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TFKEE3VA3GBE5LOK5U77 09254F100 5586.00000000 NS USD 81276.30000000 0.016391286261 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7.92000000 -0.00000159725 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209.41000000 USD 162.00000000 GBP 2020-06-17 -7.92000000 N N N AM Castle & Co. 549300LGFEO9CMIDRM22 148411309 8695.00000000 NS USD 6956.00000000 0.001402841753 Long EC CORP US N 2 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 10903.00000000 NS USD 582656.32000000 0.117506413716 Long EC CORP US N 1 N N N N/A N/A 004285110 150000.00000000 NS USD 72000.00000000 0.014520501189 N/A DO US N 1 Acamar Partners Acquisition Corp. N/A Call Purchased Acamar Partners Acquisition Corp. Acamar Partners Acquisition Corp. 1.00000000 11.50000000 USD 2026-02-26 XXXX 72000.00000000 N N N Allegro Merger Corp. 5493009YVGQK5AKMLC79 01749N129 180000.00000000 NS USD 13500.00000000 0.002722593973 Long CORP US N 1 N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267D107 23488.00000000 NS USD 1186613.76000000 0.239308701575 Long EC CORP US N 1 N N N BlackRock MuniYield Quality Fund III, Inc. UB5J2GS6Q51M6A2L8886 09254E103 10841.00000000 NS USD 138547.98000000 0.027941473727 Long RF US N 1 N N N Verastem, Inc. 549300IY0EFBIU8NQC81 92337C104 1190777.00000000 NS USD 3143651.28000000 0.633991557643 Long EC CORP US N 1 N N N Embraer SA 549300EM51WYXFHUY333 29082A107 159946.00000000 NS USD 1183600.40000000 0.238700986333 Long EC CORP BR N 1 N N N N/A N/A N/A 1.00000000 NC N/A 53.01000000 0.000010690719 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4317.00000000 EUR 4828.24000000 USD 2020-06-17 53.01000000 N N N BlackRock Debt Strategies Fund, Inc. Y02PFSGMGNYKWM70AJ95 09255R202 15610.00000000 NS USD 131904.50000000 0.026601659015 Long RF US N 1 N N N Eaton Vance Risk-Managed Diversified Equity Income Fund 549300Y73VZSKBZ38790 27829G106 15377.00000000 NS USD 127936.64000000 0.025801446295 Long RF US N 1 N N N KBL Merger Corp. IV N/A 48242A120 1000000.00000000 NS USD 149500.00000000 0.030150207330 Long CORP US N 2 N N N United States of America 254900HROIFWPRGM1V77 912796WX3 4325000.00000000 PA USD 4323897.00000000 0.872015993491 Long STIV UST US N 2 2020-07-23 None 0.00000000 N N N N N N LivePerson, Inc. 549300IN2P1JZ20G7N40 538146101 -11971.00000000 NS USD -272340.25000000 -0.05492384616 Short EC CORP US N 1 N N N N/A N/A 30734W117 33333.00000000 NS USD 17999.82000000 0.003630088996 N/A DO US N 1 Far Point Acquisition Corp. N/A Call Purchased Far Point Acquisition Corp. 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N/A 68269G107 10000.00000000 NS USD 181500.00000000 0.036603763414 Long EC CORP US N 1 N N N BlackRock New York Municipal Income Trust PJKTUMDJPIZ89SB71052 09248L106 7810.00000000 NS USD 103482.50000000 0.020869691171 Long RF US N 1 N N N N/A N/A 02133L117 308333.00000000 NS USD 106.37000000 0.000021452023 N/A DO US N 2 Alta Mesa Resources, Inc. N/A Call Purchased Alta Mesa Resources, Inc. Alta Mesa Resources, Inc. 1.00000000 11.50000000 USD 2023-02-09 XXXX 106.37000000 N N N BlackRock Enhanced International Dividend Trust N8Y5YESYCLFDXNNUQV93 092524107 1759.00000000 NS USD 7915.50000000 0.001596347599 Long RF US N 1 N N N Endeavour Mining Corp. 529900R1F0JCJDI3A443 N/A -38321.00000000 NS -544875.45000000 -0.10988700860 Short EC CORP KY N 1 N N N N/A N/A 74317H113 80000.00000000 NS USD 4064.00000000 0.000819601622 N/A DO US N 1 Proficient Alpha Acquisition Corp. 549300K8CYX0YLHICY89 Call Purchased Proficient Alpha Acquisition Corp. 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N/A N/A 146272.00000000 NS USD 41882.06000000 0.008446506972 Long CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -3.14000000 -0.00000063325 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 668.00000000 EUR 735.77000000 USD 2020-06-17 -3.14000000 N N N Eaton Vance Tax-Managed Global Diversified Equity Income Fund 5493002EIY4NK3I3E865 27829F108 44970.00000000 NS USD 286908.60000000 0.057861898160 Long RF US N 1 N N N Caesars Entertainment Corp. 529900CJT4VQO26ONP04 127686AA1 318000.00000000 PA USD 339079.15000000 0.068383322234 Long DBT CORP US N 2 2024-10-01 Fixed 5.00000000 N N N N N Caesars Entertainment Corp. 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Maturity 25 Months 02/25/22 Y 2022-02-25 0.00000000 USD 0.00000000 USD 29156.00000000 USD -41368.26000000 N N N Kaleyra, Inc. 549300Q16CZ1PDK9BL93 483379103 -12500.00000000 NS USD -91250.00000000 -0.01840271852 Short EC CORP US N 1 N N N Integra LifeSciences Holdings Corp. WB7IJCYY8YFTENS4O147 457985208 3591.00000000 NS USD 160409.97000000 0.032350460558 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5.45000000 -0.00000109912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 175.85000000 USD 137.00000000 GBP 2020-06-17 -5.45000000 N N N Apollo Senior Floating Rate Fund, Inc. 5493005XHGCCBXT5YQ39 037636107 5269.00000000 NS USD 61173.09000000 0.012336998973 Long RF US N 1 N N N Patriot National Bancorp, Inc. 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YP1D2S6Y4JY0A7W3DV93 09255C106 1215.00000000 NS USD 15309.00000000 0.003087421565 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 11497.09000000 0.002318659847 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409756.00000000 CAD 302874.86000000 USD 2020-06-17 11497.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.02000000 -0.00000464252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 800.38000000 USD 625.00000000 GBP 2020-06-17 -23.02000000 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBC0 12439.00000000 PA USD 11770.48000000 0.002373795400 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N Green Plains, Inc. VJ5WLTHARBSDR14KIZ98 393222AH7 2125000.00000000 PA USD 1229843.75000000 0.248027050481 Long DBT CORP US Y 2 2024-07-01 Fixed 4.00000000 N N N N Y Green Plains, Inc. 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USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -38.63000000 -0.00000779065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2434.54000000 USD 2166.00000000 EUR 2020-06-17 -38.63000000 N N N N/A N/A 80821R117 288000.00000000 NS USD 63360.00000000 0.012778041046 N/A DO US N 1 Schultze Special Purpose Acquisition Corp. N/A Call Purchased Schultze Special Purpose Acquisition Corp. Schultze Special Purpose Acquisition Corp. 1.00000000 11.50000000 USD 2023-12-31 XXXX 63360.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.18000000 0.000002456384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 730.00000000 EUR 819.67000000 USD 2020-06-17 12.18000000 N N N Pioneer Floating Rate Trust 14KCTV0UEB8JC8MU2I61 72369J102 8030.00000000 NS USD 61429.50000000 0.012388710108 Long RF US N 1 N N N N/A N/A 483379111 281250.00000000 NS USD 239062.50000000 0.048212601605 N/A DO US N 1 Kaleyra, Inc. 549300Q16CZ1PDK9BL93 Call Purchased Kaleyra, Inc. Kaleyra, Inc. 1.00000000 11.50000000 USD 2025-03-06 XXXX 239062.50000000 N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 -100030.00000000 NS USD -494148.20000000 -0.09965666008 Short EC CORP US N 1 N N N Casper Sleep, Inc. N/A 147626105 5000.00000000 NS USD 21450.00000000 0.004325899312 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 18045.73000000 0.003639347832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409745.00000000 CAD 309415.68000000 USD 2020-06-17 18045.73000000 N N N Nuveen Maryland Quality Municipal Income Fund 5493006P9O3UMO01A682 67061Q107 1129.00000000 NS USD 14259.27000000 0.002875718708 Long RF US N 1 N N N Swiss Helvetia Fund, Inc. (The) 549300HQZ0XPGTS5Q724 870875101 5025.00000000 NS USD 34923.75000000 0.007043199352 Long RF US N 1 N N N Tilray, Inc. 549300Y4V60733TO1478 88688TAB6 400000.00000000 PA USD 126415.28000000 0.025494628105 Long DBT CORP US N 2 2023-10-01 Fixed 5.00000000 N N N N Y Tilray, Inc. USD XXXX N N N JOYY, Inc. 549300N6CHVU5CQZPW24 46591M109 -1345.00000000 NS USD -71634.70000000 -0.01444682981 Short EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A -91394.13000000 -0.01843178574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 317512865.00000000 JPY 2871227.60000000 USD 2020-06-17 -91394.13000000 N N N SFL Corp. Ltd. 549300RLYYPSB0C7RH77 N/A 2600000.00000000 PA USD 2295687.99000000 0.462979724851 Long DBT CORP BM N 2 2021-10-15 Fixed 5.75000000 N N N N N SFL Corp. Ltd. USD XXXX N N N News Corp. 549300ITS31QK8VRBQ14 65249B109 8462.00000000 NS USD 75946.45000000 0.015316396077 Long EC CORP US N 1 N N N PAR Technology Corp. 549300HYPTHBJQINVG57 698884103 -11345.00000000 NS USD -145896.70000000 -0.02942351674 Short EC CORP US N 1 N N N N/A N/A 03768F110 40000.00000000 NS USD 36000.00000000 0.007260250594 N/A DO US N 1 Apex Technology Acquisition Corp. N/A Call Purchased Apex Technology Acquisition Corp. Apex Technology Acquisition Corp. 1.00000000 11.50000000 USD 2026-09-30 XXXX 36000.