND 250,00000
MONMOUTH REAL ESTATE INVT COCL A6097201073,976213,176SH DFND 213,17600
MONTES ARCHIMEDES ACQUISITIO*W EXP 99/99/999612657114499335,000SH DFND 335,00000
MONTES ARCHIMEDES ACQUISITIOCOM CL A6126571062,301230,082SH DFND 230,08200
MONUMENT CIRCLE ACQUISITN CO*W EXP 01/14/20261531M1193764,500SH DFND 64,50000
MONUMENT CIRCLE ACQUISITN COCOM CL A61531M1011,928197,520SH DFND 197,52000
MORINGA ACQUISITION CORP*W EXP 02/22/202G6S23K1241220,000SH DFND 20,00000
MORINGA ACQUISITION CORPCL A SHSG6S23K10848550,000SH DFND 50,00000
MOTION ACQUISITION CORP*W EXP 10/02/20261980M115244185,896SH DFND 185,89600
MOTION ACQUISITION CORPCOM CL A61980M1072,346235,761SH DFND 235,76100
MOTIVE CAPITAL CORP*W EXP 12/31/202G6293A1111713,333SH DFND 13,33300
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MOUNTAIN CREST ACQUSITN CRPCOM62403K1081,949200,290SH DFND 200,29000
MOUNTAIN CREST ACQUSITN CRPRIGHT 06/29/202662403K11678200,290SH DFND 200,29000
MSD ACQUISITION CORP*W EXP 03/25/202G5709C1254640,000SH DFND 40,00000
MSD ACQUISITION CORPCLASS A ORD SHSG5709C1091,940200,000SH DFND 200,00000
MUDRICK CAPITAL ACQU CORP II*W EXP 09/10/20262477L115102173,507SH DFND 173,50700
NATIONAL ENERGY SERVICES REU*W EXP 05/05/202G6375R115284143,425SH DFND 143,42500
NATURAL ORDER ACQUISITION COCOM63889L10747047,950SH DFND 47,95000
NCL CORP LTDNOTE 5.375% 8/062886HAX914,5528,500,000PRN DFND 8,500,00000
NCL CORP LTDNOTE 6.000% 5/162886HAT87535,000PRN DFND 35,00000
NEOGENOMICS INCNOTE 0.250% 1/164049MAB64,1924,125,000PRN DFND 4,125,00000
NEW FRONTIER HEALTH CORP*W EXP 11/30/202G6461G114706239,247SH DFND 239,24700
NEW RELIC INCNOTE 0.500% 5/064829BAB62,6662,625,000PRN DFND 2,625,00000
NEW VISTA ACQUISITION CORPCL A SHSG6529L10547248,500SH DFND 48,50000
NEW VISTA ACQUISITION CORPUNIT 02/01/2026G6529L11337938,000SH DFND 38,00000
NEWBURY STREET ACQUISITN COR*W EXP 04/30/20265101L11274150,000SH DFND 150,00000
NEWBURY STREET ACQUISITN CORCOM65101L1042,602267,650SH DFND 267,65000
NEXTERS INC*W EXP 08/26/202G6529J118231275,000SH DFND 275,00000
NEXTGEN ACQUISITION CORP II*W EXP 03/23/202G653171288248,688SH DFND 48,68800
NEXTGEN ACQUISITION CORP IICLASS A ORD SHSG6531710273774,387SH DFND 74,38700
NIGHTDRAGON ACQUISITION CORP*W EXP 02/26/20265413D1132124,199SH DFND 24,19900
NIGHTDRAGON ACQUISITION CORPCLASS A COM65413D10553654,825SH DFND 54,82500
NOBLE ROCK ACQUISITION CORP*W EXP 01/31/202G6546R1193450,000SH DFND 50,00000
NOBLE ROCK ACQUISITION CORPCL A SHSG6546R10156358,030SH DFND 58,03000
NOCTURNE ACQUISITION CORPORDINARY SHARESG6580S11447547,560SH DFND 47,56000
NORTH ATLANTIC ACQUISITN COR*W EXP 10/20/202G661391251317,666SH DFND 17,66600
NORTH ATLANTIC ACQUISITN CORCL A SHSG6613910963665,180SH DFND 65,18000
NORTH MOUNTAIN MERGER CORP*W EXP 09/16/202661204115134150,000SH DFND 150,00000
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NORTHERN GENESIS ACQU CORP I*W EXP 12/31/20266516W1159097,701SH DFND 97,70100
NORTHERN GENESIS ACQU CORP ICOM66516W1073,816393,004SH DFND 393,00400
NORTHERN GENESIS ACQUISITION*W EXP 01/15/20266516U1194238,999SH DFND 38,99900
NORTHERN LIGHTS ACQUISITN CO*W EXP 11/01/20266538L1134499,998SH DFND 99,99800
NORTHERN LIGHTS ACQUISITN COCLASS A COM66538L1051,998199,996SH DFND 199,99600
NORTHERN STAR INVEST CORP II*W EXP 02/25/20266574L1182019,998SH DFND 19,99800
NORTHERN STAR INVEST CORP IICOM CL A66574L1001,169119,988SH DFND 119,98800
NORTHERN STAR INVEST CORP IV*W EXP 02/25/20266575B1191819,998SH DFND 19,99800
NORTHERN STAR INVEST CORP IVCOM CL A66575B1011,648168,188SH DFND 168,18800
