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Rosehill Resources, Inc. 1.00000000 11.5 USD 2022-04-27 XXXX 22032 N N N High Income Securities Fund 25RM533JWPQG19PQ1G87 42968F108 514.00000000 NS USD 4605.08000000 0.000853935865 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6784.21000000 -0.00125801945 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400869.00000000 CAD 302002.92000000 USD 2020-03-18 -6784.21 N N N Cineplex, Inc. 549300WDU0AS30W35T75 172454100 48215.00000000 NS 1256846.29000000 0.233061341896 Long EC CORP CA N 1 N N N Retail Value, Inc. 549300VO5RB7323N1Z31 76133Q102 6915.00000000 NS USD 254472.00000000 0.047187620528 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -44.76000000 -0.00000830000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1670.17000000 USD 2020-03-18 -44.76 N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AN8 3125000.00000000 PA USD 3112382.41000000 0.577139803603 Long DBT CORP US Y 2 2022-11-01 Fixed 4.75000000 N N N N N Arbor Realty Trust, Inc. 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NSLL8ITTRR0J5HEMR848 09061G101 3123.00000000 NS USD 264049.65000000 0.048963637197 Long EC CORP US N 1 N N N Advanz Pharma Corp. 549300WZSXRSISJ4VI31 20653PAB8 549000.00000000 PA USD 518805.00000000 0.096203800293 Long DBT CORP CA N 2 2024-09-06 Fixed 8.00000000 N N N N N N Crescent Acquisition Corp. N/A 22564L105 400000.00000000 NS USD 3996000.00000000 0.740992060547 Long EC CORP US N 2 N N N N/A N/A 51476X113 116666.00000000 NS USD 83999.52000000 0.015576320673 N/A DO US N 2 Landcadia Holdings II, Inc. N/A Call Purchased Landcadia Holdings II, Inc. Landcadia Holdings II, Inc. 1.00000000 11.5 USD 2026-05-09 XXXX 83999.52 N N N Inovio Pharmaceuticals, Inc. 529900B9W875XDZXTM97 45773HAA0 2075000.00000000 PA USD 1727369.86000000 0.320312150122 Long DBT CORP US Y 2 2024-03-01 Fixed 6.50000000 N N N N Y Inovio Pharmaceuticals, Inc. 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DermTech, Inc. 0.50000000 11.5 USD 2024-08-29 XXXX 209250 N N N Endeavour Mining Corp. 529900R1F0JCJDI3A443 N/A -6955.00000000 NS -131382.04000000 -0.02436262475 Short EC CORP KY N 1 N N N 8x8, Inc. 254900XWSOC5U1BRW939 282914AA8 800000.00000000 PA USD 796477.65000000 0.147693597360 Long DBT CORP US Y 2 2024-02-01 Fixed 0.50000000 N N N N Y 8x8, Inc. USD XXXX N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAA6 1000000.00000000 PA USD 1014700.00000000 0.188159320279 Long DBT CORP US N 2 2020-10-26 Fixed 5.00000000 N N N N N N Rapid7, Inc. 549300GNVG5D60KEYN14 753422104 -7887.00000000 NS USD -441829.74000000 -0.08193001237 Short EC CORP US N 1 N N N SailPoint Technologies Holding, Inc. 529900809B15HNZH5H79 78781P105 -50885.00000000 NS USD -1200886.00000000 -0.22268443233 Short EC CORP US N 1 N N N N/A N/A N/A 470000.00000000 NS USD 47000.00000000 0.008715372083 N/A DO MH N 1 Hunter Maritime Acquisition Corp. 549300KJQ5Q6XRM8JY54 Call Purchased Hunter Maritime Acquisition Corp. Hunter Maritime Acquisition Corp. 1.00000000 11.5 USD 2024-03-21 XXXX 47000 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 -4851.00000000 NS USD -734829.48000000 -0.13626196459 Short EC CORP US N 1 N N N MFA Financial, Inc. YW72IMH2RRC8Z1TGLG58 55272XAA0 2125000.00000000 PA USD 2213984.38000000 0.410546758697 Long DBT CORP US N 2 2024-06-15 Fixed 6.25000000 N N N N N MFA Financial, Inc. USD XXXX N N N Harmonic, Inc. 549300LRGRD8XC9BTL66 413160102 -30752.00000000 NS USD -239865.60000000 -0.04447910540 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -24.25000000 -0.00000449676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1310.00000000 EUR 1452.12000000 USD 2020-03-18 -24.25 N N N Blackline, Inc. 529900P9N7PK9LV5EK56 09239B109 -4986.00000000 NS USD -257078.16000000 -0.04767088976 Short EC CORP US N 1 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017104 -21604.00000000 NS USD -2262370.88000000 -0.41951923425 Short EC CORP US N 1 N N N PTC Therapeutics, Inc. 549300UJLWOIWFDGB318 69366J200 -29079.00000000 NS USD -1396664.37000000 -0.25898829064 Short EC CORP US N 1 N N N DEMC Ltd. N/A N/A 489352292603.73000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Conyers Park II Acquisition Corp. N/A 212896104 15000.00000000 NS USD 151650.00000000 0.028120982478 Long EC CORP US N 2 N N N Healthcare Merger Corp. N/A 42227L201 175000.00000000 NS USD 1811250.00000000 0.335866333750 Long EC CORP US N 1 N N N Karyopharm Therapeutics, Inc. 549300J1VANRCNTYST87 48576UAA4 1900000.00000000 PA USD 2706312.50000000 0.501840859825 Long DBT CORP US N 2 2025-10-15 Fixed 3.00000000 N N N N Y Karyopharm Therapeutics, Inc. USD XXXX N N N HL Acquisitions Corp. N/A N/A 54000.00000000 NS USD 13662.00000000 0.002533391774 Long CORP VG N 1 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954MAF8 1950000.00000000 PA USD 2372516.25000000 0.439943870062 Long DBT CORP US Y 2 2026-09-01 Fixed 1.37500000 N N N N Y Zillow Group, Inc. USD XXXX N N N PropTech Acquisition Corp. N/A 74349F200 162500.00000000 NS USD 1657500.00000000 0.307355941030 Long EC CORP US N 2 N N N N/A N/A 92766K114 83334.00000000 NS USD 279168.90000000 0.051767251864 N/A DO US N 1 Virgin Galactic Holdings, Inc. N/A Call Purchased Virgin Galactic Holdings, Inc. Virgin Galactic Holdings, Inc. 1.00000000 11.5 USD 2024-10-25 XXXX 279168.9 N N N United Airlines Holdings, Inc. N/A 910047AG4 1000000.00000000 PA USD 1031500.00000000 0.191274602216 Long DBT CORP US N 3 2020-12-01 Fixed 6.00000000 N N N N N N Nebula Acquisition Corp. N/A 629076100 69998.00000000 NS USD 737778.92000000 0.136808889429 Long EC CORP US N 1 N N N GigCapital2, Inc. 549300OSKGXG2OH2XE50 375036126 153000.00000000 NS USD 38250.00000000 0.007092829408 Long CORP US N 2 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 -7278.00000000 NS USD -162226.62000000 -0.03008224159 Short EC CORP US N 1 N N N Federated Premier Municipal Income Fund C0TUI5ZPEIY028NN4Q23 31423P108 13912.00000000 NS USD 196159.20000000 0.036374476927 Long RF US N 1 N N N NextEra Energy, Inc. N/A 65339F101 -7301.00000000 NS USD -1768010.16000000 -0.32784822110 Short EC CORP US N 1 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971TAK7 2025000.00000000 PA USD 1999322.19000000 0.370741208525 Long DBT CORP US Y 2 2027-09-01 Fixed 0.37500000 N N N N Y Akamai Technologies, Inc. USD XXXX N N N N/A N/A N/A 180000.00000000 NS USD 198000.00000000 0.036715822819 N/A DO KY N 1 Act II Global Acquisition Corp. N/A Call Purchased Act II Global Acquisition Corp. Act II Global Acquisition Corp. 1.00000000 11.5 USD 2024-04-30 XXXX 198000 N N N Ambit Biosciences Corp. N/A N/A 146272.00000000 NS USD 68831.22000000 0.012763610494 Long CORP US Y 3 N N N N/A N/A 362409112 314900.00000000 NS USD 179461.51000000 0.033278166687 N/A DO US N 1 GTY Technology Holdings, Inc. N/A Call Purchased GTY Technology Holdings, Inc. GTY Technology Holdings, Inc. 1.00000000 0.000001 USD 2024-02-19 XXXX -217310.54 N N N j2 Global, Inc. 5493008OJYGLHD7MXA18 48123V102 -10675.00000000 NS USD -1000354.25000000 -0.18549913838 Short EC CORP US N 1 N N N Invitae Corp. 549300MYI59DZW1WIX92 46185LAA1 575000.00000000 PA USD 520212.47000000 0.096464792309 Long DBT CORP US Y 2 2024-09-01 Fixed 2.00000000 N N N N N Invitae Corp. USD XXXX N N N Faurecia SE 969500F0VMZLK2IULV85 N/A 2138.00000000 NS 116066.95000000 0.021522694805 Long EC CORP FR N 2 N N N N/A N/A 88633A115 117500.00000000 NS USD 133950.00000000 0.024838810438 N/A DO US N 1 Tiberius Acquisition Corp. N/A Call Purchased Tiberius Acquisition Corp. Tiberius Acquisition Corp. 1.00000000 11.5 USD 2023-04-10 XXXX 133950 N N N United States of America 254900HROIFWPRGM1V77 912796RT8 3870000.00000000 PA USD 3870000.00000000 0.717627446026 Long STIV UST US N 2 2020-01-02 None 0.00000000 N N N N N N BlackRock Municipal Bond Trust N13FNQG6SVW6WDIWRJ75 09249H104 4782.00000000 NS USD 74216.64000000 0.013762247497 Long RF US N 1 N N N Replay Acquisition Corp. N/A N/A 230000.00000000 NS USD 2304600.00000000 0.427349925610 Long EC CORP KY N 2 N N N RH 5493008MTS3OGGMHGK69 74967XAA1 825000.00000000 PA USD 1046765.02000000 0.194105247517 Long DBT CORP US N 2 2023-06-15 None 0.00000000 N N N N Y RH USD XXXX N N N N/A N/A 52539T115 125000.00000000 NS USD 123750.00000000 0.022947389262 N/A DO US N 1 Leisure Acquisition Corp. N/A Call Purchased Leisure Acquisition Corp. Leisure Acquisition Corp. 1.00000000 11.5 USD 2022-12-28 XXXX 123750 N N N Hennessy Capital Acquisition Corp. IV N/A 42589C104 400000.00000000 NS USD 4064000.00000000 0.753601535051 Long EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 35137L105 -11690.00000000 NS USD -433348.30000000 -0.08035726970 Short EC CORP US N 1 N N N N/A N/A 53263P121 168252.00000000 NS USD 25406.05000000 0.004711131466 N/A DO US N 2 Limbach Holdings, Inc. N/A Call Purchased Limbach Holdings, Inc. Limbach Holdings, Inc. 0.50000000 11.5 USD 2021-07-20 XXXX 25406.05 N N N N/A N/A 000000000 67871136.18999999 PA USD -6143622.87999999 -1.13923317744 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-11.68% to 0.85%). USD Currency. Maturity 13-65 Months 03/25/20 to 07/11/24 Innoviva, Inc. 1492693.83000000 USD 70489.98000000 USD Intel Corp. 41908066.70000000 USD 5324279.20000000 USD Paratek Pharmaceuticals, Inc. 74135.88000000 USD -1537.47000000 USD Innoviva, Inc. 978654.24000000 USD -86176.27000000 USD Hope Bancorp, Inc. 3395919.73000000 USD -43487.87000000 USD AMAG Pharmaceuticals, Inc. 178095.78000000 USD -7309.00000000 USD Paratek Pharmaceuticals, Inc. 1395147.32000000 USD -516737.98000000 USD Hope Bancorp, Inc. 518450.54000000 USD -12022.39000000 USD Intel Corp. 8593861.50000000 USD -1970184.88000000 USD AMAG Pharmaceuticals, Inc. 1350576.29000000 USD -392924.51000000 USD Invacare Corp. 520715.58000000 USD 25735.10000000 USD Gol Linhas Aereas Inteligentes SA, ADR 677335.88000000 USD 1499.36000000 USD Innoviva, Inc. 1093659.80000000 USD 40168.80000000 USD Invacare Corp. 2385670.46000000 USD -886736.89000000 USD Gannett Co., Inc. 3308152.66000000 USD -208768.32000000 USD Y 2020-03-25 0 USD 0 USD 67871136 USD 1336286.86 N N N Viterra, Inc. 549300IOJASF7KPJ2R34 92849TAJ7 923000.00000000 PA USD 942256.23000000 0.174725822180 Long DBT CORP CA Y 2 2020-08-01 Fixed 5.95000000 N N N N N N AM Castle & Co. 549300LGFEO9CMIDRM22 N/A 104661.00000000 PA USD 3139.83000000 0.000582229504 Long DBT CORP US N 2 2022-08-31 Fixed 7.00000000 N N N N N AM Castle & Co. USD XXXX N N N China Medical Technologies, Inc. N/A 169483104 -40234.00000000 NS USD -0.04000000 -0.00000000741 Short EC CORP KY N 3 N N N N/A N/A 74317H113 80000.00000000 NS USD 12000.00000000 0.002225201383 N/A DO US N 2 Proficient Alpha Acquisition Corp. 549300K8CYX0YLHICY89 Call Purchased Proficient Alpha Acquisition Corp. Proficient Alpha Acquisition Corp. 1.00000000 11.5 USD 2026-04-30 XXXX 12000 N N N Green Field Energy Services, Inc. N/A N/A 48000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2019-07-23 Fixed 13.00000000 Y N N N N N First Trust Senior Floating Rate Income Fund II 549300188EQ1UO018C30 33733U108 1877.00000000 NS USD 23556.35000000 0.004368135216 Long RF US N 1 N N N 2017 Mandatory Exchangeable Trust 549300F7GP3Z397S8578 90214R103 18425.00000000 NS USD 2847385.94000000 0.528000594308 Long EP CORP US Y 2 N N N N/A N/A 45686J112 343006.00000000 NS USD 27440.48000000 0.005088382837 N/A DO US N 1 Infrastructure and Energy Alternatives, Inc. N/A Call Purchased Infrastructure and Energy Alternatives, Inc. Infrastructure and Energy Alternatives, Inc. 0.50000000 11.5 USD 2023-03-26 XXXX 27440.48 N N N Apergy Corp. 549300EP2909K6DYYP38 03755L104 6608.00000000 NS USD 223218.24000000 0.041392128030 Long EC CORP US N 1 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301AE6 1025000.00000000 PA USD 830250.00000000 0.153956120688 Long DBT CORP US N 2 2025-05-01 Fixed 2.37500000 N N N N Y EZCORP, Inc. USD XXXX N N N Arcosa, Inc. 549300WFHLTCZV7D6V29 039653100 5913.00000000 NS USD 263424.15000000 0.048847648575 Long EC CORP US N 1 N N N N/A N/A N/A 370000.00000000 NS USD 22200.00000000 0.004116622558 N/A DO KY N 1 TKK Symphony Acquisition Corp. N/A Call Purchased TKK Symphony Acquisition Corp. TKK Symphony Acquisition Corp. 0.50000000 11.5 USD 2023-08-20 XXXX 22200 N N N Industrial Logistics Properties Trust N/A 456237106 7722.00000000 NS USD 173127.24000000 0.032103581157 Long EC CORP US N 1 N N N Blackline, Inc. 529900P9N7PK9LV5EK56 09239BAA7 650000.00000000 PA USD 647156.25000000 0.120004415211 Long DBT CORP US Y 2 2024-08-01 Fixed 0.12500000 N N N N N Blackline, Inc. USD XXXX N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 -43756.00000000 NS USD -3954229.72000000 -0.73324645347 Short EC CORP US N 1 N N N Blue Bird Corp. 5493004ZXJUUWQ65ER59 095306106 -45043.00000000 NS USD -1032385.56000000 -0.19143881466 Short EC CORP US N 1 N N N FinServ Acquisition Corp. N/A 318085206 200000.00000000 NS USD 2030000.00000000 0.376429900628 Long EC CORP US N 2 N N N Virtus Investment Partners, Inc. 549300HWF93HB8BDM648 92828Q208 17975.00000000 NS USD 1811340.75000000 0.335883161836 Long EP CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -24.25000000 -0.00000449676 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1310.00000000 EUR 1452.12000000 USD 2020-03-18 -24.25 N N N N/A N/A 095306114 53842.00000000 NS USD 318744.64000000 0.059105917813 N/A DO US N 2 Blue Bird Corp. 5493004ZXJUUWQ65ER59 Call Purchased Blue Bird Corp. Blue Bird Corp. 0.50000000 11.5 USD 2020-02-24 XXXX 318744.64 N N N Mitsubishi Tanabe Pharma Corp. 529900ZIO33Q0U4T6Y32 N/A 83038.00000000 NS 1523339.45000000 0.282478087579 Long EC CORP JP N 2 N N N GOL Equity Finance SA 222100H9BH197YU7RY14 36256KAA8 1025000.00000000 PA USD 1180029.96000000 0.218817024917 Long DBT CORP LU Y 2 2024-07-15 Fixed 3.75000000 N N N N Y Gol Linhas Aereas Inteligentes SA USD XXXX N N N Ligand Pharmaceuticals, Inc. 5493008K7TB0IKP37H79 53220K504 -213.00000000 NS USD -22213.77000000 -0.00411917597 Short EC CORP US N 1 N N N N/A N/A N/A 54000.00000000 NS USD 18900.00000000 0.003504692178 N/A DO VG N 1 HL Acquisitions Corp. N/A Call Purchased HL Acquisitions Corp. HL Acquisitions Corp. 1.00000000 11.5 USD 2023-07-18 XXXX 18900 N N N N/A N/A N/A 50000.00000000 NS USD 76500.00000000 0.014185658816 N/A DO KY N 1 New Frontier Health Corp. N/A Call Purchased New Frontier Health Corp. New Frontier Health Corp. 1.00000000 11.5 USD 2023-07-25 XXXX 76500 N N N Voya Global Equity Dividend and Premium Opportunity Fund 549300YJVN8KX08ZHI42 92912T100 35806.00000000 NS USD 221639.14000000 0.041099310071 Long RF US N 1 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T107 -48899.00000000 NS USD -1333475.73000000 -0.24727100321 Short EC CORP US N 1 N N N XP, Inc. 5493008KDA8NBZRJST80 N/A 1000.00000000 NS USD 38520.00000000 0.007142896439 Long EC CORP KY N 1 N N N FireEye, Inc. 549300E9D2UJUFLLY524 31816QAF8 525000.00000000 PA USD 527709.90000000 0.097855066609 Long DBT CORP US N 2 2024-06-01 Fixed 0.87500000 N N N N Y FireEye, Inc. USD XXXX N N N N/A N/A 624745113 250000.00000000 NS USD 125000.00000000 0.023179181073 N/A DO US N 1 Mudrick Capital Acquisition Corp. N/A Call Purchased Mudrick Capital Acquisition Corp. Mudrick Capital Acquisition Corp. 1.00000000 11.5 USD 2025-03-12 XXXX 125000 N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 -106996.00000000 NS USD -765021.40000000 -0.14186055644 Short EC CORP US N 1 N N N BlackRock MuniHoldings Quality Fund, Inc. NFS78Q54XVQ5XSE3R379 09254A101 11262.00000000 NS USD 141563.34000000 0.026250578329 Long RF US N 1 N N N Livent Corp. 254900OOLQ2VNMZTJL47 53814L108 36260.00000000 NS USD 310023.00000000 0.057488634030 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25155MKM2 1975000.00000000 PA USD 2059707.75000000 0.381938711160 Long DBT CORP DE N 2 2023-05-01 Fixed 1.00000000 N N N N N Voya Financial, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -4183.57000000 -0.00077577381 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 236698.00000000 CAD 178143.57000000 USD 2020-03-18 -4183.57 N N N DEMC Ltd. N/A N/A 146077276369.86900000 NS USD 154841.91000000 0.028712869356 Long EC CORP US Y 3 N N N American Tire Distributors, Inc. N/A 03021BAE4 1060744.35000000 PA USD 941410.61000000 0.174569015947 Long LON CORP US N 2 2024-09-01 Variable 9.31598100 N N N N N N Target Hospitality Corp. N/A 87615L107 -14934.00000000 NS USD -74670.00000000 -0.01384631560 Short EC CORP US N 1 N N N N/A N/A N/A 125000.00000000 NS USD 82900.00000000 0.015372432887 N/A DO KY N 1 Leo Holdings Corp. N/A Call Purchased Leo Holdings Corp. Leo Holdings Corp. 1.00000000 11.5 USD 2023-04-05 XXXX 82900 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 -11274.00000000 NS USD -933712.68000000 -0.17314156224 Short EC CORP US N 1 N N N FireEye, Inc. 549300E9D2UJUFLLY524 31816Q101 -10311.00000000 NS USD -170440.83000000 -0.03160543088 Short EC CORP US N 1 N N N N/A N/A 05586Y114 85000.00000000 NS USD 69700.00000000 0.012924711366 N/A DO US N 2 B Riley Principal Merger Corp. N/A Call Purchased B Riley Principal Merger Corp. B Riley Principal Merger Corp. 1.00000000 11.5 USD 2024-04-08 XXXX 69700 N N N Infinera