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 41.65000000 0.000008399706 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 625.00000000 GBP 819.01000000 USD 2020-06-17 41.65000000 N N N Blackstone/GSO Long-Short Credit Income Fund 549300SM8M5F2TV58W35 09257D102 4141.00000000 NS USD 43646.14000000 0.008802275385 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7.64000000 -0.00000154078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 201.67000000 USD 156.00000000 GBP 2020-06-17 -7.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -82.42000000 -0.00001662194 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4317.00000000 EUR 4692.81000000 USD 2020-06-17 -82.42000000 N N N Templeton Global Income Fund QU1AAXOSV5K4OVMXJP19 880198106 43358.00000000 NS USD 231965.30000000 0.046781283535 Long RF US N 1 N N N Nuveen New York Quality Municipal Income Fund 549300B795LQBEIHRS62 67066X107 1897.00000000 NS USD 24907.61000000 0.005023208064 Long RF US N 1 N N N Nuveen New Jersey Quality Municipal Income Fund 5493006CFPL75HL16F31 67069Y102 2847.00000000 NS USD 38263.68000000 0.007716775152 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 9127962J7 32418000.00000000 PA USD 32398128.09000000 6.533848020357 Long STIV UST US N 2 2020-10-01 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -9.02000000 -0.00000181909 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 196.83000000 USD 151.00000000 GBP 2020-06-17 -9.02000000 N N N N/A N/A 25280H118 153333.00000000 NS USD 68999.85000000 0.013915450055 N/A DO US N 1 DiamondPeak Holdings Corp. N/A Call Purchased DiamondPeak Holdings Corp. DiamondPeak Holdings Corp. 1.00000000 11.50000000 USD 2024-04-12 XXXX 68999.85000000 N N N United States of America 254900HROIFWPRGM1V77 912828ZC7 -900000.00000000 PA USD -933011.72000000 -0.18816385819 Short DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8.49000000 -0.00000171220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 583.00000000 EUR 636.39000000 USD 2020-06-17 -8.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 11497.44000000 0.002318730433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409755.00000000 CAD 302874.50000000 USD 2020-06-17 11497.44000000 N N N Reynolds Consumer Products, Inc. N/A 76171L106 5000.00000000 NS USD 145850.00000000 0.029414098589 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 18513.40000000 0.003733664537 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409746.00000000 CAD 309884.06000000 USD 2020-06-17 18513.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 35.73000000 0.000007205798 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625.00000000 GBP 813.09000000 USD 2020-06-17 35.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 3923.92000000 0.000791351180 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19692010.00000000 JPY 187664.43000000 USD 2020-06-17 3923.92000000 N N N NCR Corp. 549300YKTY8JX1DV2R67 62886E108 -16342.00000000 NS USD -289253.40000000 -0.05833478248 Short EC CORP US N 1 N N N N/A N/A 00249N118 100000.00000000 NS 138563.21000000 0.027944545216 N/A DO CA N 1 AYR Strategies, Inc. 549300UX1QHS12D4DZ65 Call Purchased AYR Strategies, Inc. AYR Strategies, Inc. 1.00000000 11.50000000 CAD 2024-05-24 XXXX 138563.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 26143.35000000 0.005272424232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 580679.00000000 CAD 439064.58000000 USD 2020-06-17 26143.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.95000000 -0.00000160330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 178.35000000 USD 137.00000000 GBP 2020-06-17 -7.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 80.20000000 0.000016174224 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4695.03000000 USD 4317.00000000 EUR 2020-06-17 80.20000000 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 2278.00000000 NS USD 1193672.00000000 0.240732162441 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7.92000000 -0.00000159725 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 209.41000000 USD 162.00000000 GBP 2020-06-17 -7.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.33000000 -0.00000147826 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 190.16000000 USD 147.00000000 GBP 2020-06-17 -7.33000000 N N N N/A N/A 12559C111 62500.00000000 NS USD 43750.00000000 0.008823221208 N/A DO US N 2 CIIG Merger Corp. N/A Call Purchased CIIG Merger Corp. CIIG Merger Corp. 1.00000000 11.50000000 USD 2026-12-31 XXXX 43750.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 23.94000000 0.000004828066 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625.00000000 GBP 801.30000000 USD 2020-06-17 23.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 2021.68000000 0.000407719539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45662.00000000 CAD 34491.96000000 USD 2020-06-17 2021.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -7589.43000000 -0.00153058787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 129952.08000000 USD 172075.00000000 CAD 2020-06-17 -7589.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.95000000 -0.00000160330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 178.35000000 USD 137.00000000 GBP 2020-06-17 -7.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.65000000 -0.00000214782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209.65000000 USD 160.00000000 GBP 2020-06-17 -10.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.77000000 -0.00000015528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 729.00000000 EUR 805.61000000 USD 2020-06-17 -0.77000000 N N N Benefitfocus, Inc. 254900W89KP1OS3RXO89 08180DAB2 2625000.00000000 PA USD 2006484.38000000 0.404654983699 Long DBT CORP US N 2 2023-12-15 Fixed 1.25000000 N N N N Y Benefitfocus, Inc. USD XXXX N N N N/A N/A 90069K112 320000.00000000 NS USD 124800.00000000 0.025168868728 N/A DO US N 1 Tuscan Holdings Corp. 549300J4UX9OMHSTKS35 Call Purchased Tuscan Holdings Corp. Tuscan Holdings Corp. 1.00000000 11.50000000 USD 2026-04-01 XXXX 124800.00000000 N N N OneSpaWorld Holdings Ltd. 5493007W8PZ8W6UC2X76 N/A -79992.00000000 NS USD -324767.52000000 -0.06549704389 Short EC CORP BS N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8.55000000 -0.00000172430 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 692.00000000 EUR 756.90000000 USD 2020-06-17 -8.55000000 N N N Nuveen California Municipal Value Fund, Inc. 549300TMONWV3LX8YU60 67062C107 147.00000000 NS USD 1470.00000000 0.000296460232 Long RF US N 1 N N N Rescap Liquidating Trust N/A 760841205 125811.00000000 NS USD 106939.35000000 0.021566846650 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A 17235.96000000 0.003476038578 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409749.00000000 CAD 308608.75000000 USD 2020-06-17 17235.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 27629.83000000 0.005572208046 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1069443.00000000 EUR 1210589.22000000 USD 2020-06-17 27629.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.34000000 0.000001883631 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 711.00000000 EUR 795.81000000 USD 2020-06-17 9.34000000 N N N N/A N/A N/A 661870.00000000 NS USD 1125.18000000 0.000226919132 N/A DO KY N 1 Estre Ambiental, Inc. N/A Call Purchased Estre Ambiental, Inc. Estre Ambiental, Inc. 1.00000000 11.50000000 USD 2022-12-22 XXXX 1125.18000000 N N N Kirkland Lake Gold Ltd. N/A 49741E100 10.00000000 NS 294.54000000 0.000059400950 Long EC CORP CA N 1 N N N N/A N/A 550789119 1274000.00000000 NS 4526.40000000 0.000912855508 N/A DO CA N 3 LXRandCo, Inc. N/A Call Purchased LXRandCo, Inc. LXRandCo, Inc. 1.00000000 11.50000000 CAD 2022-06-09 XXXX 4526.40000000 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 N/A N/A N/A 1.00000000 NC N/A -10.14000000 -0.00000204497 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 220.34000000 USD 169.00000000 GBP 2020-06-17 -10.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -7197.48000000 -0.00145154190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 129560.84000000 USD 172076.00000000 CAD 2020-06-17 -7197.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.33000000 -0.00000208328 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 670.00000000 EUR 730.79000000 USD 2020-06-17 -10.33000000 N N N Western Asset Premier Bond Fund 5493007UP8PFRNTX0546 957664105 3402.00000000 NS USD 38340.54000000 0.007732275787 Long RF US N 1 N N N N/A N/A 00434X111 579085.00000000 NS 2057.44000000 0.000414931388 N/A DO CA N 3 Acasta Enterprises, Inc. N/A Call Purchased Acasta Enterprises, Inc. Acasta Enterprises, Inc. 1.00000000 11.50000000 CAD 2022-01-03 XXXX 2057.