NORTHERN STAR INVSTMNT CORP*W EXP 01/31/20266573W1153524,799SH DFND 24,79900
NOVA VISION ACQUISITION CORPUNIT 07/20/2026G6759A12676775,000SH DFND 75,00000
NOVUS CAPITAL CORPORATION II*W EXP 02/02/20267012W1127366,666SH DFND 66,66600
NOVUS CAPITAL CORPORATION IICOM CL A67012W10468769,387SH DFND 69,38700
NRX PHARMACEUTICALS INC*W EXP 05/24/20262944411825554,256SH DFND 54,25600
NUANCE COMMUNICATIONS INCCOM67020Y10026,227476,513SH DFND 476,51300
NUVASIVE INCNOTE 0.375% 3/1670704AJ49,73010,050,000PRN DFND 10,050,00000
NUVASIVE INCNOTE 1.000% 6/0670704AL9512500,000PRN DFND 500,00000
OAKTREE ACQUISITION CORP II*W EXP 09/15/202G6715X1113033,613SH DFND 33,61300
OAKTREE ACQUISITION CORP IICL A SHSG6715X1031,345137,272SH DFND 137,27200
OCA ACQUISITION CORP*W EXP 01/14/2026708651125195,769SH DFND 95,76900
OCA ACQUISITION CORPCOM CL A6708651042,047206,721SH DFND 206,72100
OCEANTECH ACQUISITIONS I COR*W EXP 99/99/999675507115113257,010SH DFND 257,01000
OCEANTECH ACQUISITIONS I CORCLASS A COM67550710756357,010SH DFND 57,01000
OFFERPAD SOLUTIONS INC*W EXP 10/16/20267623L117286163,333SH DFND 163,33300
OKTA INCNOTE 0.125% 9/0679295AD722,02115,546,000PRN DFND 15,546,00000
OKTA INCNOTE 0.375% 6/1679295AF221,94717,902,000PRN DFND 17,902,00000
OLAPLEX HLDGS INCCOM6793691081,36355,629SH DFND 55,62900
OMEGA ALPHA SPACCL AG6749V10715415,793SH DFND 15,79300
OMNICHANNEL ACQUISITION CORP*W EXP 12/30/20268218L116287341,600SH DFND 341,60000
OMNICHANNEL ACQUISITION CORPCOM CL A68218L1083,088311,957SH DFND 311,95700
ONE EQUITY PARTNERS OPEN WTR*W EXP 01/14/20268237L1132639,999SH DFND 39,99900
ONE EQUITY PARTNERS OPEN WTRCL A68237L1051,662170,767SH DFND 170,76700
OPKO HEALTH INCNOTE 4.500% 2/168375NAD52,4221,950,000PRN DFND 1,950,00000
ORION ACQUISITION CORP*W EXP 02/19/20268626A1162538,999SH DFND 38,99900
ORION ACQUISITION CORPCOM CL A68626A1081,984204,546SH DFND 204,54600
ORION BIOTECH OPPORTUNTES CO*W EXP 04/15/202G6780C1173540,000SH DFND 40,00000
ORION BIOTECH OPPORTUNTES COCLASS A ORD SHSG6780C1091,932200,000SH DFND 200,00000
OSIRIS ACQUISITION CORP*W EXP 05/01/20268829A111210427,320SH DFND 427,32000
OSIRIS ACQUISITION CORPCL A68829A1032,669271,840SH DFND 271,84000
OTONOMO TECHNOLOGIES LTD*W EXP 08/13/202M7571L111399498,700SH DFND 498,70000
OTR ACQUISITION CORP*W EXP 11/30/20267113Q1135399,999SH DFND 99,99900
OTR ACQUISITION CORPCOM CL A67113Q1051,433142,486SH DFND 142,48600
OWLET INC*W EXP 09/14/20269120X11594100,523SH DFND 100,52300
OXBRIDGE ACQUISITION CORPUNIT 07/30/2026G6855L1251,280125,000SH DFND 125,00000
OXUS ACQUISITION CORPUNIT 99/99/9999G6859L11376274,847SH DFND 74,84700
OYSTER ENTERPRISES ACQ CORP*W EXP 01/20/20269242M1123769,000SH DFND 69,00000
OYSTER ENTERPRISES ACQ CORPCOM CL A69242M1041,846189,330SH DFND 189,33000
PACIFICO ACQUISITION CORPUNIT 09/13/202669512X20250749,940SH DFND 49,94000
PACIRA BIOSCIENCES INCNOTE 0.750% 8/0695127AF724,11222,300,000PRN DFND 22,300,00000
PAE INC*W EXP 09/11/20269290Y117435324,608SH DFND 324,60800
PALO ALTO NETWORKS INCNOTE 0.375% 6/0697435AF275,41445,538,000PRN DFND 45,538,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD713574,000PRN DFND 74,00000
PANACEA ACQUISITION CORP IICL A SHSG6882C1061,691173,400SH DFND 173,40000
PARABELLUM ACQUISITION CORPUNIT 99/99/999969901P20879779,904SH DFND 79,90400
PARATEK PHARMACEUTICALS INCNOTE 4.750% 5/0699374AB02,7033,050,000PRN DFND 3,050,00000
PARSONS CORP DELNOTE 0.250% 8/170202LAB827,80427,590,000PRN DFND 27,590,00000
PATHFINDER ACQUISITION CORPCL AG0411910683684,635SH DFND 84,63500
PATRIOT NATL BANCORP INCCOM NEW70336F2031,914189,455SH DFND 189,45500
