NPORT-P
false
0001208133
XXXXXXXX
S000005160
C000014130
Merger Fund VL
811-21279
0001208133
WL4YANUDQ0FQJ0MXSM49
100 Summit Lake Drive
Valhalla
10595
1-800-343-8959
Merger Fund VL
S000005160
WL4YANUDQ0FQJ0MXSM49
2021-12-31
2021-09-30
N
63267439.310000000000
4856637.170000000000
58410802.140000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
119730.510000000000
0.000000000000
0.000000000000
6197167.010000000000
N
AMR CORP ESCROW
N/A
AMR CORP ESCROW
001ESC102
7668
NS
USD
728.46
0.0012471323
Long
EC
CORP
US
N
3
N
N
N
ATI Physical Therapy Inc
N/A
ATI Physical Therapy Inc
00216W109
4111
NS
USD
15621.8
0.0267447106
Long
EC
CORP
US
N
1
N
N
N
Accelerate Acquisition Corp
N/A
Accelerate Acquisition Corp
00439D102
9000
NS
USD
87570
0.1499208995
Long
EC
CORP
US
N
1
N
N
N
ACCELERATE ACQUISITION COR-A
N/A
Accelerate Acquisition Corp
00439D110
3000
NS
USD
2819.7
0.0048273605
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Accelerate Acquisition Corp
Accelerate Acquisition Corp
1
11.500000000000
USD
2027-12-31
XXXX
114.61
N
N
N
Aerojet Rocketdyne Holdings In
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800105
17474
NS
USD
760992.7
1.3028287100
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
1007
NS
USD
103620.3
0.1773992073
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ADVANCED MICRO DEVICES, INC. SWAP
N/A
1
NC
USD
-173605.08
-0.2972139975
N/A
DE
US
N
2
J.P. Morgan Securites LLC
ZBUT11V806EZRVTWT807
Advanced Micro Devices Inc
Advanced Micro Devices Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2021-10-28
0.000000000000
USD
0.000000000000
USD
-890496.6
USD
-173605.08
N
N
N
N/A
N/A
ADVANCED MICRO DEVICES, INC. SWAP
N/A
1
NC
USD
-412203.89
-0.7056980471
N/A
DE
US
N
2
Bank of America National Association
B4TYDEB6GKMZO031MB27
Advanced Micro Devices Inc
Advanced Micro Devices Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2021-11-12
0.000000000000
USD
0.000000000000
USD
-2180965.5
USD
-412203.89
N
N
N
Afterpay Ltd
529900P6ROPAX0QTB720
Afterpay Ltd
00832J102
429
NS
USD
37636.17
0.0644335784
Long
EC
CORP
AU
N
1
N
N
N
Alder Biopharmaceuticals Inc
529900946SFXHRCYLD85
Alder Biopharmaceuticals Inc
014339105
31310
NS
USD
36006.5
0.0616435637
Long
EC
CORP
US
N
3
N
N
N
MODULAIRE GLOBAL FINANCE
5493000PLZTCKZAJDO03
Modulaire Global Finance Plc
01551UAC8
192000
PA
USD
196321.92
0.3361055024
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
8
N
N
N
N
N
N
ALTABA INC ORD SHS ESCROW
N/A
ALTABA INC ORD SHS ESCROW
021ESC017
198459
NS
USD
1302387.19
2.2297026274
Long
EC
CORP
US
N
2
N
N
N
N/A
N/A
AMERICAN AIRLINES GROUP INC. SWAP
N/A
1
NC
USD
-125.61
-0.0002150458
N/A
DE
US
N
2
J.P. Morgan Securites LLC
ZBUT11V806EZRVTWT807
American Airlines Group Inc
American Airlines Group Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-02-26
0.000000000000
USD
0.000000000000
USD
-1436.4
USD
-125.61
N
N
N
Anzu Special Acquisition Corp
N/A
Anzu Special Acquisition Corp I
03737A200
200
NS
USD
1978
0.0033863599
Long
EC
CORP
US
N
1
N
N
N
Apollo Global Management Inc
54930054P2G7ZJB0KM79
Apollo Global Management Inc
03768E105
-1659
NS
USD
-102177.81
-0.1749296470
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
APOLLO GLOBAL MANAGEMENT INC. SWAP
N/A
1
NC
USD
-26699.68
-0.0457101752
N/A
DE
US
N
2
J.P. Morgan Securites LLC
ZBUT11V806EZRVTWT807
Apollo Global Management Inc
Apollo Global Management Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-05-19
0.000000000000
USD
0.000000000000
USD
-512798.34
USD
-26699.68
N
N
N
N/A
N/A
APOLLO GLOBAL MGMT INC SWAP
N/A
1
NC
USD
-68295.43
-0.1169226025
N/A
DE
US
N
2
Bank of America National Association
B4TYDEB6GKMZO031MB27
Apollo Global Management Inc
Apollo Global Management Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-03-16
0.000000000000
USD
0.000000000000
USD
-826722.57
USD
-68295.43
N
N
N
Archimedes Tech SPAC Partners
N/A
Archimedes Tech SPAC Partners Co
039562202
187
NS
USD
1860.65
0.0031854553
Long
EC
CORP
US
N
1
N
N
N
Arrowroot Acquisition Corp
N/A
Arrowroot Acquisition Corp
04282M102
7864
NS
USD
76241.48
0.1305263362
Long
EC
CORP
US
N
2
N
N
N
ARROWROOT ACQUISITION CORP-A
N/A
Arrowroot Acquisition Corp
04282M110
3932
NS
USD
2241.24
0.0038370300
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Arrowroot Acquisition Corp
Arrowroot Acquisition Corp
1
11.500000000000
USD
2026-01-29
XXXX
196.05
N
N
N
Atlas Crest Investment Corp II
N/A
Atlas Crest Investment Corp II
049287204
1450
NS
USD
14485.5
0.0247993513
Long
EC
CORP
US
N
1
N
N
N
BHP Group PLC
549300C116EOWV835768
BHP Group PLC
05545E209
22800
NS
USD
1155732
1.9786271677
Long
EC
CORP
AU
N
1
N
N
N
N/A
N/A
MEGGIT PLC SWAP
N/A
1
NC
-55485.8
-0.0949923609
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Meggitt PLC
Meggitt PLC
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-08-11
0.000000000000
GBP
0.000000000000
GBP
506941.14
GBP
-55485.8
N
N
N
BancorpSouth Bank
Q7C315HKI8VX0SSKBS64
BancorpSouth Bank
05971J102
-14249
NS
USD
-424335.22
-0.7264670308
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
MORRISON(W)SUPRMKT SWAP
N/A
1
NC
-1135.45
-0.0019439041
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Wm Morrison Supermarkets PLC
Wm Morrison Supermarkets PLC
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-06-23
0.000000000000
GBP
0.000000000000
GBP
42434.51
GBP
-1135.45
N
N
N
BERKSHIRE GREY INC
N/A
Berkshire Grey Inc
084656115
1255
NS
USD
1518.55
0.0025997760
N/A
DE
CORP
US
N
1
NASDAQ GS
N/A
Call
Purchased
Berkshire Grey Inc
Berkshire Grey Inc
1
11.500000000000
USD
2026-12-10
XXXX
-726.2
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
088606108
-3707
NS
USD
-198398.64
-0.3396608722
Short
EC
CORP
AU
N
1
N
N
N
N/A
N/A
BHP GROUP LIMITED
N/A
1
NC
USD
108245.32
0.1853172975
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BHP Group Ltd
BHP Group Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-08-19
0.000000000000
USD
0.000000000000
USD
-482215.2
USD
108245.32
N
N
N
N/A
N/A
ULTRA ELECTRONICS HOLDINGS PLC SWAP
N/A
1
NC
-848.28
-0.0014522656
N/A
DE
US
N
2
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Ultra Electronics Holdings PLC
Ultra Electronics Holdings PLC
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-08-17
0.000000000000
GBP
0.000000000000
GBP
9869.8
GBP
-848.28
N
N
N
Bright Lights Acquisition Corp
N/A
Bright Lights Acquisition Corp
10920K101
386
NS
USD
3757.71
0.0064332450
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO CONTNGNT VAL RT
N/A
BRISTOL-MYERS SQUIBB CO CONTNGNT VAL RT
N/A
6945
NS
USD
7813.13
0.0133761731
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
BRISTOL-MYERS SQUIB CORP SWAP
N/A
1
NC
USD
5776.87
0.0098900713
N/A
DE
US
N
3
Bank of America National Association
B4TYDEB6GKMZO031MB27
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
Y
Unrealized appreciation/depreciation relating to the underlying position
2021-11-23
0.000000000000
USD
0.000000000000
USD
5776.88
USD
5776.87
N
N
N
Build Acquisition Corp
N/A
Build Acquisition Corp
12008J204
1053
NS
USD
10530
0.0180274874
Long
EC
CORP
US
N
1
N
N
N
CEC BRANDS LLC
N/A
CEC BRANDS LLC WT
12515M112
2163
NS
USD
6489
0.0111092465
N/A
DE
CORP
US
N
3
OTC US
N/A
Call
Purchased
CEC BRANDS LLC WT
CEC BRANDS LLC WT
1
0.000000000000
USD
2025-12-31
XXXX
-99998.99
N
N
N
CF Acquisition Corp VIII
N/A
CF Acquisition Corp VIII
12520C208
3028
NS
USD
30703.92
0.0525654825
Long
EC
CORP
US
N
1
N
N
N
CF Acquisition Corp VI
N/A
CF Acquisition Corp VI
12521J202
900
NS
USD
8865
0.0151769873
Long
EC
CORP
US
N
1
N
N
N
CHP Merger Corp
N/A
CHP Merger Corp
12558Y106
4376
NS
USD
43847.52
0.0750674848
Long
EC
CORP
US
N
1
N
N
N
CHP MERGER CORP-CLASS A
N/A
CHP Merger Corp
12558Y114
545
NS
USD
299.75
0.0005131756
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
CHP Merger Corp
CHP Merger Corp
1
11.500000000000
USD
2024-11-22
XXXX
-302.09
N
N
N
CHP Merger Corp
N/A
CHP Merger Corp
12558Y205
1828
NS
USD
19066.04
0.0326412912
Long
EC
CORP
US
N
2
N
N
N
CIIG Capital Partners II Inc
N/A
CIIG Capital Partners II Inc
12561U208
4645
NS
USD
46821.6
0.0801591457
Long
EC
CORP
US
N
1
N
N
N
CM Life Sciences III Inc
N/A
CM Life Sciences III Inc
125841106
4805
NS
USD
47665.6
0.0816040839
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
-231
NS
USD
-5026.56
-0.0086055315
Short
EC
CORP
US
N
1