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.66000000 0.000001746493 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 729.00000000 EUR 815.04000000 USD 2020-06-17 8.66000000 N N N BlackRock Corporate High Yield Fund, Inc. 97ZR60BLU36N5VJMH054 09255P107 2721.00000000 NS USD 23944.80000000 0.004829034678 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -64.43000000 -0.00001299383 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2448.17000000 USD 2155.00000000 EUR 2020-06-17 -64.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -33.37000000 -0.00000672984 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 809.48000000 USD 624.00000000 GBP 2020-06-17 -33.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.10000000 -0.00000163355 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 217.05000000 USD 168.00000000 GBP 2020-06-17 -8.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 17112.09000000 0.003451057266 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409747.00000000 CAD 308483.46000000 USD 2020-06-17 17112.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -84.45000000 -0.00001703133 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 351880.00000000 JPY 3198.84000000 USD 2020-06-17 -84.45000000 N N N N/A N/A N/A 373500.00000000 NS USD 3735.00000000 0.000753250999 N/A DO VG N 3 Borqs Technologies, Inc. N/A Call Purchased Borqs Technologies, Inc. Borqs Technologies, Inc. 0.50000000 12.00000000 USD 2022-08-18 XXXX 3735.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 35038.24000000 0.007066288966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 962050.00000000 CAD 719152.65000000 USD 2020-06-17 35038.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -71.47000000 -0.00001441361 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4317.00000000 EUR 4703.76000000 USD 2020-06-17 -71.47000000 N N N PGIM High Yield Bond Fund, Inc. P63V0W84H2Z3IOKHSM44 69346H100 5541.00000000 NS USD 64164.78000000 0.012940343948 Long RF US N 1 N N N Eaton Vance Tax-Advantaged Global Dividend Income Fund 549300P9NBK8GZ8QI277 27828S101 11682.00000000 NS USD 139599.90000000 0.028153618249 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6492.97000000 -0.00130946081 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 128856.33000000 USD 172076.00000000 CAD 2020-06-17 -6492.97000000 N N N N/A N/A 498455112 247565.00000000 NS USD 47037.35000000 0.009486193008 N/A DO US N 1 KLDiscovery, Inc. 549300ZSG089YPZ24F88 Call Purchased KLDiscovery, Inc. KLDiscovery, Inc. 1.00000000 11.50000000 USD 2025-12-01 XXXX 47037.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 35568.55000000 0.007173238508 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1002150.00000000 CAD 748198.09000000 USD 2020-06-17 35568.55000000 N N N Flying Eagle Acquisition Corp. N/A 34407Y202 6000.00000000 NS USD 59820.00000000 0.012064116404 Long EC CORP US N 1 N N N Western Asset High Yield Defined Opportunity Fund, Inc. 549300MT3R4UXA0DZF65 95768B107 6761.00000000 NS USD 83363.13000000 0.016812144837 Long RF US N 1 N N N DWS Strategic Municipal Income Trust HW9ZECORLBPA6LHYL567 23342Q101 866.00000000 NS USD 8937.12000000 0.001802381410 Long RF US N 1 N N N Atlassian Corp. plc 549300AGBII4MWBVJY22 N/A 208.00000000 NS USD 28550.08000000 0.005757798202 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9.34000000 0.000001883631 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 730.00000000 EUR 816.83000000 USD 2020-06-17 9.34000000 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 -10458.00000000 NS USD -956802.42000000 -0.19296181496 Short EC CORP US N 1 N N N Templeton Emerging Markets Fund CZCIR4LW4R7Y5KBS5R36 880191101 3574.00000000 NS USD 39850.10000000 0.008036714228 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12.98000000 0.000002617723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 730.00000000 EUR 820.47000000 USD 2020-06-17 12.98000000 N N N Blackstone/GSO Strategic Credit Fund 549300YESIF051NRED20 09257R101 17004.00000000 NS USD 177011.64000000 0.035698579571 Long RF US N 1 N N N N/A N/A N/A 147836.00000000 NS USD 48357.16000000 0.009752363879 N/A DO LU N 2 Akazoo SA 54930042WMZ25L7QXJ87 Call Purchased Akazoo SA Akazoo SA 1.00000000 11.50000000 USD 2024-12-31 XXXX 48357.16000000 N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAC9 16350000.00000000 PA USD 327000.00000000 0.065947276235 Long DBT CORP US N 3 2018-10-01 Fixed 2.00000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A 21281.96000000 0.004292010076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1815021.00000000 EUR 2028958.99000000 USD 2020-06-17 21281.96000000 N N N Revlon Consumer Products Corp. N/A 761520AY1 2474424.56000000 PA USD 949560.42000000 0.191501294556 Long LON CORP US N 2 2023-09-07 Variable 5.11325 N N N N N N Primo Water Corp. 5493005TMUI9D3MY9I37 74167P108 -200.00000000 NS USD -1812.00000000 -0.00036543261 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 20.08000000 0.000004049606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 669.00000000 EUR 760.09000000 USD 2020-06-17 20.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 1597.37000000 0.000322147402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36176.00000000 CAD 27322.15000000 USD 2020-06-17 1597.37000000 N N N N/A N/A 72582K118 66666.00000000 NS USD 46666.20000000 0.009411341841 N/A DO US N 3 Pivotal Investment Corp. II 549300W71XJ8DIF9RQ35 Call Purchased Pivotal Investment Corp. II Pivotal Investment Corp. II 1.00000000 11.50000000 USD 2025-06-01 XXXX 46666.20000000 N N N PAR Technology Corp. 549300HYPTHBJQINVG57 698884AB9 1625000.00000000 PA USD 1178170.11000000 0.237605840049 Long DBT CORP US Y 2 2026-04-15 Fixed 2.87500000 N N N N Y PAR Technology Corp. USD XXXX N N N Tekla Healthcare Opportunities Fund 549300WT8EMZSV1XVW72 879105104 17748.00000000 NS USD 272609.28000000 0.054978102423 Long RF US N 1 N N N BNY Mellon Strategic Municipal Bond Fund, Inc. 54930044KK4C1VDJ7M52 09662E109 11764.00000000 NS USD 84347.88000000 0.017010742942 Long RF US N 1 N N N Aberdeen Emerging Markets Equity Income Fund, Inc. 549300MSYUW07RYUZD27 00301W105 1990.00000000 NS USD 10308.20000000 0.002078892088 Long RF US N 1 N N N Everbridge, Inc. 549300WCY0UMR64ATW81 29978AAB0 925000.00000000 PA USD 1049296.88000000 0.211615508251 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 -21.78000000 -0.00000439245 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2405.52000000 USD 2155.00000000 EUR 2020-06-17 -21.78000000 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 GOL Equity Finance SA 222100H9BH197YU7RY14 36256KAA8 1025000.00000000 PA USD 377328.13000000 0.076097132784 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 BNY Mellon Municipal Bond Infrastructure Fund, Inc. 5493003OUY2BKGFZ2414 09662W109 4062.00000000 NS USD 50328.18000000 0.010149866632 Long RF US N 1 N N N GigCapital2, Inc. 549300OSKGXG2OH2XE50 375036126 153000.00000000 NS USD 30615.30000000 0.006174298612 Long CORP US N 2 N N N Eaton Vance Senior Floating-Rate Trust VJXUJZ1EC079NQ236240 27828Q105 19057.00000000 NS USD 188283.16000000 0.037971747898 Long RF US N 1 N N N BlackRock Floating Rate Income Trust CORWREIZL67PMUN7T798 091941104 10604.00000000 NS USD 104025.24000000 0.020979147515 Long RF US N 1 N N N NextEra Energy, Inc. N/A 65339F770 146500.00000000 NS USD 6440792.36000000 1.298937960057 Long EP CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3.15000000 -0.00000063527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 668.00000000 EUR 735.76000000 USD 2020-06-17 -3.15000000 N N N N/A N/A 000000000 5913882.93000000 PA USD 216423.67999999 0.043646948650 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 (-3.85% to 0.85%). USD Currency. Maturity 13-65 Months 09/25/20 to 07/11/24 Paratek Pharmaceuticals, Inc. 1528088.57000000 USD 263811.72000000 USD Innoviva, Inc. 968010.79000000 USD 15128.69000000 USD Inovio Pharmaceuticals, Inc. 114732.24000000 USD 11719.96000000 USD Invacare Corp. 338510.80000000 USD -61605.51000000 USD Innoviva, Inc. 395088.96000000 USD -19458.17000000 USD Gol Linhas Aereas Inteligentes SA, ADR 160099.38000000 USD 2999.52000000 USD Paratek Pharmaceuticals, Inc. 77263.20000000 USD 585.35000000 USD Invacare Corp. 2332088.99000000 USD 229082.82000000 USD Y 2020-09-25 0.00000000 USD 0.00000000 USD 5913883.00000000 USD 442264.38000000 N N N Invesco Municipal Trust GKS5Y4B1VKHV66WSPK53 46131J103 12064.00000000 NS USD 141148.80000000 0.028465990531 Long RF US N 1 N N N China Medical Technologies, Inc. N/A 169483104 -40234.00000000 NS USD -0.04000000 -0.00000000806 Short EC CORP KY N 3 N N N BlackRock Long-Term Municipal Advantage Trust G3XW7SJTEWPATVFP0M68 09250B103 1224.00000000 NS USD 13733.28000000 0.002769640396 Long RF US N 1 N N N Impinj, Inc. 549300M26VGKSMMWWN17 453204109 -222.00000000 NS USD -3709.62000000 -0.00074813252 Short EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 -4629.00000000 NS USD -523030.71000000 -0.10548150064 Short EC CORP US N 1 N N N Cohen & Steers REIT and Preferred Income Fund, Inc. Y2PROTN9284X1BRB7064 19247X100 14434.00000000 NS USD 232676.08000000 0.046924629116 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 15634.52000000 0.003153070364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409750.00000000 CAD 307008.02000000 USD 2020-06-17 15634.52000000 N N N N/A N/A 049430119 321747.00000000 NS USD 218562.74000000 0.044078340640 N/A DO US N 1 Atlas Technical Consultants, Inc. N/A Call Purchased Atlas Technical Consultants, Inc. Atlas Technical Consultants, Inc. 1.00000000 11.50000000 USD 2025-02-14 XXXX 218562.74000000 N N N Lannett Co., Inc. 5299001DJ6C90XX17G45 516012101 -204316.00000000 NS USD -1419996.20000000 -0.28637578487 Short EC CORP US N 1 N N N Alteryx, Inc. 549300XWZG0JHL7I0827 02156BAC7 450000.00000000 PA USD 402779.83000000 0.081230069452 Long DBT CORP US Y 2 2024-08-01 Fixed 0.50000000 N N N N Y Alteryx, Inc. USD XXXX N N N SEACOR Holdings, Inc. 549300IQTYSR1SC4II14 811904AM3 1150000.00000000 PA USD 1066762.89000000 0.215137941848 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 FB Corp. 549300F1PZXPI9NZ8874 30190X401 786.00000000 NS USD 617170.80000000 0.124467074103 Long EC CORP US Y 3 N N N N/A N/A 25258L117 40000.00000000 NS USD 114400.00000000 0.023071463000 N/A DO US N 1 Diamond Eagle Acquisition Corp. N/A Call Purchased Diamond Eagle Acquisition Corp. Diamond Eagle Acquisition Corp. 1.00000000 11.50000000 USD 2026-06-30 XXXX 114400.00000000 N N N Nuveen Pennsylvania Quality Municipal Income Fund 5493000C1CS4Q000GF67 670972108 1738.00000000 NS USD 23132.78000000 0.004665271659 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 57.50000000 0.000011596233 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4717.73000000 USD 4317.00000000 EUR 2020-06-17 57.50000000 N N N N/A N/A 318085115 100000.00000000 NS USD 60000.00000000 0.012100417657 N/A DO US N 2 FinServ Acquisition Corp. N/A Call Purchased FinServ Acquisition Corp. FinServ Acquisition Corp. 1.00000000 11.50000000 USD 2026-12-31 XXXX 60000.00000000 N N N Nuveen AMT-Free Municipal Credit Income Fund 549300LBMO1C0IG71T03 67071L106 18118.00000000 NS USD 265972.24000000 0.053639586489 Long RF US N 1 N N N BlackRock Municipal Income Trust II 17UVWS2OK706BUPLKK60 09249N101 4072.00000000 NS USD 54442.64000000 0.010979644706 Long RF US N 1 N N N AllianzGI NFJ Dividend Interest & Premium Strategy Fund 549300535GECAFITZP67 01883A107 23235.00000000 NS USD 223288.35000000 0.045031371552 Long RF US N 1 N N N Voya Global Equity Dividend and Premium Opportunity Fund 549300YJVN8KX08ZHI42 92912T100 50629.00000000 NS USD 230868.24000000 0.046560035465 Long RF US N 1 N N N QTS Realty Trust, Inc. 5493006PA4CJK4OG2J54 74736A301 9525.00000000 NS USD 1230976.37000000 0.248255470065 Long EP CORP US N 2 N N N Aberdeen Income Credit Strategies Fund JZ9OXI4GGKZDI84RNQ78 003057106 7446.00000000 NS USD 54728.10000000 0.011037214460 Long RF US N 1 N N N FireEye, Inc. 549300E9D2UJUFLLY524 31816Q101 -8612.00000000 NS USD -91114.96000000 -0.01837548451 Short EC CORP US N 1 N N N Nuveen Select Tax-Free Income2 Portfolio 549300H03PU68F15MD15 67063C106 195.00000000 NS USD 2770.95000000 0.000558827538 Long RF US N 1 N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055BJ0 500000.00000000 PA USD 506418.03000000 0.102131161207 Long DBT CORP US N 1 2030-04-01 Fixed 3.60000000 N N N N N N Pioneer High Income Trust GRH7C46DLKO4V5KVBT29 72369H106 8824.00000000 NS USD 56650.08000000 0.011424827139 Long RF US N 1 N N N BlackRock MuniEnhanced Fund, Inc. RMI3KDDG32L37MBSL541 09253Y100 5594.00000000 NS USD 59632.04000000 0.012026209829 Long RF US N 1 N N N RMR Real Estate Income Fund 549300ESBDZ3SA3OEX38 76970B101 528.00000000 NS USD 5359.20000000 0.001080809305 Long RF US N 1 N N N Voya Infrastructure Industrials and Materials Fund CDDOXZNDBE7I8PJXIJ33 92912X101 25429.00000000 NS USD 206737.77000000 0.041693556044 Long RF US N 1 N N N Impinj, Inc. 549300M26VGKSMMWWN17 453204109 222.00000000 NS USD 3709.62000000 0.000748132522 Long EC CORP US N 1 N N N Caesars Entertainment Corp. 529900CJT4VQO26ONP04 127686103 265420.00000000 NS USD 1794239.20000000 0.361850728301 Long EC CORP US N 1 N N N BlackRock MuniVest Fund II, Inc. TC1SINW7C50S8NN8GU32 09253T101 3025.00000000 NS USD 41109.75000000 0.008290752413 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12.98000000 0.000002617723 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 730.00000000 EUR 820.47000000 USD 2020-06-17 12.98000000 N N N Nuveen Michigan Quality Municipal Income Fund 549300FCV671TX0VBC86 670979103 10825.00000000 NS USD 145271.50000000 0.029297430396 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -35.35000000 -0.00000712916 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2372.00000000 EUR 2588.43000000 USD 2020-06-17 -35.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 41.65000000 0.000008399706 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625.00000000 GBP 819.01000000 USD 2020-06-17 41.65000000 N N N Royce Value Trust, Inc. 254900NJE1W1YYKNVM16 780910105 25001.00000000 NS USD 241759.67000000 0.048756549663 Long RF US N 1 N N N Eaton Vance Short Duration Diversified Income Fund HAXBNTSIUT2SHF0XLJ46 27828V104 1503.00000000 NS USD 16427.79000000 0.003313052003 Long RF US N 1 N N N Nuveen High Income 2020 Target Term Fund 549300DVKX82067OZJ29 67075L102 329.00000000 NS USD 2901.78000000 0.000585212499 Long RF US N 1 N N N N/A N/A 12558Y114 125000.00000000 NS USD 67500.00000000 0.013612969865 N/A DO US N 1 CHP Merger Corp. N/A Call Purchased CHP Merger Corp. CHP Merger Corp. 1.00000000 11.50000000 USD 2024-11-22 XXXX 67500.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 39711.26000000 0.008008713861 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1421710.00000000 CAD 1050690.20000000 USD 2020-06-17 39711.26000000 N N N Tuscan Holdings Corp. 549300J4UX9OMHSTKS35 90069K104 170000.00000000 NS USD 1694900.00000000 0.341816631471 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 10.36000000 0.000002089338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2380.02000000 USD 2161.00000000 EUR 2020-06-17 10.36000000 N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 -2.00000000 NS USD -252.46000000 -0.00005091452 Short EC CORP US N 1 N N N Senseonics Holdings, Inc. 549300RCH6Z07TBHJ258 81727U105 -169994.00000000 NS USD -107691.20000000 -0.02171847496 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -110638.99000000 -0.02231296647 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 317512865.00000000 JPY 2851982.74000000 USD 2020-06-17 -110638.99000000 N N N Invesco Advantage Municipal Income Trust II DA89O2CSN0WUDR74HM71 46132E103 11691.00000000 NS USD 120066.57000000 0.024214260729 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -31.72000000 -0.00000639708 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 807.83000000 USD 624.00000000 GBP 2020-06-17 -31.72000000 N N N Quicksilver Resources, Inc. HLBMKU9SSVMIDPDMNR16 74837R104 14730.00000000 NS USD 82528.51000000 0.016643823994 Long EC CORP US Y 3 N N N N/A N/A N/A 75000.00000000 NS USD 511.88000000 0.000103232696 N/A DO KY N 3 Reebonz Holding Ltd. N/A Call Purchased Reebonz Holding Ltd. Reebonz Holding Ltd. 0.12500000 92.00000000 USD 2023-12-19 XXXX 511.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 32788.69000000 0.006612614057 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 818844.00000000 EUR 938549.17000000 USD 2020-06-17 32788.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.82000000 -0.00000117374 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 155.07000000 USD 120.00000000 GBP 2020-06-17 -5.82000000 N N N Apellis Pharmaceuticals, Inc. 254900HS0ZFRXXSB9D42 03753UAA4 1625000.00000000 PA USD 1655066.34000000 0.333783232757 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 N/A 1.00000000 NC N/A -8.33000000 -0.00000167994 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 217.28000000 USD 168.00000000 GBP 2020-06-17 -8.