PEOPLES UNITED FINANCIAL INCCOM71270410536,5192,090,396SH DFND 2,090,39600
PERIDOT ACQUISITION CORP II*W EXP 04/30/202G7008B1211619,999SH DFND 19,99900
PERIDOT ACQUISITION CORP IISHS CL AG7008B10546948,300SH DFND 48,30000
PERIPHAS CAPITAL PARTNERINGUNIT 99/99/99997138952092,468100,000SH DFND 100,00000
PERSHING SQUARE TONTINE HLDG*W EXP 07/24/20271531R1173627,777SH DFND 27,77700
PETIQ INCNOTE 4.000% 6/071639TAB26,7185,578,000PRN DFND 5,578,00000
PETRA ACQUISITION INCCOM71642110256756,281SH DFND 56,28100
PHP VENTURES ACQUISITION CORUNIT 01/01/202369291C20571370,000SH DFND 70,00000
PHUNWARE INC*W EXP 12/26/20271948P118421,724SH DFND 21,72400
PINDUODUO INCNOTE 12/0722304AC620,77922,500,000PRN DFND 22,500,00000
PINE IS ACQUISITION CORP*W EXP 10/19/202722615119190226,666SH DFND 226,66600
PINE IS ACQUISITION CORPCL A72261510176077,900SH DFND 77,90000
PINE TECHNOLOGY ACQUISITN CO*W EXP 03/31/202722850112210299,999SH DFND 299,99900
PINE TECHNOLOGY ACQUISITN COCLASS A COM7228501042,248233,001SH DFND 233,00100
PIONEER MERGER CORP*W EXP 01/07/202G7S24C1111816,666SH DFND 16,66600
PIVOTAL INVESTMENT CORP III*W EXP 01/28/20272582M1142124,199SH DFND 24,19900
PIVOTAL INVESTMENT CORP IIICOM CL A72582M10656958,470SH DFND 58,47000
PLUG POWER INCNOTE 3.750% 6/072919PAD512,5232,450,000PRN DFND 2,450,00000
PLUM ACQUISITION CORP I*W EXP 03/15/202G7134L1182430,000SH DFND 30,00000
PLUM ACQUISITION CORP ICLASS A ORD SHSG7134L1262,018208,720SH DFND 208,72000
PMV CONSUMER ACQUISITION COR*W EXP 08/31/202693486110169250,000SH DFND 250,00000
PMV CONSUMER ACQUISITION CORCOM69348610292994,650SH DFND 94,65000
PNM RES INCCOM69349H10725,131507,896SH DFND 507,89600
POEMA GLOBAL HOLDINGS CORP*W EXP 01/08/202G7154B1152224,999SH DFND 24,99900
POEMA GLOBAL HOLDINGS CORPCL A SHSG7154B10773674,636SH DFND 74,63600
PONO CAPITAL CORPUNIT 09/30/20287324502002,910285,000SH DFND 285,00000
PONTEM CORPORATION*W EXP 01/05/202G717071221317,666SH DFND 17,66600
PONTEM CORPORATIONSHS CL AG7170710660061,820SH DFND 61,82000
POPULATION HEALTH INVS CO IN*W EXP 10/01/202G717161154762,444SH DFND 62,44400
POPULATION HEALTH INVS CO INSHS CL AG717161071,296132,537SH DFND 132,53700
PORTAGE FINTECH ACQUISITN COUNIT 07/08/2026G7185D1221,368138,000SH DFND 138,00000
POST HOLDINGS PARTNERING COR*W EXP 04/12/20273746511290100,000SH DFND 100,00000
POST HOLDINGS PARTNERING CORCOM SER A73746510457960,110SH DFND 60,11000
POWER & DIGITAL INFRA ACQ CO*W EXP 02/12/2027391901147429,749SH DFND 29,74900
POWERED BRANDS*W EXP 01/07/202G7209M1161016,666SH DFND 16,66600
POWERED BRANDSCL AG7209M1081,037105,428SH DFND 105,42800
PPD INCCOM69355F10229,308626,382SH DFND 626,38200
PRECIGEN INCCOM74017N10511923,855SH DFND 23,85500
PRIMAVERA CAPITAL ACQUIST CO*W EXP 01/19/202G7255E1171720,500SH DFND 20,50000
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PRIME IMPACT ACQUISITION I*W EXP 10/01/203G6107412993133,333SH DFND 133,33300
PRIME IMPACT ACQUISITION ISHS CL AG610741031,355138,030SH DFND 138,03000
PRIVETERRA ACQUISITION CORP*W EXP 02/28/20274275N1103150,000SH DFND 50,00000
PRIVETERRA ACQUISITION CORPCL A74275N1021,492153,000SH DFND 153,00000
PROCAPS GROUP SA*W EXP 04/01/202L7756P1107973,086SH DFND 73,08600
PROGRESS ACQUISITION CORP*W EXP 11/11/20274327P1133766,500SH DFND 66,50000
PROGRESS ACQUISITION CORPCOM CL A74327P1051,449147,740SH DFND 147,74000
PROPERTY SOLUTIONS ACQUISITI*W EXP 03/01/20274350A11677112,500SH DFND 112,50000
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PROPTECH INVESTMENT CORP II*W EXP 12/08/2027434971177385,596SH DFND 85,59600
PROPTECH INVESTMENT CORP IICOM CL A7434971091,395142,341SH DFND 142,34100