Corp. 549300ZOF66WPV3H0H17 45667G103 -105332.00000000 NS USD -836336.08000000 -0.15508468349 Short EC CORP US N 1 N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J207 875.00000000 NS USD 851721.60000000 0.157937673522 Long EP CORP US N 2 N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089100 -13613.00000000 NS USD -830120.74000000 -0.15393215156 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3462.42000000 0.000642048481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113242500.00000000 JPY 1050156.73000000 USD 2020-03-18 3462.42 N N N N/A N/A N/A 1.00000000 NC N/A -5502.28000000 -0.00102030675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400866.00000000 CAD 303282.54000000 USD 2020-03-18 -5502.28 N N N N/A N/A 80821R117 288000.00000000 NS USD 109440.00000000 0.020293836613 N/A DO US N 2 Schultze Special Purpose Acquisition Corp. N/A Call Purchased Schultze Special Purpose Acquisition Corp. Schultze Special Purpose Acquisition Corp. 1.00000000 11.5 USD 2023-12-31 XXXX 109440 N N N N/A N/A N/A -154.00000000 NC USD -422405.27000000 -0.07832806591 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2020-03-20 -24879470 USD -422405.27 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 -2326.00000000 NS USD -1330332.44000000 -0.24668813211 Short EC CORP US N 1 N N N N/A N/A 382872117 33333.00000000 NS USD 49989.50000000 0.009269725378 N/A DO US N 1 Gores Metropoulos, Inc. N/A Call Purchased Gores Metropoulos, Inc. Gores Metropoulos, Inc. 1.00000000 11.5 USD 2024-03-25 XXXX 49989.5 N N N N/A N/A 82887P118 225000.00000000 NS USD 87727.50000000 0.016267612860 N/A DO US N 1 Simplicity Esports and Gaming Co. N/A Call Purchased Simplicity Esports and Gaming Co. Simplicity Esports and Gaming Co. 1.00000000 11.5 USD 2023-11-20 XXXX 87727.5 N N N Tuscan Holdings Corp. II 549300PT0K8ZAABWJU18 90070A103 190000.00000000 NS USD 1873400.00000000 0.347391022580 Long EC CORP US N 1 N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331842 43400.00000000 NS USD 2224684.00000000 0.412530826133 Long EP CORP US N 2 N N N Proofpoint, Inc. 529900C5FODDK0WSR085 743424103 1666.00000000 NS USD 191223.48000000 0.035459229346 Long EC CORP US N 1 N N N Omeros Corp. 549300CJWLXX2MXVVV71 682143AE2 2250000.00000000 PA USD 2158925.90000000 0.400337074877 Long DBT CORP US N 2 2023-11-15 Fixed 6.25000000 N N N N N Omeros Corp. USD XXXX N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328AA5 2175000.00000000 PA USD 2357558.63000000 0.437170227003 Long DBT CORP US Y 2 2024-11-01 Fixed 2.75000000 N N N N Y Granite Construction, Inc. USD XXXX N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909108 -139313.00000000 NS USD -1589561.33000000 -0.29475783916 Short EC CORP US N 1 N N N N/A N/A 39678G111 170000.00000000 NS USD 23681.00000000 0.004391249495 N/A DO US N 2 Greenvision Acquisition Corp. 549300Z6TFLNGRBTFZ11 Call Purchased Greenvision Acquisition Corp. Greenvision Acquisition Corp. 1.00000000 11.5 USD 2024-10-28 XXXX 23681 N N N N/A N/A 89621T116 445000.00000000 NS 3426.90000000 0.000635461884 N/A DO CA N 3 Trilogy International Partners, Inc. N/A Call Purchased Trilogy International Partners, Inc. Trilogy International Partners, Inc. 1.00000000 11.5 CAD 2022-02-07 XXXX 3426.9 N N N N/A N/A 74621Q114 172500.00000000 NS USD 169050.00000000 0.031347524483 N/A DO US N 1 Pure Acquisition Corp. 549300MP1T3SPM68RF52 Call Purchased Pure Acquisition Corp. Pure Acquisition Corp. 1.00000000 11.5 USD 2023-04-17 XXXX 169050 N N N OneSpaWorld Holdings Ltd. 5493007W8PZ8W6UC2X76 N/A -109990.00000000 NS USD -1852231.60000000 -0.34346569316 Short EC CORP BS N 1 N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 298736109 729.00000000 NS USD 114861.24000000 0.021299115842 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -24.97000000 -0.00000463027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1689.96000000 USD 2020-03-18 -24.97 N N N Western Asset Intermediate Muni Fund, Inc. 5493000MG5MROBD48K57 958435109 24950.00000000 NS USD 226546.00000000 0.042009206043 Long RF US N 1 N N N Quotient Technology, Inc. 5493005ZZT58VQ9RKP56 749119AB9 475000.00000000 PA USD 466880.45000000 0.086575251920 Long DBT CORP US N 2 2022-12-01 Fixed 1.75000000 N N N N Y Quotient Technology, Inc. USD XXXX N N N Inovio Pharmaceuticals, Inc. 529900B9W875XDZXTM97 45773H201 -221688.00000000 NS USD -731570.40000000 -0.13565762215 Short EC CORP US N 1 N N N Tortoise Acquisition Corp. N/A 89154L100 415588.00000000 NS USD 4139256.48000000 0.767556603666 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A 291.40000000 0.000054035306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16803000.00000000 JPY 155600.62000000 USD 2020-03-18 291.4 N N N N/A N/A 17143G114 23333.00000000 NS USD 33207.53000000 0.006157786806 N/A DO US N 1 Churchill Capital Corp. II N/A Call Purchased Churchill Capital Corp. II Churchill Capital Corp. II 1.00000000 11.5 USD 2024-07-24 XXXX 33207.53 N N N RH 5493008MTS3OGGMHGK69 74967XAC7 2350000.00000000 PA USD 2786493.51000000 0.516709101020 Long DBT CORP US Y 2 2024-09-15 None 0.00000000 N N N N N RH USD XXXX N N N N/A N/A 483379111 281250.00000000 NS USD 317812.50000000 0.058933067878 N/A DO US N 1 Kaleyra, Inc. 549300Q16CZ1PDK9BL93 Call Purchased Kaleyra, Inc. Kaleyra, Inc. 1.00000000 11.5 USD 2025-03-06 XXXX 317812.5 N N N Curo Group Holdings Corp. 54930007KH8KCGJ4YE72 23131LAA5 1000000.00000000 PA USD 879980.00000000 0.163177726086 Long DBT CORP US Y 2 2025-09-01 Fixed 8.25000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899101 -30797.00000000 NS USD -258694.80000000 -0.04797066889 Short EC CORP US N 1 N N N PennyMac Corp. EWN0I878407TKQNXZ933 70932AAC7 825000.00000000 PA USD 818561.19000000 0.151788624340 Long DBT CORP US Y 2 2024-11-01 Fixed 5.50000000 N N N N N PennyMac Mortgage Investment Trust USD XXXX N N N Apollo Senior Floating Rate Fund, Inc. 5493005XHGCCBXT5YQ39 037636107 6691.00000000 NS USD 101301.74000000 0.018784730995 Long RF US N 1 N N N N/A N/A N/A -28.00000000 NC USD 30851.38000000 0.005720877787 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2020-03-20 -3595812.5 USD 30851.38 N N N N/A N/A 000000000 25704094.37999999 PA USD 1856818.15000000 0.344316192950 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (0.11%). USD Currency. Maturity 50-61 Months 12/01/23 to 11/19/24 Leo Holdings Corp. 82900.00000000 USD -63350.00000000 USD Allegro Merger Corp. 1531500.00000000 USD 74250.00000000 USD HL Acquisitions Corp. 557820.00000000 USD 20520.00000000 USD Forum Merger II Corp. 82818.00000000 USD -6282.00000000 USD Spartan Energy Acquisition Corp., Class A 1525200.00000000 USD 85200.00000000 USD Clarivate Analytics plc 484375.00000000 USD 410750.00000000 USD Ranpak Holdings Corp. 142500.00000000 USD 25000.00000000 USD Megalith Financial Acquisition Corp., Class A 1539000.00000000 USD 85500.00000000 USD Pure Acquisition Corp. 1557000.00000000 USD 85500.00000000 USD Limbach Holdings, Inc. 25406.05000000 USD -55455.86000000 USD New Frontier Health Corp. 76500.00000000 USD 26500.00000000 USD Broadmark Realty Capital, Inc. 95000.00000000 USD 94999.00000000 USD National Energy Services Reunited Corp. 368550.00000000 USD -163800.00000000 USD VectoIQ Acquisition Corp. 106200.00000000 USD 35640.00000000 USD Longevity Acquisition Corp. 1305000.00000000 USD 90625.00000000 USD LF Capital Acquisition Corp., Class A 1450400.00000000 USD 85400.00000000 USD Verra Mobility Corp. 269334.68000000 USD 156000.78000000 USD KBL Merger Corp. IV 40000.00000000 USD -8400.00000000 USD Leisure Acquisition Corp. 123750.00000000 USD 23750.00000000 USD AdaptHealth Corp. 120667.27000000 USD 38666.86000000 USD Tenzing Acquisition Corp. 1570500.00000000 USD 60000.00000000 USD Infrastructure and Energy Alternatives, Inc. 27440.48000000 USD -268436.50000000 USD Gordon Pointe Acquisition Corp. 44272.80000000 USD -4857.71000000 USD Falcon Minerals Corp. 75000.00000000 USD -95000.00000000 USD Blue Bird Corp. 318744.64000000 USD 119529.24000000 USD Purple Innovation, Inc. 330240.00000000 USD 264960.00000000 USD OneSpaWorld Holdings Ltd. 583941.60000000 USD 506739.32000000 USD Legacy Acquisition Corp. 134400.00000000 USD 46900.00000000 USD Graf Industrial Corp. 1528500.00000000 USD 87000.00000000 USD Pensare Acquisition Corp. 82500.00000000 USD 1375.00000000 USD Sirius International Insurance Group Ltd. 95159.50000000 USD -191465.50000000 USD Repay Holdings Corp. 201600.00000000 USD 201599.82000000 USD Forum Merger II Corp., Class A 1531500.00000000 USD 84000.00000000 USD Graf Industrial Corp. 86724.00000000 USD -396.00000000 USD Rosehill Resources, Inc. 22032.00000000 USD -67197.60000000 USD Inspired Entertainment, Inc. 273903.98000000 USD 82808.18000000 USD TKK Symphony Acquisition Corp. 1539000.00000000 USD 76500.00000000 USD Opes Acquisition Corp. 1578000.00000000 USD 89250.00000000 USD Tiberius Acquisition Corp. 133950.00000000 USD 86950.00000000 USD Far Point Acquisition Corp. 42999.57000000 USD -6999.93000000 USD Far Point Acquisition Corp., Class A 1537500.00000000 USD 90000.00000000 USD Spartan Energy Acquisition Corp. 26583.15000000 USD -31416.45000000 USD Akazoo SA 212500.00000000 USD 56100.00000000 USD ChaSerg Technology Acquisition Corp. 198000.00000000 USD 132264.00000000 USD VectoIQ Acquisition Corp. 1548000.00000000 USD 91500.00000000 USD Megalith Financial Acquisition Corp. 41036.82000000 USD -14102.00000000 USD Mudrick Capital Acquisition Corp. 125000.00000000 USD 1500.00000000 USD Rimini Street, Inc. 56602.80000000 USD -249995.70000000 USD Nesco Holdings, Inc. 39166.98000000 USD -62500.50000000 USD NextDecade Corp. 191719.85000000 USD 38343.97000000 USD Y 2023-12-01 0 USD 0 USD 25704094 USD 1882176.99 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 -17276.00000000 NS USD -5217870.28000000 -0.96756768029 Short EC CORP US N 1 N N N Diamond Eagle Acquisition Corp. N/A 25258L109 120000.00000000 NS USD 1284000.00000000 0.238096547983 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -33.47000000 -0.00000620645 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1040.00000000 GBP 1346.97000000 USD 2020-03-18 -33.47 N N N N/A N/A N/A 1.00000000 NC N/A 185.39000000 0.000034377507 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11949100.00000000 JPY 110630.28000000 USD 2020-03-18 185.39 N N N HCI Group, Inc. 549300CZF7EZJH0MPH74 40416EAD5 1175000.00000000 PA USD 1203090.34000000 0.223093190706 Long DBT CORP US N 2 2037-03-01 Fixed 4.25000000 N N N N Y HCI Group, Inc. USD XXXX N N N China Medical Technologies, Inc. N/A 169483AC8 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP KY N 3 2013-08-15 Fixed 4.00000000 Y N N N N China Medical Technologies, Inc. USD XXXX N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAE5 575000.00000000 PA USD 12218.75000000 0.002265764949 Long DBT CORP US N 3 2020-01-15 Fixed 0.25000000 Y N N N N SunEdison, Inc. USD XXXX N N N N/A N/A 629076118 46666.00000000 NS USD 58332.50000000 0.010816796639 N/A DO US N 2 Nebula Acquisition Corp. N/A Call Purchased Nebula Acquisition Corp. Nebula Acquisition Corp. 1.00000000 11.5 USD 2023-01-12 XXXX 58332.5 N N N JOYY, Inc. 549300N6CHVU5CQZPW24 98426TAE6 475000.00000000 PA USD 428536.45000000 0.079464991768 Long DBT CORP KY Y 2 2026-06-15 Fixed 1.37500000 N N N N Y JOYY, Inc. USD XXXX N N N Bill.Com Holdings, Inc. 549300IBF9VZZIGOZW63 090043100 500.00000000 NS USD 19025.00000000 0.003527871359 Long EC CORP US N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160RAG6 1700000.00000000 PA USD 2570097.84000000 0.476582105673 Long DBT CORP US N 2 2024-05-15 Fixed 2.00000000 N N N N Y Tesla, Inc. USD XXXX N N N Men's Wearhouse, Inc. (The) NKFP7BJ6WYEV4I24P532 587118AE0 2000000.00000000 PA USD 1910000.00000000 0.354177886798 Long DBT CORP US N 2 2022-07-01 Fixed 7.00000000 N N N N N N Eaton Vance Floating-Rate Income Trust HQOIMOIFYDO5NKVU2640 278279104 1799.00000000 NS USD 24682.28000000 0.004576920299 Long RF US N 1 N N N Gordon Pointe Acquisition Corp. 549300TLMKHYWBAZGD30 382788107 245960.00000000 NS USD 2599797.20000000 0.482089360419 Long EC CORP US N 2 N N N ANGI Homeservices, Inc. N/A 00183L102 -97270.00000000 NS USD -823876.90000000 -0.15277433477 Short EC CORP US N 1 N N N Senseonics Holdings, Inc. 549300RCH6Z07TBHJ258 81727U105 -219886.00000000 NS USD -201415.58000000 -0.03734918559 Short EC CORP US N 1 N N N AMCI Acquisition Corp. N/A 00165R101 210000.00000000 NS USD 2121000.00000000 0.393304344449 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -27.40000000 -0.00000508087 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1524.00000000 EUR 1690.15000000 USD 2020-03-18 -27.4 N N N N/A N/A 004285110 150000.00000000 NS USD 103500.00000000 0.019192361928 N/A DO US N 1 Acamar Partners Acquisition Corp. N/A Call Purchased Acamar Partners Acquisition Corp. Acamar Partners Acquisition Corp. 1.00000000 11.5 USD 2026-02-26 XXXX 103500 N N N MFS Investment Grade Municipal Trust TQV30XJRB3S7V50XRW52 59318B108 3564.00000000 NS USD 34809.59000000 0.006454862317 Long RF US N 1 N N N N/A N/A 000000000 202557048.22000000 PA USD 2584264.22000000 0.479209026370 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus Fed or LIBOR +/- spread (-0.36% to 0.03%). USD Currency. Maturity 10-61 Months 04/15/20 to 12/26/24 Digital Realty Trust, Inc. 2369415.12000000 USD 151103.11000000 USD Centene Corp. 6116810.91000000 USD -1657730.39000000 USD KEMET Corp. 3954710.00000000 USD 136566.21000000 USD Cision Ltd. 791618.00000000 USD -4803.55000000 USD Sprint Corp. 6044287.72000000 USD -1867812.52000000 USD United Bankshares, Inc. 524229.60000000 USD -10577.13000000 USD Pacific Biosciences of California, Inc. 1013911.26000000 USD -71018.77000000 USD El Paso Electric Co. 2865840.57000000 USD 57353.60000000 USD Pattern Energy Group, Inc., Class A 3306918.00000000 USD -49512.31000000 USD AK Steel Holding Corp. 151234.72000000 USD 5643.89000000 USD Hillenbrand, Inc. 33.31000000 USD -1.15000000 USD Instructure, Inc. 1224534.00000000 USD -12763.39000000 USD Tallgrass Energy LP, Class A 5370736.00000000 USD 204.55000000 USD AbbVie, Inc. 4266654.06000000 USD -1008113.88000000 USD Caesars Entertainment Corp. 6713327.20000000 USD 1031680.43000000 USD Continental Building Products, Inc. 695813.00000000 USD 5487.86000000 USD Allergan plc 10637654.65000000 USD 1553051.95000000 USD Progenics Pharmaceuticals, Inc. 289223.98000000 USD -1309.58000000 USD LogMeIn, Inc. 1200360.00000000 USD -975.67000000 USD AquaVenture Holdings Ltd. 244080.00000000 USD 322.56000000 USD Cleveland-Cliffs, Inc. 154450.80000000 USD -6378.53000000 USD Advanced Disposal Services, Inc. 8152746.10000000 USD 101472.24000000 USD Liberty Property Trust 2281900.00000000 USD 72013.15000000 USD Anixter International, Inc. 2658466.50000000 USD 160436.78000000 USD Wright Medical Group NV 8332378.56000000 USD 290714.53000000 USD ArQule, Inc. 3528928.00000000 USD 48627.08000000 USD PDC Energy, Inc. 247175.65000000 USD -24471.18000000 USD Genworth Financial, Inc., Class A 1103405.60000000 USD -7523.22000000 USD Fitbit, Inc., Class A 2286360.00000000 USD -184714.06000000 USD Taylor Morrison Home Corp. 719084.70000000 USD 15314.53000000 USD WABCO Holdings, Inc. 11416010.50000000 USD 284495.29000000 USD Wesco Aircraft Holdings, Inc. 412059.84000000 USD 38.06000000 USD Ra Pharmaceuticals, Inc. 6228690.39000000 USD 112933.20000000 USD First Horizon National Corp. 2314011.60000000 USD 56043.62000000 USD Eldorado Resorts, Inc. 2883653.64000000 USD -997964.64000000 USD Haymaker Acquisition Corp. II, Class A 10060.00000000 USD 175.00000000 USD Carolina Financial Corp. 518760.00000000 USD 14776.20000000 USD SRC Energy, Inc. 246207.08000000 USD 25514.91000000 USD William Lyon Homes, Class A 822716.46000000 USD -10241.15000000 USD Cypress Semiconductor Corp. 9726813.59000000 USD 310110.50000000 USD Mellanox Technologies Ltd. 9184802.76000000 USD 422222.33000000 USD T-Mobile US, Inc. 9331666.32000000 USD 86867.08000000 USD Cincinnati Bell, Inc. 366450.00000000 USD 2045.12000000 USD United Technologies Corp. 4418219.52000000 USD -474097.14000000 USD WellCare Health Plans, Inc. 9505094.85000000 USD 1770326.13000000 USD Raytheon Co. 2776634.64000000 USD 369982.08000000 USD ViacomCBS, Inc., Class B 41.97000000 USD -0.39000000 USD InterXion Holding NV 2346680.00000000 USD -117723.99000000 USD Tech Data Corp. 3317160.00000000 USD 119909.62000000 USD Zayo Group Holdings, Inc. 6284643.75000000 USD 199464.58000000 USD Acacia Communications, Inc. 7982525.39000000 USD 425128.50000000 USD Aircastle Ltd. 576180.00000000 USD -2186.33000000 USD Lantheus Holdings, Inc. 289642.22000000 USD -12302.62000000 USD Tiffany & Co. 9423260.55000000 USD 33814.59000000 USD Texas Capital Bancshares, Inc. 1099578.13000000 USD 82780.41000000 USD Prologis, Inc. 2286441.00000000 USD -68327.01000000 USD IBERIABANK Corp. 2287253.78000000 USD -66691.10000000 USD Independent Bank Group, Inc. 1107025.92000000 USD -73817.93000000 USD Audentes Therapeutics, Inc. 6619800.00000000 USD 77803.35000000 USD Achillion Pharmaceuticals, Inc. 1208876.31000000 USD -45127.83000000 USD Innophos Holdings, Inc. 319800.00000000 