N
N
N
Cadence BanCorp
54930022CKKXKBR5CK30
Cadence BanCorp
12739A100
20354
NS
USD
446973.84
0.7652246222
Long
EC
CORP
US
N
1
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
-2315
NS
USD
-150637.05
-0.2578924522
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Canadian Pac Ry Ltd
N/A
1
NC
USD
355.48
0.0006085861
N/A
DE
US
N
2
J.P. Morgan Securites LLC
ZBUT11V806EZRVTWT807
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-09-22
0.000000000000
USD
0.000000000000
USD
-48021.66
USD
355.48
N
N
N
N/A
N/A
CANADIAN PACIFIC RAILWAY LTD
N/A
1
NC
USD
75641.38
0.1294989578
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-04-09
0.000000000000
USD
0.000000000000
USD
-1460170.8
USD
75641.38
N
N
N
Capstar Special Purpose Acquis
N/A
Capstar Special Purpose Acquisition Corp
14070Y101
5895
NS
USD
58478.4
0.1001157284
Long
EC
CORP
US
N
1
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
14987RAA6
181000
PA
USD
188864.45
0.3233382235
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8
N
N
N
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
23920
NS
USD
500884.8
0.8575208380
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
57
NS
USD
4970.4
0.0085093849
Long
EC
CORP
US
N
1
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
56000
PA
USD
57062.88
0.0976923410
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7
N
N
N
N
N
N
Class Acceleration Corp
N/A
Class Acceleration Corp
18274B205
150
NS
USD
1497.75
0.0025641661
Long
EC
CORP
US
N
2
N
N
N
Climate Real Impact Solutions
N/A
Climate Real Impact Solutions II Acquisition Corp
187171103
89
NS
USD
870.42
0.0014901696
Long
EC
CORP
US
N
1
N
N
N
Climate Real Impact Solutions
N/A
Climate Real Impact Solutions II Acquisition Corp
187171202
68
NS
USD
676.6
0.0011583474
Long
EC
CORP
US
N
1
N
N
N
Cloudera Inc
549300PGONC4JOI0RG62
Cloudera Inc
18914U100
63929
NS
USD
1020946.13
1.7478721274
Long
EC
CORP
US
N
1
N
N
N
Coherent Inc
549300RYOCKUMWACR010
Coherent Inc
192479103
10399
NS
USD
2600685.91
4.4524057447
Long
EC
CORP
US
N
1
N
N
N
Colicity Inc
N/A
Colicity Inc
194170205
5272
NS
USD
52298.24
0.0895352197
Long
EC
CORP
US
N
1
N
N
N
Columbia Property Trust Inc
549300J5GYF2C9BGCC39
Columbia Property Trust Inc
198287203
4728
NS
USD
89926.56
0.1539553588
Long
EC
CORP
US
N
1
N
N
N
Compute Health Acquisition Cor
N/A
Compute Health Acquisition Corp
204833206
5691
NS
USD
56966.91
0.0975280392
Long
EC
CORP
US
N
1
N
N
N
Convey Holding Parent Inc
N/A
Convey Holding Parent Inc
21258C108
200
NS
USD
1680
0.0028761803
Long
EC
CORP
US
N
1
N
N
N
Conx Corp
N/A
Conx Corp
212873103
8816
NS
USD
86396.8
0.1479123670
Long
EC
CORP
US
N
1
N
N
N
CONX CORP-CLASS A SHARES
N/A
Conx Corp
212873111
2204
NS
USD
2534.6
0.0043392659
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Conx Corp
Conx Corp
1
11.500000000000
USD
2027-10-30
XXXX
-1853.88
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282E102
7094
NS
USD
142731.28
0.2443576783
Long
EC
CORP
US
N
1
N
N
N
D & Z Media Acquisition Corp
N/A
D & Z Media Acquisition Corp
23305Q205
2350
NS
USD
23359
0.0399908906
Long
EC
CORP
US
N
2
N
N
N
DFP Healthcare Acquisitions Co
N/A
DFP Healthcare Acquisitions Corp
23343Q100
4763
NS
USD
47344.22
0.0810538775
Long
EC
CORP
US
N
1
N
N
N
Decarbonization Plus Acquisiti
N/A
Decarbonization Plus Acquisition Corp II
242794204
500
NS
USD
5160
0.0088339824
Long
EC
CORP
US
N
1
N
N
N
Decarbonization Plus Acquisiti
N/A
Decarbonization Plus Acquisition Corp III
24279D105
1044
NS
USD
10492.2
0.0179627733
Long
EC
CORP
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
-81000
PA
USD
-93788.86
-0.1605676631
Short
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAZ6
135000
PA
USD
148847.24
0.2548282758
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.875
N
N
N
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
7210
NS
USD
393233.4
0.6732203387
Long
EC
CORP
US
N
1
N
N
N
ECP Environmental Growth Oppor
N/A
ECP Environmental Growth Opportunities Corp
26829T100
10151
NS
USD
100291.88
0.1717009120
Long
EC
CORP
US
N
1
N
N
N
E.Merge Technology Acquisition
N/A
E.Merge Technology Acquisition Corp
26873Y104
16998
NS
USD
166920.36
0.2857696760
Long
EC
CORP
US
N
1
N
N
N
E.MERGE TECHNOLOGY ACQUISI-A
N/A
E.Merge Technology Acquisition Corp
26873Y112
5666
NS
USD
3960.53
0.0067804753
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
E.Merge Technology Acquisition
E.Merge Technology Acquisition Corp
1
11.500000000000
USD
2025-07-30
XXXX
-1248.72
N
N
N
EdtechX Holdings Acquisition C
N/A
EdtechX Holdings Acquisition Corp II
28139A102
1074
NS
USD
10718.52
0.0183502359
Long
EC
CORP
GB
N
1
N
N
N
890 5th Avenue Partners Inc
N/A
890 5th Avenue Partners Inc
28250A105
4998
NS
USD
49530.18
0.0847962674
Long
EC
CORP
US
N
1
N
N
N
890 5TH AVENUE PARTNERS-CL A
N/A
890 5th Avenue Partners Inc
28250A113
1666
NS
USD
2065.84
0.0035367431
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
890 5th Avenue Partners Inc
890 5th Avenue Partners Inc
1
11.500000000000
USD
2027-12-31
XXXX
-71.3
N
N
N
Environmental Impact Acquisiti
N/A
Environmental Impact Acquisition Corp
29408N106
3132
NS
USD
30975.48
0.0530303965
Long
EC
CORP
US
N
1
N
N
N
Equity Distribution Acquisitio
N/A
Equity Distribution Acquisition Corp
29465E106
24951
NS
USD
245018.82
0.4194751844
Long
EC
CORP
US
N
1
N
N
N
EQUITY DISTRIBUTION ACQUIS-A
N/A
Equity Distribution Acquisition Corp
29465E114
8317
NS
USD
7493.62
0.0128291681
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Equity Distribution Acquisitio
Equity Distribution Acquisition Corp
1
11.500000000000
USD
2025-09-09
XXXX
-1645.36
N
N
N
FTAC Parnassus Acquisition Cor
N/A
FTAC Parnassus Acquisition Corp
30319B108
2903
NS
USD
28304.25
0.0484572185
Long
EC
CORP
US
N
1
N
N
N
Ferro Corp
1YTO5R7OHOPE81ZNYD08
Ferro Corp
315405100
13354
NS
USD
271620.36
0.4650173428
Long
EC
CORP
US
N
1
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
2851000
NS
USD
2851000
4.8809464954
Long
STIV
RF
US
N
1
N
N
N
51job Inc
52990088ZF32Q8YHCJ53
51job Inc
316827104
5403
NS
USD
375670.59
0.6431525955
Long
EC
CORP
CN
N
1
N
N
N
FinServ Acquisition Corp II
N/A
FinServ Acquisition Corp II
31809Y202
100
NS
USD
986
0.0016880439
Long
EC
CORP
US
N
1
N
N
N
FinTech Acquisition Corp VI
N/A
FinTech Acquisition Corp VI
31811H205
2838
NS
USD
28380
0.0485869034
Long
EC
CORP
US
N
1
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V336
2851000
NS
USD
2851000
4.8809464954
Long
STIV
RF
US
N
1
N
N
N
FirstMark Horizon Acquisition
N/A
FirstMark Horizon Acquisition Corp
33765Y200
4182
NS
USD
42760.95
0.0732072638
Long
EC
CORP
US
N
2
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930705
1466
NS
USD
74443.48
0.1274481385
Long
EC
CORP
US
N
1
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
2041
NS
USD
326029.34
0.5581661748
Long
EC
CORP
US
N
1
N
N
N
Forterra Inc
549300M8CB93DI1JD480
Forterra Inc
34960W106
11406
NS
USD
268725.36
0.4600610677
Long
EC
CORP
US
N
1
N
N
N
FORTERRA FIN LLC/FRTA FI
N/A
Forterra Finance LLC / FRTA Finance Corp
34962WAA2
250000
PA
USD
267812.5
0.4584982404
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.5
N
N
N
N
N
N
Fusion Acquisition Corp II
N/A
Fusion Acquisition Corp II
36118N201
3000
NS
USD
29160
0.0499222728
Long
EC
CORP
US
N
1
N
N
N
GS Acquisition Holdings Corp I
549300BNTOWVWFNVTJ65
GS Acquisition Holdings Corp II
36258Q105
10001
NS
USD
102210.22
0.1749851333
Long
EC
CORP
US
N
1
N
N
N
GCM GROSVENOR INC - CLASS A
N/A
GCM Grosvenor Inc
36831E116
2381
NS
USD
4738.19
0.0081118386
N/A
DE
CORP
US
N
1
NASDAQ GM
N/A
Call
Purchased
GCM Grosvenor Inc
GCM Grosvenor Inc
1
11.500000000000
USD
2025-11-17
XXXX
3432.9
N
N
N
GigCapital4 Inc
549300XGCF2ELN28CS63
GigCapital4 Inc
37518G101
5962
NS
USD
58785.32
0.1006411791
Long
EC
CORP
US
N
1
N
N
N
GIGCAPITAL4 INC
549300XGCF2ELN28CS63
GigCapital4 Inc
37518G119
619
NS
USD
649.95
0.0011127223
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
GigCapital4 Inc
GigCapital4 Inc
1
11.500000000000
USD
2028-12-31
XXXX
225.33
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings Inc
37611X118
40
NS
USD
135.6
0.0002321488
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Ginkgo Bioworks Holdings Inc
Ginkgo Bioworks Holdings Inc
1
11.500000000000
USD
2027-12-31
XXXX
43.75
N
N
N
Goal Acquisitions Corp
N/A
Goal Acquisitions Corp
38021H107
8032
NS