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.78000000 -0.00000439245 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2405.52000000 USD 2155.00000000 EUR 2020-06-17 -21.78000000 N N N United States of America 254900HROIFWPRGM1V77 912828ZF0 900000.00000000 PA USD 905519.53000000 0.182619408505 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N OPKO Health, Inc. 529900A4S2D4OGOJLL02 68375N103 -703129.00000000 NS USD -942192.86000000 -0.19001545200 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 26.75000000 0.000005394769 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2369.16000000 USD 2166.00000000 EUR 2020-06-17 26.75000000 N N N Sprott Focus Trust, Inc. 549300ZO564XGNG81814 85208J109 915.00000000 NS USD 4602.45000000 0.000928192787 Long RF US N 1 N N N United Airlines Holdings, Inc. N/A 910047AG4 1000000.00000000 PA USD 960000.00000000 0.193606682525 Long DBT CORP US N 2 2020-12-01 Fixed 6.00000000 N N N N N N N/A N/A 000000000 50931686.39000000 PA USD 1301826.05000000 0.262543982047 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 (0.11%). USD Currency. Maturity 61 Months 10/30/24 to 03/24/25 Switchback Energy Acquisition Corp., Class A 482500.00000000 USD -3500.00000000 USD CHP Merger Corp., Class A 1442390.00000000 USD 44610.00000000 USD Acamar Partners Acquisition Corp., Class A 1477500.00000000 USD 36000.00000000 USD Tortoise Acquisition Corp., Class A 491500.00000000 USD 10500.00000000 USD PropTech Acquisition Corp., Class A 985000.00000000 USD 58000.00000000 USD South Mountain Merger Corp., Class A 1455000.00000000 USD 30000.00000000 USD Monocle Acquisition Corp. 1507500.00000000 USD 22500.00000000 USD Schultze Special Purpose Acquisition Corp. 1396560.00000000 USD 28980.00000000 USD FinServ Acquisition Corp., Class A 480000.00000000 USD 13500.00000000 USD Replay Acquisition Corp. 1473000.00000000 USD 48000.00000000 USD Spartan Energy Acquisition Corp., Class A 910779.76000000 USD 11699.74000000 USD New Providence Acquisition Corp., Class A 1470000.00000000 USD 45000.00000000 USD Mudrick Capital Acquisition Corp., Class A 1552500.00000000 USD 52500.00000000 USD Tuscan Holdings Corp. 1495500.00000000 USD 48000.00000000 USD Churchill Capital Corp. II, Class A 497500.00000000 USD 13885.00000000 USD Greenvision Acquisition Corp. 1455000.00000000 USD -30000.00000000 USD Amplitude Healthcare Acquisition Corp., Class A 895312.50000000 USD -253.13000000 USD CF Finance Acquisition Corp., Class A 1029000.00000000 USD 19000.00000000 USD GX Acquisition Corp., Class A 1470000.00000000 USD 55500.00000000 USD Trine Acquisition Corp., Class A 994000.00000000 USD 39000.00000000 USD Proficient Alpha Acquisition Corp. 800000.00000000 USD 8000.00000000 USD DiamondPeak Holdings Corp., Class A 997000.00000000 USD 37000.00000000 USD Opes Acquisition Corp. 1086000.00000000 USD 51000.00000000 USD Experience Investment Corp., Class A 483500.00000000 USD -1500.00000000 USD Gores Metropoulos, Inc., Class A 1014989.85000000 USD 38999.61000000 USD Graf Industrial Corp. 671220.00000000 USD 2574.00000000 USD Merida Merger Corp. I 950000.00000000 USD 5000.00000000 USD Conyers Park II Acquisition Corp., Class A 160050.00000000 USD 3900.00000000 USD Stable Road Acquisition Corp., Class A 1218750.00000000 USD 10000.00000000 USD Healthcare Merger Corp., Class A 1477500.00000000 USD 82500.00000000 USD Leo Holdings Corp., Class A 68124.20000000 USD 1653.50000000 USD Juniper Industrial Holdings, Inc., Class A 1443000.00000000 USD 33000.00000000 USD Apex Technology Acquisition Corp., Class A 781600.00000000 USD 33600.00000000 USD RMG Acquisition Corp., Class A 1488675.00000000 USD 45675.00000000 USD FinTech Acquisition Corp. III, Class A 499500.00000000 USD 9500.00000000 USD Pivotal Investment Corp. II, Class A 1486500.00000000 USD 24000.00000000 USD Legacy Acquisition Corp., Class A 1037000.00000000 USD 43000.00000000 USD Hennessy Capital Acquisition Corp. IV, Class A 505500.00000000 USD 7500.00000000 USD Osprey Technology Acquisition Corp., Class A 1458000.00000000 USD 91500.00000000 USD Haymaker Acquisition Corp. II, Class A 489500.00000000 USD 10685.00000000 USD Megalith Financial Acquisition Corp., Class A 65856.00000000 USD 1152.00000000 USD Tuscan Holdings Corp. II 1459500.00000000 USD 19500.00000000 USD CIIG Merger Corp., Class A 868150.00000000 USD 14704.85000000 USD GigCapital2, Inc. 1492500.00000000 USD 43500.00000000 USD Software Acquisition Group, Inc., Class A 987229.08000000 USD -2050.32000000 USD AMCI Acquisition Corp., Class A 1016000.00000000 USD 16000.00000000 USD Landcadia Holdings II, Inc., Class A 1482000.00000000 USD 72000.00000000 USD Crescent Acquisition Corp., Class A 1477500.00000000 USD 37500.00000000 USD Insurance Acquisition Corp., Class A 1006000.00000000 USD 31000.00000000 USD Y 2024-10-30 0.00000000 USD 0.00000000 USD 50931686.00000000 USD 1313815.25000000 N N N Lannett Co., Inc. 5299001DJ6C90XX17G45 51602UAB4 4400000.00000000 PA USD 3451302.32000000 0.696036658925 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 LMP Capital and Income Fund, Inc. 549300YJH1GYGXCCQ467 50208A102 3332.00000000 NS USD 26855.92000000 0.005416130809 Long RF US N 1 N N N N/A N/A 03212A113 46875.00000000 NS USD 30468.75000000 0.006144743341 N/A DO US N 1 Amplitude Healthcare Acquisition Corp. N/A Call Purchased Amplitude Healthcare Acquisition Corp. Amplitude Healthcare Acquisition Corp. 1.00000000 11.50000000 USD 2026-12-01 XXXX 30468.75000000 N N N Bandwidth, Inc. 549300QC70JB7MUGXM66 05988JAA1 3025000.00000000 PA USD 2901070.98000000 0.585069508551 Long DBT CORP US Y 2 2026-03-01 Fixed 0.25000000 N N N N N Bandwidth, Inc. USD XXXX N N N N/A N/A 88024L118 614551.00000000 NS USD 12291.02000000 0.002478774590 N/A DO US N 3 Tempus Applied Solutions Holdings, Inc. N/A Call Purchased Tempus Applied Solutions Holdings, Inc. Tempus Applied Solutions Holdings, Inc. 1.00000000 11.50000000 USD 2020-07-31 XXXX 12291.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.15000000 0.000005878786 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625.00000000 GBP 806.51000000 USD 2020-06-17 29.15000000 N N N Veoneer, Inc. 54930082R4LTC7PERT23 92336X109 -13546.00000000 NS USD -99156.72000000 -0.01999729542 Short EC CORP US N 1 N N N Infinera Corp. 549300ZOF66WPV3H0H17 45667GAC7 1625000.00000000 PA USD 1361851.04000000 0.274649439529 Long DBT CORP US N 2 2024-09-01 Fixed 2.12500000 N N N N Y Infinera Corp. USD XXXX 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 Change Healthcare, Inc. 549300GS1BPJEDOZHM07 15912K100 -45651.00000000 NS USD -456053.49000000 -0.09197396172 Short EC CORP US N 1 N N N Nuveen Short Duration Credit Opportunities Fund N0WOEFO1WOMLJYH1PV29 67074X107 3458.00000000 NS USD 37623.04000000 0.007587574959 Long RF US N 1 N N N Gabelli Healthcare & WellnessRx Trust (The) 549300XULWZNLHFTG832 36246K103 4163.00000000 NS USD 36051.58000000 0.007270652920 Long RF US N 1 N N N Putnam Municipal Opportunities Trust 549300M74BR4G95PSL96 746922103 1914.00000000 NS USD 22834.02000000 0.004605019646 Long RF US N 1 N N N N/A N/A 34986F111 180000.00000000 NS USD 36018.00000000 0.007263880720 N/A DO US N 1 Forum Merger II Corp. N/A Call Purchased Forum Merger II Corp. Forum Merger II Corp. 1.00000000 11.50000000 USD 2025-09-30 XXXX 36018.00000000 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257W100 4055.00000000 NS USD 75504.10000000 0.015227185747 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 32.16000000 0.000006485823 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2918.00000000 EUR 3259.89000000 USD 2020-06-17 32.16000000 N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 1405.00000000 NS USD 383733.60000000 0.077388947155 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6.28000000 0.000001266510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 730.00000000 EUR 813.77000000 USD 2020-06-17 6.28000000 N N N PGIM Global High Yield Fund, Inc. F0ATD1Y4J8CHDKHSLD09 69346J106 6667.00000000 NS USD 73737.02000000 0.014870812314 Long RF US N 1 N N N N/A N/A 50200K116 240000.00000000 NS USD 62400.00000000 0.012584434364 N/A DO US N 2 LF Capital Acquisition Corp. N/A Call Purchased LF Capital Acquisition Corp. LF Capital Acquisition Corp. 1.00000000 11.50000000 USD 2023-06-27 XXXX 62400.00000000 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 N/A -26413.00000000 NS USD -270997.38000000 -0.05465302470 Short EC CORP BM N 1 N N N Tuscan Holdings Corp. II 549300PT0K8ZAABWJU18 90070A103 40000.00000000 NS USD 389200.00000000 0.078491375873 Long EC CORP US N 2 N N N N/A N/A 457867117 110000.00000000 NS USD 107250.00000000 0.021629496563 N/A DO US N 2 Insurance Acquisition Corp. 5493000DBZBX1I1QVY71 Call Purchased Insurance Acquisition Corp. Insurance Acquisition Corp. 1.00000000 11.50000000 USD 2024-03-31 XXXX 107250.00000000 N N N Northview Apartment REIT N/A 667185102 73901.00000000 NS 1719262.94000000 0.346729993961 Long EC CORP CA N 1 N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AA9 325000.00000000 PA USD 227987.50000000 0.045979066179 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 Greenrose Acquisition Corp. 549300OTUBFG3Z6Q6N80 395392202 90000.00000000 NS USD 873000.00000000 0.176061076921 Long EC CORP US N 1 N N N Replay Acquisition Corp. N/A N/A 80000.00000000 NS USD 785600.00000000 0.158434801866 Long EC CORP KY N 2 N N N Nuveen S&P 500 Buy-Write Income Fund 5493000J8QMCY5J7XP73 6706ER101 17937.00000000 NS USD 181163.70000000 0.036535940574 Long RF US N 1 N N N Weibo