PROSPECT CAP CORPNOTE 6.375% 3/074348TAT9972896,000PRN DFND 896,00000
PROSPECTOR CAPITAL CORP*W EXP 01/01/202G7273A1131216,666SH DFND 16,66600
PROSPECTOR CAPITAL CORPCL AG7273A10582184,080SH DFND 84,08000
PROVIDENT ACQUISITION CORP*W EXP 01/08/202G7282L1261220,499SH DFND 20,49900
PROVIDENT ACQUISITION CORPCL AG7282L10067969,614SH DFND 69,61400
PWP FORWARD ACQUISITION CORP*W EXP 03/12/20274709Q1194149,999SH DFND 49,99900
PWP FORWARD ACQUISITION CORPCLASS A COM74709Q1012,405249,995SH DFND 249,99500
QAD INCCL A74727D3068,04992,106SH DFND 92,10600
QUANTUM FINTECH ACQUISTIN COCOMMON STOCK74767A10557658,470SH DFND 58,47000
QUEENS GAMBIT GROWTH CAPITAL*W EXP 01/19/202G7315C1191113,333SH DFND 13,33300
QUEENS GAMBIT GROWTH CAPITALCL A SHSG7315C10177678,599SH DFND 78,59900
RAPID7 INCNOTE 1.250% 8/0753422AB016,4346,042,000PRN DFND 6,042,00000
RAPID7 INCNOTE 2.250% 5/0753422AD617,6689,075,000PRN DFND 9,075,00000
RAVEN INDS INCCOM7542121088,240143,029SH DFND 143,02900
RECHARGE ACQUISITION CORP*W EXP 10/05/202756229118160250,000SH DFND 250,00000
RECHARGE ACQUISITION CORPCOM CL A7562291002,586262,047SH DFND 262,04700
REDBALL ACQUISITION CORP*W EXP 08/17/202G7417R1132733,333SH DFND 33,33300
REDBALL ACQUISITION CORPCOM CL AG7417R10596497,940SH DFND 97,94000
REE AUTOMOTIVE LTD*W EXP 07/22/202M8287R111115132,457SH DFND 132,45700
REINVENT TECHNOLOGY PARTNERSCLASS A ORD SHSG7484L10635836,051SH DFND 36,05100
REMITLY GLOBAL INCCOM75960P1042727,417SH DFND 7,41700
RETAIL PPTYS AMER INCCL A76131V2025,221405,338SH DFND 405,33800
REVIVA PHARMACEUTCLS HLDGS I*W EXP 12/25/20276152G11857142,700SH DFND 142,70000
REVOLUTION HEALTHCAR AQ CORP*W EXP 12/31/20276155Y1162223,399SH DFND 23,39900
REVOLUTION HEALTHCAR AQ CORPCLASS A COM76155Y1081,432147,184SH DFND 147,18400
RICE ACQUISITION CORP II*W EXP 99/99/999G755291264830,248SH DFND 30,24800
RICE ACQUISITION CORP IISHS CL AG755291001,199120,998SH DFND 120,99800
RINGCENTRAL INCNOTE 3/076680RAF413,37313,500,000PRN DFND 13,500,00000
RINGCENTRAL INCNOTE 3/176680RAH014,48115,395,000PRN DFND 15,395,00000
RIVERVIEW ACQUISITION CORPUNIT 07/29/20267693952034,450449,000SH DFND 449,00000
RMG ACQUISITION CORP III*W EXP 02/08/202G760881221415,660SH DFND 15,66000
RMG ACQUISITION CORP IIICL A SHSG7608810676878,900SH DFND 78,90000
ROCKET INTERNET GRWT OPRT CO*W EXP 99/99/999G7613T1291012,500SH DFND 12,50000
ROCKET INTERNET GRWT OPRT COSHS CL AG7613T10396298,450SH DFND 98,45000
ROCKLEY PHOTONICS HOLDINGS L*W EXP 08/11/202G7614L117260108,942SH DFND 108,94200
ROMAN DBDR TECH ACQUISITION*W EXP 10/31/20277584N119443275,000SH DFND 275,00000
ROMAN DBDR TECH ACQUISITIONCOM CL A77584N1013,516347,794SH DFND 347,79400
ROSECLIFF ACQUISITION CORP I*W EXP 02/11/20277732R1112341,665SH DFND 41,66500
ROSECLIFF ACQUISITION CORP ICOM CL A77732R1031,795185,015SH DFND 185,01500
ROSS ACQUISITION CORP II*W EXP 02/01/202G7641C1144449,999SH DFND 49,99900
ROSS ACQUISITION CORP IISHS CL AG7641C10647348,850SH DFND 48,85000
ROTH CH ACQUISITION III CO*W EXP 02/26/20277867Q1103829,498SH DFND 29,49800
ROTH CH ACQUISITION IV COUNIT 07/01/202677867P2032,117210,000SH DFND 210,00000
RXR ACQUISITION CORP*W EXP 03/08/20274981W1152026,400SH DFND 26,40000
RXR ACQUISITION CORPCLASS A COM74981W1071,283132,000SH DFND 132,00000
SANDBRIDGE X2 CORP*W EXP 03/11/2027997921143340,666SH DFND 40,66600
SANDBRIDGE X2 CORPCOM CLASS A7997921061,656170,498SH DFND 170,49800
SANDERSON FARMS INCCOM80001310439,466211,416SH DFND 211,41600
SANTANDER CONSUMER USA HLDGSCOM80283M10116,614398,418SH DFND 398,41800