USD
78071.04
0.1336585651
Long
EC
CORP
US
N
1
N
N
N
GOAL ACQUISITIONS CORP
N/A
Goal Acquisitions Corp
38021H115
8032
NS
USD
4679.44
0.0080112579
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Goal Acquisitions Corp
Goal Acquisitions Corp
1
11.500000000000
USD
2022-01-31
XXXX
594.69
N
N
N
Golden Falcon Acquisition Corp
N/A
Golden Falcon Acquisition Corp
38102H109
4958
NS
USD
48340.5
0.0827595209
Long
EC
CORP
US
N
1
N
N
N
GOLDEN FALCON ACQUISITI-CL A
N/A
Golden Falcon Acquisition Corp
38102H117
2479
NS
USD
1524.59
0.0026101165
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Golden Falcon Acquisition Corp
Golden Falcon Acquisition Corp
1
11.500000000000
USD
2026-11-04
XXXX
-2439.59
N
N
N
GOLDEN NUGGET INC
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
172000
PA
USD
172438.6
0.2952169696
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75
N
N
N
N
N
N
Goldman Sachs Financial Square
N/A
Goldman Sachs Financial Square Government Fund
38141W273
2851000
NS
USD
2851000
4.8809464954
Long
STIV
RF
US
N
1
N
N
N
Gores Holdings VIII Inc
N/A
Gores Holdings VIII Inc
382863108
68
NS
USD
669.8
0.0011467057
Long
EC
CORP
US
N
1
N
N
N
Gores Technology Partners Inc
N/A
Gores Technology Partners Inc
382870103
1961
NS
USD
19257.02
0.0329682512
Long
EC
CORP
US
N
1
N
N
N
Gores Technology Partners II I
N/A
Gores Technology Partners II Inc
38287L107
678
NS
USD
6641.01
0.0113694895
Long
EC
CORP
US
N
2
N
N
N
Graf Acquisition Corp IV
N/A
Graf Acquisition Corp IV
384272209
3041
NS
USD
30045.08
0.0514375405
Long
EC
CORP
US
N
1
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
132000
PA
USD
137115
0.2347425390
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.5
N
N
N
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
4881
NS
USD
342890.25
0.5870322568
Long
EC
CORP
US
N
1
N
N
N
Haymaker Acquisition Corp III
N/A
Haymaker Acquisition Corp III
42087R207
4762
NS
USD
47286.66
0.0809553341
Long
EC
CORP
US
N
2
N
N
N
Healthcare Services Acquisitio
N/A
Healthcare Services Acquisition Corp
42227K104
6430
NS
USD
62692.5
0.1073303185
Long
EC
CORP
US
N
1
N
N
N
HEALTHCARE SERVICES ACQUI-A
N/A
Healthcare Services Acquisition Corp
42227K112
3215
NS
USD
2121.9
0.0036327185
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Healthcare Services Acquisitio
Healthcare Services Acquisition Corp
1
11.500000000000
USD
2027-12-31
XXXX
-2212.05
N
N
N
Hennessy Capital Investment Co
N/A
Hennessy Capital Investment Corp V
42589T206
100
NS
USD
1016
0.0017394043
Long
EC
CORP
US
N
1
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475102
6170
NS
USD
925500
1.5844671980
Long
EC
CORP
US
N
1
N
N
N
Hudson Executive Investment Co
N/A
Hudson Executive Investment Corp II
443760202
200
NS
USD
1988
0.0034034801
Long
EC
CORP
US
N
1
N
N
N
Inovalon Holdings Inc
5493007H9QSF4NHIHL56
Inovalon Holdings Inc
45781D101
4133
NS
USD
166518.57
0.2850818066
Long
EC
CORP
US
N
1
N
N
N
InterPrivate II Acquisition Co
N/A
InterPrivate II Acquisition Corp
46064Q207
897
NS
USD
8907.21
0.0152492513
Long
EC
CORP
US
N
2
N
N
N
InterPrivate III Financial Par
N/A
InterPrivate III Financial Partners Inc
46064R106
895
NS
USD
8864.98
0.0151769530
Long
EC
CORP
US
N
1
N
N
N
INTERPRIVATE III FINANCIAL-A
N/A
InterPrivate III Financial Partners Inc
46064R114
179
NS
USD
229.12
0.0003922562
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
InterPrivate III Financial Par
InterPrivate III Financial Partners Inc
1
11.500000000000
USD
2027-12-31
XXXX
33.57
N
N
N
InterPrivate IV InfraTech Part
N/A
InterPrivate IV InfraTech Partners Inc
46064T201
231
NS
USD
2267.08
0.0038812684
Long
EC
CORP
US
N
1
N
N
N
Intersect ENT Inc
549300SWZUVLSFMOXR50
Intersect ENT Inc
46071F103
2210
NS
USD
60112
0.1029124713
Long
EC
CORP
US
N
1
N
N
N
Isleworth Healthcare Acquisiti
N/A
Isleworth Healthcare Acquisition Corp
46468P102
2065
NS
USD
20298.95
0.0347520480
Long
EC
CORP
US
N
1
N
N
N
Jaws Hurricane Acquisition Cor
N/A
Jaws Hurricane Acquisition Corp
47201B103
700
NS
USD
6811
0.0116605144
Long
EC
CORP
US
N
1
N
N
N
JPMorgan US Government Money M
549300NQ5E5B7ZV4T516
JPMorgan US Government Money Market Fund
4812C2270
2851000
NS
USD
2851000
4.8809464954
Long
STIV
RF
US
N
1
N
N
N
Khosla Ventures Acquisition Co
N/A
Khosla Ventures Acquisition Co
482504107
1672
NS
USD
16502.64
0.0282527194
Long
EC
CORP
US
N
1
N
N
N
Khosla Ventures Acquisition Co
N/A
Khosla Ventures Acquisition Co III
482506102
5273
NS
USD
51675.4
0.0884689100
Long
EC
CORP
US
N
1
N
N
N
KKR Acquisition Holdings I Cor
N/A
KKR Acquisition Holdings I Corp
48253T208
5844
NS
USD
58323.12
0.0998498871
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
8930
NS
USD
2416815.2
4.1376168644
Long
EC
CORP
US
N
1
N
N
N
KENSINGTON CAPITAL ACQU-CL A
N/A
Kensington Capital Acquisition Corp II
49006L112
229
NS
USD
261.06
0.0004469379
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Kensington Capital Acquisition
Kensington Capital Acquisition Corp II
1
11.500000000000
USD
2027-12-31
XXXX
-38.58
N
N
N
KL Acquisition Corp
N/A
KL Acquisition Corp
49837C109
12891
NS
USD
125945.07
0.2156194837
Long
EC
CORP
US
N
1
N
N
N
KL ACQUISITION CORP/MO-CLS A
N/A
KL Acquisition Corp
49837C117
4297
NS
USD
3094.27
0.0052974277
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
KL Acquisition Corp
KL Acquisition Corp
1
11.500000000000
USD
2028-01-12
XXXX
120.18
N
N
N
KludeIn I Acquisition Corp
N/A
KludeIn I Acquisition Corp
49878L208
3000
NS
USD
30285
0.0518482864
Long
EC
CORP
US
N
2
N
N
N
Landcadia Holdings IV Inc
N/A
Landcadia Holdings IV Inc
51477A104
5988
NS
USD
58323.12
0.0998498871
Long
EC
CORP
US
N
1
N
N
N
Lerer Hippeau Acquisition Corp
N/A
Lerer Hippeau Acquisition Corp
526749106
2901
NS
USD
28270.25
0.0483990101
Long
EC
CORP
US
N
2
N
N
N
LIGAND PHARMACEUTICALS
N/A
LIGAND PHARMACEUTICALS
N/A
7028
NS
USD
7906.5
0.0135360237
Long
EC
CORP
US
N
3
N
N
N
Lionheart Acquisition Corp II
N/A
Lionheart Acquisition Corp II
53625R104
5904
NS
USD
58508.64
0.1001674996
Long
EC
CORP
US
N
1
N
N
N
LIVE OAK ACQUISITION CORP. II PIPE
N/A
LIVE OAK ACQUISITION CORP. II PIPE
N/A
2286
NS
USD
22860
0.0391365966
Long
EC
CORP
US
N
3
N
N
N
Live Oak Crestview Climate Acq
N/A
Live Oak Crestview Climate Acquisition Corp
538086208
5937
NS
USD
58241.97
0.0997109573
Long
EC
CORP
US
N
1
N
N
N
Longview Acquisition Corp II
N/A
Longview Acquisition Corp II
54319Q105
6305
NS
USD
62356.45
0.1067549969
Long
EC
CORP
US
N
1
N
N
N
LONGVIEW ACQUISITION CORP -A
N/A
Longview Acquisition Corp II
54319Q113
1261
NS
USD
1627.82
0.0027868475
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Longview Acquisition Corp II
Longview Acquisition Corp II
1
11.500000000000
USD
2026-05-10
XXXX
-189.72
N
N
N
MGM Holdings Inc
N/A
MGM Holdings Inc
55303C101
1792
NS
USD
240128
0.4111020414
Long
EC
CORP
US
N
3
N
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS Instruments Inc
55306N104
-975
NS
USD
-147137.25
-0.2519007523
Short
EC
CORP
US
N
1
N
N
N
M3-Brigade Acquisition II Corp
N/A
M3-Brigade Acquisition II Corp
553800103
4818
NS
USD
47746.38
0.0817423803
Long
EC
CORP
US
N
1
N
N
N
Magnachip Semiconductor Corp
529900P54J1ATLRBUV29
Magnachip Semiconductor Corp
55933J203
7677
NS
USD
136343.52
0.2334217559
Long
EC
CORP
KR
N
1
N
N
N
MarketWise Inc
N/A
MarketWise Inc
57064P107
565
NS
USD
4666.9
0.0079897893
Long
EC
CORP
US
N
1
N
N
N
Mason Industrial Technology In
N/A
Mason Industrial Technology Inc
57520Y205
2774
NS
USD
27601.3
0.0472537596
Long
EC
CORP
US
N
1
N
N
N
Medallia Inc
5493009P6W6C5BK60J60
Medallia Inc
584021109
8528
NS
USD
288843.36
0.4945033272
Long
EC
CORP
US
N
1
N
N
N
MEDIA GENERAL INC
N/A
MEDIA GENERAL INC
000000000
8397
NS
USD
0
0.0000000000
Long
EC
CORP
US
N
3
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corp
589433AB7
222000
PA
USD
229492.5
0.3928939367
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.875
N
N
N
N
N
N
MICROVAST HOLDINGS INC COM PIPE
N/A
MICROVAST HOLDINGS INC COM PIPE
N/A
9000
NS
USD
70281
0.1203219224
Long
EC
CORP
US
Y
3
N
N
N
Molecular Partners AG
875500AXMLDAZ4D21744
Molecular Partners AG
60853G106
150
NS
USD
2959.5
0.0050666998
Long
EC
CORP
CH
N
1
N
N
N
Moneylion Inc
N/A
Moneylion Inc
60938K106
765
NS
USD
5179.05
0.0088665963
Long
EC
CORP
US
N
1
N
N
N
MONEYLION INC
N/A
Moneylion Inc
60938K114
11485
NS
USD
11140.45
0.0190725852