USD -2895.00000000 USD Y 2020-04-15 0 USD 0 USD 202557048 USD 1245342.58 N N N BellRing Brands, Inc. N/A 079823100 10000.00000000 NS USD 212900.00000000 0.039478781203 Long EC CORP US N 1 N N N N/A N/A 68373P118 250000.00000000 NS USD 45000.00000000 0.008344505186 N/A DO US N 1 Opes Acquisition Corp. 549300TMBK34NK5FIQ38 Call Purchased Opes Acquisition Corp. Opes Acquisition Corp. 1.00000000 11.5 USD 2023-01-15 XXXX 45000 N N N N/A N/A N/A 1.00000000 NC N/A -27.24000000 -0.00000505120 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1346.00000000 EUR 1489.70000000 USD 2020-03-18 -27.24 N N N China Medical Technologies, Inc. N/A 169483104 4931.00000000 NS USD 0.00000000 0.000000 Long EC CORP KY N 3 N N N N/A N/A N/A 1.00000000 NC N/A 2.68000000 0.000000496961 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 138.28000000 USD 183.00000000 CAD 2020-03-18 2.68 N N N N/A N/A N/A 1.00000000 NC N/A -16.39000000 -0.00000303925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1392.00000000 EUR 1552.39000000 USD 2020-03-18 -16.39 N N N N/A N/A N/A 1.00000000 NC N/A -23.07000000 -0.00000427794 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1337.00000000 EUR 1483.73000000 USD 2020-03-18 -23.07 N N N Apellis Pharmaceuticals, Inc. 254900HS0ZFRXXSB9D42 03753UAA4 3175000.00000000 PA USD 3270250.00000000 0.606413735236 Long DBT CORP US Y 2 2026-09-15 Fixed 3.50000000 N N N N N Apellis Pharmaceuticals, Inc. USD XXXX N N N N/A N/A 92511U110 66666.00000000 NS USD 269330.64000000 0.049942909384 N/A DO US N 1 Verra Mobility Corp. N/A Call Purchased Verra Mobility Corp. Verra Mobility Corp. 1.00000000 11.5 USD 2023-10-17 XXXX 269330.64 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301106 -42750.00000000 NS USD -291555.00000000 -0.05406404910 Short EC CORP US N 1 N N N Liberty Media Corp. 549300ZKUTPIBZLWLL89 531229AJ1 2000000.00000000 PA USD 2095000.00000000 0.388483074786 Long DBT CORP US Y 2 2049-12-01 Fixed 2.75000000 N N N N Y Sirius XM Holdings, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -383.26000000 -0.00007106922 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32613846.00000000 JPY 301064.76000000 USD 2020-03-18 -383.26 N N N Harland Clarke Holdings Corp. 549300J73P7FL8TVF308 412690AD1 636000.00000000 PA USD 635841.00000000 0.117906189382 Long DBT CORP US Y 2 2020-03-01 Fixed 6.87500000 N N N N N N Pensare Acquisition Corp. N/A N/A 1000000.00000000 NS USD 290000.00000000 0.053775700089 Long CORP US N 1 N N N N/A N/A 58953M114 75000.00000000 NS USD 37500.00000000 0.006953754321 N/A DO US N 1 Merida Merger Corp. I N/A Call Purchased Merida Merger Corp. I Merida Merger Corp. I 1.00000000 11.5 USD 2026-11-07 XXXX 37500 N N N SFL Corp. Ltd. 549300RLYYPSB0C7RH77 N/A -69230.00000000 NS USD -1006604.20000000 -0.18665808816 Short EC CORP BM N 1 N N N N/A N/A 87105M110 113333.00000000 NS USD 67999.80000000 0.012609437417 N/A DO US N 1 Switchback Energy Acquisition Corp. N/A Call Purchased Switchback Energy Acquisition Corp. Switchback Energy Acquisition Corp. 1.00000000 11.5 USD 2024-12-31 XXXX 67999.8 N N N Atlas Air Worldwide Holdings, Inc. 549300R0A2TUVCYZB465 049164BJ4 3875000.00000000 PA USD 3267012.50000000 0.605813394447 Long DBT CORP US N 2 2024-06-01 Fixed 1.87500000 N N N N Y Atlas Air Worldwide Holdings, Inc. USD XXXX N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 2363.00000000 NS USD 988513.79000000 0.183303521054 Long EC CORP US N 1 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 12251.00000000 NS USD 1107122.87000000 0.205297611792 Long EC CORP US N 1 N N N Mudrick Capital Acquisition Corp. N/A 624745105 150000.00000000 NS USD 1548000.00000000 0.287050978410 Long EC CORP US N 2 N N N 8x8, Inc. 254900XWSOC5U1BRW939 282914100 -17605.00000000 NS USD -322171.50000000 -0.05974137228 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -220.89000000 -0.00004096039 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4882900.00000000 JPY 44911.49000000 USD 2020-03-18 -220.89 N N N Teva Pharmaceutical Finance Co. LLC 5493006PITD7MU7WW480 88163VAE9 1000000.00000000 PA USD 947930.72000000 0.175778062429 Long DBT CORP US N 2 2026-02-01 Fixed 0.25000000 N N N N N Teva Pharmaceutical Industries Ltd. USD XXXX N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 -10120.00000000 NS USD -1515672.40000000 -0.28105636005 Short EC CORP US N 1 N N N IAC Financeco 2, Inc. 549300IPGK4BWL134U96 44932FAA5 -900000.00000000 PA USD -1009170.00000000 -0.18713387330 Short DBT CORP US Y 2 2026-06-15 Fixed 0.87500000 N N N N N IAC/InterActiveCorp USD XXXX N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 N/A -43043.00000000 NS USD -837616.78000000 -0.15532216810 Short EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A -18.56000000 -0.00000344164 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1532.00000000 EUR 1708.00000000 USD 2020-03-18 -18.56 N N N Greenvision Acquisition Corp. 549300Z6TFLNGRBTFZ11 39678G103 170000.00000000 NS USD 1671100.00000000 0.309877835931 Long EC CORP US N 1 N N N New Germany Fund, Inc. (The) 549300TPS2RTTJ8O3C08 644465106 1102.00000000 NS USD 17279.36000000 0.003204171314 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -17.41000000 -0.00000322839 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1524.00000000 EUR 1700.14000000 USD 2020-03-18 -17.41 N N N N/A N/A 25258L117 40000.00000000 NS USD 96000.00000000 0.017801611064 N/A DO US N 1 Diamond Eagle Acquisition Corp. N/A Call Purchased Diamond Eagle Acquisition Corp. Diamond Eagle Acquisition Corp. 1.00000000 11.5 USD 2026-06-30 XXXX 96000 N N N OPKO Health, Inc. 529900A4S2D4OGOJLL02 68375N103 -408499.00000000 NS USD -600493.53000000 -0.11135158612 Short EC CORP US N 1 N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AC6 1100000.00000000 PA 972808.13000000 0.180391166357 Long DBT CORP CA N 2 2024-06-30 Fixed 4.25000000 N N N N N Element Fleet Management Corp. CAD XXXX N N N Veoneer, Inc. 54930082R4LTC7PERT23 92336XAA7 775000.00000000 PA USD 792855.76000000 0.147021977807 Long DBT CORP US N 2 2024-06-01 Fixed 4.00000000 N N N N Y Veoneer, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -133.30000000 -0.00002471827 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7498200.00000000 JPY 69172.16000000 USD 2020-03-18 -133.3 N N N N/A N/A N/A 1.00000000 NC N/A 30.83000000 0.000005716913 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1381.12000000 USD 1833.00000000 CAD 2020-03-18 30.83 N N N N/A N/A N/A 1.00000000 NC N/A -5865.92000000 -0.00108773777 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400876.00000000 CAD 302926.61000000 USD 2020-03-18 -5865.92 N N N Pluralsight, Inc. 254900B3VHPCKNREOX50 72941BAA4 3150000.00000000 PA USD 2733958.17000000 0.506967291751 Long DBT CORP US Y 2 2024-03-01 Fixed 0.37500000 N N N N Y Pluralsight, Inc. USD XXXX N N N SEACOR Holdings, Inc. 549300IQTYSR1SC4II14 811904AM3 1150000.00000000 PA USD 1117908.47000000 0.207297622795 Long DBT CORP US N 2 2027-12-15 Fixed 2.50000000 N N N N Y SEACOR Holdings, Inc. USD XXXX N N N CorEnergy Infrastructure Trust, Inc. 549300RWMFYIPNXWXM78 21870U502 -15319.00000000 NS USD -684912.49000000 -0.12700568500 Short EC CORP US N 1 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T503 39775.00000000 NS USD 1938475.95000000 0.359458280408 Long EP CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A 121.23000000 0.000022480096 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8597400.00000000 JPY 79586.53000000 USD 2020-03-18 121.23 N N N N/A N/A N/A 1.00000000 NC N/A -2881.41000000 -0.00053430979 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52741150.00000000 JPY 484602.19000000 USD 2020-03-18 -2881.41 N N N N/A N/A 019170117 210000.00000000 NS USD 39900.00000000 0.007398794598 N/A DO US N 1 Allied Esports Entertainment, Inc. 549300LQ2W8Q2EETCL11 Call Purchased Allied Esports Entertainment, Inc. Allied Esports Entertainment, Inc. 1.00000000 11.5 USD 2024-08-09 XXXX 39900 N N N MINDBODY, Inc. 549300DOX928XM8ENR47 60255W105 21570.00000000 NS USD 860022.00000000 0.159476845319 Long EC CORP US Y 3 N N N Gabelli Dividend & Income Trust (The) 549300082N1MHBT8NI60 36242H104 7705.00000000 NS USD 169124.75000000 0.031361385633 Long RF US N 1 N N N N/A N/A 72582K118 66666.00000000 NS USD 52666.14000000 0.009766063963 N/A DO US N 3 Pivotal Investment Corp. II 549300W71XJ8DIF9RQ35 Call Purchased Pivotal Investment Corp. II Pivotal Investment Corp. II 1.00000000 11.5 USD 2025-06-01 XXXX 52666.14 N N N Lexmark International, Inc. 549300TGOGJOCWL57Z97 529772AF2 2000000.00000000 PA USD 1960800.00000000 0.363597905986 Long DBT CORP US N 2 2020-03-15 Fixed 7.12500100 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6388.69000000 0.001184676818 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 169439680.00000000 JPY 1572510.50000000 USD 2020-03-18 6388.69 N N N Guess?, Inc. 549300QVH3ZK2DW0KP86 401617AC9 900000.00000000 PA USD 987187.50000000 0.183057582525 Long DBT CORP US Y 2 2024-04-15 Fixed 2.00000000 N N N N Y Guess?, Inc. USD XXXX N N N Atlas Air Worldwide Holdings, Inc. 549300R0A2TUVCYZB465 049164205 -21569.00000000 NS USD -594657.33000000 -0.11026935942 Short EC CORP US N 1 N N N Corteva, Inc. 549300WZN9I2QKLS0O94 22052L104 8225.00000000 NS USD 243131.00000000 0.045084619788 Long EC CORP US N 1 N N N N/A N/A N/A 400000.00000000 NS 19040.06000000 0.003530663987 N/A DO MX N 3 PROMECAP Acquisition Co. SAB de CV 549300L3CCLSJY4Y4073 Call Purchased PROMECAP Acquisition Co. SAB de CV PROMECAP Acquisition Co. SAB de CV 0.00000000 210.74 MXN 2023-03-23 XXXX 15040.06 N N N IAA, Inc. 549300PZCOPC5178W747 449253103 6119.00000000 NS USD 287960.14000000 0.053397441815 Long EC CORP US N 1 N N N LGL Systems Acquisition Corp. N/A 50201G205 28750.00000000 NS USD 292962.50000000 0.054325046681 Long EC CORP US N 1 N N N N/A N/A 492725114 50000.00000000 NS 770.09000000 0.000142800444 N/A DO CA N 1 Kew Media Group, Inc. 5493004QN0GBTWYXYP63 Call Purchased Kew Media Group, Inc. Kew Media Group, Inc. 1.00000000 11.5 CAD 2022-03-20 XXXX 770.09 N N N Norwegian Air Shuttle ASA 549300IEUH2FEM2Y6B51 N/A 2400000.00000000 PA USD 2336400.00000000 0.433246709275 Long DBT CORP NO Y 2 2024-11-15 Fixed 6.37500000 N N N N N Norwegian Air Shuttle ASA NOK XXXX N N N Jazz Investments I Ltd. N/A 472145AD3 -175000.00000000 PA USD -176203.13000000 -0.03267395404 Short DBT CORP BM N 2 2024-08-15 Fixed 1.50000000 N N N N Y Jazz Pharmaceuticals plc USD XXXX N N N Merida Merger Corp. I N/A 58953M106 150000.00000000 NS USD 1459500.00000000 0.270640118210 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TT6 14492000.00000000 PA USD 14414712.28000000 2.672969808449 Long STIV UST US N 2 2020-05-07 None 0.00000000 N N N N N N Guess?, Inc. 549300QVH3ZK2DW0KP86 401617105 -21644.00000000 NS USD -484392.72000000 -0.08982261253 Short EC CORP US N 1 N N N N/A N/A 375036118 153000.00000000 NS USD 48960.00000000 0.009078821642 N/A DO US N 2 GigCapital2, Inc. 549300OSKGXG2OH2XE50 Call Purchased GigCapital2, Inc. GigCapital2, Inc. 1.00000000 11.5 USD 2024-07-01 XXXX 48960 N N N N/A N/A 87615L115 53333.00000000 NS USD 27733.16000000 0.005142655498 N/A DO US N 1 Target Hospitality Corp. N/A Call Purchased Target Hospitality Corp. Target Hospitality Corp. 1.00000000 11.5 USD 2024-03-15 XXXX 27733.16 N N N Continental Gold, Inc. 5493008JZGSMC21N8505 21146A108 145856.00000000 NS 600923.80000000 0.111431372571 Long EC CORP CA N 1 N N N Cleveland Unlimited N/A N/A 1.22000000 NS USD 279013.08000000 0.051738357624 Long EC CORP US Y 3 N N N Dividend and Income Fund 549300GQF37VFS5FKW75 25538A204 21313.00000000 NS USD 286872.98000000 0.053195845987 Long RF US N 1 N N N Nuveen Virginia Quality Municipal Income Fund 549300VVSBWT8OW8JS28 67064R102 21610.00000000 NS USD 315506.00000000 0.058505365629 Long RF US N 1 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 53069QAA7 1450000.00000000 PA USD 1542437.50000000 0.286019504852 Long DBT CORP BM Y 2 2024-07-15 Fixed 2.00000000 N N N N Y Liberty Latin America Ltd. USD XXXX N N N Encore Capital Group, Inc. 5493000UVC6H49CIH830 292554102 -25025.00000000 NS USD -884884.00000000 -0.16408709171 Short EC CORP US N 1 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87299ATW4 2301000.00000000 PA USD 0.23000000 0.000000042649 Long DBT CORP US N 3 2028-02-01 Fixed 4.75000000 Y N N N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 221.00000000 NS USD 1580.15000000 0.000293012663 Long EC CORP US N 1 N N N Proficient Alpha Acquisition Corp. 549300K8CYX0YLHICY89 74317H105 80000.00000000 NS USD 805600.00000000 0.149385186180 Long EC CORP US N 1 N N N Dow, Inc. 5493003S21INSLK2IP73 260557103 4562.00000000 NS USD 249678.26000000 0.046298700788 Long EC CORP US N 1 N N N Software Acquisition Group, Inc. 549300MSP5P41EYSIZ09 83406B200 109120.00000000 NS USD 1107568.00000000 0.205380153783 Long EC CORP US N 1 N N N Atlassian Corp. plc 549300AGBII4MWBVJY22 N/A -3581.00000000 NS USD -430937.54000000 -0.07991023416 Short EC CORP GB N 1 N N N Clough Global Opportunities Fund 549300DTG68UBCNCPY15 18914E106 19674.00000000 NS USD 185722.56000000 0.034439174780 Long RF US N 1 N N N Norwegian Air Shuttle ASA 549300IEUH2FEM2Y6B51 N/A -264499.00000000 NS -1141626.32000000 -0.21169570551 Short EC CORP NO N 2 N N N PTC Therapeutics, Inc. 549300UJLWOIWFDGB318 69366JAC5 2050000.00000000 PA USD 2383780.14000000 0.442032572029 Long DBT CORP US Y 2 2026-09-15 Fixed 1.50000000 N N N N Y PTC Therapeutics, Inc. USD XXXX N N N Veoneer, Inc. 54930082R4LTC7PERT23 92336X109 7817.00000000 NS USD 122101.54000000 0.022641709639 Long EC CORP US N 1 N N N iQIYI, Inc. 222100XL8T2Q5B8MS302 46267XAC2 700000.00000000 PA USD 694833.49000000 0.128845370243 Long DBT CORP KY Y 2 2025-04-01 Fixed 2.00000000 N N N N Y iQIYI, Inc. USD XXXX N N N New Providence Acquisition Corp. N/A 64822P106 200000.00000000 NS USD 1972000.00000000 0.365674760610 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A 33.09000000 0.000006135992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1378.86000000 USD 1833.00000000 CAD 2020-03-18 33.09 N N N N/A N/A 72583A119 247565.00000000 NS USD 148539.00000000 0.027544099019 N/A DO US N 3 Pivotal Acquisition Corp. 549300ZSG089YPZ24F88 Call Purchased Pivotal Acquisition Corp. Pivotal Acquisition Corp. 1.00000000 11.5 USD 2025-12-01 XXXX 148539 N N N Gogo, Inc. 549300VL3DIHSFHYTO04 38046CAD1 1975000.00000000 PA USD 2469619.00000000 0.457949967862 Long DBT CORP US N 2 2022-05-22 Fixed 6.00000000 N N N N N Gogo, Inc. USD XXXX N N N N/A N/A 89154L118 207794.00000000 NS USD 97268.37000000 0.018036809287 N/A DO US N 2 Tortoise Acquisition Corp. N/A Call Purchased Tortoise Acquisition Corp. Tortoise Acquisition Corp. 1.00000000 11.5 USD 2024-03-04 XXXX 97268.37 N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181201 -48382.00000000 NS -413196.55000000 -0.07662046121 Short EC CORP CA N 1 N N N N/A N/A 384278115 198000.00000000 NS USD 86724.00000000 0.016081530395 N/A DO US N 1 Graf Industrial Corp. 549300JQOKE3P3PB2T84 Call Purchased Graf Industrial Corp. Graf Industrial Corp. 0.50000000 11.5 USD 2025-12-31 XXXX 86724 N N N Insight Enterprises, Inc. 529900S8991TYW6YP792 45765U103 -14290.00000000 NS USD -1004444.10000000 -0.18625753337 Short EC CORP US N 1 N N N Schultze Special Purpose Acquisition Corp. N/A 80821R109 138000.00000000 NS USD 1399320.00000000 0.259480733274 Long EC CORP US N 1 N N N Peugeot SA 969500TZ5950IT5FPQ42 N/A -29254.00000000 NS -704353.37000000 -0.13061067442 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2665.46000000 0.000494265439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 230856.82000000 USD 207207.00000000 EUR 2020-03-18 2665.46 N N N Quicksilver Resources, Inc. HLBMKU9SSVMIDPDMNR16 74837R104 14730.00000000 NS USD 146346.67000000 0.027137567707 Long EC CORP US Y 3 N N N Keihin Corp. N/A N/A 96433.00000000 NS 2252213.27000000 0.417635673606 Long EC CORP JP N 2 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419LAB7 -1650000.00000000 PA USD -1792489.99000000 -0.33238760040 Short DBT CORP US N 2 2022-09-01 Fixed 0.37500000 N N N N Y Wayfair, Inc. USD XXXX N N N THL Credit Senior Loan Fund 5493004GLL53XSOC8E14 87244R103 4058.00000000 NS USD 61559.86000000 0.011415257134 Long RF US N 1 N N N TLG Immobilien AG 549300NYSIH10FPUO363 N/A 19393.00000000 NS 616974.08000000 0.114407631342 Long EC CORP DE N 2 N N N Green Plains, Inc. VJ5WLTHARBSDR14KIZ98 393222104 -112418.00000000 NS USD -1734609.74000000 -0.32165466603 Short EC CORP US N 1 N N N LINE Corp. 353800SE9WIPQJH4RB92 N/A 77947.00000000 NS 3829711.28000000 0.710156569737 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4411.85000000 -0.00081810456 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400872.00000000 CAD 304377.59000000 USD 2020-03-18 -4411.85 N N N N/A N/A N/A 1.00000000 NC N/A -1030.96000000 -0.00019117446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14030460.00000000 JPY 128651.82000000 USD 2020-03-18 -1030.96 N N N CIIG Merger Corp. N/A 12559C202 125000.00000000 NS USD 1265000.00000000 0.234573312460 Long EC CORP US N 2 N N N Nuveen Floating Rate Income Opportunity Fund 6TG15UBKG3HMZ9US3I68 6706EN100 8312.00000000 NS USD 83036.88000000 0.015397815018 Long RF US N 1 N N N N/A N/A 30162V110 880354.00000000 NS USD 5722.30000000 0.001061105822 N/A DO US N 1 Exela Technologies, Inc. 549300CP95F46H3HDR87 Call Purchased Exela Technologies, Inc. Exela Technologies, Inc. 0.50000000 11.5 USD 2022-07-12 XXXX 5722.3 N N N Scorpio Tankers, Inc. 549300NVJUH16NXG8K87 80918TAB5 1250000.00000000 PA USD 1532768.01000000 0.284226457975 Long DBT CORP MH N 2 2022-05-15 Fixed 3.00000000 N N N N Y Scorpio Tankers, Inc. USD XXXX N N N Hercules Capital, Inc. 549300UJ5OC256GR2B73 427096AF9 1225000.00000000 PA USD 1251158.52000000 0.232006639090 Long DBT CORP US N 2 2022-02-01 Fixed 4.37500000 N N N N Y Hercules Capital, Inc. USD XXXX N N N News Corp. 549300ITS31QK8VRBQ14 65249B109 11.00000000 NS USD 155.54000000 0.000028842318 Long EC CORP US N 1 N N N N/A N/A 42087L119 133333.00000000 NS USD 187999.53000000 0.034861401180 N/A DO US N 1 Haymaker Acquisition Corp. II N/A Call Purchased Haymaker Acquisition Corp. II Haymaker Acquisition Corp. II 1.00000000 11.5 USD 2026-10-31 XXXX 187999.53 N N N N/A N/A N/A 1.00000000 NC N/A -17.36000000 -0.00000321912 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1558.00000000 EUR 1738.51000000 USD 2020-03-18 -17.36 N N N N/A N/A 00434X111 579085.00000000 NS 2229.74000000 0.000413468377 N/A DO CA N 3 Acasta Enterprises, Inc. N/A Call Purchased Acasta Enterprises, Inc. Acasta Enterprises, Inc. 1.00000000 11.5 CAD 2022-01-03 XXXX 2229.74 N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700AW6 1000000.00000000 PA USD 1006250.00000000 0.186592407639 Long DBT CORP US N 2 2020-04-01 Fixed 5.