SARISSA CAPITAL ACQUISITN CO*W EXP 10/23/202G7823W1103133,333SH DFND 33,33300
SARISSA CAPITAL ACQUISITN COCL AG7823W10272273,244SH DFND 73,24400
SCIENCE STRATEGIC ACQ ALPHA*W EXP 01/20/2028086411122840,333SH DFND 40,33300
SCIENCE STRATEGIC ACQ ALPHACOM CL A8086411041,835188,939SH DFND 188,93900
SCION TECH GROWTH I*W EXP 11/01/202G310671122633,333SH DFND 33,33300
SCION TECH GROWTH ICL A SHSG3106710463064,780SH DFND 64,78000
SCION TECH GROWTH II*W EXP 01/28/202G310701161116,666SH DFND 16,66600
SCION TECH GROWTH IICL A SHSG3107010877979,855SH DFND 79,85500
SCORE MEDIA & GAMING INCCL A SUB VTG SHS80919D20212,246357,764SH DFND 357,76400
SCP & CO HEALTHCARE ACQUSTN*W EXP 01/27/2027840651123763,499SH DFND 63,49900
SCP & CO HEALTHCARE ACQUSTNCOM CL A7840651041,785183,438SH DFND 183,43800
SCVX CORP*W EXP 01/24/202G794481172025,000SH DFND 25,00000
SCVX CORPCOMG7944820896497,050SH DFND 97,05000
SEA LTDNOTE 0.250% 9/181141RAG525,27224,850,000PRN DFND 24,850,00000
SEAPORT GLOBAL ACQUISITN COR*W EXP 12/15/202812227114153162,498SH DFND 162,49800
SEAPORT GLOBAL ACQUISITN CORCOM CL A8122271061,461145,100SH DFND 145,10000
SENIOR CONNECT ACQUISITN COR*W EXP 12/31/20281723H1167199,999SH DFND 99,99900
SENIOR CONNECT ACQUISITN CORCOM CL A81723H10866167,660SH DFND 67,66000
SEVEN OAKS ACQUISITION CORP*W EXP 12/22/20281787X11479100,000SH DFND 100,00000
SEVEN OAKS ACQUISITION CORPCOM CL A81787X1061,909192,287SH DFND 192,28700
SHAPEWAYS HOLDINGS INC*W EXP 99/99/99981947T110322325,000SH DFND 325,00000
SHAPEWAYS HOLDINGS INCCOMMON STOCK81947T10255454,930SH DFND 54,93000
SHELTER ACQUISITION CORP I*W EXP 02/25/202822821112113226,993SH DFND 226,99300
SHELTER ACQUISITION CORP ICLASS A COM8228211044,413453,987SH DFND 453,98700
SIERRA LAKE ACQUISITION CORPUNIT 03/31/20288263322071,990199,757SH DFND 199,75700
SILVER CREST ACQUISITION COR*W EXP 12/15/202G813551281421,499SH DFND 21,49900
SILVER CREST ACQUISITION CORCL A SHSG81355102997101,378SH DFND 101,37800
SILVER SPIKE ACQUISITN CORP*W EXP 02/26/202G8201H1132725,000SH DFND 25,00000
SILVER SPIKE ACQUISITN CORPCLASS A ORD SHSG8201H105980100,000SH DFND 100,00000
SILVERBOX ENGAGED MERGER CO*W EXP 06/02/20282836L1193345,666SH DFND 45,66600
SILVERBOX ENGAGED MERGER COCOM CL A82836L10146847,900SH DFND 47,90000
SILVERSPAC INCUNIT 09/09/2026G8136V1202,970299,391SH DFND 299,39100
SIMON PROPERTY GRP ACQ HOLDI*W EXP 02/04/20282880R1112424,400SH DFND 24,40000
SIMON PROPERTY GRP ACQ HOLDICOM CL A82880R10346647,810SH DFND 47,81000
SKYDECK ACQUISITION CORP*W EXP 05/13/202G8222011594124,999SH DFND 124,99900
SKYDECK ACQUISITION CORPCLASS A ORD SHSG822201233,619374,998SH DFND 374,99800
SLAM CORPCL A SHSG8210L10554655,990SH DFND 55,99000
SMART GLOBAL HLDGS INCNOTE 2.250% 2/183205YAB023,69818,025,000PRN DFND 18,025,00000
SNAP INCNOTE 0.250% 5/083304AAD88926,000PRN DFND 26,00000
SNAP INCNOTE 0.750% 8/083304AAB212137,000PRN DFND 37,00000
SOAR TECHNOLOGY ACQUISN CORPUNIT 99/99/9999G824721043,039299,382SH DFND 299,38200
SOCIAL CAP SUVRETTA HLD CRPICLASS A ORD SHSG8253W1091,960200,000SH DFND 200,00000
SOCIAL CAP SUVRETTA HLDS CPCLASS A ORD SHSG8253Y10571372,667SH DFND 72,66700
SOCIAL CAP SUVRETTA HLDS CRPCLASS A ORD SHSG8253U1031,976200,000SH DFND 200,00000
SOCIAL CAP SUVRETTA HLDS CRPCLASS A ORD SHSG8253T1061,990200,000SH DFND 200,00000
SOCIAL CAPITAL HEDOSOPHA HLD*W EXP 09/26/202G825141113922,500SH DFND 22,50000
SOCIAL CAPITAL HEDOSOPHA HLD*W EXP 09/26/202G8251L1137037,500SH DFND 37,50000
SOCIAL CAPITAL HEDOSOPHA HLDSHS CL AG8251410391190,000SH DFND 90,00000
SOCIAL LEVERAGE ACQUISN CORP*W EXP 02/17/20283363K1102529,999SH DFND 29,99900