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Moneylion Inc
Moneylion Inc
1
11.500000000000
USD
2027-06-01
XXXX
3219.76
N
N
N
Montes Archimedes Acquisition
N/A
Montes Archimedes Acquisition Corp
612657106
2900
NS
USD
28942
0.0495490542
Long
EC
CORP
US
N
3
N
N
N
MONTES ARCHIMEDES ACQUISITIO
N/A
Montes Archimedes Acquisition Corp
612657114
1450
NS
USD
2160.5
0.0036988021
N/A
DE
CORP
US
N
1
Nasdaq Stock Market
N/A
Call
Purchased
Montes Archimedes Acquisition
Montes Archimedes Acquisition Corp
1
11.500000000000
USD
2025-12-31
XXXX
219.15
N
N
N
N/A
N/A
BHP Group Ltd NPV
N/A
1
NC
39679.94
0.0679325374
N/A
DE
US
N
3
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
BHP Group Ltd
BHP Group Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-09-03
0.000000000000
AUD
0.000000000000
AUD
-363264.89
AUD
39679.94
N
N
N
N/A
N/A
BHP Group Limited Ltd NPV
N/A
1
NC
43319.89
0.0741641758
N/A
DE
US
N
3
Goldman Sachs International
W22LROWP2IHZNBB6K528
BHP Group Ltd
BHP Group Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-09-07
0.000000000000
AUD
0.000000000000
AUD
-383141.92
AUD
43319.89
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
119376.7
NS
USD
119376.7
0.2043743548
Long
STIV
RF
US
N
1
N
N
N
Music Acquisition Corp/The
N/A
Music Acquisition Corp/The
62752R209
2750
NS
USD
27610
0.0472686541
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
HITACHI METALS SWAP
N/A
1
NC
-889.52
-0.0015228690
N/A
DE
US
N
2
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Hitachi Metals Ltd
Hitachi Metals Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2021-12-08
0.000000000000
JPY
0.000000000000
JPY
41336748
JPY
-889.52
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445103
-5885
NS
USD
-75739.95
-0.1296677108
Short
EC
CORP
US
N
1
N
N
N
Newbury Street Acquisition Cor
N/A
Newbury Street Acquisition Corp
65101L203
838
NS
USD
8304.58
0.0142175414
Long
EC
CORP
US
N
2
N
N
N
N/A
N/A
BEIJING CAP LAND H
N/A
1
NC
680.08
0.0011643052
N/A
DE
US
N
3
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Beijing Capital Land Ltd
Beijing Capital Land Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-08-30
0.000000000000
HKD
0.000000000000
HKD
349683.6
HKD
680.08
N
N
N
Northern Genesis Acquisition C
N/A
Northern Genesis Acquisition Corp II
66516U200
200
NS
USD
2052
0.0035130488
Long
EC
CORP
US
N
1
N
N
N
Northern Genesis Acquisition C
N/A
Northern Genesis Acquisition Corp III
66516W107
1260
NS
USD
12278.7
0.0210212830
Long
EC
CORP
US
N
2
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
-3856
NS
USD
-98385.84
-0.1684377485
Short
EC
CORP
US
N
3
N
N
N
Novus Capital Corp II
N/A
Novus Capital Corp II
67012W203
400
NS
USD
4108
0.0070329457
Long
EC
CORP
US
N
1
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
49110
NS
USD
2703014.4
4.6275933577
Long
EC
CORP
US
N
1
N
N
N
NUANCE COMMUNICATIONS
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAK6
28000
PA
USD
63728.69
0.1091042884
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
1
N
N
N
N
Y
Nuance Communications Inc
Nuance Communications Inc
USD
XXXX
N
N
N
ORIGIN MATERIALS INC
549300VMLEEM8BI4DD65
Origin Materials Inc
68622D114
7146
NS
USD
11219.22
0.0192074404
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Origin Materials Inc
Origin Materials Inc
1
11.500000000000
USD
2026-07-13
XXXX
-5020.07
N
N
N
N/A
N/A
TOSHIBA CORPORATION SWAP
N/A
1
NC
-844.29
-0.0014454347
N/A
DE
US
N
2
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Toshiba Corp
Toshiba Corp
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-04-19
0.000000000000
JPY
0.000000000000
JPY
9231970
JPY
-844.29
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources Inc
69349H107
14029
NS
USD
694154.92
1.1884016219
Long
EC
CORP
US
N
1
N
N
N
PPD Inc
N/A
PPD Inc
69355F102
45007
NS
USD
2105877.53
3.6052878112
Long
EC
CORP
US
N
1
N
N
N
Pershing Square Tontine Holdin
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd
71531R109
1863
NS
USD
36701.1
0.0628327273
Long
EC
CORP
US
N
1
N
N
N
Pivotal Investment Corp III
N/A
Pivotal Investment Corp III
72582M205
852
NS
USD
8417.76
0.0144113070
Long
EC
CORP
US
N
1
N
N
N
Post Holdings Partnering Corp
N/A
Post Holdings Partnering Corp
737465104
5767
NS
USD
55593.88
0.0951773952
Long
EC
CORP
US
N
1
N
N
N
Power & Digital Infrastructure
N/A
Power & Digital Infrastructure Acquisition Corp
739190205
100
NS
USD
1080
0.0018489731
Long
EC
CORP
US
N
1
N
N
N
Progress Acquisition Corp
N/A
Progress Acquisition Corp
74327P204
65
NS
USD
650.65
0.0011139207
Long
EC
CORP
US
N
1
N
N
N
Property Solutions Acquisition
N/A
Property Solutions Acquisition Corp II
74350A207
1847
NS
USD
18285.3
0.0313046548
Long
EC
CORP
US
N
1
N
N
N
QUANTUM-SI INC
N/A
Quantum-Si Inc
74765K113
7060
NS
USD
14331.8
0.0245362150
N/A
DE
CORP
US
N
1
NASDAQ GM
N/A
Call
Purchased
Quantum-Si Inc
Quantum-Si Inc
1
11.500000000000
USD
2027-09-30
XXXX
6215.45
N
N
N
N/A
N/A
S&P GLOBAL INC SWAP
N/A
1
NC
USD
-653926.63
-1.1195303027
N/A
DE
US
N
2
J.P. Morgan Securites LLC
ZBUT11V806EZRVTWT807
S&P Global Inc
S&P Global Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-01-19
0.000000000000
USD
0.000000000000
USD
-2354740.38
USD
-653926.63
N
N
N
N/A
N/A
S&P GLOBAL INC
N/A
1
NC
USD
-119559.01
-0.2046864717
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P Global Inc
S&P Global Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-01-20
0.000000000000
USD
0.000000000000
USD
-1005289.74
USD
-119559.01
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
4850
NS
USD
912770
1.5626732840
Long
EC
CORP
US
N
1
N
N
N
Scientific Games Corp
529900JXALYBOHXKFM62
Scientific Games Corp
80874P109
-1058
NS
USD
-87888.06
-0.1504654221
Short
EC
CORP
US
N
1
N
N
N
Sciplay Corp
549300B8E2F1A3EW6869
Sciplay Corp
809087109
4234
NS
USD
87601.46
0.1499747594
Long
EC
CORP
US
N
1
N
N
N
Senior Connect Acquisition Cor
N/A
Senior Connect Acquisition Corp I
81723H108
4566
NS
USD
44609.82
0.0763725516
Long
EC
CORP
US
N
1
N
N
N
SENIOR CONNECT ACQUISITION-A
N/A
Senior Connect Acquisition Corp I
81723H116
2283
NS
USD
1620.93
0.0027750518
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Senior Connect Acquisition Cor
Senior Connect Acquisition Corp I
1
11.500000000000
USD
2027-12-31
XXXX
-1560.81
N
N
N
Shelter Acquisition Corp I
N/A
Shelter Acquisition Corp I
822821203
5172
NS
USD
51461.4
0.0881025395
Long
EC
CORP
US
N
1
N
N
N
SHELTER ACQUISITION CORPORATION I SPONSOR SHARES
N/A
SHELTER ACQUISITION CORPORATION I SPONSOR SHARES
N/A
718
NS
USD
0
0.0000000000
N/A
DE
CORP
US
N
3
Unknown
N/A
Call
Purchased
Shelter Acquisition Corp I
Shelter Acquisition Corp I
1
0.000001000000
USD
2023-12-31
XXXX
-0.01
N
N
N
Invesco Government & Agency Po
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio
825252885
2851000
NS
USD
2851000
4.8809464954
Long
STIV
RF
US
N
1
N
N
N
Simon Property Group Acquisiti
N/A
Simon Property Group Acquisition Holdings Inc
82880R103
8911
NS
USD
86882.25
0.1487434632
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Acquisiti
N/A
Simon Property Group Acquisition Holdings Inc
82880R202
5267
NS
USD
52406.65
0.0897208189
Long
EC
CORP
US
N
1
N
N
N
Spartan Acquisition Corp III
N/A
Spartan Acquisition Corp III
84677R106
12473
NS
USD
123233.24
0.2109767979
Long
EC
CORP
US
N
1
N
N
N
SPARTAN ACQUISITION III-A
N/A
Spartan Acquisition Corp III
84677R114
2306
NS
USD
2536.6
0.0043426899
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Spartan Acquisition Corp III
Spartan Acquisition Corp III
1
11.500000000000
USD
2026-02-04
XXXX
192
N
N
N
Sports Entertainment Acquisiti
N/A
Sports Entertainment Acquisition Corp
84918M106
7247
NS
USD
72614.94
0.1243176559
Long
EC
CORP
US
N
1
N
N
N
Sports Entertainment Acquisiti
N/A
Sports Entertainment Acquisition Corp
84918M205
1084
NS
USD
12043.24
0.0206181726
Long
EC
CORP
US
N
1
N
N
N
Sportsman's Warehouse Holdings
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings Inc
84920Y106
15402
NS
USD
271075.2
0.4640840223
Long
EC
CORP
US
N
1
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
-594
NS
USD
-142464.96
-0.2439017353
Short
EC
CORP
US
N
1
N
N
N
Stamps.com Inc
5299008VAXLEGU4Y4038
Stamps.com Inc
852857200
1847
NS
USD
609122.13
1.0428244566
Long
EC
CORP
US
N
1
N
N
N
Sustainable Development Acquis
N/A
Sustainable Development Acquisition I Corp
86934L202
300
NS
USD
3027