Corp. 549300Q9ID4640FE0422 948596101 -26394.00000000 NS USD -873905.34000000 -0.17624366012 Short EC CORP KY N 1 N N N N/A N/A 777385113 244800.00000000 NS USD 7344.00000000 0.001481091121 N/A DO US N 1 Rosehill Resources, Inc. 549300O3AE9JDJY8V022 Call Purchased Rosehill Resources, Inc. Rosehill Resources, Inc. 1.00000000 11.50000000 USD 2022-04-27 XXXX 7344.00000000 N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAE5 575000.00000000 PA USD 11500.00000000 0.002319246717 Long DBT CORP US N 3 2020-01-15 Fixed 0.25000000 Y N N N N SunEdison, Inc. USD XXXX N N N Chefs' Warehouse, Inc. (The) 549300JYEDC8C547E980 163086101 -4938.00000000 NS USD -49725.66000000 -0.01002835423 Short EC CORP US N 1 N N N Fitbit, Inc. 549300GYQQ375BZPXK02 33812L102 100329.00000000 NS USD 668191.14000000 0.134756531154 Long EC CORP US N 1 N N N Ironwood Pharmaceuticals, Inc. 549300PC8MR6QHH6P296 46333XAE8 1400000.00000000 PA USD 1424500.00000000 0.287284082560 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 Cohen & Steers Quality Income Realty Fund, Inc. BOWRNZIYSSLA6IG2ST17 19247L106 31918.00000000 NS USD 288538.72000000 0.058190650374 Long RF US N 1 N N N REVOLUTION Medicines, Inc. 549300JU3X0LBCQ65892 76155X100 1500.00000000 NS USD 32865.00000000 0.006628003772 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 30.82000000 0.000006215581 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 625.00000000 GBP 808.18000000 USD 2020-06-17 30.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.53000000 -0.00000111525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 154.78000000 USD 120.00000000 GBP 2020-06-17 -5.53000000 N N N Eaton Vance High Income 2021 Target Term Trust 549300UCLNDOWY2KTO74 27829W101 2209.00000000 NS USD 19461.29000000 0.003924828952 Long RF US N 1 N N N N/A N/A 846784122 48333.00000000 NS USD 24161.67000000 0.004872771638 N/A DO US N 2 Spartan Energy Acquisition Corp. N/A Call Purchased Spartan Energy Acquisition Corp. Spartan Energy Acquisition Corp. 1.00000000 11.50000000 USD 2023-10-01 XXXX 24161.67000000 N N N N/A N/A 82887P118 101605.00000000 NS USD 11176.55000000 0.002254015382 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 11.50000000 USD 2023-11-20 XXXX 11176.55000000 N N N Eaton Vance Ltd. Duration Income Fund NZ7KR43H6Z5W1GY0QX46 27828H105 16811.00000000 NS USD 177692.27000000 0.035835844692 Long RF US N 1 N N N Harmonic, Inc. 549300LRGRD8XC9BTL66 413160AC6 375000.00000000 PA USD 367325.49000000 0.074079864089 Long DBT CORP US Y 2 2024-09-01 Fixed 2.00000000 N N N N N Harmonic, Inc. USD XXXX N N N UBS Select Treasury Preferred Fund 549300DXQ8KM8WHPPG39 90262Y877 1677.40000000 NS USD 1677.40000000 0.000338287342 Long STIV RF US N 1 N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181201 -41992.00000000 NS -267354.74000000 -0.05391840028 Short EC CORP CA N 1 N N N Nuveen Municipal Credit Income Fund 54930078DL3R0VSYW338 67070X101 18601.00000000 NS USD 261716.07000000 0.052781229246 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9.53000000 0.000001921949 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 669.00000000 EUR 749.54000000 USD 2020-06-17 9.53000000 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330PAJ6 1125000.00000000 PA USD 737279.07000000 0.148689744623 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 N/A N/A N/A 1.00000000 NC N/A -10.14000000 -0.00000204497 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 220.34000000 USD 169.00000000 GBP 2020-06-17 -10.14000000 N N N iQIYI, Inc. 222100XL8T2Q5B8MS302 46267XAC2 400000.00000000 PA USD 352250.00000000 0.071039535332 Long DBT CORP KY Y 2 2025-04-01 Fixed 2.00000000 N N N N Y iQIYI, Inc. USD XXXX N N N Macquarie Global Infrastructure Total Return Fund, Inc. NUJZT0OFFYGJKMCIDQ69 55608D101 5251.00000000 NS USD 81337.99000000 0.016403727507 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8.10000000 -0.00000163355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 217.05000000 USD 168.00000000 GBP 2020-06-17 -8.10000000 N N N Western Asset Municipal Partners Fund, Inc. 5493001Z97VQ69W5OH84 95766P108 1582.00000000 NS USD 21610.12000000 0.004358191293 Long RF US N 1 N N N N/A N/A 000000000 50722039.25000000 PA USD -1741614.47000000 -0.35123770809 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 (-0.28% to 0.07%). USD Currency. Maturity 43-61 Months 03/17/23 to 03/12/25 Air Transport Services Group, Inc. 842360.68000000 USD -17589.82000000 USD Lumentum Holdings, Inc. 3883136.00000000 USD 499065.50000000 USD KBR, Inc. 612789.76000000 USD -16126.24000000 USD Lumentum Holdings, Inc. 2866193.00000000 USD -277103.36000000 USD Splunk, Inc. 1575366.00000000 USD 51927.00000000 USD Allegheny Technologies, Inc. 2827276.20000000 USD -2002395.15000000 USD Atlas Air Worldwide Holdings, Inc. 225356.93000000 USD -27224.86000000 USD Zendesk, Inc. 4607892.90000000 USD -638913.60000000 USD Air Transport Services Group, Inc. 2550585.00000000 USD -341328.00000000 USD Guess?, Inc. 1348960.50000000 USD -903955.50000000 USD Cleveland-Cliffs, Inc. 1256159.25000000 USD 1269992.71000000 USD Ligand Pharmaceuticals, Inc. 83409.84000000 USD 3748.07000000 USD Cleveland-Cliffs, Inc. 2959626.60000000 USD -1877032.50000000 USD DISH Network Corp., Class A 367236.29000000 USD 178946.43000000 USD Liberty Media Corp. 2517307.00000000 USD -545084.80000000 USD Infinera Corp. 492772.80000000 USD 71281.37000000 USD NRG Energy, Inc. 485391.56000000 USD 4345.86000000 USD Meritor, Inc. 206594.00000000 USD 78420.00000000 USD Atlas Air Worldwide Holdings, Inc. 1346757.75000000 USD -67223.68000000 USD Deutsche Bank AG 3316700.25000000 USD -91968.75000000 USD KBR, Inc. 1256066.40000000 USD -55940.40000000 USD Guess?, Inc. 64992.00000000 USD 17520.01000000 USD Live Nation Entertainment, Inc. 722268.48000000 USD -38674.99000000 USD Meritor, Inc. 1792295.78000000 USD -304921.25000000 USD Ligand Pharmaceuticals, Inc. 1574089.20000000 USD 26871.33000000 USD Allegheny Technologies, Inc. 768969.50000000 USD 303623.75000000 USD Zendesk, Inc. 2929033.59000000 USD 374498.83000000 USD JPMorgan Chase & Co. 472027.29000000 USD 15377.20000000 USD Infinera Corp. 1427758.60000000 USD -40732.00000000 USD Splunk, Inc. 836904.90000000 USD 28041.88000000 USD NRG Energy, Inc. 2404262.50000000 USD -223290.00000000 USD DISH Network Corp. 2101498.70000000 USD -287645.53000000 USD Y 2023-03-17 0.00000000 USD 0.00000000 USD 50722039.00000000 USD -4833490.49000000 N N N N/A N/A 23753F115 378003.00000000 NS USD 34020.27000000 0.006860991263 N/A DO US N 1 Daseke, Inc. 549300CUSFIOX5Q3VA53 Call Purchased Daseke, Inc. Daseke, Inc. 0.50000000 11.50000000 USD 2022-02-27 XXXX 34020.27000000 N N N Ranpak Holdings Corp. 5493000Z9EZR9DCYOO86 75321W103 -5110.00000000 NS USD -31988.60000000 -0.00645125700 Short EC CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U133 13425.00000000 NS USD 1257117.00000000 0.253527345746 Long EP CORP US N 2 N N N Infinera Corp. 549300ZOF66WPV3H0H17 45667GAD5 1475000.00000000 PA USD 1342047.95000000 0.270655678530 Long DBT CORP US Y 2 2027-03-01 Fixed 2.50000000 N N N N Y Infinera Corp. USD XXXX N N N Source Capital, Inc. 549300SKP40828EGYZ60 836144105 2597.00000000 NS USD 79701.93000000 0.016073777352 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796WZ8 790000.00000000 PA USD 789762.42000000 0.159274252207 Long STIV UST US N 2 2020-08-06 None 0.00000000 N N N N N N N/A N/A 02128L114 85000.00000000 NS USD 76500.00000000 0.015428032513 N/A DO US N 1 Alta Equipment Group, Inc. N/A Call Purchased Alta Equipment Group, Inc. Alta Equipment Group, Inc. 1.00000000 11.50000000 USD 2024-04-08 XXXX 76500.00000000 N N N Invesco Dynamic Credit Opportunities Fund UJGJ6DJQ6L11ZHIVZG65 46132R104 11657.00000000 NS USD 93022.86000000 0.018760257628 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4.86000000 0.000000980133 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2379.99000000 USD 2156.00000000 EUR 2020-06-17 4.86000000 N N N Ellsworth Growth and Income Fund Ltd. 549300GYFOXHCDQTI772 289074106 3692.00000000 NS USD 31677.36000000 0.006388488104 Long RF US N 1 N N N Inovio Pharmaceuticals, Inc. 529900B9W875XDZXTM97 45773H201 -381688.00000000 NS USD -2839758.72000000 -0.57270444265 Short EC CORP US N 1 N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680RAE7 3800000.00000000 PA USD 3520328.06000000 0.709957330310 Long DBT CORP US Y 2 2025-03-01 None 0.00000000 N N N N N RingCentral, Inc. USD XXXX N N N Showa Corp. N/A N/A 109352.00000000 NS 2279556.73000000 0.459726475129 Long EC CORP JP N 2 N N N Endeavour Mining Corp. 529900R1F0JCJDI3A443 29257YAA2 350000.00000000 PA USD 323750.00000000 0.065291836945 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 Wright Medical Group, Inc. 549300DZPB0KY882P769 98235TAG2 2316000.00000000 PA USD 2326313.15000000 0.469156011965 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 Men's Wearhouse, Inc. (The) NKFP7BJ6WYEV4I24P532 587118AE0 2000000.00000000 PA USD 560000.00000000 0.112937231473 Long DBT CORP US N 2 2022-07-01 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8.98000000 -0.00000181102 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179.38000000 USD 137.00000000 GBP 2020-06-17 -8.