SOCIAL LEVERAGE ACQUISN CORPCOM CL A83363K1021,533156,786SH DFND 156,78600
SOFTWARE ACQUISITN GRP INC IUNIT 03/01/202883407J2024,040400,000SH DFND 400,00000
SPARTACUS ACQUISITION CORP*W EXP 10/31/20284677L117600375,000SH DFND 375,00000
SPARTAN ACQUISITION CORP III*W EXP 02/04/20284677R1143430,498SH DFND 30,49800
SPARTAN ACQUISITION CORP IIICOM CL A84677R1061,582160,142SH DFND 160,14200
SPLUNK INCNOTE 1.125% 6/1848637AF114,39114,601,000PRN DFND 14,601,00000
SPLUNK INCNOTE 1.125% 9/1848637AD69,3087,610,000PRN DFND 7,610,00000
SPORTRADAR GROUP AGCLASS A ORD SHSH8088L10325211,126SH DFND 11,12600
SPORTS ENTERTAINMENT ACQU CO*W EXP 10/30/20284918M114356150,000SH DFND 150,00000
SPORTS VENTURES ACQUISIN COR*W EXP 11/30/202G8372A1291118,320SH DFND 18,32000
SPORTS VENTURES ACQUISIN CORCL A SHSG8372A1031,006103,410SH DFND 103,41000
SPORTSMANS WHSE HLDGS INCCOM84920Y10623,2191,319,253SH DFND 1,319,25300
SPORTSTEK ACQUISITION CORP*W EXP 02/16/202849196118101112,500SH DFND 112,50000
SPORTSTEK ACQUISITION CORPCOM CL A8491961002,303236,200SH DFND 236,20000
SPRING VY ACQUISITION CORP*W EXP 05/20/202G8377A1243649,999SH DFND 49,99900
SPRING VY ACQUISITION CORPCL AG8377A1082,329268,028SH DFND 268,02800
SPRINGWATER SPL SITUATIONS CUNIT 12/01/202785205U20699799,878SH DFND 99,87800
SQUARE INCNOTE 0.125% 3/0852234AF052,06725,619,000PRN DFND 25,619,00000
SQUARE INCNOTE 0.500% 5/1852234AD59932,000PRN DFND 32,00000
STAMPS COM INCCOM NEW85285720019,18558,174SH DFND 58,17400
STATE AUTO FINL CORPCOM8557071056,448126,546SH DFND 126,54600
STERLING BANCORP DELCOM85917A10025,5551,023,835SH DFND 1,023,83500
STONEBRIDGE ACQUISITION CORPUNIT 04/11/2026G850941112,520250,000SH DFND 250,00000
STRATIM CLOUD ACQUISITION CO*W EXP 03/05/20286309R115126200,000SH DFND 200,00000
STRATIM CLOUD ACQUISITION COCLASS A COM86309R1071,991206,300SH DFND 206,30000
STRIDE INCNOTE 1.125% 9/086333MAA623,85223,885,000PRN DFND 23,885,00000
STRYVE FOODS INC*W EXP 07/31/202863685111261334,521SH DFND 334,52100
STRYVE FOODS INCCLASS A COM86368510322441,780SH DFND 41,78000
SUMMIT HEALTHCRE ACQUISTN CO*W EXP 06/03/202G8566R11086100,000SH DFND 100,00000
SUMMIT HEALTHCRE ACQUISTN COCLASS A ORD SHSG8566R1021,277131,000SH DFND 131,00000
SUPERNOVA PARTN ACQ CO III L*W EXP 99/99/999G8T90F1281920,000SH DFND 20,00000
SUPERNOVA PARTN ACQ CO III LSHS CL AG8T90F1021,533158,000SH DFND 158,00000
SUPERNOVA PARTNERS ACQUISTN*W EXP 99/99/999G8T86C1211012,500SH DFND 12,50000
SUPERNOVA PARTNERS ACQUISTNSHS CL AG8T86C10550051,343SH DFND 51,34300
SUSTAINABLE DEVELP ACQU I CO*W EXP 02/04/20286934L1113960,349SH DFND 60,34900
SUSTAINABLE DEVELP ACQU I COCOM CL A86934L10352653,930SH DFND 53,93000
SVF INVESTMENT CORP 2CL A SHSG8601M10038138,808SH DFND 38,80800
SVF INVESTMENT CORP 3CL A SHSG8601N10834435,000SH DFND 35,00000
TABULA RASA HEALTHCARE INCNOTE 1.750% 2/1873379AA921,53425,575,000PRN DFND 25,575,00000
TAILWIND ACQUISITION CORP*W EXP 09/07/20287403Q110319550,000SH DFND 550,00000
TAILWIND INTERNATNAL ACQ COR*W EXP 03/01/202G8662F1191625,000SH DFND 25,00000
TAILWIND INTERNATNAL ACQ CORCOM CL AG8662F1011,274131,320SH DFND 131,32000
TAILWIND TWO ACQUISITION CORSHS CL AG8661310946848,150SH DFND 48,15000
TAILWIND TWO ACQUISITION CORUNIT 03/01/2028G866131171,493150,000SH DFND 150,00000
TASTEMAKER ACQUISITION CORP*W EXP 01/07/20287654511278120,504SH DFND 120,50400
TASTEMAKER ACQUISITION CORPCOM CL A87654510453354,100SH DFND 54,10000
TB SA ACQUISITION CORP*W EXP 03/25/202G8657L1212949,999SH DFND 49,99900
TB SA ACQUISITION CORPCLASS A ORD SHSG8657L1051,471149,997SH DFND 149,99700