0.0051822606
Long
EC
CORP
US
N
1
N
N
N
TPCO Holding Corp
254900AZOTMBFK0APG67
TPCO Holding Corp
87270T106
20481
NS
USD
65334.39
0.1118532662
Long
EC
CORP
US
N
1
N
N
N
Tailwind Acquisition Corp
N/A
Tailwind Acquisition Corp
87403Q102
15365
NS
USD
150269.7
0.2572635446
Long
EC
CORP
US
N
1
N
N
N
TALKSPACE INC
N/A
Talkspace Inc
87427V111
17327
NS
USD
13341.79
0.0228413059
N/A
DE
CORP
US
N
1
NASDAQ GS
N/A
Call
Purchased
Talkspace Inc
Talkspace Inc
1
11.500000000000
USD
2025-06-21
XXXX
-13081.89
N
N
N
Thimble Point Acquisition Corp
N/A
Thimble Point Acquisition Corp
88408P107
300
NS
USD
2982
0.0051052201
Long
EC
CORP
US
N
1
N
N
N
THIMBLE POINT ACQUISITION-A
N/A
Thimble Point Acquisition Corp
88408P115
100
NS
USD
95
0.0001626411
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Thimble Point Acquisition Corp
Thimble Point Acquisition Corp
1
11.500000000000
USD
2026-02-04
XXXX
21.11
N
N
N
Thunder Bridge Capital Partner
N/A
Thunder Bridge Capital Partners III Inc
88605T100
5475
NS
USD
53436
0.0914830785
Long
EC
CORP
US
N
1
N
N
N
THUNDER BRIDGE CAPITAL PAR-A
N/A
Thunder Bridge Capital Partners III Inc
88605T118
1095
NS
USD
821.25
0.0014059899
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Thunder Bridge Capital Partner
Thunder Bridge Capital Partners III Inc
1
11.500000000000
USD
2028-02-15
XXXX
-312.43
N
N
N
Tilray Inc
549300Y4V60733TO1478
Tilray Inc
88688T100
1250.6252
NS
USD
14119.56
0.0241728576
Long
EC
CORP
CA
N
1
N
N
N
Tishman Speyer Innovation Corp
N/A
Tishman Speyer Innovation Corp II
88825H100
5140
NS
USD
50372
0.0862374735
Long
EC
CORP
US
N
1
N
N
N
TISHMAN SPEYER INNOVATI-CL A
N/A
Tishman Speyer Innovation Corp II
88825H118
1028
NS
USD
863.52
0.0014783567
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Tishman Speyer Innovation Corp
Tishman Speyer Innovation Corp II
1
11.500000000000
USD
2027-12-31
XXXX
-494.04
N
N
N
Tribe Capital Growth Corp I
N/A
Tribe Capital Growth Corp I
89601Y200
3142
NS
USD
31262.9
0.0535224631
Long
EC
CORP
US
N
1
N
N
N
Trillium Therapeutics Inc
N/A
Trillium Therapeutics Inc
89620X506
14801
NS
USD
259905.56
0.4449614634
Long
EC
CORP
CA
N
1
N
N
N
Twelve Seas Investment Co II
N/A
Twelve Seas Investment Co II
90118T205
587
NS
USD
5811.3
0.0099490159
Long
EC
CORP
US
N
1
N
N
N
26 Capital Acquisition Corp
N/A
26 Capital Acquisition Corp
90138P209
1800
NS
USD
18198
0.0311551962
Long
EC
CORP
US
N
1
N
N
N
23ANDME HOLDING CO -CLASS A
N/A
23andMe Holding Co
90138Q116
3598.999996
NS
USD
6622.16
0.0113372180
N/A
DE
CORP
US
N
1
NASDAQ GS
N/A
Call
Purchased
23andMe Holding Co
23andMe Holding Co
1
11.500000000000
USD
2025-09-29
XXXX
-596.54
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
-680
NS
USD
-40364.8
-0.0691050260
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
II-VI INC SWAP
N/A
1
NC
USD
142422.92
0.2438297623
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
II-VI Inc
II-VI Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-04-13
0.000000000000
USD
0.000000000000
USD
-520765.28
USD
142422.92
N
N
N
VectoIQ Acquisition Corp II
N/A
VectoIQ Acquisition Corp II
92244F109
6710
NS
USD
65154.1
0.1115446075
Long
EC
CORP
US
N
1
N
N
N
VECTOIQ ACQUISITION CO-CL A
N/A
VectoIQ Acquisition Corp II
92244F117
1342
NS
USD
1036.96
0.0017752881
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
VectoIQ Acquisition Corp II
VectoIQ Acquisition Corp II
1
11.500000000000
USD
2027-12-31
XXXX
-552.22
N
N
N
VELO3D INC
N/A
Velo3D Inc
92259N112
6978
NS
USD
10746.12
0.0183974875
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Velo3D Inc
Velo3D Inc
1
11.500000000000
USD
2025-12-01
XXXX
-975.98
N
N
N
Virtuoso Acquisition Corp
N/A
Virtuoso Acquisition Corp
92837J104
7194
NS
USD
71292.54
0.1220536911
Long
EC
CORP
US
N
1
N
N
N
VIRTUOSO ACQUISITION CORP -A
N/A
Virtuoso Acquisition Corp
92837J112
3597
NS
USD
4118.57
0.0070510417
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Virtuoso Acquisition Corp
Virtuoso Acquisition Corp
1
11.500000000000
USD
2027-12-31
XXXX
1890.78
N
N
N
Welbilt Inc
549300UR3W71YLZWI068
Welbilt Inc
949090104
20750
NS
USD
482230
0.8255835947
Long
EC
CORP
US
N
1
N
N
N
WEWORK COS INC
549300D8U9TF7WBED521
WeWork Cos Inc
96208LAA9
44000
PA
USD
44770.66
0.0766479116
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.875
N
N
N
N
N
N
WHOLE EARTH BRANDS INC
N/A
Whole Earth Brands Inc
96684W126
8573
NS
USD
13288.15
0.0227494736
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Whole Earth Brands Inc
Whole Earth Brands Inc
1
11.500000000000
USD
2025-06-25
XXXX
1714.6
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
16565
NS
USD
2501149.35
4.2819979496
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
XILINX INC SWAP BAML
N/A
1
NC
USD
36.88
0.0000631390
N/A
DE
US
N
2
Bank of America National Association
B4TYDEB6GKMZO031MB27
Xilinx Inc
Xilinx Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2021-12-07
0.000000000000
USD
0.000000000000
USD
26272.26
USD
36.88
N
N
N
Z-Work Acquisition Corp
N/A
Z-Work Acquisition Corp
98880C102
1798
NS
USD
17512.52
0.0299816461
Long
EC
CORP
US
N
1
N
N
N
Zeta Global Holdings Corp
N/A
Zeta Global Holdings Corp
98956A105
100
NS
USD
586
0.0010032391
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
-10
NS
USD
-2615
-0.0044769116
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
ZOOM VIDEO COMMUNICATIONS INC CL A SWAP
N/A
1
NC
USD
45041.65
0.0771118498
N/A
DE
US
N
2
J.P. Morgan Securites LLC
ZBUT11V806EZRVTWT807
Zoom Video Communications Inc
Zoom Video Communications Inc
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-07-20
0.000000000000
USD
0.000000000000
USD
-98062.5
USD
45041.65
N
N
N
N/A
N/A
AUD/USD FWD 20211230
N/A
1
NC
USD
6237.45
0.0106785899
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-811407
AUD
593149.97
USD
2021-12-30
6237.45
N
N
N
N/A
N/A
SPARK INFRASTRUCTURE GROUP SWAP
N/A
1
NC
-7308.99
-0.0125130793
N/A
DE
US
N
2
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Spark Infrastructure Group
Spark Infrastructure Group
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-08-25
0.000000000000
AUD
0.000000000000
AUD
792436.92
AUD
-7308.99
N
N
N
N/A
N/A
DEUTSCHE WOHNEN SE SWAP
N/A
1
NC
2474.18
0.0042358261
N/A
DE
US
N
2
Bank of America National Association
B4TYDEB6GKMZO031MB27
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-07-16
0.000000000000
EUR
0.000000000000
EUR
393671.88
EUR
2474.18
N
N
N
N/A
N/A
SOHO CHINA LIMITED HKD0.02
N/A
1
NC
-76342.13
-0.1306986503
N/A
DE
US
N
2
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
SOHO China Ltd
SOHO China Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-06-18
0.000000000000
HKD
0.000000000000
HKD
490254.66
HKD
-76342.13
N
N
N
N/A
N/A
SEV FP SWAP
N/A
1
NC
30043.16
0.0514342534
N/A
DE
US
N
2
J.P. Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Suez SA
Suez SA
Y
Unrealized appreciation/depreciation relating to the underlying position
2021-10-12
0.000000000000
EUR
0.000000000000
EUR
151909.17
EUR
30043.16
N
N
N
N/A
N/A
AVAST PLC SWAP
N/A
1
NC
-61895.28
-0.1059654683
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Avast PLC
Avast PLC
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-08-12
0.000000000000
GBP
0.000000000000
GBP
723632.69
GBP
-61895.28
N
N
N
N/A
N/A
AFTERPAY LIMITED SWAP
N/A
1
NC
-8536.84
-0.0146151734
N/A
DE
US
N
3
Goldman Sachs International
W22LROWP2IHZNBB6K528
Afterpay Ltd
Afterpay Ltd
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-08-04
0.000000000000
AUD
0.000000000000
AUD
139916.43
AUD
-8536.84
N
N
N
DEUTSCHE WOHNEN SE
529900QE24Q67I3FWZ10
Deutsche Wohnen SE
AP3055690
500000
PA
750897.72
1.2855459821
Long
DBT
CORP
DE
N
2
2026-01-05
Fixed
0.6
N
N
N
N
Y
Deutsche Wohnen SE
Deutsche Wohnen SE
EUR
XXXX
N
N
N
N/A
N/A
SILTRONIC AG NPV SWAP
N/A
1
NC
-54709.29
-0.0936629664
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Siltronic AG
Siltronic AG
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-03-04
0.000000000000
EUR
0.000000000000
EUR
696118.2
EUR
-54709.29
N
N
N
N/A
N/A
GRANDVISION N.V. SWAP
N/A
1
NC
30737.63
0.0526231945
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GrandVision NV
GrandVision NV
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-01-08
0.000000000000
EUR
0.000000000000
EUR
351936.9
EUR
30737.63
N
N
N
DEUTSCHE WOHNEN SE
529900QE24Q67I3FWZ10