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 44843.91000000 0.009043834006 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1267316.00000000 CAD 946033.18000000 USD 2020-06-17 44843.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 14562.63000000 0.002936898419 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409749.00000000 CAD 305935.42000000 USD 2020-06-17 14562.63000000 N N N N/A N/A 000000000 852733.99000000 PA 4940.76999999 0.000996423009 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. Maturity 59-60 Months 01/21/25 Y 2025-01-21 0.00000000 USD 0.00000000 USD 852734.00000000 USD 5459.41000000 N N N Nuveen Tax-Advantaged Dividend Growth Fund P8A4JDNIPXCEKEVC8W52 67073G105 3357.00000000 NS USD 37766.25000000 0.007616456639 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8.74000000 -0.00000176262 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2920.00000000 EUR 3221.20000000 USD 2020-06-17 -8.74000000 N N N N/A N/A 71948P118 58632.00000000 NS USD 7035.84000000 0.001418943376 N/A DO US N 1 Phunware, Inc. 549300HLAJYKT2FUQZ26 Call Purchased Phunware, Inc. Phunware, Inc. 1.00000000 11.50000000 USD 2023-12-26 XXXX 7035.84000000 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017104 -21125.00000000 NS USD -1432275.00000000 -0.28885209501 Short EC CORP US N 1 N N N Glory Star New Media Group Holdings Ltd. N/A N/A 15891.00000000 NS USD 65470.92000000 0.013203757940 Long EC CORP KY N 1 N N N N/A N/A N/A 250000.00000000 NS USD 22500.00000000 0.004537656621 N/A DO VG N 1 Tenzing Acquisition Corp. N/A Call Purchased Tenzing Acquisition Corp. Tenzing Acquisition Corp. 1.00000000 11.50000000 USD 2025-08-23 XXXX 22500.00000000 N N N First Trust Dynamic Europe Equity Income Fund 549300YG1NBZKURU8L08 33740D107 2353.00000000 NS USD 21577.01000000 0.004351513880 Long RF US N 1 N N N BlackRock MuniHoldings Quality Fund, Inc. NFS78Q54XVQ5XSE3R379 09254A101 9036.00000000 NS USD 107980.20000000 0.021776758646 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 84.62000000 0.000017065622 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4690.61000000 USD 4317.00000000 EUR 2020-06-17 84.62000000 N N N Green Plains, Inc. VJ5WLTHARBSDR14KIZ98 393222104 -45712.00000000 NS USD -221703.20000000 -0.04471168860 Short EC CORP US N 1 N N N BlackRock MuniYield Investment Fund EIZ2BGDWQ33G5NLLRC32 09254R104 1181.00000000 NS USD 15695.49000000 0.003165366405 Long RF US N 1 N N N QTS Realty Trust, Inc. 5493006PA4CJK4OG2J54 74736A103 -15626.00000000 NS USD -906464.26000000 -0.18280993563 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1845.14000000 0.000372116077 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9510020.00000000 JPY 90580.42000000 USD 2020-06-17 1845.14000000 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 10.00000000 NS 50.05000000 0.000010093765 Long EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -78.94000000 -0.00001592011 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4317.00000000 EUR 4696.29000000 USD 2020-06-17 -78.94000000 N N N John Hancock Income Securities Trust 549300RB36J7QSFLWG11 410123103 605.00000000 NS USD 8433.70000000 0.001700854873 Long RF US N 1 N N N N/A N/A N/A 191000.00000000 NS USD 152800.00000000 0.030815730301 N/A DO KY N 1 Brooge Holdings Ltd. N/A Call Purchased Brooge Holdings Ltd. Brooge Holdings Ltd. 1.00000000 11.50000000 USD 2024-12-20 XXXX 152800.00000000 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 -4337.00000000 NS USD -2272588.00000000 -0.45832106607 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7753.36000000 -0.00156364823 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 130116.01000000 USD 172075.00000000 CAD 2020-06-17 -7753.36000000 N N N Verastem, Inc. 549300IY0EFBIU8NQC81 92337C104 -1190777.00000000 NS USD -3143651.28000000 -0.63399155764 Short EC CORP US N 1 N N N Rapid7, Inc. 549300GNVG5D60KEYN14 753422AB0 400000.00000000 PA USD 484750.00000000 0.097761290994 Long DBT CORP US N 2 2023-08-01 Fixed 1.25000000 N N N N Y Rapid7, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 8.67000000 0.000001748510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 729.00000000 EUR 815.05000000 USD 2020-06-17 8.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.88000000 -0.00000158918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 206.88000000 USD 160.00000000 GBP 2020-06-17 -7.88000000 N N N Nuveen Taxable Municipal Income Fund CGX4I2YMRMYU5022FW76 67074C103 1233.00000000 NS USD 23611.95000000 0.004761907611 Long RF US N 1 N N N Plug Power, Inc. 549300JPDKRSJ8JSM954 72919P202 -422339.00000000 NS USD -1495080.06000000 -0.30151821929 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 28.80000000 0.000005808200 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 625.00000000 GBP 806.16000000 USD 2020-06-17 28.80000000 N N N Chefs' Warehouse, Inc. (The) 549300JYEDC8C547E980 163086AA9 2425000.00000000 PA USD 1447421.88000000 0.291906821251 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 SEMAFO, Inc. 549300S05TET4DCD2F17 816922108 217005.00000000 NS 420964.72000000 0.084897482186 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -21.82000000 -0.00000440051 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 429.78000000 USD 328.00000000 GBP 2020-06-17 -21.82000000 N N N Omeros Corp. 549300CJWLXX2MXVVV71 682143AE2 2250000.00000000 PA USD 1991250.00000000 0.401582611019 Long DBT CORP US N 2 2023-11-15 Fixed 6.25000000 N N N N Y Omeros Corp. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -21.82000000 -0.00000440051 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 429.78000000 USD 328.00000000 GBP 2020-06-17 -21.82000000 N N N N/A N/A 89628U116 230000.00000000 NS USD 138000.00000000 0.027830960613 N/A DO US N 1 Trine Acquisition Corp. N/A Call Purchased Trine Acquisition Corp. Trine Acquisition Corp. 1.00000000 11.50000000 USD 2024-03-05 XXXX 138000.00000000 N N N Eaton Vance Municipal Income Trust 549300DINBO2K1M6KL63 27826U108 14535.00000000 NS USD 174129.30000000 0.035117287607 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 10.36000000 0.000002089338 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2380.02000000 USD 2161.00000000 EUR 2020-06-17 10.36000000 N N N N/A N/A 83406B119 54560.00000000 NS USD 28371.20000000 0.005721722824 N/A DO US N 1 Software Acquisition Group, Inc. 549300MSP5P41EYSIZ09 Call Purchased Software Acquisition Group, Inc. Software Acquisition Group, Inc. 1.00000000 11.50000000 USD 2026-10-01 XXXX 28371.20000000 N N N BNY Mellon Strategic Municipals, Inc. 549300FH0LKMOBY7N332 05588W108 4705.00000000 NS USD 35052.25000000 0.007069114414 Long RF US N 1 N N N Eaton Vance National Municipal Opportunities Trust 54930084Z1GHZMB5XL81 27829L105 1504.00000000 NS USD 29328.00000000 0.005914684151 Long RF US N 1 N N N Cleveland Unlimited N/A N/A 1.22000000 NS USD 279656.99000000 0.056399439665 Long EC CORP US Y 3 N N N N/A N/A N/A 249978.00000000 NS USD 34996.92000000 0.007057955812 N/A DO KY N 1 Bioceres Crop Solutions Corp. N/A Call Purchased Bioceres Crop Solutions Corp. Bioceres Crop Solutions Corp. 1.00000000 11.50000000 USD 2024-03-14 XXXX 34996.92000000 N N N New Providence Acquisition Corp. N/A 64822P106 50000.00000000 NS USD 490000.00000000 0.098820077539 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6465.13000000 -0.00130384622 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 128828.49000000 USD 172076.00000000 CAD 2020-06-17 -6465.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -25.92000000 -0.00000522738 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2435.10000000 USD 2178.00000000 EUR 2020-06-17 -25.92000000 N N N Encore Capital Group, Inc. 5493000UVC6H49CIH830 292554102 -23800.00000000 NS USD -556444.00000000 -0.11222008005 Short EC CORP US N 1 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 -43758.00000000 NS USD -2338427.52000000 -0.47159916091 Short EC CORP US N 1 N N N Owens & Minor, Inc. 549300LMT5KQQXCEZ733 690732AE2 2000000.00000000 PA USD 1600000.00000000 0.322677804209 Long DBT CORP US N 2 2024-12-15 Fixed 4.37500000 N N N N N N N/A N/A 000000000 2275423.71000000 PA -39156.26999999 -0.00789678701 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus EONIA +/- spread (-0.03% to 0.03%). EUR Currency. Maturity 59 Months 01/13/25 Y 2025-01-13 0.00000000 USD 0.00000000 USD 2275424.00000000 USD -44354.69000000 N N N Hitachi Chemical Co. Ltd. 549300HJBGCOVO2MLG52 N/A 149736.00000000 NS 6371774.65000000 1.285018908111 Long EC CORP JP N 2 N N N Rapid7, Inc. 549300GNVG5D60KEYN14 753422104 -7310.00000000 NS USD -316742.30000000 -0.06387856866 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -38.63000000 -0.00000779065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2434.54000000 USD 2166.00000000 EUR 2020-06-17 -38.