TCW SPECIAL PURPOSE ACQU CORCOM CL A87301L10655957,110SH DFND 57,11000
TCW SPECIAL PURPOSE ACQU CORUNIT 99/99/999987301L2054,892496,698SH DFND 496,69800
TECH AND ENERGY TRANSITION*W EXP 03/31/20287823R110108166,666SH DFND 166,66600
TEKKORP DIGITAL ACQUISITN CO*W EXP 10/26/202G8739H1146775,000SH DFND 75,00000
TEKKORP DIGITAL ACQUISITN COCL AG8739H1061,256127,910SH DFND 127,91000
TESLA INCNOTE 2.000% 5/188160RAG621,3191,708,000PRN DFND 1,708,00000
THAYER VENTURES ACQU CORP*W EXP 01/01/20388332T11810187,499SH DFND 87,49900
THAYER VENTURES ACQU CORPCOM CL A88332T1001,173116,070SH DFND 116,07000
THE BEACHBODY COMPANY INC*W EXP 12/31/2020734631193730,815SH DFND 30,81500
THE MUSIC ACQUISITION CORP*W EXP 02/05/20262752R1184662,000SH DFND 62,00000
THE MUSIC ACQUISITION CORPCOM CLASS A62752R1001,767181,650SH DFND 181,65000
THE ORIGINAL BARK COMPANY*W EXP 05/01/20268622E112480282,603SH DFND 282,60300
THERAVANCE INCNOTE 2.125% 1/188338TAB06,0645,625,000PRN DFND 5,625,00000
THIMBLE POINT ACQUISITION CO*W EXP 02/04/20288408P1153840,333SH DFND 40,33300
THIMBLE POINT ACQUISITION COCOM CL A88408P1071,831184,169SH DFND 184,16900
THUNDER BRDG CAP PRTNRS IV IUNIT 06/30/202688605L2066,962706,800SH DFND 706,80000
THUNDER BRIDGE CAP PRTNRS II*W EXP 02/15/20288605T1182026,346SH DFND 26,34600
THUNDER BRIDGE CAP PRTNRS IICOM CL A88605T10049650,812SH DFND 50,81200
TIGA ACQUISITION CORP*W EXP 11/06/202G886721112840,000SH DFND 40,00000
TIGA ACQUISITION CORPSHS CL AG8867210371470,440SH DFND 70,44000
TILRAY INCNOTE 5.000%10/088688TAB6419425,000PRN DFND 425,00000
TIMKENSTEEL CORPORATIONNOTE 6.000%12/0887399AB92,8541,500,000PRN DFND 1,500,00000
TIO TECH A*W EXP 04/12/202G8T10C1142533,332SH DFND 33,33200
TIO TECH ACLASS A ORD SHSG8T10C10696799,796SH DFND 99,79600
TISHMAN SPEYER INNOVATION CO*W EXP 02/11/20288825H1182023,799SH DFND 23,79900
TLG ACQUISITION ONE CORP*W EXP 01/25/20287257M1162950,702SH DFND 50,70200
TLG ACQUISITION ONE CORPCOM CL A87257M1081,803183,076SH DFND 183,07600
TORTOISEECOFIN ACQUISITION CUNIT 99/99/9999G8956E2083,459347,280SH DFND 347,28000
TPB ACQUISITION CORP IUNIT 08/09/2026G8990L1193,940400,000SH DFND 400,00000
TPG PACE BEN FIN CORP*W EXP 10/09/202G8990D1174020,000SH DFND 20,00000
TPG PACE BENEFICIAL II CORPCOMMON STOCKG8982610440641,500SH DFND 41,50000
TPG SPECIALTY LENDING INCNOTE 4.500% 8/087265KAD45,4874,750,000PRN DFND 4,750,00000
TREBIA ACQUISITION CORP*W EXP 99/99/999G9027T1174833,333SH DFND 33,33300
TREBIA ACQUISITION CORPCOM CL AG9027T10978679,320SH DFND 79,32000
TREPONT ACQUISITION CORP I*W EXP 11/24/202G9095M1272640,000SH DFND 40,00000
TREPONT ACQUISITION CORP ISHS CL AG9095M1011,270127,370SH DFND 127,37000
TRIBE CAPITAL GROWTH CORP I*W EXP 02/28/20289601Y1197481,248SH DFND 81,24800
TRIBE CAPITAL GROWTH CORP ICLASS A COM89601Y1013,171326,592SH DFND 326,59200
TRILLIUM THERAPEUTICS INCCOM NEW89620X50624,4761,393,859SH DFND 1,393,85900
TRIPLE-S MGMT CORPCOM8967491082,57472,760SH DFND 72,76000
TUATARA CAPITAL ACQUISITN CO*W EXP 02/11/202G9118J1191219,000SH DFND 19,00000
TUATARA CAPITAL ACQUISITN COCL A SHSG9118J10184386,650SH DFND 86,65000
TURMERIC ACQUISITION CORP*W EXP 10/08/202G9127T1242333,333SH DFND 33,33300
TURMERIC ACQUISITION CORPCL AG9127T1081,242126,903SH DFND 126,90300
TUSCAN HLDGS CORP II*W EXP 04/01/20290070A11191135,456SH DFND 135,45600
TUSCAN HLDGS CORP IICOM90070A1031,378136,270SH DFND 136,27000
TWELVE SEAS INVESTMENT CO II*W EXP 03/02/20290118T1143349,999SH DFND 49,99900
TWELVE SEAS INVESTMENT CO IICOM CL A90118T1061,483152,683SH DFND 152,68300
TWIN RIDGE CAPITAL ACQUIS CO*W EXP 03/07/202G9151L1201116,666SH DFND 16,66600