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2479.37000000 -0.00045975812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 337314.00000000 CAD 257351.71000000 USD 2020-03-18 -2479.37 N N N N/A N/A 89628U116 230000.00000000 NS USD 218500.00000000 0.040517208515 N/A DO US N 1 Trine Acquisition Corp. N/A Call Purchased Trine Acquisition Corp. Trine Acquisition Corp. 1.00000000 11.5 USD 2024-03-05 XXXX 218500 N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327AK5 -400000.00000000 PA USD -440802.61000000 -0.08173954811 Short DBT CORP US N 2 2023-08-15 None 0.00000000 N N N N Y Illumina, Inc. USD XXXX N N N N/A N/A 30217C117 66666.00000000 NS USD 44666.22000000 0.008282611209 N/A DO US N 3 Experience Investment Corp. N/A Call Purchased Experience Investment Corp. Experience Investment Corp. 1.00000000 11.5 USD 2026-09-01 XXXX 44666.22 N N N Ranpak Holdings Corp. 5493000Z9EZR9DCYOO86 75321W103 -5110.00000000 NS USD -41646.50000000 -0.00772265411 Short EC CORP US N 1 N N N Allegro Merger Corp. 5493009YVGQK5AKMLC79 01749N129 180000.00000000 NS USD 57456.00000000 0.010654264221 Long CORP US N 1 N N N DiamondPeak Holdings Corp. N/A 25280H100 459999.00000000 NS USD 4576990.05000000 0.848727049113 Long EC CORP US N 1 N N N Churchill Capital Corp. II N/A 17143G106 69999.00000000 NS USD 722837.67000000 0.134038281915 Long EC CORP US N 1 N N N Apellis Pharmaceuticals, Inc. 254900HS0ZFRXXSB9D42 03753U106 -61147.00000000 NS USD -1872321.14000000 -0.34719096584 Short EC CORP US N 1 N N N GX Acquisition Corp. N/A 36251A107 400000.00000000 NS USD 4004000.00000000 0.742475528136 Long EC CORP US N 1 N N N Takeaway.com NV 724500FVZIBSSQ7SHI95 N/A -3419.00000000 NS -316039.88000000 -0.05860436483 Short EC CORP NL Y 2 N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AR1 1000000.00000000 PA USD 1021250.00000000 0.189373909368 Long DBT CORP US N 2 2020-08-15 Fixed 7.00000000 N N N N N N Aberdeen Australia Equity Fund, Inc. 5493003SC25JJLM4UH12 003011103 749.00000000 NS USD 4052.09000000 0.000751393022 Long RF US N 1 N N N N/A N/A 705163111 122916.00000000 NS USD 1856.03000000 0.000344170043 N/A DO US N 2 Peck Co. Holdings, Inc. (The) 5493000GTIV839VV6A74 Call Purchased Peck Co. Holdings, Inc. (The) Peck Co. Holdings, Inc. (The) 0.50000000 11.5 USD 2024-06-20 XXXX 1856.03 N N N N/A N/A 98421X110 75000.00000000 NS USD 1500.00000000 0.000278150172 N/A DO US N 3 Xynomic Pharmaceuticals Holdings, Inc. 549300J6CMJNVYHW0L19 Call Purchased Xynomic Pharmaceuticals Holdings, Inc. Xynomic Pharmaceuticals Holdings, Inc. 1.00000000 11.5 USD 2024-05-15 XXXX 1500 N N N N/A N/A N/A 1.00000000 NC N/A -41.21000000 -0.00000764171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1292.00000000 GBP 1673.72000000 USD 2020-03-18 -41.21 N N N N/A N/A 846784122 48333.00000000 NS USD 26583.15000000 0.004929405178 N/A DO US N 1 Spartan Energy Acquisition Corp. N/A Call Purchased Spartan Energy Acquisition Corp. Spartan Energy Acquisition Corp. 1.00000000 11.5 USD 2023-10-01 XXXX 26583.15 N N N NCR Corp. 549300YKTY8JX1DV2R67 62886E108 -15571.00000000 NS USD -547476.36000000 -0.10152042945 Short EC CORP US N 1 N N N Osprey Technology Acquisition Corp. N/A 68839R401 150000.00000000 NS USD 1527000.00000000 0.283156875990 Long EC CORP US N 1 N N N Granite Point Mortgage Trust, Inc. 529900VX2HQZ76AYIE02 38741LAC1 1900000.00000000 PA USD 1978375.00000000 0.366856898845 Long DBT CORP US N 2 2023-10-01 Fixed 6.37500000 N N N N N Granite Point Mortgage Trust, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -7234.88000000 -0.00134158874 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400870.00000000 CAD 301553.02000000 USD 2020-03-18 -7234.88 N N N CyberArk Software Ltd. 529900YEXNDM894PWS93 N/A -6835.00000000 NS USD -796824.30000000 -0.14775787786 Short EC CORP IL N 1 N N N Experience Investment Corp. N/A 30217C109 199998.00000000 NS USD 1949980.50000000 0.361591608789 Long EC CORP US N 2 N N N AdaptHealth Corp. N/A 00653Q102 -5738.00000000 NS USD -63003.24000000 -0.01168290806 Short EC CORP US N 1 N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 6295.00000000 NS USD 2088303.30000000 0.387241282611 Long EC CORP US N 1 N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267D107 23488.00000000 NS USD 2978278.40000000 0.552272434559 Long EC CORP US N 1 N N N Voya Infrastructure Industrials and Materials Fund CDDOXZNDBE7I8PJXIJ33 92912X101 20439.00000000 NS USD 235252.89000000 0.043623754682 Long RF US N 1 N N N Pluralsight, Inc. 254900B3VHPCKNREOX50 72941B106 -30885.00000000 NS USD -531530.85000000 -0.09856359854 Short EC CORP US N 1 N N N Karyopharm Therapeutics, Inc. 549300J1VANRCNTYST87 48576U106 -100665.00000000 NS USD -1929748.05000000 -0.35783983581 Short EC CORP US N 1 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330P107 -79222.00000000 NS USD -762907.86000000 -0.14146863543 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1139.08000000 -0.00021122353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77539.00000000 CAD 58588.78000000 USD 2020-03-18 -1139.08 N N N N/A N/A N/A 1.00000000 NC N/A 30.77000000 0.000005705787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1381.18000000 USD 1833.00000000 CAD 2020-03-18 30.77 N N N Tobira Therapeutics, Inc. 54930086LNMGJM5NB025 888CVR990 11880.00000000 NS USD 122999.22000000 0.022808169537 Long CORP US Y 3 N N N GameStop Corp. 549300505KLOET039L77 36467WAB5 2500000.00000000 PA USD 2456250.00000000 0.455470908088 Long DBT CORP US Y 2 2021-03-15 Fixed 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2964.53000000 -0.00054972302 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 158342300.00000000 JPY 1460584.80000000 USD 2020-03-18 -2964.53 N N N N/A N/A N/A 1.00000000 NC N/A -26.01000000 -0.00000482312 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1478.00000000 EUR 1639.70000000 USD 2020-03-18 -26.01 N N N N/A N/A 36255F110 100000.00000000 NS USD 230490.00000000 0.042740555564 N/A DO US N 1 GS Acquisition Holdings Corp. 549300KTTIRAOGXCRV69 Call Purchased GS Acquisition Holdings Corp. GS Acquisition Holdings Corp. 1.00000000 11.5 USD 2023-07-30 XXXX 230490 N N N N/A N/A N/A 1.00000000 NC N/A -7245.98000000 -0.00134364705 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400869.00000000 CAD 301541.15000000 USD 2020-03-18 -7245.98 N N N Kaleyra, Inc. 549300Q16CZ1PDK9BL93 483379103 -7221.00000000 NS USD -61378.50000000 -0.01138162692 Short EC CORP US N 1 N N N N/A N/A 00436Q114 66666.00000000 NS USD 196664.70000000 0.036468213536 N/A DO US N 1 Accel Entertainment, Inc. N/A Call Purchased Accel Entertainment, Inc. Accel Entertainment, Inc. 1.00000000 11.5 USD 2024-11-20 XXXX 196664.7 N N N Owens & Minor, Inc. 549300LMT5KQQXCEZ733 690732AE2 2000000.00000000 PA USD 1520000.00000000 0.281858841850 Long DBT CORP US N 2 2024-12-15 Fixed 4.37500000 N N N N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330PAJ6 1125000.00000000 PA USD 1451250.00000000 0.269110292259 Long DBT CORP US N 2 2023-09-15 Fixed 4.12500000 N N N N Y Helix Energy Solutions Group, Inc. USD XXXX N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637AD6 2175000.00000000 PA USD 2682046.88000000 0.497341202226 Long DBT CORP US N 2 2025-09-15 Fixed 1.12500000 N N N N N Splunk, Inc. USD XXXX N N N Altice USA, Inc. 54930064K3612MGCER95 02156K103 11683.00000000 NS USD 319413.22000000 0.059229894908 Long EC CORP US N 1 N N N Green Plains, Inc. VJ5WLTHARBSDR14KIZ98 393222AF1 500000.00000000 PA USD 466227.66000000 0.086454202819 Long DBT CORP US N 2 2022-09-01 Fixed 4.12500000 N N N N Y Green Plains, Inc. USD XXXX N N N N/A N/A 000000000 1352453.30000000 PA 24035.30000000 0.004456948566 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus HIBOR +/- spread (0.04%). HKD Currency. Maturity 61 Months 10/10/24 to 12/06/24 Y 2024-10-10 0 USD 0 USD 1352453 USD 25886.79 N N N FB Corp. 549300F1PZXPI9NZ8874 30190X401 786.00000000 NS USD 593215.99000000 0.110002086781 Long EC CORP US Y 3 N N N N/A N/A 12528N115 300000.00000000 NS USD 270000.00000000 0.050067031118 N/A DO US N 2 CF Finance Acquisition Corp. N/A Call Purchased CF Finance Acquisition Corp. CF Finance Acquisition Corp. 1.00000000 11.5 USD 2025-04-30 XXXX 270000 N N N N/A N/A N/A 1.00000000 NC N/A -25.03000000 -0.00000464139 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1392.00000000 EUR 1543.75000000 USD 2020-03-18 -25.03 N N N MFA Financial, Inc. YW72IMH2RRC8Z1TGLG58 55272X102 -18131.00000000 NS USD -138702.15000000 -0.02572001800 Short EC CORP US N 1 N N N Intercept Pharmaceuticals, Inc. N/A 45845PAB4 400000.00000000 PA USD 529243.11000000 0.098139375027 Long DBT CORP US N 2 2026-05-15 Fixed 2.00000000 N N N N Y Intercept Pharmaceuticals, Inc. USD XXXX N N N LivePerson, Inc. 549300IN2P1JZ20G7N40 538146AA9 -825000.00000000 PA USD -988304.37000000 -0.18326468758 Short DBT CORP US Y 2 2024-03-01 Fixed 0.75000000 N N N N Y LivePerson, Inc. USD XXXX N N N New York Times Co. (The) N/A 650111107 -83042.00000000 NS USD -2671461.14000000 -0.49537825195 Short EC CORP US N 1 N N N CHP Merger Corp. N/A 12558Y205 250000.00000000 NS USD 2542500.00000000 0.471464543028 Long EC CORP US N 1 N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328107 -45962.00000000 NS USD -1271768.54000000 -0.23582842617 Short EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TF6 10629000.00000000 PA USD 10610554.22000000 1.967551660418 Long STIV UST US N 2 2020-02-13 None 0.00000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137L204 11960.00000000 NS USD 435344.00000000 0.080727339241 Long EC CORP US N 1 N N N BlackRock MuniYield New Jersey Fund, Inc. 302GWJWF35C1USY1CK75 09254Y109 6010.00000000 NS USD 90690.90000000 0.016817126342 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -39.72000000 -0.00000736541 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1675.21000000 USD 2020-03-18 -39.72 N N N JOYY, Inc. 549300N6CHVU5CQZPW24 46591M109 -2526.00000000 NS USD -133347.54000000 -0.02472709420 Short EC CORP KY N 1 N N N N/A N/A 11135B118 131393.00000000 NS USD 49929.34000000 0.009258569701 N/A DO US N 1 Broadmark Realty Capital, Inc. N/A Call Purchased Broadmark Realty Capital, Inc. Broadmark Realty Capital, Inc. 0.25000000 11.5 USD 2024-11-15 XXXX 21022.88 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 258.00000000 NS USD 529862.34000000 0.098254200981 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7525.91000000 -0.00139555544 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400872.00000000 CAD 301263.53000000 USD 2020-03-18 -7525.91 N N N N/A N/A N/A 1.00000000 NC N/A -95.09000000 -0.00001763286 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8632.00000000 EUR 9633.17000000 USD 2020-03-18 -95.09 N N N N/A N/A N/A 1.00000000 NC N/A -4412.23000000 -0.00081817502 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400872.00000000 CAD 304377.21000000 USD 2020-03-18 -4412.23 N N N Verastem, Inc. 549300IY0EFBIU8NQC81 92337CAB0 1996000.00000000 PA USD 1727138.80000000 0.320269303869 Long DBT CORP US N 2 2048-11-01 Fixed 5.00000000 N N N N N Verastem, Inc. USD XXXX N N N Ironwood Pharmaceuticals, Inc. 549300PC8MR6QHH6P296 46333XAE8 1400000.00000000 PA USD 1654097.90000000 0.306725077895 Long DBT CORP US Y 2 2024-06-15 Fixed 0.75000000 N N N N Y Ironwood Pharmaceuticals, Inc. USD XXXX N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075AC9 1375000.00000000 PA USD 1405185.66000000 0.260568422836 Long DBT CORP US N 2 2023-08-15 Fixed 4.75000000 N N N N N Redwood Trust, Inc. USD XXXX N N N Spartan Energy Acquisition Corp. N/A 846784106 89998.00000000 NS USD 915099.66000000 0.169690085753 Long EC CORP US N 1 N N N Winnebago Industries, Inc. 549300B7OYKYJLTE3G11 974637AA8 950000.00000000 PA USD 1017051.68000000 0.188595400412 Long DBT CORP US Y 2 2025-04-01 Fixed 1.50000000 N N N N Y Winnebago Industries, Inc. USD XXXX N N N Clovis Oncology, Inc. 529900WCUY9ZAHMRV489 189464100 -145230.00000000 NS USD -1514022.75000000 -0.28075045976 Short EC CORP US N 1 N N N Hitachi Chemical Co. Ltd. 549300HJBGCOVO2MLG52 N/A 24278.00000000 NS 1017146.44000000 0.188612972085 Long EC CORP JP N 2 N N N Nuveen Georgia Quality Municipal Income Fund 54930023QNPVRWXW1U13 67072B107 7492.00000000 NS USD 94474.12000000 0.017518661873 Long RF US N 1 N N N Impinj, Inc. 549300M26VGKSMMWWN17 453204AB5 1450000.00000000 PA USD 1420130.00000000 0.263339603339 Long DBT CORP US Y 2 2026-12-15 Fixed 2.00000000 N N N N N Impinj, Inc. USD XXXX N N N CF Finance Acquisition Corp. N/A 12528N107 300000.00000000 NS USD 3069000.00000000 0.569095253709 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -774.54000000 -0.00014362562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73336.00000000 CAD 55715.77000000 USD 2020-03-18 -774.54 N N N NCR Corp. 549300YKTY8JX1DV2R67 62886E207 925.00000000 NS USD 1200942.20000000 0.222694853697 Long EP CORP US N 2 N N N Granite Point Mortgage Trust, Inc. 529900VX2HQZ76AYIE02 38741L107 -14850.00000000 NS USD -272943.00000000 -0.05061276175 Short EC CORP US N 1 N N N BlackRock New York Municipal Income Trust PJKTUMDJPIZ89SB71052 09248L106 8397.00000000 NS USD 117724.26000000 0.021830015513 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -36.69000000 -0.00000680355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1291.00000000 GBP 1676.92000000 USD 2020-03-18 -36.69 N N N N/A N/A N/A 1.00000000 NC N/A -13.59000000 -0.00000252004 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1254.00000000 EUR 1399.67000000 USD 2020-03-18 -13.59 N N N N/A N/A 30734W117 33333.00000000 NS USD 42999.57000000 0.007973558552 N/A DO US N 1 Far Point Acquisition Corp. N/A Call Purchased Far Point Acquisition Corp. Far Point Acquisition Corp. 1.00000000 11.5 USD 2025-06-01 XXXX 42999.57 N N N N/A N/A N/A 1.00000000 NC N/A 3357.47000000 0.000622587240 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 117332960.00000000 JPY 1087859.68000000 USD 2020-03-18 3357.47 N N N iQIYI, Inc. 222100XL8T2Q5B8MS302 46267X108 -13452.00000000 NS USD -283971.72000000 -0.05265785534 Short EC CORP KY N 1 N N N Chefs' Warehouse, Inc. (The) 549300JYEDC8C547E980 163086AA9 2425000.00000000 PA USD 2668244.18000000 0.494781719965 Long DBT CORP US Y 2 2024-12-01 Fixed 1.87500000 N N N N N Chefs' Warehouse Inc. (The) USD XXXX N N N N/A N/A 02133L117 308333.00000000 NS USD 92.50000000 0.000017152593 N/A DO US N 1 Alta Mesa Resources, Inc. N/A Call Purchased Alta Mesa Resources, Inc. Alta Mesa Resources, Inc. 1.00000000 11.5 USD 2023-02-09 XXXX 92.5 N N N Verastem, Inc. 549300IY0EFBIU8NQC81 92337C104 -604170.00000000 NS USD -809587.80000000 -0.15012465768 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7526.25000000 -0.00139561849 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400870.00000000 CAD 301261.65000000 USD 2020-03-18 -7526.25 N N N Apex Technology Acquisition Corp. N/A 03768F102 80000.00000000 NS USD 790400.00000000 0.146566597762 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -26.00000000 -0.00000482126 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1478.00000000 EUR 1639.71000000 USD 2020-03-18 -26 N N N N/A N/A N/A 1.00000000 NC N/A -7540.34000000 -0.00139823124 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400869.00000000 CAD 301246.79000000 USD 2020-03-18 -7540.34 N N N iHeartCommunications, Inc. N/A 45175AAB7 36329.48000000 PA USD 36586.69000000 0.006784396099 Long LON CORP US N 2 2026-05-01 Variable 5.69113000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -487.89000000 -0.00009047112 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40810.00000000 CAD 30947.82000000 USD 2020-03-18 -487.89 N N N Senseonics Holdings, Inc. 549300RCH6Z07TBHJ258 81727UAB1 675000.00000000 PA USD 638498.09000000 0.118398902744 Long DBT CORP US Y 2 2025-01-15 Fixed 5.25000000 N N N N N Senseonics Holdings, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -107.83000000 -0.00001999528 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8632.00000000 EUR 9620.43000000 USD 2020-03-18 -107.83 N N N N/A N/A 45782N116 372453.00000000 NS USD 160154.79000000 0.029698055017 N/A DO US N 1 Inspired Entertainment, Inc. 549300ZUGYK6NBIU6D69 Call Purchased Inspired Entertainment, Inc. Inspired Entertainment, Inc. 0.50000000 11.5 USD 2021-12-23 XXXX 160154.79 N N N N/A N/A 76674Q115 471690.00000000 NS USD 56602.80000000 0.010496052403 N/A DO US N 1 Rimini Street, Inc. N/A Call Purchased Rimini Street, Inc. Rimini Street, Inc. 1.00000000 11.5 USD 2022-09-30 XXXX 56602.8 N N N BlackRock MuniYield Pennsylvania Quality Fund O1KCIUJBK2RN0MOX1Z59 09255G107 15248.00000000 NS USD 217893.92000000 0.040404821011 Long RF US N 1 N N N Lumentum Holdings, Inc. 549300JLWRRC38DWEF52 55024UAC3 2025000.00000000 PA USD 2197125.00000000 0.407420465723 Long DBT CORP US Y 2 2026-12-15 Fixed 0.50000000 N N N N N Lumentum Holdings, Inc. USD XXXX N N N Monocle Acquisition Corp. N/A 609754106 236119.00000000 NS USD 2403691.42000000 0.445724789346 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -28.40000000 -0.00000526630 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1540.00000000 EUR 1707.18000000 USD 2020-03-18 -28.4 N N N N/A N/A N/A 661870.00000000 NS USD 3507.91000000 0.000650483848 N/A DO KY N 1 Estre Ambiental, Inc. N/A Call Purchased Estre Ambiental, Inc. Estre Ambiental, Inc. 1.00000000 11.5 USD 2022-12-22 XXXX 3507.91 N N N Weibo Corp. 549300Q9ID4640FE0422 948596101 -26394.00000000 NS USD -1223361.90000000 -0.22685221598 Short EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6718.58000000 -0.00124584945 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400868.00000000 CAD 302067.78000000 USD 2020-03-18 -6718.58 N N N DEMC Ltd. N/A N/A 513897325.57000000 NS USD 513.90000000 0.000095294249 Long EC CORP US Y 3 N N N Workiva, Inc. 529900RTOQ8GRWHY1O58 98139AAA3 325000.00000000 PA USD 291443.82000000 0.054043432611 Long DBT CORP US Y 2 2026-08-15 Fixed 1.12500000 N N N N Y Workiva, Inc. USD XXXX N N N N/A N/A N/A 240000.00000000 NS USD 177576.00000000 0.032928530066 N/A DO KY N 1 Brooge Holdings Ltd. N/A Call Purchased Brooge Holdings Ltd. Brooge Holdings Ltd. 1.00000000 11.5 USD 2024-12-20 XXXX 177576 N N N N/A N/A N/A 1.00000000 NC N/A -16.39000000 -0.00000303925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1392.00000000 EUR 1552.39000000 USD 2020-03-18 -16.39 N N N Carbonite, Inc. 5493000SNSOGP6ZC5R33 141337AB1 1127000.00000000 PA USD 1192328.39000000 0.221097565204 Long DBT CORP US N 2 2022-04-01 Fixed 2.50000000 N N N N Y Carbonite, Inc. USD XXXX N N N Big Rock Partners Acquisition Corp. 5493003FN4CLS0670T77 089482129 200000.00000000 NS USD 52000.00000000 0.009642539326 Long CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -27.24000000 -0.00000505120 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1346.00000000 EUR 1489.70000000 USD 2020-03-18 -27.24 N N N Proofpoint, Inc. 529900C5FODDK0WSR085 743424AE3 -475000.00000000 PA USD -489203.11000000 -0.09071461974 Short DBT CORP US Y 2 2024-08-15 Fixed 0.25000000 N N N N Y Proofpoint, Inc. USD XXXX N N N LivePerson, Inc. 549300IN2P1JZ20G7N40 538146101 14968.00000000 NS USD 553816.00000000 0.102696010761 Long EC CORP US N 1 N N N Energy Future Holdings N/A N/A 1000000.00000000 PA USD 0.10000000 0.000000018543 Long DBT CORP US N 3 2018-12-01 None 0.00000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A -1017.32000000 -0.00018864515 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20140540.00000000 JPY 185140.60000000 USD 2020-03-18 -1017.32 N N N N/A N/A N/A 50000.00000000 PA USD -173.96000000 -0.00003225800 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 33-V1 Markit CDX North American Investment Grade Index Series 33-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2024-12-20 0 USD 1139.33 USD 50000 USD -173.96 N N N N/A N/A 089482111 100000.00000000 NS USD 17350.00000000 0.003217270332 N/A DO US N 2 Big Rock Partners Acquisition Corp. 5493003FN4CLS0670T77 Call Purchased Big Rock Partners Acquisition Corp. Big Rock Partners Acquisition Corp. 1.00000000 11.5 USD 2022-12-01 XXXX 17350 N N N Repay Holdings Corp. N/A 76029L100 -40500.00000000 NS USD -593325.00000000 -0.11002230088 Short EC CORP US N 1 N N N Equitrans Midstream Corp. 549300RH0NLJNZ5SXU64 294600101 10119.00000000 NS USD 135189.84000000 0.025068718244 Long EC CORP US N 1 N N N Nuveen Michigan Quality Municipal Income Fund 549300FCV671TX0VBC86 670979103 12464.00000000 NS USD 176240.96000000 0.032680968994 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 29.57000000 0.000005483267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1382.38000000 USD 1833.00000000 CAD 2020-03-18 29.57 N N N N/A N/A N/A 1.00000000 NC N/A 30.77000000 0.000005705787 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1381.18000000 USD 1833.00000000 CAD 2020-03-18 30.77 N N N Cytokinetics, Inc. 549300BE5DY1HW7IHA64 23282W605 -172916.00000000 NS USD -1834638.76000000 -0.34020339217 Short EC CORP US N 1 N N N N/A N/A 02215L118 125000.00000000 NS USD 12500.00000000 0.002317918107 N/A DO US N 1 Altus Midstream Co. N/A Call Purchased Altus Midstream Co. Altus Midstream Co. 1.00000000 11.5 USD 2023-11-12 XXXX 12500 N N N N/A N/A N/A 1.00000000 NC N/A 50011.22000000 0.009273752992 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4004473.25000000 USD 5263552.00000000 CAD 2020-03-18 50011.22 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 -6972.00000000 NS USD -2916596.76000000 -0.54083459534 Short EC CORP US N 1 N N N N/A N/A N/A 142386.00000000 NS USD 99.67000000 0.000018482151 N/A DO VG N 2 China Lending Corp. 549300DSGUGS4PV35Z64 Call Purchased China Lending Corp. China Lending Corp. 0.50000000 12 USD 2021-07-06 XXXX 99.67 N N N Haymaker Acquisition Corp. II N/A 42087L101 398999.00000000 NS USD 4013929.94000000 0.744316871155 Long EC CORP US N 1 N N N Pioneer Municipal High Income Advantage Trust UE8ZNXHQH48NNA19I459 723762100 494.00000000 NS USD 5340.14000000 0.000990240576 Long RF US N 1 N N N N/A N/A N/A 115000.00000000 NS USD 96600.00000000 0.017912871133 N/A DO KY N 3 Replay Acquisition Corp. N/A Call Purchased Replay Acquisition Corp. Replay Acquisition Corp. 1.00000000 11.5 USD 2024-04-08 XXXX 96600 N N N Stars Group, Inc. (The) 54930026VVWZTYC29T51 85570W100 327261.00000000 NS USD 8538239.49000000 1.583275193480 Long EC CORP CA N 1 N N N Proficient Alpha Acquisition Corp. 549300K8CYX0YLHICY89 74317H121 80000.00000000 NS USD 13600.00000000 0.002521894900 Long CORP US N 2 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A -69815.00000000 NS -627062.77000000 -0.11627841192 Short EC CORP LU N 2 N N N N/A N/A 000000000 21523594.14999999 PA -1002385.27000000 -0.18587575742 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus LIBOR or SONIA +/- spread (-0.06% to 0.03%). GBP Currency. Maturity 61 Months 03/27/24 to 10/16/24 Cobham plc 6447977.80000000 USD 163446.84000000 USD Sophos Group plc 5595554.10000000 USD -148574.14000000 USD Just Eat plc 1032909.35000000 USD 108012.14000000 USD Flutter Entertainment plc 8447152.90000000 USD -1086990.38000000 USD Y 2024-03-27 0 USD 0 USD 21523594 USD -964105.58 N N N N/A N/A N/A 1.00000000 NC N/A -6718.22000000 -0.00124578270 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400869.00000000 CAD 302068.91000000 USD 2020-03-18 -6718.22 N N N N/A N/A N/A -296.00000000 NC USD 124102.22000000 0.023012702631 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2020-03-31 -35108375 USD 124102.22 N N N Vonage Holdings Corp. 529900W7N0N4WLN1JY21 92886TAH5 775000.00000000 PA USD 691994.39000000 0.128318906139 Long DBT CORP US Y 2 2024-06-01 Fixed 1.75000000 N N N N Y Vonage Holdings Corp. USD XXXX N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 741503AX4 -900000.00000000 PA USD -1037137.00000000 -0.19231989056 Short DBT CORP US N 2 2021-09-15 Fixed 0.90000000 N N N N Y Booking Holdings, Inc. USD XXXX N N N N/A N/A N/A 249978.00000000 NS USD 39993.98000000 0.007416221634 N/A DO KY N 1 Bioceres Crop Solutions Corp. N/A Call Purchased Bioceres Crop Solutions Corp. Bioceres Crop Solutions Corp. 1.00000000 11.5 USD 2024-03-14 XXXX 39993.98 N N N N/A N/A N/A 1.00000000 NC N/A 690.86000000 0.000128108552 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45526.80000000 USD 60000.00000000 CAD 2020-03-18 690.86 N N N Covetrus, Inc. 5493009S30DUFCF75V87 22304C100 4602.00000000 NS USD 60746.40000000 0.011264414441 Long EC CORP US N 1 N N N TKK Symphony Acquisition Corp. N/A N/A 370000.00000000 NS USD 92500.00000000 0.017152593994 Long CORP KY N 1 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301AF3 475000.00000000 PA USD 444421.88000000 0.082410681835 Long DBT CORP US N 2 2024-07-01 Fixed 2.87500000 N N N N Y EZCORP, Inc. USD XXXX N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954MAD3 1950000.00000000 PA USD 2372530.86000000 0.439946579245 Long DBT CORP US Y 2 2024-09-01 Fixed 0.75000000 N N N N Y Zillow Group, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -26.83000000 -0.00000497517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1374.00000000 EUR 1521.67000000 USD 2020-03-18 -26.83 N N N DocuSign, Inc. 549300Q7PVDWRZ39JG09 256163AB2 -425000.00000000 PA USD -527716.68000000 -0.09785632384 Short DBT CORP US N 2 2023-09-15 Fixed 0.50000000 N N N N Y DocuSign, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -20.61000000 -0.00000382178 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1254.00000000 EUR 1392.65000000 USD 2020-03-18 -20.61 N N N N/A N/A N/A 1.00000000 NC N/A -259.67000000 -0.00004815150 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32613846.00000000 JPY 301188.35000000 USD 2020-03-18 -259.67 N N N Landcadia Holdings II, Inc. N/A 51476X105 349998.00000000 NS USD 3454480.26000000 0.640576187682 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A 34.54000000 0.000006404871 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1377.41000000 USD 1833.00000000 CAD 2020-03-18 34.54 N N N N/A N/A N/A 1.00000000 NC N/A -26.60000000 -0.00000493252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1364.00000000 EUR 1510.63000000 USD 2020-03-18 -26.6 N N N N/A N/A N/A 1.00000000 NC N/A -20.61000000 -0.00000382178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1254.00000000 EUR 1392.65000000 USD 2020-03-18 -20.61 N N N N/A N/A N/A 1.00000000 NC N/A -5865.54000000 -0.00108766731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400876.00000000 CAD 302926.99000000 USD 2020-03-18 -5865.54 N N N N/A N/A N/A 1.00000000 NC N/A -5747.42000000 -0.00106576391 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400869.00000000 CAD 303039.71000000 USD 2020-03-18 -5747.42 N N N Tekla Life Sciences Investors 5493007BYZPSOVVS0M04 87911K100 6897.00000000 NS USD 120214.71000000 0.022291828246 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -259.29000000 -0.00004808103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32613846.00000000 JPY 301188.73000000 USD 2020-03-18 -259.29 N N N Plug Power, Inc. 549300JPDKRSJ8JSM954 72919PAB9 1100000.00000000 PA USD 1612038.23000000 0.298925808240 Long DBT CORP US N 2 2023-03-15 Fixed 5.50000000 N N N N N Plug Power, Inc. USD XXXX N N N Lannett Co., Inc. 5299001DJ6C90XX17G45 516012101 -151380.00000000 NS USD -1335171.60000000 -0.24758547424 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -95.13000000 -0.00001764028 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8634.00000000 EUR 9635.39000000 USD 2020-03-18 -95.13 N N N Nuveen Ohio Quality Municipal Income Fund 549300YQTF12CXCN9E54 670980101 8934.00000000 NS USD 137806.95000000 0.025554017977 Long RF US N 1 N N N N/A N/A 90070A111 95000.00000000 NS USD 42759.50000000 0.007929041544 N/A DO US N 2 Tuscan Holdings Corp. II 549300PT0K8ZAABWJU18 Call Purchased Tuscan Holdings Corp. II Tuscan Holdings Corp. II 1.00000000 11.5 USD 2025-07-16 XXXX 42759.5 N N N N/A N/A N/A 1.00000000 NC N/A -41.42000000 -0.00000768065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1673.51000000 USD 2020-03-18 -41.42 N N N Impinj, Inc. 549300M26VGKSMMWWN17 453204109 26327.00000000 NS USD 680816.22000000 0.126246099527 Long EC CORP US N 1 N N N Invitae Corp. 549300MYI59DZW1WIX92 46185L103 -11189.00000000 NS USD -180478.57000000 -0.03346676363 Short EC CORP US N 1 N N N Omeros Corp. 549300CJWLXX2MXVVV71 682143102 -48097.00000000 NS USD -677686.73000000 -0.12566578740 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -85.29000000 -0.00001581561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8634.00000000 EUR 9645.23000000 USD 2020-03-18 -85.29 N N N KBR, Inc. 254900OFQDXZRKRCV808 48242W106 -23238.00000000 NS USD -708759.00000000 -0.13142762558 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2445.93000000 0.000453557234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 162744.47000000 USD 214451.00000000 CAD 2020-03-18 2445.93 N N N Pennant Group, Inc. (The) 5493007H2OYR6BYLDA64 70805E109 14746.00000000 NS USD 487650.22000000 0.090426661998 Long EC CORP US N 1 N N N Veoneer, Inc. 54930082R4LTC7PERT23 92336X109 -21709.00000000 NS USD -339094.58000000 -0.06287947736 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7234.52000000 -0.00134152199 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400871.00000000 CAD 301554.15000000 USD 2020-03-18 -7234.52 N N N South Mountain Merger Corp. 549300K51KDPS5MBVB54 838884104 300000.00000000 NS USD 2961000.00000000 0.549068441261 Long EC CORP US N 1 N N N N/A N/A N/A 125000.00000000 NS USD 2500.00000000 0.000463583621 N/A DO KY N 1 Kaixin Auto Holdings 549300WYFZM867Q8Q259 Call Purchased Kaixin Auto Holdings Kaixin Auto Holdings 1.00000000 11.5 USD 2024-04-30 XXXX 2500 N N N N/A N/A 34986F111 180000.00000000 NS USD 82818.00000000 0.015357227344 N/A DO US N 1 Forum Merger II Corp. N/A Call Purchased Forum Merger II Corp. Forum Merger II Corp. 1.00000000 11.5 USD 2025-09-30 XXXX 82818 N N N N/A N/A N/A 1.00000000 NC N/A -27.14000000 -0.00000503266 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1550.00000000 EUR 1719.71000000 USD 2020-03-18 -27.14 N N N UBS Select Treasury Preferred Fund 549300DXQ8KM8WHPPG39 90262Y877 1671.18000000 NS USD 1671.18000000 0.000309892670 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 10.75000000 0.000001993409 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 622.43000000 USD 822.00000000 CAD 2020-03-18 10.75 N N N N/A N/A N/A 75000.00000000 NS USD 825.00000000 0.000152982595 N/A DO KY N 2 Reebonz Holding Ltd. N/A Call Purchased Reebonz Holding Ltd. Reebonz Holding Ltd. 0.12500000 92 USD 2023-12-19 XXXX 825 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419LAE1 7575000.00000000 PA USD 6661635.82000000 1.235290103323 Long DBT CORP US Y 2 2026-08-15 Fixed 1.00000000 N N N N Y Wayfair, Inc. USD XXXX N N N N/A N/A 03768F110 40000.00000000 NS USD 50000.00000000 0.009271672429 N/A DO US N 1 Apex Technology Acquisition Corp. N/A Call Purchased Apex Technology Acquisition Corp. Apex Technology Acquisition Corp. 1.00000000 11.5 USD 2026-09-30 XXXX 50000 N N N N/A N/A N/A 1.00000000 NC N/A -111.00000000 -0.00002058311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8634.00000000 EUR 9619.52000000 USD 2020-03-18 -111 N N N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 31740LAC7 2900000.00000000 PA USD 3266125.00000000 0.605648822261 Long DBT CORP US Y 2 2026-11-15 Fixed 8.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -150.96000000 -0.00002799303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8634.00000000 EUR 9579.56000000 USD 2020-03-18 -150.96 N N N N/A N/A N/A 1.00000000 NC N/A -12.58000000 -0.00000233275 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1293.00000000 GBP 1703.68000000 USD 2020-03-18 -12.58 N N N DEMC Ltd. N/A N/A 10488.