Deutsche Wohnen SE
AM6111372
100000
PA
158299.55
0.2710107449
Long
DBT
CORP
DE
N
2
2024-07-26
Fixed
0.325
N
N
N
N
Y
Deutsche Wohnen SE
Deutsche Wohnen SE
EUR
XXXX
N
N
N
N/A
N/A
SILTRONIC AG SWAP
N/A
1
NC
-2764.82
-0.0047334053
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Siltronic AG
Siltronic AG
Y
Unrealized appreciation/depreciation relating to the underlying position
2021-12-04
0.000000000000
EUR
0.000000000000
EUR
53841
EUR
-2764.82
N
N
N
N/A
N/A
EUR/USD FWD 20211018
N/A
1
NC
USD
6988.04
0.0119636090
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-130334
EUR
158013.55
USD
2021-10-18
6988.04
N
N
N
N/A
N/A
EUR/USD FWD 20211104
N/A
1
NC
USD
8399.02
0.0143792239
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-347592
EUR
411307.7
USD
2021-11-04
8399.02
N
N
N
N/A
N/A
EUR/USD FWD 20211110
N/A
1
NC
USD
14616.73
0.0250240186
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-777200
EUR
915613.02
USD
2021-11-10
14616.73
N
N
N
N/A
N/A
EUR/USD FWD 20211115
N/A
1
NC
USD
4976.85
0.0085204274
N/A
DFE
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-386567
EUR
453164.06
USD
2021-11-15
4976.85
N
N
N
N/A
N/A
EUR/USD FWD 20211126
N/A
1
NC
USD
43158.34
0.0738876003
N/A
DFE
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
-790107
EUR
959417.77
USD
2021-11-26
43158.34
N
N
N
N/A
N/A
EUR/USD FWD 20211215
N/A
1
NC
USD
-37741.31
-0.0646135794
N/A
DFE
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
-1883679.25
USD
1590905
EUR
2021-12-15
-37741.31
N
N
N
N/A
N/A
EUR/USD FWD 20211215
N/A
1
NC
USD
83361.85
0.1427164958
N/A
DFE
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
-1590905
EUR
1929299.8
USD
2021-12-15
83361.85
N
N
N
ACE CONVERGENCE ACQU-CLASS A
N/A
ACE Convergence Acquisition Corp
G0083D104
9310
NS
USD
5586
0.0095632996
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
ACE Convergence Acquisition Co
ACE Convergence Acquisition Corp
1
11.500000000000
USD
2027-09-30
XXXX
-84.61
N
N
N
ACE Convergence Acquisition Co
N/A
ACE Convergence Acquisition Corp
G0083D120
17419
NS
USD
172622.29
0.2955314491
Long
EC
CORP
US
N
1
N
N
N
Altimar Acquisition Corp III
N/A
Altimar Acquisition Corp III
G0370U124
2313
NS
USD
23072.18
0.0394998513
Long
EC
CORP
US
N
2
N
N
N
Altimeter Growth Corp 2
N/A
Altimeter Growth Corp 2
G0371B109
5893
NS
USD
58281.77
0.0997790954
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
AON PLC SWAP
N/A
1
NC
USD
-557106.27
-0.9537726749
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Aon PLC
Aon PLC
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-04-05
0.000000000000
USD
0.000000000000
USD
-3275209.97
USD
-557106.27
N
N
N
Pathfinder Acquisition Corp
N/A
Pathfinder Acquisition Corp
G04119106
5310
NS
USD
52462.8
0.0898169484
Long
EC
CORP
US
N
1
N
N
N
PATHFINDER ACQUISITION -CL A
N/A
Pathfinder Acquisition Corp
G04119122
1062
NS
USD
1008.69
0.0017268895
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Pathfinder Acquisition Corp
Pathfinder Acquisition Corp
1
11.500000000000
USD
2027-12-31
XXXX
-228.33
N
N
N
Apollo Strategic Growth Capita
N/A
Apollo Strategic Growth Capital
G0411R106
14346
NS
USD
140016.96
0.2397107296
Long
EC
CORP
US
N
1
N
N
N
APOLLO STRATEGIC GROWTH-CL A
N/A
Apollo Strategic Growth Capital
G0411R114
4782
NS
USD
3897.33
0.0066722761
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Apollo Strategic Growth Capita
Apollo Strategic Growth Capital
1
11.500000000000
USD
2027-10-29
XXXX
-5672.65
N
N
N
Atotech Ltd
N/A
Atotech Ltd
G0625A105
17854
NS
USD
431174.1
0.7381752762
Long
EC
CORP
GB
N
1
N
N
N
Austerlitz Acquisition Corp I
N/A
Austerlitz Acquisition Corp I
G0633D109
10772
NS
USD
107073.68
0.1833114357
Long
EC
CORP
US
N
1
N
N
N
Austerlitz Acquisition Corp I
N/A
Austerlitz Acquisition Corp I
G0633D117
756
NS
USD
7764.12
0.0132922674
Long
EC
CORP
US
N
1
N
N
N
Austerlitz Acquisition Corp II
N/A
Austerlitz Acquisition Corp II
G0633U119
900
NS
USD
8865
0.0151769873
Long
EC
CORP
US
N
1
N
N
N
Authentic Equity Acquisition C
N/A
Authentic Equity Acquisition Corp
G06607116
400
NS
USD
4012
0.0068685925
Long
EC
CORP
US
N
1
N
N
N
Avanti Acquisition Corp
549300N1STADABPJNC94
Avanti Acquisition Corp
G0682V109
8716
NS
USD
85329.64
0.1460853761
Long
EC
CORP
KY
N
1
N
N
N
AVANTI ACQUISITION CORP-A
549300N1STADABPJNC94
Avanti Acquisition Corp
G0682V125
1800
NS
USD
1177.47
0.0020158429
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Avanti Acquisition Corp
Avanti Acquisition Corp
1
11.500000000000
USD
2025-12-31
XXXX
-1847
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
G0684D107
20341
NS
USD
1400884.67
2.3983315049
Long
EC
CORP
BM
N
1
N
N
N
BlueRiver Acquisition Corp
N/A
BlueRiver Acquisition Corp
G1261Q123
150
NS
USD
1492.5
0.0025551781
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
BROOKFIELD PROPERTY PFD 6.25% SWAP
N/A
1
NC
USD
-382.6
-0.0006550158
N/A
DE
US
N
2
Bank of America National Association
B4TYDEB6GKMZO031MB27
BROOKFIELD PROP PFD LP
Brookfield Property Preferred LP
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-08-02
0.000000000000
USD
0.000000000000
USD
17146.46
USD
-382.6
N
N
N
Burgundy Technology Acquisitio
N/A
Burgundy Technology Acquisition Corp
G1702T116
14707
NS
USD
146334.65
0.2505266914
Long
EC
CORP
US
N
1
N
N
N
Burgundy Technology Acquisitio
N/A
Burgundy Technology Acquisition Corp
G1702T132
857
NS
USD
8741.4
0.0149653826
Long
EC
CORP
US
N
1
N
N
N
CC Neuberger Principal Holding
N/A
CC Neuberger Principal Holdings III
G1992N118
1500
NS
USD
14925
0.0255517806
Long
EC
CORP
US
N
1
N
N
N
Cazoo Group Ltd
549300PNRTNVMGVJY078
Cazoo Group Ltd
G2007L105
9385
NS
USD
72921.45
0.1248424047
Long
EC
CORP
GB
N
1
N
N
N
CAZOO GROUP LTD
549300PNRTNVMGVJY078
Cazoo Group Ltd
G2007L113
5415
NS
USD
8068.35
0.0138131128
N/A
DE
CORP
KY
N
1
New York
N/A
Call
Purchased
Cazoo Group Ltd
Cazoo Group Ltd
1
11.500000000000
USD
2026-08-26
XXXX
-6114.77
N
N
N
Cerberus Telecom Acquisition C
N/A
Cerberus Telecom Acquisition Corp
G2040C104
5345
NS
USD
53343.1
0.0913240326
Long
EC
CORP
US
N
3
N
N
N
Colonnade Acquisition Corp II
N/A
Colonnade Acquisition Corp II
G2284B127
1000
NS
USD
9700
0.0166065174
Long
EC
CORP
US
N
1
N
N
N
Cohn Robbins Holdings Corp
N/A
Cohn Robbins Holdings Corp
G23726105
15588
NS
USD
153074.16
0.2620648140
Long
EC
CORP
US
N
1
N
N
N
COHN ROBBINS HOLDINGS-CL A
N/A
Cohn Robbins Holdings Corp
G23726113
3301.999997
NS
USD
2988.31
0.0051160229
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Cohn Robbins Holdings Corp
Cohn Robbins Holdings Corp
1
11.500000000000
USD
2025-08-28
XXXX
58.03
N
N
N
Corner Growth Acquisition Corp
N/A
Corner Growth Acquisition Corp
G2425N121
2686
NS
USD
26833.14
0.0459386603
Long
EC
CORP
US
N
1
N
N
N
COVA Acquisition Corp
N/A
COVA Acquisition Corp
G2554Y112
2301
NS
USD
22894.95
0.0391964314
Long
EC
CORP
US
N
1
N
N
N
Deep Lake Capital Acquisition
N/A
Deep Lake Capital Acquisition Corp
G27029100
4760
NS
USD
46362.4
0.0793729898
Long
EC
CORP
US
N
1
N
N
N
DEEP LAKE CAPITAL ACQUIS-CLA
N/A
Deep Lake Capital Acquisition Corp
G27029118
2380
NS
USD
1803.33
0.0030873228
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Deep Lake Capital Acquisition
Deep Lake Capital Acquisition Corp
1
11.500000000000
USD
2027-12-31
XXXX
-58.55
N
N
N
Dragoneer Growth Opportunities
N/A
Dragoneer Growth Opportunities Corp II
G28314105
7915
NS
USD
78754.25
0.1348282289
Long
EC
CORP
US
N
1
N
N
N
East Stone Acquisition Corp
N/A
East Stone Acquisition Corp
G2911D108
2087
NS
USD
21287.4
0.0364442864
Long
EC
CORP
US
N
1
N
N
N
Elliott Opportunity II Corp
549300796AMMETN58424
Elliott Opportunity II Corp
G30092103
5998
NS
USD
58420.52
0.1000166371
Long
EC
CORP
US
N
1
N
N
N
Elliott Opportunity II Corp
549300796AMMETN58424
Elliott Opportunity II Corp
G30092129
1118
NS
USD
11314.16
0.0193699788
Long
EC
CORP
US
N
1
N
N
N
ScION Tech Growth II
N/A
ScION Tech Growth II
G31070124
1250
NS
USD
12437.5
0.0212931505
Long
EC
CORP
GB
N
1
N
N
N
Eucrates Biomedical Acquisitio
N/A
Eucrates Biomedical Acquisition Corp
G3141W106
13
NS
USD
127.14
0.0002176652
Long
EC
CORP
US
N
1
N
N
N
CC Neuberger Principal Holding
N/A
CC Neuberger Principal Holdings II
G3166T103
9734
NS
USD
95587.88
0.1636476071
Long
EC
CORP
US
N
1
N
N
N
ESM Acquisition Corp
N/A
ESM Acquisition Corp
G3195H120
933
NS
USD
9264.69
0.0158612614
Long
EC