TWIN RIDGE CAPITAL ACQUIS COSHS CL AG9151L10448549,998SH DFND 49,99800
TWOCOM CL AG9152V1012,427247,900SH DFND 247,90000
TZP STRATEGIES ACQUISTN CORP*W EXP 01/06/202G915951191116,999SH DFND 16,99900
TZP STRATEGIES ACQUISTN CORPCL A SHSG915951011,155117,937SH DFND 117,93700
UNITED STATES STL CORPNOTE 5.000%11/0912909AT58,6204,550,000PRN DFND 4,550,00000
UPHEALTH INC*W EXP 06/08/20291532B119190412,607SH DFND 412,60700
USHG ACQUISITION CORP*W EXP 02/24/20291748P1183439,332SH DFND 39,33200
USHG ACQUISITION CORPCOM CL A91748P10047048,410SH DFND 48,41000
VAIL RESORTS INCCOM91879Q1091,2863,851SH DFND 3,85100
VALOR LATITUDE ACQUISITN COR*W EXP 04/02/202G9460N1225366,666SH DFND 66,66600
VALOR LATITUDE ACQUISITN CORCLASS A ORD SHSG9460N1061,952199,998SH DFND 199,99800
VAREX IMAGING CORPNOTE 4.000% 6/092214XAB28,4305,475,000PRN DFND 5,475,00000
VECTOIQ ACQUISITION CORP II*W EXP 01/07/20292244F1173139,999SH DFND 39,99900
VECTOIQ ACQUISITION CORP IICOM CL A92244F10962664,517SH DFND 64,51700
VECTOR ACQUISITION CORP IICL A SHSG9460A104975100,000SH DFND 100,00000
VEECO INSTRS INC DELNOTE 3.750% 6/0922417AF711,5986,500,000PRN DFND 6,500,00000
VELO3D INC*W EXP 12/01/20292259N1123120,000SH DFND 20,00000
VELOCITY ACQUISITION CORP*W EXP 02/24/20292259E1122839,332SH DFND 39,33200
VELOCITY ACQUISITION CORPCOM CL A92259E1041,667169,076SH DFND 169,07600
VENTOUX CCM ACQUISITION CORPCOM92280L10156456,480SH DFND 56,48000
VEONEER INCCOM92336X1096,383187,407SH DFND 187,40700
VEREIT INCCOM92339V30824,194534,909SH DFND 534,90900
VIACOMCBS INCCL B92556H2064,759120,446SH DFND 120,44600
VICKERS VANTAGE CORP I*W EXP 09/15/202G9440B1152039,615SH DFND 39,61500
VICKERS VANTAGE CORP ISHSG9440B1071,307130,968SH DFND 130,96800
VIRGIN GROUP ACQUISIT CORP I*W EXP 03/13/202G9460K1281719,999SH DFND 19,99900
VIRTUOSO ACQUISITION CORP*W EXP 01/31/20292837J1128674,999SH DFND 74,99900
VIRTUOSO ACQUISITION CORPCOM CL A92837J1041,467147,998SH DFND 147,99800
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP39,8589,550,000PRN DFND 9,550,00000
VISTAS MEDIA ACQUISITION CO*W EXP 08/01/20292840T115167238,545SH DFND 238,54500
VISTAS MEDIA ACQUISITION COCOM CL A92840T1071,495148,309SH DFND 148,30900
VIVEON HEALTH ACQUISITION COCOMMON STOCK92853V10659960,000SH DFND 60,00000
VPC IMPACT ACQU HOLDI III IN*W EXP 09/03/20291835J1166437,499SH DFND 37,49900
VPC IMPACT ACQU HOLDI III INCOM CL A91835J1081,437144,996SH DFND 144,99600
VPC IMPACT ACQUISITION HLDG*W EXP 03/05/202G9460L1184537,499SH DFND 37,49900
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WARBURG PINCUS CAPTAL CORP I*W EXP 99/99/999G9460M1241415,000SH DFND 15,00000
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WARRIOR TECHNOLOGIES ACQUI C*W EXP 03/31/2029362731194480,894SH DFND 80,89400
WARRIOR TECHNOLOGIES ACQUI CCOM CL A9362731011,720175,348SH DFND 175,34800
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WAYFAIR INCNOTE 1.125%11/094419LAD35625,000PRN DFND 25,00000
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XPAC ACQUISITION CORPUNIT 07/27/2021G9831X1142,949300,000SH DFND 300,00000
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YUNHONG INTLCL A SHSG9888210669867,954SH DFND 67,95400
YUNHONG INTLRIGHT 01/31/2027G9888213040200,000SH DFND 200,00000
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ZANITE ACQUISITION CORPCOM CL A98907K1031,846182,547SH DFND 182,54700
ZENDESK INCNOTE 0.625% 6/198936JAD36,4145,025,000PRN DFND 5,025,00000
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ZYNGA INCNOTE 0.250% 6/098986TAB44,8114,225,000PRN DFND 4,225,00000