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Brooge Holdings Ltd. N/A N/A 24000.00000000 NS USD 210240.00000000 0.038985528230 Long EC CORP KY N 1 N N N Tuscan Holdings Corp. 549300J4UX9OMHSTKS35 90069K104 320000.00000000 NS USD 3187200.00000000 0.591013487331 Long EC CORP US N 1 N N N Gol Linhas Aereas Inteligentes SA 5299002CCNWVL0PVLP96 38045R206 4473.00000000 NS USD 80827.11000000 0.014988049746 Long EC CORP BR N 1 N N N N/A N/A N/A 1.00000000 NC N/A 562.38000000 0.000104284062 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32613845.00000000 JPY 302010.39000000 USD 2020-03-18 562.38 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257WAC4 1800000.00000000 PA USD 1925154.23000000 0.356987987928 Long DBT CORP US N 2 2023-03-15 Fixed 4.75000000 N N N N Y Blackstone Mortgage Trust, Inc. USD XXXX N N N Intrexon Corp. 549300XCWNQU35K64G19 46122TAA0 2550000.00000000 PA USD 1528406.25000000 0.283417641777 Long DBT CORP US N 2 2023-07-01 Fixed 3.50000000 N N N N Y Intrexon Corp. USD XXXX N N N Chefs' Warehouse, Inc. (The) 549300JYEDC8C547E980 163086101 -24315.00000000 NS USD -926644.65000000 -0.17183091306 Short EC CORP US N 1 N N N GS Acquisition Holdings Corp. 549300KTTIRAOGXCRV69 36255F102 64280.00000000 NS USD 709008.40000000 0.131473872688 Long EC CORP US N 1 N N N Washington Mutual, Inc. Escrow N/A N/A 5000000.00000000 PA USD 60000.00000000 0.011126006915 Long DBT CORP US N 3 2017-09-29 Fixed 0.00000000 Y N N N N N Ligand Pharmaceuticals, Inc. 5493008K7TB0IKP37H79 53220KAF5 225000.00000000 PA USD 194183.83000000 0.036008177256 Long DBT CORP US N 2 2023-05-15 Fixed 0.75000000 N N N N Y Ligand Pharmaceuticals, Inc. USD XXXX N N N National Energy Services Reunited Corp. N/A N/A -104992.00000000 NS USD -957527.04000000 -0.17755754114 Short EC CORP VG N 1 N N N N/A N/A N/A 1.00000000 NC N/A -9937.51000000 -0.00184274674 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1032201.00000000 CAD 785161.11000000 USD 2020-03-18 -9937.51 N N N N/A N/A N/A 1.00000000 NC N/A -29.44000000 -0.00000545916 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1624.00000000 EUR 1800.81000000 USD 2020-03-18 -29.44 N N N N/A N/A N/A 1.00000000 NC N/A -24.65000000 -0.00000457093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1428.00000000 EUR 1584.71000000 USD 2020-03-18 -24.65 N N N N/A N/A N/A 15475000.00000000 PA USD -510765.29000000 -0.09471296914 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 33-V2 Markit CDX North American High Yield Index Series 33-V2 Y Receipt of notional amount upon default event with regard to the reference instrument 2024-12-20 0 USD 991063.25 USD 15475000 USD -510765.29 N N N N/A N/A 70957E113 250000.00000000 NS USD 82500.00000000 0.015298259508 N/A DO US N 1 Pensare Acquisition Corp. N/A Call Purchased Pensare Acquisition Corp. Pensare Acquisition Corp. 1.00000000 11.5 USD 2022-08-08 XXXX 82500 N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923108 -22819.00000000 NS USD -327452.65000000 -0.06072067413 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -39.70000000 -0.00000736170 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1291.00000000 GBP 1673.91000000 USD 2020-03-18 -39.7 N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AA9 325000.00000000 PA USD 388689.40000000 0.072076015870 Long DBT CORP US N 2 2025-01-15 Fixed 1.50000000 N N N N Y Cleveland-Cliffs, Inc. USD XXXX N N N frontdoor, Inc. 5493008RB0JZJI3QGZ06 35905A109 5343.00000000 NS USD 253365.06000000 0.046982356826 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6784.54000000 -0.00125808064 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400866.00000000 CAD 302000.28000000 USD 2020-03-18 -6784.54 N N N Revlon Consumer Products Corp. N/A 761520AY1 2474424.56000000 PA USD 1887515.80000000 0.350008564053 Long LON CORP US N 2 2023-09-07 Variable 5.40863000 N N N N N N Wright Medical Group, Inc. 549300DZPB0KY882P769 98235TAG2 2316000.00000000 PA USD 2446351.50000000 0.453635395097 Long DBT CORP US N 2 2023-06-15 Fixed 1.62500000 N N N N Y Wright Medical Group NV USD XXXX N N N NextEra Energy, Inc. N/A 65339F796 56425.00000000 NS USD 2893474.00000000 0.536546862212 Long EP CORP US N 2 N N N Rimini Street, Inc. N/A 76674Q107 -10000.00000000 NS USD -38800.00000000 -0.00719481780 Short EC CORP US N 1 N N N BlackRock Floating Rate Income Strategies Fund, Inc. UZXE8UOGW61VMG5WLP57 09255X100 8294.00000000 NS USD 111471.36000000 0.020670518703 Long RF US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075AD7 2775000.00000000 PA USD 2826936.71000000 0.524208623068 Long DBT CORP US N 2 2024-07-15 Fixed 5.62500000 N N N N N Redwood Trust, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 63.79000000 0.000011828799 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17924900.00000000 JPY 165742.67000000 USD 2020-03-18 63.79 N N N N/A N/A 838884112 150000.00000000 NS USD 134790.00000000 0.024994574534 N/A DO US N 1 South Mountain Merger Corp. 549300K51KDPS5MBVB54 Call Purchased South Mountain Merger Corp. South Mountain Merger Corp. 1.00000000 11.5 USD 2024-06-20 XXXX 134790 N N N N/A N/A N/A 1.00000000 NC N/A 32.18000000 0.000005967248 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1379.00000000 USD 1832.00000000 CAD 2020-03-18 32.18 N N N South Jersey Industries, Inc. 549300DJYWYT5VXLFA46 838518108 -12846.00000000 NS USD -423661.08000000 -0.07856093509 Short EC CORP US N 1 N N N Green Field Energy Services, Inc. N/A N/A 2025000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2019-07-23 Fixed 13.00000000 Y N N N N N Prospect Capital Corp. 549300FSD8T39P5Q0O47 74348TAT9 3000000.00000000 PA USD 3184344.96000000 0.590484067418 Long DBT CORP US N 2 2025-03-01 Fixed 6.37500000 N N N N N Prospect Capital Corp. USD XXXX N N N Cytokinetics, Inc. 549300BE5DY1HW7IHA64 23282WAA8 2425000.00000000 PA USD 2896614.85000000 0.537129280859 Long DBT CORP US N 2 2026-11-15 Fixed 4.00000000 N N N N N Cytokinetics, Inc. USD XXXX N N N Delaware Investments Minnesota Municipal Income Fund II, Inc. RY6PR144OD7KOIBBCC20 24610V103 11615.00000000 NS USD 152621.10000000 0.028301056899 Long RF US N 1 N N N Adams Natural Resources Fund, Inc. 549300LPTQAH0G3NGD42 00548F105 3136.00000000 NS USD 51618.56000000 0.009571807591 Long RF US N 1 N N N N/A N/A 00973W110 7500.00000000 NS USD 7200.00000000 0.001335120829 N/A DO US N 1 Akerna Corp. N/A Call Purchased Akerna Corp. Akerna Corp. 1.00000000 11.5 USD 2024-08-01 XXXX 7200 N N N Nuveen Arizona Quality Municipal Income Fund 549300DWXOLUWN2P0B05 67061W104 3933.00000000 NS USD 52977.51000000 0.009823802376 Long RF US N 1 N N N Vonage Holdings Corp. 529900W7N0N4WLN1JY21 92886T201 -11736.00000000 NS USD -86963.76000000 -0.01612598991 Short EC CORP US N 1 N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAG7 1475000.00000000 PA USD 2342646.83000000 0.434405080504 Long DBT CORP US N 2 2022-07-01 Fixed 4.75000000 N N N N N Allegheny Technologies, Inc. USD XXXX N N N N/A N/A N/A 259500.00000000 NS USD 233550.00000000 0.043307981917 N/A DO VG N 1 National Energy Services Reunited Corp. N/A Call Purchased National Energy Services Reunited Corp. National Energy Services Reunited Corp. 0.50000000 11.5 USD 2023-06-06 XXXX 233550 N N N N/A N/A 36251A115 200000.00000000 NS USD 159980.00000000 0.029665643104 N/A DO US N 1 GX Acquisition Corp. N/A Call Purchased GX Acquisition Corp. GX Acquisition Corp. 1.00000000 11.5 USD 2026-05-24 XXXX 159980 N N N N/A N/A N/A 1.00000000 NC N/A 28.35000000 0.000005257038 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1383.60000000 USD 1833.00000000 CAD 2020-03-18 28.35 N N N KLX Energy Services Holdings, Inc. 5493004D4S7MAO1H3U27 48253L106 8271.00000000 NS USD 53265.24000000 0.009877157142 Long EC CORP US N 1 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733RAD4 1250000.00000000 PA USD 1863078.45000000 0.345477061968 Long DBT CORP US N 2 2028-08-15 Fixed 2.00000000 N N N N Y MercadoLibre, Inc. USD XXXX N N N Arlo Technologies, Inc. 549300T4EUX2OQ75HV52 04206A101 31914.00000000 NS USD 134357.94000000 0.024914456159 Long EC CORP US N 1 N N N Boxwood Merger Corp. N/A 10319T101 34251.00000000 NS USD 349017.69000000 0.064719553874 Long EC CORP US N 1 N N N Change Healthcare, Inc. 549300GS1BPJEDOZHM07 15912K100 -43146.00000000 NS USD -707162.94000000 -0.13113166267 Short EC CORP US N 1 N N N Tekla Healthcare Investors 549300SNASESIFOS6V75 87911J103 11830.00000000 NS USD 247010.40000000 0.045803990308 Long RF US N 1 N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311A105 4647.00000000 NS USD 291878.07000000 0.054123957086 Long EC CORP US N 1 N N N VectoIQ Acquisition Corp. N/A 92243N103 62580.00000000 NS USD 645825.60000000 0.119757668192 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 -74901.00000000 NS USD -21901052.40000000 -4.06118767418 Short EC CORP US N 1 N N N Gogo, Inc. 549300VL3DIHSFHYTO04 38046C109 -226457.00000000 NS USD -1449324.80000000 -0.26875329578 Short EC CORP US N 1 N N N Limbach Holdings, Inc. N/A 53263P105 -10000.00000000 NS USD -37800.00000000 -0.00700938435 Short EC CORP US N 1 N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061GAH4 -875000.00000000 PA USD -924436.41000000 -0.17142143150 Short DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N N BioMarin Pharmaceutical, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -7539.96000000 -0.00139816078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400869.00000000 CAD 301247.17000000 USD 2020-03-18 -7539.96 N N N Hercules Capital, Inc. 549300UJ5OC256GR2B73 427096508 -11605.00000000 NS USD -162702.10000000 -0.03017041149 Short EC CORP US N 1 N N N Juniper Industrial Holdings, Inc. N/A 48205G205 300000.00000000 NS USD 3030000.00000000 0.561863349214 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -44.73000000 -0.00000829443 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1291.00000000 GBP 1668.88000000 USD 2020-03-18 -44.73 N N N Power Corp. of Canada 549300BE2CB8T87IJV50 739239101 -73554.00000000 NS -1894714.34000000 -0.35134341415 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -47.87000000 -0.00000887669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6000.00000000 GBP 7916.21000000 USD 2020-03-18 -47.87 N N N N/A N/A N/A 1.00000000 NC N/A -24.97000000 -0.00000463027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1292.00000000 GBP 1689.96000000 USD 2020-03-18 -24.97 N N N Acamar Partners Acquisition Corp. N/A 004285102 450000.00000000 NS USD 4509000.00000000 0.836119419672 Long EC CORP US N 1 N N N j2 Global, Inc. 5493008OJYGLHD7MXA18 48123VAD4 2725000.00000000 PA USD 2764486.04000000 0.512628179963 Long DBT CORP US Y 2 2026-11-01 Fixed 1.75000000 N N N N Y j2 Global, Inc. USD XXXX N N N Black Elk Energy Escrow N/A N/A 2833436.00000000 PA USD 162149.89000000 0.030068013290 Long DBT CORP US Y 3 2015-12-01 Fixed 13.75000000 Y N N N N N N/A N/A 58518F117 128200.00000000 NS USD 41036.82000000 0.007609599051 N/A DO US N 1 Megalith Financial Acquisition Corp. N/A Call Purchased Megalith Financial Acquisition Corp. Megalith Financial Acquisition Corp. 1.00000000 11.5 USD 2023-09-21 XXXX 41036.82 N N N Swiss Helvetia Fund, Inc. (The) 549300HQZ0XPGTS5Q724 870875101 4687.00000000 NS USD 39417.67000000 0.007309354483 Long RF US N 1 N N N Patriot National Bancorp, Inc. N/A N/A 2090900.00000000 NS USD 1033448.23000000 0.191635869223 Long EC CORP US Y 3 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund 549300DAH6N80PM31E83 38142B500 29390294.41000000 NS USD 29390294.41000000 5.449943647391 Long STIV RF US N 1 N N N Clough Global Equity Fund 549300SI1THLT6A9J147 18914C100 900.00000000 NS USD 10863.00000000 0.002014363551 Long RF US N 1 N N N Ferrellgas LP N/A 315292AM4 2500000.00000000 PA USD 2162500.00000000 0.400999832566 Long DBT CORP US N 2 2021-05-01 Fixed 6.50000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AH7 1726000.00000000 PA USD 2507176.48000000 0.464914380899 Long DBT CORP US N 2 2037-02-15 Fixed 2.25000000 N N N N Y Microchip Technology, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -29.54000000 -0.00000547770 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1606.00000000 EUR 1780.42000000 USD 2020-03-18 -29.54 N N N Act II Global Acquisition Corp. N/A N/A 278175.00000000 NS USD 2812349.25000000 0.521503620054 Long EC CORP KY N 1 N N N N/A N/A N/A 125000.00000000 NS USD 11250.00000000 0.002086126296 N/A DO VG N 2 Longevity Acquisition Corp. N/A Call Purchased Longevity Acquisition Corp. Longevity Acquisition Corp. 0.50000000 11.5 USD 2025-07-31 XXXX 11250 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419LAD3 1250000.00000000 PA USD 1295555.48000000 0.240239320490 Long DBT CORP US N 2 2024-11-01 Fixed 1.12500000 N N N N Y Wayfair, Inc. USD XXXX N N N N/A N/A 10319T119 321747.00000000 NS USD 199483.14000000 0.036990846584 N/A DO US N 1 Boxwood Merger Corp. N/A Call Purchased Boxwood Merger Corp. Boxwood Merger Corp. 1.00000000 11.5 USD 2025-11-26 XXXX 199483.14 N N N N/A N/A N/A 1.00000000 NC N/A -668.73000000 -0.00012400491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18989100.00000000 JPY 174846.50000000 USD 2020-03-18 -668.73 N N N Encore Capital Group, Inc. 5493000UVC6H49CIH830 292554AL6 1400000.00000000 PA USD 1508957.51000000 0.279811194848 Long DBT CORP US Y 2 2025-10-01 Fixed 3.25000000 N N N N Y Encore Capital Group, Inc. USD XXXX N N N N/A N/A 000000000 10738764.18999999 PA USD -13260004.27999999 -2.45884832189 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus Federal Funds +/- spread (-1.00% to 0.30%). USD Currency. Maturity 12-61 Months 04/17/20 to 07/03/23 Penson Technologies LLC 93.26000000 USD 84.31000000 USD Fitbit, Inc., Class A 4279093.56000000 USD -242397.55000000 USD SINA Corp. 1065891.42000000 USD -2188374.12000000 USD FNMA 86380.32000000 USD 41252.14000000 USD Intrexon Corp. 540141.68000000 USD 65053.56000000 USD Altaba, Inc. 4306061.25000000 USD -11093822.89000000 USD Genworth Financial, Inc., Class A 224826.80000000 USD 30658.20000000 USD FHLMC 236275.90000000 USD 111994.68000000 USD Y 2020-04-17 0 USD 0 USD 10738764 USD -13275551.67 N N N N/A N/A N/A 1.00000000 NC N/A -317.78000000 -0.00005892704 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8391450.00000000 JPY 77243.94000000 USD 2020-03-18 -317.78 N N N N/A N/A N/A 1.00000000 NC N/A 562.00000000 0.000104213598 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32613846.00000000 JPY 302010.02000000 USD 2020-03-18 562 N N N iHeartMedia, Inc. N/A 45174J509 3276.00000000 NS USD 55364.40000000 0.010266411620 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -150.93000000 -0.00002798747 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8633.00000000 EUR 9578.46000000 USD 2020-03-18 -150.93 N N N N/A N/A 50200K116 240000.00000000 NS USD 108000.00000000 0.020026812447 N/A DO US N 3 LF Capital Acquisition Corp. N/A Call Purchased LF Capital Acquisition Corp. LF Capital Acquisition Corp. 1.00000000 11.5 USD 2023-06-27 XXXX 108000 N N N N/A N/A 212896112 3750.00000000 NS USD 7012.50000000 0.001300352058 N/A DO US N 1 Conyers Park II Acquisition Corp. N/A Call Purchased Conyers Park II Acquisition Corp. Conyers Park II Acquisition Corp. 1.00000000 11.5 USD 2026-12-31 XXXX 7012.5 N N N N/A N/A N/A 1.00000000 NC N/A -47.40000000 -0.00000878954 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1667.53000000 USD 2020-03-18 -47.4 N N N N/A N/A N/A 1.00000000 NC N/A 2.68000000 0.000000496961 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 138.28000000 USD 183.00000000 CAD 2020-03-18 2.68 N N N N/A N/A N/A 1.00000000 NC N/A -25.98000000 -0.00000481756 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1384.00000000 EUR 1533.79000000 USD 2020-03-18 -25.98 N N N N/A N/A 16166A111 90000.00000000 NS USD 198000.00000000 0.036715822819 N/A DO US N 1 ChaSerg Technology Acquisition Corp. N/A Call Purchased ChaSerg Technology Acquisition Corp. ChaSerg Technology Acquisition Corp. 1.00000000 11.5 USD 2023-09-30 XXXX 198000 N N N China Medical Technologies, Inc. N/A 169483AE4 2625000.00000000 PA USD 0.03000000 0.000000005563 Long DBT CORP KY Y 3 2016-12-15 Fixed 6.25000000 Y N N N N China Medical Technologies, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -156.92000000 -0.00002909821 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8634.00000000 EUR 9573.60000000 USD 2020-03-18 -156.92 N N N SailPoint Technologies Holding, Inc. 529900809B15HNZH5H79 78781PAA3 2125000.00000000 PA USD 2285948.22000000 0.423891261722 Long DBT CORP US Y 2 2024-09-15 Fixed 0.12500000 N N N N Y SailPoint Technologies Holding, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -47.37000000 -0.00000878398 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1291.00000000 GBP 1666.24000000 USD 2020-03-18 -47.37 N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400657 47843.00000000 NS USD 542539.62000000 0.100604992730 Long EP CORP US N 1 N N N N/A N/A N/A 373500.00000000 NS USD 747.00000000 0.000138518786 N/A DO VG N 1 Borqs Technologies, Inc. N/A Call Purchased Borqs Technologies, Inc. Borqs Technologies, Inc. 0.50000000 12 USD 2022-08-18 XXXX 747 N N N Aerie Pharmaceuticals, Inc. 529900SFXHDHUO324R09 00771V108 -36787.00000000 NS USD -889141.79000000 -0.16487662840 Short EC CORP US N 1 N N N Apollo Commercial Real Estate Finance, Inc. 549300E0AN7M2AQHSY29 03762U105 -33067.00000000 NS USD -604795.43000000 -0.11214930227 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -28.39000000 -0.00000526445 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1586.00000000 EUR 1759.03000000 USD 2020-03-18 -28.39 N N N N/A N/A N/A 1.00000000 NC N/A 418.15000000 0.000077538996 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30352200.00000000 JPY 280961.90000000 USD 2020-03-18 418.15 N N N N/A N/A N/A 1.00000000 NC N/A -80.18000000 -0.00001486805 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10000.00000000 CAD 7622.76000000 USD 2020-03-18 -80.18 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBD8 23318.00000000 PA USD 25766.39000000 0.004777950555 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12.56000000 -0.00000232904 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1702.37000000 USD 2020-03-18 -12.56 N N N N/A N/A N/A 1.00000000 NC N/A -26.83000000 -0.00000497517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1374.00000000 EUR 1521.67000000 USD 2020-03-18 -26.83 N N N Falcon Minerals Corp. 549300OILIONON7XK623 30607B109 -75000.00000000 NS USD -529500.00000000 -0.09818701102 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -29.44000000 -0.00000545916 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1624.00000000 EUR 1800.81000000 USD 2020-03-18 -29.44 N N N N/A N/A N/A 1.00000000 NC N/A -17.41000000 -0.00000322839 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1524.00000000 EUR 1700.14000000 USD 2020-03-18 -17.41 N N N Kinetic Concepts, Inc. N/A 49461BAH7 985000.00000000 PA USD 1013318.75000000 0.187903190328 Long DBT CORP US Y 2 2021-11-01 Fixed 12.