CORP
US
N
1
N
N
N
Ares Acquisition Corp
N/A
Ares Acquisition Corp
G33032114
1950
NS
USD
19305.39
0.0330510613
Long
EC
CORP
US
N
1
N
N
N
Fortress Capital Acquisition C
N/A
Fortress Capital Acquisition Corp
G36427105
4915
NS
USD
48068.7
0.0822941960
Long
EC
CORP
US
N
1
N
N
N
FORTRESS CAPITAL ACQUISITI-A
N/A
Fortress Capital Acquisition Corp
G36427121
983
NS
USD
865.04
0.0014809589
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Fortress Capital Acquisition C
Fortress Capital Acquisition Corp
1
11.500000000000
USD
2027-12-31
XXXX
-31.88
N
N
N
Frazier Lifesciences Acquisiti
N/A
Frazier Lifesciences Acquisition Corp
G3710A121
1900
NS
USD
18990.5
0.0325119658
Long
EC
CORP
US
N
2
N
N
N
FTAC Athena Acquisition Corp
N/A
FTAC Athena Acquisition Corp
G37283101
4104
NS
USD
40547.52
0.0694178448
Long
EC
CORP
US
N
1
N
N
N
FTAC ATHENA ACQUISITION CO-A
N/A
FTAC Athena Acquisition Corp
G37283119
916
NS
USD
1126.68
0.0019288898
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
FTAC Athena Acquisition Corp
FTAC Athena Acquisition Corp
1
11.500000000000
USD
2026-03-01
XXXX
120.07
N
N
N
FTAC Hera Acquisition Corp
N/A
FTAC Hera Acquisition Corp
G3728Y129
2134
NS
USD
21254.64
0.0363882008
Long
EC
CORP
US
N
1
N
N
N
Fintech Evolution Acquisition
N/A
Fintech Evolution Acquisition Group
G3R19A112
5096
NS
USD
50348.48
0.0861972069
Long
EC
CORP
US
N
1
N
N
N
G Squared Ascend II Inc
N/A
G Squared Ascend II Inc
G42041114
2391
NS
USD
24029.55
0.0411388803
Long
EC
CORP
US
N
1
N
N
N
G Squared Ascend I Inc
N/A
G Squared Ascend I Inc
G4204R109
1884
NS
USD
18585.66
0.0318188748
Long
EC
CORP
US
N
1
N
N
N
G Squared Ascend I Inc
N/A
G Squared Ascend I Inc
G4204R125
4158
NS
USD
41829.48
0.0716125759
Long
EC
CORP
US
N
1
N
N
N
Highland Transcend Partners I
N/A
Highland Transcend Partners I Corp
G44690116
50169
NS
USD
524266.05
0.8975498209
Long
EC
CORP
US
N
1
N
N
N
Horizon Acquisition Corp II
N/A
Horizon Acquisition Corp II
G46044106
2479
NS
USD
24294.2
0.0415919643
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
G47567105
27868
NS
USD
3249966.16
5.5639813886
Long
EC
CORP
GB
N
1
N
N
N
Independence Holdings Corp
N/A
Independence Holdings Corp
G4761A119
1500
NS
USD
14955
0.0256031409
Long
EC
CORP
US
N
1
N
N
N
Investindustrial Acquisition C
2138004RIVUTW3RGKO74
Investindustrial Acquisition Corp
G4771L105
2933
NS
USD
29124.69
0.0498618217
Long
EC
CORP
GB
N
1
N
N
N
Jack Creek Investment Corp
N/A
Jack Creek Investment Corp
G4989X107
1500
NS
USD
15075
0.0258085824
Long
EC
CORP
US
N
1
N
N
N
Jaws Juggernaut Acquisition Co
N/A
Jaws Juggernaut Acquisition Corp
G50735128
4066
NS
USD
40964.95
0.0701324901
Long
EC
CORP
US
N
2
N
N
N
Jaws Mustang Acquisition Corp
N/A
Jaws Mustang Acquisition Corp
G50737108
3782
NS
USD
36912.32
0.0631943385
Long
EC
CORP
US
N
1
N
N
N
Jaws Mustang Acquisition Corp
N/A
Jaws Mustang Acquisition Corp
G50737116
600
NS
USD
6024
0.0103131609
Long
EC
CORP
US
N
1
N
N
N
Kismet Acquisition Three Corp
N/A
Kismet Acquisition Three Corp
G5276C110
2545
NS
USD
24762.85
0.0423942988
Long
EC
CORP
US
N
1
N
N
N
L Catterton Asia Acquisition C
N/A
L Catterton Asia Acquisition Corp
G5346G125
963
NS
USD
9369.99
0.0160415363
Long
EC
CORP
SG
N
1
N
N
N
Marlin Technology Corp
N/A
Marlin Technology Corp
G58411102
9417
NS
USD
91909.92
0.1573508951
Long
EC
CORP
US
N
1
N
N
N
MARLIN TECHNOLOGY CORP-A
N/A
Marlin Technology Corp
G58411110
3139
NS
USD
2511.2
0.0042992048
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Marlin Technology Corp
Marlin Technology Corp
1
11.500000000000
USD
2026-03-05
XXXX
295.07
N
N
N
Marquee Raine Acquisition Corp
N/A
Marquee Raine Acquisition Corp
G58442107
790
NS
USD
7892.1
0.0135113707
Long
EC
CORP
US
N
1
N
N
N
MARQUEE RAINE ACQUISITION-A
N/A
Marquee Raine Acquisition Corp
G58442123
193
NS
USD
258.62
0.0004427606
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Marquee Raine Acquisition Corp
Marquee Raine Acquisition Corp
1
11.500000000000
USD
2025-12-01
XXXX
75.25
N
N
N
Macondray Capital Acquisition
N/A
Macondray Capital Acquisition Corp I
G5853A123
2600
NS
USD
25948
0.0444232900
Long
EC
CORP
US
N
1
N
N
N
Magnum Opus Acquisition Ltd
N/A
Magnum Opus Acquisition Ltd
G5S70A104
1145
NS
USD
11324.05
0.0193869106
Long
EC
CORP
HK
N
1
N
N
N
Prime Impact Acquisition I
N/A
Prime Impact Acquisition I
G61074103
6492
NS
USD
63751.44
0.1091432366
Long
EC
CORP
US
N
1
N
N
N
Prime Impact Acquisition I
N/A
Prime Impact Acquisition I
G61074111
57
NS
USD
569.43
0.0009748710
Long
EC
CORP
US
N
2
N
N
N
Motive Capital Corp
N/A
Motive Capital Corp
G6293A103
13200
NS
USD
130680
0.2237257412
Long
EC
CORP
US
N
1
N
N
N
MOTIVE CAPITAL CORP -CL A
N/A
Motive Capital Corp
G6293A111
3398
NS
USD
4247.5
0.0072717714
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Motive Capital Corp
Motive Capital Corp
1
11.500000000000
USD
2025-12-09
XXXX
-1628.13
N
N
N
New Vista Acquisition Corp
N/A
New Vista Acquisition Corp
G6529L105
1051
NS
USD
10247.25
0.0175434160
Long
EC
CORP
US
N
1
N
N
N
NextGen Acquisition Corp II
N/A
NextGen Acquisition Corp II
G65317102
2865
NS
USD
28392.15
0.0486077043
Long
EC
CORP
US
N
1
N
N
N
Noble Rock Acquisition Corp
N/A
Noble Rock Acquisition Corp
G6546R127
300
NS
USD
2982
0.0051052201
Long
EC
CORP
US
N
1
N
N
N
Peridot Acquisition Corp II
N/A
Peridot Acquisition Corp II
G7008B105
1653
NS
USD
16050.63
0.0274788728
Long
EC
CORP
US
N
1
N
N
N
Peridot Acquisition Corp II
N/A
Peridot Acquisition Corp II
G7008B113
2500
NS
USD
24650
0.0422010983
Long
EC
CORP
US
N
1
N
N
N
Pontem Corp
N/A
Pontem Corp
G71707106
6744
NS
USD
65484.24
0.1121098112
Long
EC
CORP
US
N
1
N
N
N
PONTEM CORP-CLASS A
N/A
Pontem Corp
G71707122
2248
NS
USD
1614.06
0.0027632902
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Pontem Corp
Pontem Corp
1
11.500000000000
USD
2027-12-31
XXXX
-251.68
N
N
N
Prospector Capital Corp
N/A
Prospector Capital Corp
G7273A105
6639
NS
USD
64796.64
0.1109326317
Long
EC
CORP
US
N
1
N
N
N
PROSPECTOR CAPITAL CORP-CL A
N/A
Prospector Capital Corp
G7273A113
2213
NS
USD
1549.1
0.0026520779
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Prospector Capital Corp
Prospector Capital Corp
1
11.500000000000
USD
2025-01-01
XXXX
-1733.98
N
N
N
Queen's Gambit Growth Capital
N/A
Queen's Gambit Growth Capital
G7315C101
6893
NS
USD
68033.91
0.1164748771
Long
EC
CORP
US
N
1
N
N
N
RedBall Acquisition Corp
N/A
RedBall Acquisition Corp
G7417R105
4809
NS
USD
47320.56
0.0810133713
Long
EC
CORP
US
N
1
N
N
N
Reinvent Technology Partners Y
N/A
Reinvent Technology Partners Y
G7484L106
7261
NS
USD
72101.73
0.1234390341
Long
EC
CORP
US
N
1
N
N
N
REINVENT TECHNOLOGY PAR-A
N/A
Reinvent Technology Partners Y
G7484L122
173
NS
USD
259.5
0.0004442671
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Reinvent Technology Partners Y
Reinvent Technology Partners Y
1
11.500000000000
USD
2028-12-31
XXXX
15.56
N
N
N
RMG Acquisition Corp III
N/A
RMG Acquisition Corp III
G76088106
5980
NS
USD
58185.4
0.0996141088
Long
EC
CORP
US
N
1
N
N
N
RMG ACQUISITION CORP III -A
N/A
RMG Acquisition Corp III
G76088122
1196
NS
USD
1088.36
0.0018632855
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
RMG Acquisition Corp III
RMG Acquisition Corp III
1
11.500000000000
USD
2027-12-31
XXXX
-13.08
N
N
N
Rocket Internet Growth Opportu
N/A
Rocket Internet Growth Opportunities Corp
G7613T111
5017
NS
USD
49919.15
0.0854621888
Long
EC
CORP
KY
N
2
N
N
N
Ross Acquisition Corp II
N/A
Ross Acquisition Corp II
G7641C122
153
NS
USD
1523.88
0.0026089010
Long
EC
CORP
US
N
1
N
N
N
Pioneer Merger Corp
N/A
Pioneer Merger Corp
G7S24C103
10362
NS
USD
102894.66
0.1761569029
Long
EC
CORP
US
N
1
N
N
N
PIONEER MERGER CORP -CLASS A
N/A
Pioneer Merger Corp
G7S24C111
3454
NS
USD
3799.4
0.0065046188
N/A
DE
CORP
US
N
1
NASDAQ CM
N/A
Call
Purchased
Pioneer Merger Corp
Pioneer Merger Corp
1
11.500000000000
USD
2027-12-31
XXXX
889.64
N
N
N
Soar Technology Acquisition Co
N/A
Soar Technology Acquisition Corp
G82472104
1164
NS
USD
11814.6
0.0202267381
Long
EC
CORP
US
N
1
N
N
N
Social Capital Hedosophia Hold
N/A
Social Capital Hedosophia Holdings Corp VI
G8251L105
7021
NS
USD
71263.15
0.1220033750
Long
EC
CORP
US
N
1
N
N
N
Switchback II Corp
N/A
Switchback II Corp
G8633T115
5869
NS
USD
58455.24
0.1000760782
Long
EC
CORP
US
N
1
N
N
N
Supernova Partners Acquisition
N/A