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -849.60000000 -0.00015754425 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 82100.00000000 CAD 62391.57000000 USD 2020-03-18 -849.6 N N N N/A N/A N/A 1.00000000 NC N/A -585.67000000 -0.00010860280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36322.00000000 CAD 27392.96000000 USD 2020-03-18 -585.67 N N N Pioneer Floating Rate Trust 14KCTV0UEB8JC8MU2I61 72369J102 4186.00000000 NS USD 45920.42000000 0.008515181841 Long RF US N 1 N N N Eaton Vance New York Municipal Bond Fund 5493003LD9U89XVQ7W91 27827Y109 4795.00000000 NS USD 57923.60000000 0.010740972902 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -36.71000000 -0.00000680726 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1678.22000000 USD 2020-03-18 -36.71 N N N Intrexon Corp. 549300XCWNQU35K64G19 46122T102 34184.00000000 NS USD 187328.32000000 0.034736936395 Long EC CORP US N 1 N N N Endeavour Mining Corp. 529900R1F0JCJDI3A443 29257YAA2 350000.00000000 PA USD 367080.00000000 0.068068910306 Long DBT CORP KY Y 2 2023-02-15 Fixed 3.00000000 N N N N N Endeavour Mining Corp. CAD XXXX N N N Switchback Energy Acquisition Corp. N/A 87105M102 339999.00000000 NS USD 3321790.23000000 0.615971017826 Long EC CORP US N 2 N N N N/A N/A N/A 99990.00000000 NS USD 583941.60000000 0.108282304660 N/A DO BS N 1 OneSpaWorld Holdings Ltd. 5493007W8PZ8W6UC2X76 Call Purchased OneSpaWorld Holdings Ltd. OneSpaWorld Holdings Ltd. 1.00000000 11.5 USD 2024-03-19 XXXX 583941.6 N N N Caesars Entertainment Corp. 529900CJT4VQO26ONP04 127686AA1 318000.00000000 PA USD 610957.51000000 0.113291958018 Long DBT CORP US N 2 2024-10-01 Fixed 5.00000000 N N N N N Caesars Entertainment Corp. USD XXXX N N N Accel Entertainment, Inc. N/A 00436Q106 -20000.00000000 NS USD -250000.00000000 -0.04635836214 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -395.23000000 -0.00007328886 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10319690.00000000 JPY 94989.11000000 USD 2020-03-18 -395.23 N N N Power Financial Corp. 549300RD0SS3HPUKXF62 73927C100 70055.00000000 NS 1884965.31000000 0.349535617897 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 429.77000000 0.000079693733 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13873000.00000000 JPY 128657.16000000 USD 2020-03-18 429.77 N N N N/A N/A N/A 1.00000000 NC N/A -7245.60000000 -0.00134357659 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400869.00000000 CAD 301541.53000000 USD 2020-03-18 -7245.6 N N N Insight Enterprises, Inc. 529900S8991TYW6YP792 45765UAA1 1375000.00000000 PA USD 1620833.16000000 0.300556682440 Long DBT CORP US Y 2 2025-02-15 Fixed 0.75000000 N N N N Y Insight Enterprises, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 34.54000000 0.000006404871 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1377.41000000 USD 1833.00000000 CAD 2020-03-18 34.54 N N N N/A N/A N/A 1.00000000 NC N/A -44.07000000 -0.00000817205 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1291.00000000 GBP 1669.54000000 USD 2020-03-18 -44.07 N N N N/A N/A N/A 1.00000000 NC N/A -382.89000000 -0.00007100061 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32613846.00000000 JPY 301065.13000000 USD 2020-03-18 -382.89 N N N N/A N/A N/A 1.00000000 NC N/A -26.60000000 -0.00000493252 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1364.00000000 EUR 1510.63000000 USD 2020-03-18 -26.6 N N N Apollo Commercial Real Estate Finance, Inc. 549300E0AN7M2AQHSY29 03762UAB1 2250000.00000000 PA USD 2259268.45000000 0.418943939964 Long DBT CORP US N 2 2022-08-23 Fixed 4.75000000 N N N N N Apollo Commercial Real Estate Finance, Inc. USD XXXX N N N Nuveen Massachusetts Quality Municipal Income Fund 549300RK5RSCWBBL2616 67061E104 2675.00000000 NS USD 38038.50000000 0.007053610234 Long RF US N 1 N N N Workiva, Inc. 529900RTOQ8GRWHY1O58 98139A105 -2230.00000000 NS USD -93771.50000000 -0.01738837262 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -94.90000000 -0.00001759763 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8634.00000000 EUR 9635.62000000 USD 2020-03-18 -94.9 N N N Clovis Oncology, Inc. 529900WCUY9ZAHMRV489 189464AD2 1175000.00000000 PA USD 1622910.00000000 0.300941798044 Long DBT CORP US Y 2 2024-08-01 Fixed 4.50000000 N N N N N Clovis Oncology, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -29.54000000 -0.00000547770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1606.00000000 EUR 1780.42000000 USD 2020-03-18 -29.54 N N N Showa Corp. N/A N/A 106296.00000000 NS 2202729.64000000 0.408459753446 Long EC CORP JP N 2 N N N Everbridge, Inc. 549300WCY0UMR64ATW81 29978AAB0 1575000.00000000 PA USD 1556492.43000000 0.288625758992 Long DBT CORP US Y 2 2024-12-15 Fixed 0.12500000 N N N N Y Everbridge, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -91.60000000 -0.00001698570 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8634.00000000 EUR 9638.92000000 USD 2020-03-18 -91.6 N N N N/A N/A N/A 1.00000000 NC N/A -5501.93000000 -0.00102024185 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400868.00000000 CAD 303284.43000000 USD 2020-03-18 -5501.93 N N N N/A N/A N/A 1.00000000 NC N/A -17.35000000 -0.00000321727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1558.00000000 EUR 1738.52000000 USD 2020-03-18 -17.35 N N N Intercept Pharmaceuticals, Inc. N/A 45845P108 -3044.00000000 NS USD -377212.48000000 -0.06994781101 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -23.65000000 -0.00000438550 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1254.00000000 EUR 1389.61000000 USD 2020-03-18 -23.65 N N N N/A N/A 92243N111 180000.00000000 NS USD 106200.00000000 0.019693032239 N/A DO US N 1 VectoIQ Acquisition Corp. N/A Call Purchased VectoIQ Acquisition Corp. 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Maturity 61 Months 10/23/23 Y 2023-10-23 0 USD 0 USD 3226632 USD 9405.91 N N N N/A N/A N/A 1.00000000 NC N/A -29.49000000 -0.00000546843 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1685.44000000 USD 2020-03-18 -29.49 N N N Allscripts Healthcare Solutions, Inc. Y68YJHVB1GU4TAU3C223 01988PAE8 2300000.00000000 PA USD 2249721.45000000 0.417173606830 Long DBT CORP US Y 2 2027-01-01 Fixed 0.87500000 N N N N Y Allscripts Healthcare Solutions, Inc. USD XXXX N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAC9 16350000.00000000 PA USD 347437.50000000 0.064426533792 Long DBT CORP US N 3 2018-10-01 Fixed 2.00000000 Y N N N N N Panera Bread Co. 5493008627EIK5RECQ92 69840W108 10533.00000000 NS USD 160899.26000000 0.029836104656 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -227.79000000 -0.00004223988 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40808.00000000 CAD 31206.38000000 USD 2020-03-18 -227.79 N N N N/A N/A N/A 1.00000000 NC N/A -27.98000000 -0.00000518842 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1550.00000000 EUR 1718.87000000 USD 2020-03-18 -27.98 N N N DEMC Ltd. 5493004JFDUCV1UTK851 N/A 12969.00000000 NS USD 0.13000000 0.000000024106 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -23.09000000 -0.00000428165 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338.00000000 EUR 1484.84000000 USD 2020-03-18 -23.09 N N N N/A N/A N/A 1.00000000 NC N/A 30.83000000 0.000005716913 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1381.12000000 USD 1833.00000000 CAD 2020-03-18 30.83 N N N Etsy, Inc. 54930089Q7XT501AEA40 29786AAC0 225000.00000000 PA USD 316811.59000000 0.058747465685 Long DBT CORP US N 2 2023-03-01 None 0.00000000 N N N N Y Etsy, Inc. USD XXXX N N N N/A N/A 30607B208 222879.00000000 NS USD 66863.70000000 0.012398766476 N/A DO US N 2 Falcon Minerals Corp. 549300OILIONON7XK623 Call Purchased Falcon Minerals Corp. Falcon Minerals Corp. 1.00000000 11.5 USD 2023-08-23 XXXX 66863.7 N N N Greenvision Acquisition Corp. 549300Z6TFLNGRBTFZ11 39678G129 170000.00000000 NS USD 30600.00000000 0.005674263526 Long CORP US N 2 N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400624 45876.00000000 NS USD 543630.60000000 0.100807296914 Long EP CORP US N 1 N N N AXA Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 054561105 -32266.00000000 NS USD -799551.48000000 -0.14826358825 Short EC CORP US N 1 N N N N/A N/A 000000000 1077835.95000000 PA -3516.72000000 -0.00065211751 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus HIBOR +/- spread (-0.35% to 0.40%). HKD Currency. 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USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -16.59000000 -0.00000307634 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1374.00000000 EUR 1531.91000000 USD 2020-03-18 -16.59 N N N N/A N/A N/A 1.00000000 NC N/A 32.64000000 0.000006052547 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1379.31000000 USD 1833.00000000 CAD 2020-03-18 32.64 N N N N/A N/A N/A 1.00000000 NC N/A -139.04000000 -0.00002578266 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2336800.00000000 JPY 21459.88000000 USD 2020-03-18 -139.04 N N N NSA Bondco Ltd. 213800163XEE49LPJM48 N/A 3412225.00000000 PA USD 682445.00000000 0.126548129819 Long DBT CORP KY N 3 2020-08-31 Fixed 12.00000000 N N Y N N N N/A N/A N/A 1.00000000 NC N/A 30.09000000 0.000005579692 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1381.86000000 USD 1833.00000000 CAD 2020-03-18 30.09 N N N N/A N/A N/A 1.00000000 NC N/A -30.05000000 -0.00000557227 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1041.00000000 GBP 1351.72000000 USD 2020-03-18 -30.05 N N N Quotient Technology, Inc. 5493005ZZT58VQ9RKP56 749119103 -11015.00000000 NS USD -108607.90000000 -0.02013953744 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 30.10000000 0.000005581546 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1381.85000000 USD 1833.00000000 CAD 2020-03-18 30.1 N N N N/A N/A N/A 1.00000000 NC N/A -29.49000000 -0.00000546843 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1292.00000000 GBP 1685.44000000 USD 2020-03-18 -29.49 N N N N/A N/A N/A 1.00000000 NC N/A 28.35000000 0.000005257038 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1383.60000000 USD 1833.00000000 CAD 2020-03-18 28.35 N N N N/A N/A N/A 1.00000000 NC N/A -7735.34000000 -0.00143439077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400868.00000000 CAD 301051.02000000 USD 2020-03-18 -7735.34 N N N N/A N/A N/A 1.00000000 NC N/A 29.57000000 0.000005483267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1382.38000000 USD 1833.00000000 CAD 2020-03-18 29.57 N N N N/A N/A N/A 1.00000000 NC N/A 86.94000000 0.000016121584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5222.45000000 USD 4000.00000000 GBP 2020-03-18 86.94 N N N N/A N/A N/A 1.00000000 NC N/A -23.65000000 -0.00000438550 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1254.00000000 EUR 1389.61000000 USD 2020-03-18 -23.65 N N N Graf Industrial Corp. 549300JQOKE3P3PB2T84 384278107 66000.00000000 NS USD 672540.00000000 0.124711411511 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -27.40000000 -0.00000508087 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1524.00000000 EUR 1690.15000000 USD 2020-03-18 -27.4 N N N Ironwood Pharmaceuticals, Inc. 549300PC8MR6QHH6P296 46333X108 -159417.00000000 NS USD -2121840.27000000 -0.39346015861 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 24.90000000 0.000004617292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1246.86000000 USD 1651.00000000 CAD 2020-03-18 24.9 N N N N/A N/A N/A 1.00000000 NC N/A 33.92000000 0.000006289902 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1378.03000000 USD 1833.00000000 CAD 2020-03-18 33.92 N N N N/A N/A N/A 1.00000000 NC N/A -27.14000000 -0.00000503266 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1550.00000000 EUR 1719.71000000 USD 2020-03-18 -27.14 N N N N/A N/A N/A 1.00000000 NC N/A -28.39000000 -0.00000526445 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1586.00000000 EUR 1759.03000000 USD 2020-03-18 -28.39 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851406 7925.00000000 NS USD 951361.83000000 0.176414304989 Long EP CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -27.96000000 -0.00000518471 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1549.00000000 EUR 1717.76000000 USD 2020-03-18 -27.96 N N N BlackRock Floating Rate Income Trust CORWREIZL67PMUN7T798 091941104 2450.00000000 NS USD 31531.50000000 0.005846994784 Long RF US N 1 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 184ESCAS0 1010000.00000000 PA USD 0.10000000 0.000000018543 Long DBT CORP US N 3 2021-02-01 Fixed 14.00000000 Y N N N N N Etsy, Inc. 54930089Q7XT501AEA40 29786A106 -4807.00000000 NS USD -212950.10000000 -0.03948807141 Short EC CORP US N 1 N N N Medicines Co. (The) 254900Z72DIL282LFL79 584688105 113347.00000000 NS USD 9627694.18000000 1.785296533724 Long EC CORP US N 1 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954MAC5 1175000.00000000 PA USD 1124980.12000000 0.208608943241 Long DBT CORP US N 2 2023-07-01 Fixed 1.50000000 N N N N Y Zillow Group, Inc. USD XXXX N N N N/A N/A N/A 77500.00000000 NS USD 484375.00000000 0.089819326658 N/A DO JE N 1 Clarivate Analytics plc 549300WDHIIODXFO0R55 Call Purchased Clarivate Analytics plc Clarivate Analytics plc 1.00000000 11.5 USD 2024-05-13 XXXX 209250 N N N N/A N/A 71948P118 58632.00000000 NS USD 4690.56000000 0.000869786716 N/A DO US N 1 Phunware, Inc. 549300HLAJYKT2FUQZ26 Call Purchased Phunware, Inc. Phunware, Inc. 1.00000000 11.5 USD 2023-12-26 XXXX 4690.56 N N N Amplitude Healthcare Acquisition Corp. N/A 03212A204 93750.00000000 NS USD 942187.50000000 0.174713077339 Long EC CORP US N 2 N N N N/A N/A 25280H118 153333.00000000 NS USD 118066.41000000 0.021893461568 N/A DO US N 3 DiamondPeak Holdings Corp. N/A Call Purchased DiamondPeak Holdings Corp. DiamondPeak Holdings Corp. 1.00000000 11.5 USD 2024-04-12 XXXX 118066.41 N N N N/A N/A 524643111 250000.00000000 NS USD 134400.00000000 0.024922255489 N/A DO US N 1 Legacy Acquisition Corp. N/A Call Purchased Legacy Acquisition Corp. Legacy Acquisition Corp. 0.50000000 11.5 USD 2022-11-30 XXXX 134400 N N N Benefitfocus, Inc. 254900W89KP1OS3RXO89 08180DAB2 2625000.00000000 PA USD 2264062.50000000 0.419832917188 Long DBT CORP US N 2 2023-12-15 Fixed 1.25000000 N N N N N Benefitfocus, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -893.27000000 -0.00016564213 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80000.00000000 CAD 60730.28000000 USD 2020-03-18 -893.27 N N N N/A N/A 22564L113 200000.00000000 NS USD 160000.00000000 0.029669351773 N/A DO US N 2 Crescent Acquisition Corp. N/A Call Purchased Crescent Acquisition Corp. Crescent Acquisition Corp. 1.00000000 11.5 USD 2024-03-07 XXXX 160000 N N N Apollo Commercial Real Estate Finance, Inc. 549300E0AN7M2AQHSY29 03762UAC9 1550000.00000000 PA USD 1570690.97000000 0.291258643229 Long DBT CORP US N 2 2023-10-15 Fixed 5.37500000 N N N N N Apollo Commercial Real Estate Finance, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -506.95000000 -0.00009400548 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53037.00000000 CAD 40347.15000000 USD 2020-03-18 -506.95 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 -9063.00000000 NS USD -782861.94000000 -0.14516878930 Short EC CORP US N 1 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBC0 12439.00000000 PA USD 13496.32000000 0.002502669160 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 86.85000000 0.000016104895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20603600.00000000 JPY 190524.81000000 USD 2020-03-18 86.85 N N N N/A N/A 000000000 1915779.17000000 PA -73266.45000000 -0.01358605048 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-1.50% to 1.25%). GBP Currency. Maturity 24-25 Months 09/25/20 to 12/29/21 Y 2020-09-25 0 USD 0 USD 1915779 USD -165471.77 N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 N/A 332.00000000 NS USD 49560.96000000 0.009190259728 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7734.98000000 -0.00143432401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400869.00000000 CAD 301052.15000000 USD 2020-03-18 -7734.98 N N N Atlassian, Inc. 549300IXZ6QFOQGTMA56 04947PAB8 350000.00000000 PA USD 553322.30000000 0.102604462268 Long DBT CORP US N 2 2023-05-01 Fixed 0.62500000 N N N N Y Atlassian Corp. plc USD XXXX N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400665 29460.00000000 NS USD 296073.00000000 0.054901837423 Long EP CORP US N 1 N N N Liberty Media Corp. 549300ZKUTPIBZLWLL89 531229AH5 1525000.00000000 PA USD 1809984.38000000 0.335631645469 Long DBT CORP US Y 2 2048-12-01 Fixed 2.25000000 N N N N N Live Nation Entertainment, Inc. USD XXXX N N N N/A N/A 65342K113 547770.00000000 NS USD 191719.50000000 0.035551208046 N/A DO US N 1 NextDecade Corp. 549300XB4GCLNGHFTT48 Call Purchased NextDecade Corp. NextDecade Corp. 1.00000000 11.5 USD 2022-07-24 XXXX 191719.5 N N N Cerence, Inc. 5493002WL2W5WMS89568 156727109 17557.00000000 NS USD 397314.91000000 0.073675473935 Long EC CORP US N 1 N N N Leisure Acquisition Corp. N/A 52539T107 150000.00000000 NS USD 1563000.00000000 0.289832480139 Long EC CORP US N 1 N N N Rosehill Resources, Inc. 549300O3AE9JDJY8V022 777385105 -20066.00000000 NS USD -25684.48000000 -0.00476276170 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -107.87000000 -0.00002000270 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8634.00000000 EUR 9622.65000000 USD 2020-03-18 -107.87 N N N N/A N/A 31811A119 230000.00000000 NS USD 315100.00000000 0.058430079649 N/A DO US N 1 FinTech Acquisition Corp. III N/A Call Purchased FinTech Acquisition Corp. III FinTech Acquisition Corp. III 1.00000000 11.5 USD 2023-12-01 XXXX 315100 N N N N/A N/A N/A 1.00000000 NC N/A -94.92000000 -0.00001760134 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8634.00000000 EUR 9635.60000000 USD 2020-03-18 -94.92 N N N N/A N/A N/A 1.00000000 NC N/A -135.20000000 -0.00002507060 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2033200.00000000 JPY 18657.56000000 USD 2020-03-18 -135.2 N N N N/A N/A N/A 1.00000000 NC N/A -684.37000000 -0.00012690508 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8802430.00000000 JPY 80676.02000000 USD 2020-03-18 -684.37 N N N N/A N/A 382788115 122980.00000000 NS USD 44272.80000000 0.008209657982 N/A DO US N 1 Gordon Pointe Acquisition Corp. 549300TLMKHYWBAZGD30 Call Purchased Gordon Pointe Acquisition Corp. Gordon Pointe Acquisition Corp. 1.00000000 11.5 USD 2023-01-25 XXXX 44272.8 N N N N/A N/A N/A 1.00000000 NC N/A 24.88000000 0.000004613584 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1246.11000000 USD 1650.00000000 CAD 2020-03-18 24.88 N N N N/A N/A N/A 1.00000000 NC N/A 10.75000000 0.000001993409 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 622.43000000 USD 822.00000000 CAD 2020-03-18 10.75 N N N Megalith Financial Acquisition Corp. N/A 58518F109 6400.00000000 NS USD 65664.00000000 0.012176301967 Long EC CORP US N 1 N N N Clarivate Analytics plc 549300WDHIIODXFO0R55 N/A -86404.00000000 NS USD -1451587.20000000 -0.26917282041 Short EC CORP JE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -30.08000000 -0.00000557783 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1042.00000000 GBP 1353.02000000 USD 2020-03-18 -30.08 N N N Unizo Holdings Co. Ltd. N/A N/A 12972.00000000 NS 609122.77000000 0.112951735853 Long EC CORP JP N 2 N N N N/A N/A 550789119 1274000.00000000 NS 4905.47000000 0.000909638219 N/A DO CA N 3 LXRandCo, Inc. N/A Call Purchased LXRandCo, Inc. LXRandCo, Inc. 1.00000000 11.5 CAD 2022-06-09 XXXX 4905.47 N N N N/A N/A N/A 1.00000000 NC N/A 205.16000000 0.000038043526 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28996.48000000 USD 22000.00000000 GBP 2020-03-18 205.16 N N N N/A N/A N/A 1.00000000 NC N/A -33.54000000 -0.00000621943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1042.00000000 GBP 1349.56000000 USD 2020-03-18 -33.54 N N N N/A N/A 000000000 78946931.56000000 PA USD 417452.86000000 0.077409723451 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus Fed or LIBOR +/- spread (-0.36% to 0.07%). USD Currency. Maturity 13-61 Months 09/24/20 to 12/06/24 Meritor, Inc. 2271954.85000000 USD 174737.82000000 USD Ligand Pharmaceuticals, Inc. 1641615.20000000 USD 94397.33000000 USD Guess?, Inc. 1210959.42000000 USD -213971.36000000 USD Exact Sciences Corp. 707335.63000000 USD -45411.88000000 USD Live Nation Entertainment, Inc. 1906605.19000000 USD -75289.03000000 USD Infinera Corp. 874940.36000000 USD -240438.59000000 USD Deutsche Bank AG 3766992.75000000 USD 358323.75000000 USD Lumentum Holdings, Inc. 2990006.50000000 USD -818777.05000000 USD Atlas Air Worldwide Holdings, Inc. 1372618.00000000 USD -41363.43000000 USD Air Transport Services Group, Inc. 1202395.38000000 USD -71880.01000000 USD Lumentum Holdings, Inc. 4192445.75000000 USD 808375.25000000 USD Allegheny Technologies, Inc. 5077752.75000000 USD 248081.40000000 USD Exact Sciences Corp. 375283.84000000 USD 36153.96000000 USD Splunk, Inc. 1761959.78000000 USD 238520.78000000 USD Cleveland-Cliffs, Inc. 5052150.60000000 USD 215491.50000000 USD Cleveland-Cliffs, Inc. 3343166.40000000 USD -228839.60000000 USD Air Transport Services Group, Inc. 2926236.00000000 USD 34323.00000000 USD Allegheny Technologies, Inc. 3760615.84000000 USD -116639.78000000 USD DISH Network Corp. 2850804.45000000 USD 136922.17000000 USD Infinera Corp. 1806664.80000000 USD 338174.20000000 USD Atlas Air Worldwide Holdings, Inc. 238370.22000000 USD -22156.65000000 USD MercadoLibre, Inc. 4149996.64000000 USD -90130.93000000 USD JPMorgan Chase & Co. 2357254.00000000 USD -260767.25000000 USD MercadoLibre, Inc. 5842242.90000000 USD 6321.90000000 USD Guess?, Inc. 2477558.25000000 USD 224642.25000000 USD Ligand Pharmaceuticals, Inc. 187409.13000000 USD 8301.47000000 USD Splunk, Inc. 992975.10000000 USD -215785.55000000 USD DISH Network Corp., Class A 859579.98000000 USD -20816.68000000 USD Liberty Media Corp. 3090856.60000000 USD 28464.80000000 USD Zendesk, Inc. 3648660.82000000 USD -117448.81000000 USD Meritor, Inc. 687408.93000000 USD -126995.70000000 USD Zendesk, Inc. 5322115.50000000 USD 75309.00000000 USD Y 2020-09-24 0 USD 0 USD 78946932 USD 319828.28 N N N CorePoint Lodging, Inc. 549300VM1I60JN1Z8171 21872L104 1263.00000000 NS USD 13488.84000000 0.002501282118 Long EC CORP US N 1 N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 -10421.00000000 NS USD -1353375.27000000 -0.25096104354 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -41.21000000 -0.00000764171 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1673.72000000 USD 2020-03-18 -41.21 N N N N/A N/A N/A 1.00000000 NC N/A 32.64000000 0.000006052547 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1379.31000000 USD 1833.00000000 CAD 2020-03-18 32.64 N N N nVent Electric plc N/A N/A 9069.00000000 NS USD 231985.02000000 0.043017782278 Long EC CORP IE N 1 N N N DocuSign, Inc. 549300Q7PVDWRZ39JG09 256163106 4131.00000000 NS USD 306148.41000000 0.056770155445 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -18.55000000 -0.00000343979 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1532.00000000 EUR 1708.01000000 USD 2020-03-18 -18.55 N N N N/A N/A N/A 1.00000000 NC N/A -28.40000000 -0.00000526630 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1540.00000000 EUR 1707.18000000 USD 2020-03-18 -28.4 N N N N/A N/A 000000000 320773.61000000 PA USD -40942.44999999 -0.00759209969 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (1.25%). USD Currency. Maturity 24 Months 09/25/20 Y 2020-09-25 0 USD 0 USD 320774 USD -40850.39 N N N Stable Road Acquisition Corp. N/A 85236Q208 125000.00000000 NS USD 1286250.00000000 0.238513773243 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -25.98000000 -0.00000481756 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1384.00000000 EUR 1533.79000000 USD 2020-03-18 -25.98 N N N Opes Acquisition Corp. 549300TMBK34NK5FIQ38 68373P100 100000.00000000 NS USD 1052000.00000000 0.195075987912 Long EC CORP US N 2 N N N Plug Power, Inc. 549300JPDKRSJ8JSM954 72919P202 -383898.00000000 NS USD -1213117.68000000 -0.22495259494 Short EC CORP US N 1 N N N Resideo Technologies, Inc. 5493006TKFPYISY2DS54 76118Y104 11741.00000000 NS USD 140070.13000000 0.025973687249 Long EC CORP US N 1 N N N Cyclerion Therapeutics, Inc. N/A 23255M105 14842.00000000 NS USD 40370.24000000 0.007485992823 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TA7 4580000.00000000 PA USD 4578747.64000000 0.849052965088 Long STIV UST US N 2 2020-01-09 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 33.09000000 0.000006135992 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1378.86000000 USD 1833.00000000 CAD 2020-03-18 33.09 N N N N/A N/A N/A 1.00000000 NC N/A -85.26000000 -0.00001581005 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8633.00000000 EUR 9644.13000000 USD 2020-03-18 -85.26 N N N N/A N/A 88024L118 614551.00000000 NS USD 22738.39000000 0.004216458072 N/A DO US N 2 Tempus Applied Solutions Holdings, Inc. N/A Call Purchased Tempus Applied Solutions Holdings, Inc. Tempus Applied Solutions Holdings, Inc. 1.00000000 11.5 USD 2020-07-31 XXXX 22738.39 N N N N/A N/A N/A 1.00000000 NC N/A 32.19000000 0.000005969102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1379.76000000 USD 1833.00000000 CAD 2020-03-18 32.19 N N N Western Asset Municipal Partners Fund, Inc. 5493001Z97VQ69W5OH84 95766P108 3892.00000000 NS USD 59353.00000000 0.011006031473 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 33.92000000 0.000006289902 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1378.03000000 USD 1833.00000000 CAD 2020-03-18 33.92 N N N Benefitfocus, Inc. 254900W89KP1OS3RXO89 08180D106 -17526.00000000 NS USD -384520.44000000 -0.07130295124 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -939.63000000 -0.00017423883 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 97611.00000000 CAD 74249.57000000 USD 2020-03-18 -939.63 N N N N/A N/A N/A 1.00000000 NC N/A -24.65000000 -0.00000457093 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1428.00000000 EUR 1584.71000000 USD 2020-03-18 -24.65 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075402 -48960.00000000 NS USD -809798.40000000 -0.15016370997 Short EC CORP US N 1 N N N N/A N/A 457867117 110000.00000000 NS USD 130900.00000000 0.024273238419 N/A DO US N 2 Insurance Acquisition Corp. 5493000DBZBX1I1QVY71 Call Purchased Insurance Acquisition Corp. Insurance Acquisition Corp. 1.00000000 11.5 USD 2024-03-31 XXXX 130900 N N N Big Rock Partners Acquisition Corp. 5493003FN4CLS0670T77 089482103 200000.00000000 NS USD 2120000.00000000 0.393118911001 Long EC CORP US N 1 N N N Legacy Acquisition Corp. N/A 524643103 100000.00000000 NS USD 1027000.00000000 0.190440151697 Long EC CORP US N 1 N N N N/A N/A 48242A112 500000.00000000 NS USD 40000.00000000 0.007417337943 N/A DO US N 1 KBL Merger Corp. IV N/A Call Purchased KBL Merger Corp. IV KBL Merger Corp. IV 0.50000000 11.5 USD 2024-01-15 XXXX 40000 N N N KBR, Inc. 254900OFQDXZRKRCV808 48242WAA4 775000.00000000 PA USD 1026875.00000000 0.190416972516 Long DBT CORP US Y 2 2023-11-01 Fixed 2.50000000 N N N N Y KBR, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -206.68000000 -0.00003832538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3505200.00000000 JPY 32191.69000000 USD 2020-03-18 -206.68 N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 01741R102 -85234.00000000 NS USD -1760934.44000000 -0.32653614594 Short EC CORP US N 1 N N N Lannett Co., Inc. 5299001DJ6C90XX17G45 51602UAB4 3250000.00000000 PA USD 2741216.89000000 0.508313301233 Long DBT CORP US Y 2 2026-10-01 Fixed 4.50000000 N N N N N Lannett Co., Inc. USD XXXX N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909AQ1 2550000.00000000 PA USD 2833293.32000000 0.525387351182 Long DBT CORP US Y 2 2026-11-01 Fixed 5.00000000 N N N N Y United States Steel Corp. USD XXXX N N N FNMA B1V7KEBTPIMZEU4LTD58 313586752 77876.00000000 NS USD 930618.20000000 0.172567742142 Long EP CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400673 83409.00000000 NS USD 828251.37000000 0.153585507834 Long EP CORP US N 1 N N N Novellus Systems, Inc. N/A 670008AD3 2400000.00000000 PA USD 21883930.34000000 4.058012671552 Long DBT CORP US N 2 2041-05-15 Fixed 2.62500000 N N N N Y Lam Research Corp. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -156.93000000 -0.00002910007 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8634.00000000 EUR 9573.59000000 USD 2020-03-18 -156.93 N N N N/A N/A 78669Q118 175000.00000000 NS 115898.50000000 0.021491458540 N/A DO BM N 1 Sagicor Financial Co. Ltd. N/A Call Purchased Sagicor Financial Co. Ltd. Sagicor Financial Co. Ltd. 1.00000000 11.5 CAD 2024-12-05 XXXX 115898.5 N N N N/A N/A N/A 1.00000000 NC N/A 1144.38000000 0.000212206329 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31085113.00000000 JPY 288462.40000000 USD 2020-03-18 1144.38 N N N N/A N/A 609754114 336119.00000000 NS USD 268895.20000000 0.049862164244 N/A DO US N 1 Monocle Acquisition Corp. N/A Call Purchased Monocle Acquisition Corp. Monocle Acquisition Corp. 1.00000000 11.5 USD 2024-06-12 XXXX 268895.2 N N N N/A N/A N/A 1.00000000 NC N/A 142.17000000 0.000026363073 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7821.91000000 USD 6000.00000000 GBP 2020-03-18 142.17 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 116899878.75860000 NS USD 116899878.76000000 21.67714765770 Long STIV RF US N 1 N N N N/A N/A 64083J112 83333.00000000 NS USD 39166.51000000 0.007262781018 N/A DO US N 1 Nesco Holdings, Inc. N/A Call Purchased Nesco Holdings, Inc. Nesco Holdings, Inc. 1.00000000 11.5 USD 2025-01-01 XXXX 39166.51 N N N Uniti Fiber Holdings, Inc. 549300GM4ENWVC5GBF11 91325LAA8 1800000.00000000 PA USD 1611454.99000000 0.298817656036 Long DBT CORP US Y 2 2024-06-15 Fixed 4.00000000 N N N N Y Uniti Group, Inc. USD XXXX N N N Prospect Capital Corp. 549300FSD8T39P5Q0O47 74348T102 -14991.00000000 NS USD -96542.04000000 -0.01790212341 Short EC CORP US N 1 N N N RH 5493008MTS3OGGMHGK69 74967X103 -11614.00000000 NS USD -2479589.00000000 -0.45979873934 Short EC CORP US N 1 N N N Patriot National Bancorp, Inc. 549300T1270P6QIGPD23 70336F203 17287.00000000 NS USD 220582.12000000 0.040903303207 Long EC CORP US N 1 N N N Colfax Corp. 635400OP2DYYYMOIYL17 194014106 -19101.00000000 NS USD -694894.38000000 -0.12885666128 Short EC CORP US N 1 N N N BlackRock MuniHoldings Quality Fund II, Inc. V04K6JK5YHD4O5SHSC34 09254C107 6711.00000000 NS USD 84625.71000000 0.015692437244 Long RF US N 1 N N N N/A N/A 64822P114 100000.00000000 NS USD 90000.00000000 0.016689010372 N/A DO US N 3 New Providence Acquisition Corp. N/A Call Purchased New Providence Acquisition Corp. New Providence Acquisition Corp. 1.00000000 11.5 USD 2024-09-01 XXXX 90000 N N N N/A N/A N/A 1.00000000 NC N/A -13.59000000 -0.00000252004 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1254.00000000 EUR 1399.67000000 USD 2020-03-18 -13.59 N N N N/A N/A 000000000 1992670.41000000 PA USD -9750.48000000 -0.00180806513 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (0.03%). USD Currency. Maturity 56-61 Months 04/12/23 to 03/21/24 Y 2023-04-12 0 USD 0 USD 1992670 USD -9469.01 N N N Colfax Corp. 635400OP2DYYYMOIYL17 194014205 5000.00000000 NS USD 788800.00000000 0.146269904244 Long EP CORP US N 2 N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAK9 1000000.00000000 PA USD 1039229.35000000 0.192707882241 Long DBT CORP US N 2 2020-10-15 Fixed 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 359.26000000 0.000066618820 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14201100.00000000 JPY 131619.26000000 USD 2020-03-18 359.26 N N N Leo Holdings Corp. N/A N/A 6614.00000000 NS USD 68388.76000000 0.012681563611 Long EC CORP KY N 2 N N N Gores Metropoulos, Inc. N/A 382872109 99999.00000000 NS USD 1011989.88000000 0.187656773382 Long EC CORP US N 2 N N N Insurance Acquisition Corp. 5493000DBZBX1I1QVY71 457867109 220000.00000000 NS USD 2195600.00000000 0.407137679714 Long EC CORP US N 2 N N N DEMC Ltd. 549300J9G10ZQTTAFU03 N/A 368190309.26000000 NS USD 69654.24000000 0.012916225931 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -44.09000000 -0.00000817576 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292.00000000 GBP 1670.84000000 USD 2020-03-18 -44.09 N N N Trine Acquisition Corp. N/A 89628U108 460000.00000000 NS USD 4590800.00000000 0.851287875766 Long EC CORP US N 1 N N N News Corp. 549300ITS31QK8VRBQ14 65249B208 -10.00000000 NS USD -145.10000000 -0.00002690639 Short EC CORP US N 1 N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700AR7 2000000.00000000 PA USD 2093500.00000000 0.388204924613 Long DBT CORP US N 2 2021-06-15 Fixed 6.45000000 N N N N N N CyberArk Software Ltd. 529900YEXNDM894PWS93 23248VAA3 1825000.00000000 PA USD 1884621.09000000 0.349471787995 Long DBT CORP IL Y 2 2024-11-15 None 0.00000000 N N N N Y CyberArk Software Ltd. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -41.40000000 -0.00000767694 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1291.00000000 GBP 1672.21000000 USD 2020-03-18 -41.4 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257WAB6 900000.00000000 PA USD 955386.75000000 0.177160659785 Long DBT CORP US N 2 2022-05-05 Fixed 4.37500000 N N N N Y Blackstone Mortgage Trust, Inc. 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