Supernova Partners Acquisition Co III Ltd
G8T90F102
7465
NS
USD
72858.4
0.1247344623
Long
EC
CORP
US
N
2
N
N
N
SUPERNOVA PARTNERS ACQUISI-A
N/A
Supernova Partners Acquisition Co III Ltd
G8T90F128
1493
NS
USD
1373.56
0.0023515513
N/A
DE
CORP
US
N
2
New York
N/A
Call
Purchased
Supernova Partners Acquisition
Supernova Partners Acquisition Co III Ltd
1
11.500000000000
USD
2027-03-31
XXXX
-343.68
N
N
N
Vy Global Growth
N/A
Vy Global Growth
G9444H100
8099
NS
USD
79451.19
0.1360213986
Long
EC
CORP
KY
N
1
N
N
N
Virgin Group Acquisition Corp
N/A
Virgin Group Acquisition Corp II
G9460K102
11130
NS
USD
108072.3
0.1850210852
Long
EC
CORP
US
N
1
N
N
N
VIRGIN GROUP ACQUISITION C-A
N/A
Virgin Group Acquisition Corp II
G9460K128
1063
NS
USD
914.18
0.0015650872
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Virgin Group Acquisition Corp
Virgin Group Acquisition Corp II
1
11.500000000000
USD
2026-03-13
XXXX
-195.89
N
N
N
Warburg Pincus Capital Corp I-
N/A
Warburg Pincus Capital Corp I-A
G9461D107
1719
NS
USD
16880.58
0.0288997572
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
WILLIS TOWERS WATSON PLC LTD SHS SWAP
N/A
1
NC
USD
-723.17
-0.0012380758
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Willis Towers Watson PLC
Willis Towers Watson PLC
Y
Unrealized appreciation/depreciation relating to the underlying position
2022-03-15
0.000000000000
USD
0.000000000000
USD
3353700.42
USD
-723.17
N
N
N
Yucaipa Acquisition Corp
N/A
Yucaipa Acquisition Corp
G9879L105
12336
NS
USD
121879.68
0.2086594868
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
GBP/USD FWD 20220311
N/A
1
NC
USD
405.62
0.0006944263
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-10724
GBP
14855.14
USD
2022-03-11
405.62
N
N
N
N/A
N/A
GBP/USD FWD 20220420
N/A
1
NC
USD
137.69
0.0002357269
N/A
DFE
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
-46615.45
USD
34708
GBP
2022-04-20
137.69
N
N
N
N/A
N/A
GBP/USD FWD 20220420
N/A
1
NC
USD
19098.13
0.0326962296
N/A
DFE
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
-583940
GBP
805689.93
USD
2022-04-20
19098.13
N
N
N
N/A
N/A
GBP/USD FWD 20211004
N/A
1
NC
USD
-2429.97
-0.0041601380
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-118351.3
USD
86033
GBP
2021-10-04
-2429.97
N
N
N
N/A
N/A
GBP/USD FWD 20211004
N/A
1
NC
USD
1821.71
0.0031187896
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-86033
GBP
117743.04
USD
2021-10-04
1821.71
N
N
N
N/A
N/A
GBP/USD FWD 20211213
N/A
1
NC
USD
1532.41
0.0026235045
N/A
DFE
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
-41066
GBP
56872.3
USD
2021-12-13
1532.41
N
N
N
N/A
N/A
Hartford Financial Services Group Inc/The
N/A
-41
NC
USD
-28290
-0.0484328223
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
Hartford Financial Services Gr
Hartford Financial Services Group Inc/The
100
65.000000000000
USD
2021-12-17
XXXX
1515.52
N
N
N
N/A
N/A
Hartford Financial Services Group Inc/The
N/A
-7
NC
USD
-2800
-0.0047936339
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
Hartford Financial Services Gr
Hartford Financial Services Group Inc/The
100
70.000000000000
USD
2021-12-17
XXXX
83.75
N
N
N
N/A
N/A
Hartford Financial Services Group Inc/The
N/A
41
NC
USD
1230
0.0021057749
N/A
DE
US
N
1
NYSEAmerican
N/A
Put
Purchased
Hartford Financial Services Gr
Hartford Financial Services Group Inc/The
100
55.000000000000
USD
2021-12-17
XXXX
-575.32
N
N
N
N/A
N/A
HKD/USD FWD 20211008
N/A
1
NC
USD
-1.09
-0.0000018661
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-4694.17
USD
36533
HKD
2021-10-08
-1.09
N
N
N
N/A
N/A
HKD/USD FWD 20211008
N/A
1
NC
USD
0.71
0.0000012155
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-36533
HKD
4693.79
USD
2021-10-08
0.71
N
N
N
N/A
N/A
HKD/USD FWD 20211020
N/A
1
NC
USD
-33.3
-0.0000570100
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-40087.84
USD
311790
HKD
2021-10-20
-33.3
N
N
N
N/A
N/A
HKD/USD FWD 20211020
N/A
1
NC
USD
516.63
0.0008844768
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1495980
HKD
192699.76
USD
2021-10-20
516.63
N
N
N
N/A
N/A
HKD/USD FWD 20211028
N/A
1
NC
USD
12.08
0.0000206811
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-349683
HKD
44935.74
USD
2021-10-28
12.08
N
N
N
N/A
N/A
iShares Expanded Tech-Software Sector ETF
N/A
2
NC
USD
1750
0.0029960212
N/A
DE
US
N
1
NYSE Arca
N/A
Put
Purchased
iShares Expanded Tech-Software
iShares Expanded Tech-Software Sector ETF
100
400.000000000000
USD
2021-10-15
XXXX
745.44
N
N
N
N/A
N/A
Social Capital Hedosophia Holdings Corp VI
N/A
-12
NC
USD
-228
-0.0003903388
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
Social Capital Hedosophia Hold
Social Capital Hedosophia Holdings Corp VI
100
10.000000000000
USD
2021-10-15
XXXX
46.74
N
N
N
N/A
N/A
Social Capital Hedosophia Holdings Corp VI
N/A
-59
NC
USD
-1475
-0.0025252178
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
Social Capital Hedosophia Hold
Social Capital Hedosophia Holdings Corp VI
100
10.000000000000
USD
2021-11-19
XXXX
150.99
N
N
N
N/A
N/A
JPY/USD FWD 20220112
N/A
1
NC
USD
5916.73
0.0101295133
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-41796684
JPY
381898.44
USD
2022-01-12
5916.73
N
N
N
N/A
N/A
JPY/USD FWD 20211027
N/A
1
NC
USD
-2528.56
-0.0043289253
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-225557.78
USD
24817414
JPY
2021-10-27
-2528.56
N
N
N
N/A
N/A
JPY/USD FWD 20211027
N/A
1
NC
USD
3871.94
0.0066288081
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-24817414
JPY
226901.16
USD
2021-10-27
3871.94
N
N
N
N/A
N/A
JPY/USD FWD 20211223
N/A
1
NC
USD
-53.06
-0.0000908394
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-18880.62
USD
2093500
JPY
2021-12-23
-53.06
N
N
N
N/A
N/A
JPY/USD FWD 20211223
N/A
1
NC
USD
2759.4
0.0047241262
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-12470900
JPY
114914.46
USD
2021-12-23
2759.4
N
N
N
AKAZOO SA
54930042WMZ25L7QXJ87
Akazoo SA
L0164E116
2642
NS
USD
0
0.0000000000
N/A
DE
CORP
US
N
3
Nasdaq Stock Market
N/A
Call
Purchased
Akazoo SA
Akazoo SA
1
11.500000000000
USD
2024-12-31
XXXX
-1218.49
N
N
N
ARDAGH METAL PACKAGING SA
5493009WKQTU4FN9G032
Ardagh Metal Packaging SA
L02235114
542
NS
USD
1165.3
0.0019950077
N/A
DE
CORP
US
N
1
New York
N/A
Call
Purchased
Ardagh Metal Packaging SA
Ardagh Metal Packaging SA
1
11.000000000000
USD
2028-12-31
XXXX
352.83
N
N
N
GOLDEN NUGGET
N/A
Golden Nugget LLC
51508PAG9
171026.72
PA
USD
170314.39
0.2915802964
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
Syniverse Holdings Inc
87164GAM5
583000
PA
USD
583364.38
0.9987268769
Long
LON
CORP
US
N
2
2023-03-09
Floating
6
N
N
N
N
N
N
RENTPATH STUB T/L (CURRENT FACE)
N/A
Rentpath Inc., Senior Secured First Lien Term Loan
N/A
19942.24
PA
USD
2891.62
0.0049504884
Long
LON
CORP
US
N
2
2021-12-17
Floating
7
N
N
N
N
N
N
N/A
N/A
NortonLifeLock Inc
N/A
-29
NC
USD
-507.5
-0.0008688461
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
NortonLifeLock Inc
NortonLifeLock Inc
100
32.000000000000
USD
2022-01-21
XXXX
506.56
N
N
N
N/A
N/A
Sportsman's Warehouse Holdings Inc
N/A
-13
NC
USD
-195
-0.0003338424
N/A
DE
US
N
1
NSDQOMX PHLX
N/A
Call
Written
Sportsman's Warehouse Holdings
Sportsman's Warehouse Holdings Inc
100
20.000000000000
USD
2022-01-21
XXXX
149.06
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
-12
NC
USD
-276
-0.0004725153
N/A
DE
US
N
1
NYSE Arca
N/A
Call
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100
450.000000000000
USD
2021-10-15
XXXX
5323.22
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
-57
NC
USD
-18069
-0.0309343466
N/A
DE
US
N
1
NYSE Arca
N/A
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100
415.000000000000
USD
2021-10-15
XXXX
-6814.95
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
24
NC
USD
17184
0.0294192159
N/A
DE
US
N
1
NYSE Arca
N/A
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100
430.000000000000
USD
2021-10-15
XXXX
155.99
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
42
NC
USD
51450
0.0880830225
N/A
DE
US
N
1
NYSE Arca
N/A
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100
440.000000000000
USD
2021-10-15
XXXX
29727.18
N
N
N
WATTS GUERRA PCG TL FACILITY
N/A
WATTS GUERRA PCG TL FACILITY
N/A
264000
PA
USD
264000
0.4519711942
Long
DBT
CORP
US
N
3
2022-12-31
Fixed
8
N
N
N
N
N
N
2021-10-29
Merger Fund VL
Chris Colomb
Chris Colomb
PFO
XXXX