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -6464.93000000 -0.00130380588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 128827.58000000 USD 172075.00000000 CAD 2020-06-17 -6464.93000000 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 N/A N/A N/A 1.00000000 NC N/A 17112.48000000 0.003451135919 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409747.00000000 CAD 308483.85000000 USD 2020-06-17 17112.48000000 N N N Alta Equipment Group, Inc. N/A 02128L106 -9640.00000000 NS USD -41162.80000000 -0.00830145119 Short EC CORP US N 1 N N N THL Credit Senior Loan Fund 5493004GLL53XSOC8E14 87244R103 1279.00000000 NS USD 14785.24000000 0.002981792986 Long RF US N 1 N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909108 -85483.00000000 NS USD -539397.73000000 -0.10878229694 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9.53000000 0.000001921949 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 669.00000000 EUR 749.54000000 USD 2020-06-17 9.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -31.77000000 -0.00000640717 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 809.13000000 USD 625.00000000 GBP 2020-06-17 -31.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.44000000 0.000005937271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 625.00000000 GBP 806.80000000 USD 2020-06-17 29.44000000 N N N DEMC Ltd. N/A N/A 513897325.57000000 NS USD 513.90000000 0.000103640077 Long EC CORP US Y 3 N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899101 -24608.00000000 NS USD -97201.60000000 -0.01960299928 Short EC CORP US N 1 N N N First Trust Aberdeen Global Opportunity Income Fund 2HCZRZBY990FDYBUS727 337319107 1669.00000000 NS USD 14687.20000000 0.002962020903 Long RF US N 1 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540AU3 1000000.00000000 PA USD 1068260.19000000 0.215439907770 Long DBT CORP US N 1 2050-04-15 Fixed 4.50000000 N N N N N N CSI Compressco LP N/A 20467BAB5 1500000.00000000 PA USD 825000.00000000 0.166380742795 Long DBT CORP US N 2 2022-08-15 Fixed 7.25000000 N N N N N N N/A N/A 375036118 153000.00000000 NS USD 47231.10000000 0.009525267273 N/A DO US N 1 GigCapital2, Inc. 549300OSKGXG2OH2XE50 Call Purchased GigCapital2, Inc. GigCapital2, Inc. 1.00000000 11.50000000 USD 2024-07-01 XXXX 47231.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -875.46000000 -0.00017655719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3891600.00000000 JPY 35435.95000000 USD 2020-06-17 -875.46000000 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 53069QAA7 1450000.00000000 PA USD 1153656.25000000 0.232662040976 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 N/A N/A N/A 1.00000000 NC N/A 6.95000000 0.000001401631 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 730.00000000 EUR 814.44000000 USD 2020-06-17 6.95000000 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 -1628.00000000 NS USD -266926.88000000 -0.05383211220 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4226.71000000 -0.00085241593 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 126590.78000000 USD 172077.00000000 CAD 2020-06-17 -4226.71000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 313586752 77876.00000000 NS USD 492955.08000000 0.099416039242 Long EP CORP US N 1 N N N N/A N/A 48242A112 500000.00000000 NS USD 35000.00000000 0.007058576967 N/A DO US N 2 KBL Merger Corp. IV N/A Call Purchased KBL Merger Corp. IV KBL Merger Corp. 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EM7QGKC1GYOF3LSZSL80 16115Q308 -9362.00000000 NS USD -271310.76000000 -0.05471622518 Short EC CORP US N 1 N N N PPD, Inc. N/A 69355F102 10000.00000000 NS USD 178100.00000000 0.035918073081 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8.55000000 -0.00000172430 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 692.00000000 EUR 756.90000000 USD 2020-06-17 -8.55000000 N N N EMC Corp. KDMDXRWU7UTJ30FC8R59 268648AQ5 2000000.00000000 PA USD 1988600.00000000 0.401048175906 Long DBT CORP US N 2 2020-06-01 Fixed 2.65000000 N N N N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 221.00000000 NS USD 1091.74000000 0.000220175166 Long EC CORP US N 1 N N N John Hancock Hedged Equity & Income Fund TXPTLN9B34V0S0MTR071 47804L102 1449.00000000 NS USD 14721.84000000 0.002969006878 Long RF US N 1 N N N Limbach Holdings, Inc. 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N/A N/A 96433.00000000 NS 2255956.08000000 0.454966846429 Long EC CORP JP N 2 N N N New Frontier Health Corp. N/A N/A -9990.00000000 NS USD -82417.50000000 -0.01662143620 Short EC CORP KY N 1 N N N N/A N/A N/A 125000.00000000 NS USD 80000.00000000 0.016133890210 N/A DO KY N 1 Leo Holdings Corp. N/A Call Purchased Leo Holdings Corp. Leo Holdings Corp. 1.00000000 11.50000000 USD 2023-04-05 XXXX 80000.00000000 N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704105 -12081.00000000 NS USD -612023.46000000 -0.12342899137 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -30.96000000 -0.00000624381 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2422.45000000 USD 2162.00000000 EUR 2020-06-17 -30.96000000 N N N Vonage Holdings Corp. 529900W7N0N4WLN1JY21 92886T201 -15594.00000000 NS USD -112744.62000000 -0.02273761651 Short EC CORP US N 1 N N N N/A N/A 30217C117 66666.00000000 NS USD 48666.18000000 0.009814685063 N/A DO US N 2 Experience Investment Corp. N/A Call Purchased Experience Investment Corp. Experience Investment Corp. 1.00000000 11.50000000 USD 2026-09-01 XXXX 48666.18000000 N N N Nuveen Municipal Value Fund, Inc. 549300TFLBQ7LJSP8B20 670928100 3127.00000000 NS USD 30519.52000000 0.006154982311 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -46.24000000 -0.00000932538 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4821.47000000 USD 4317.00000000 EUR 2020-06-17 -46.24000000 N N N United States of America 254900HROIFWPRGM1V77 912796TD1 11810000.00000000 PA USD 11806582.19000000 2.381076260178 Long STIV UST US N 2 2020-08-13 None 0.00000000 N N N N N N N/A N/A N/A 30900000.00000000 PA USD 128874.90000000 0.025990668593 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 34-V1 Markit CDX North American High Yield Index Series 34-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 1744634.96000000 USD 0.00000000 USD 30900000.00000000 USD 128874.90000000 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 513.00000000 NS USD 84111.48000000 0.016963067296 Long EC CORP US N 1 N N N N/A N/A N/A 276625.00000000 NS USD 82987.50000000 0.016736390173 N/A DO BM N 2 Sirius International Insurance Group Ltd. 5493006NDQTDF66CRF40 Call Purchased Sirius International Insurance Group Ltd. Sirius International Insurance Group Ltd. 1.00000000 0.00000100 USD 2023-11-05 XXXX 82987.50000000 N N N Blackline, Inc. 529900P9N7PK9LV5EK56 09239BAA7 650000.00000000 PA USD 635977.55000000 0.128259899600 Long DBT CORP US Y 2 2024-08-01 Fixed 0.12500000 N N N N N Blackline, Inc. USD XXXX N N N N/A N/A 42589C112 300000.00000000 NS USD 105000.00000000 0.021175730901 N/A DO US N 1 Hennessy Capital Acquisition Corp. IV N/A Call Purchased Hennessy Capital Acquisition Corp. IV Hennessy Capital Acquisition Corp. IV 1.00000000 11.50000000 USD 2025-09-25 XXXX 105000.00000000 N N N Gol Linhas Aereas Inteligentes SA 5299002CCNWVL0PVLP96 38045R206 15782.00000000 NS USD 67389.14000000 0.013590612326 Long EC CORP BR N 1 N N N Western Asset Managed Municipals Fund, Inc. 549300HVO8EY2T8K4F73 95766M105 6169.00000000 NS USD 73781.24000000 0.014879730321 Long RF US N 1 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 70.00000000 NS USD 94172.40000000 0.018992089530 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2120.48000000 -0.00042764489 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11176820.00000000 JPY 102167.23000000 USD 2020-06-17 -2120.48000000 N N N BlackRock Taxable Municipal Bond Trust SNYX4R2CEK5Q5D25DZ39 09248X100 5138.00000000 NS USD 112008.40000000 0.022589140353 Long RF US N 1 N N N N/A N/A 11135B118 131393.00000000 NS USD 28906.46000000 0.005829670650 N/A DO US N 1 Broadmark Realty Capital, Inc. N/A Call Purchased Broadmark Realty Capital, Inc. Broadmark Realty Capital, Inc. 0.25000000 11.50000000 USD 2024-11-15 XXXX 0.00000000 N N N Healthcare Merger Corp. N/A 42227L102 25000.00000000 NS USD 246250.00000000 0.049662130804 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 34.99000000 0.000007056560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 624.00000000 GBP 811.10000000 USD 2020-06-17 34.99000000 N N N New Germany Fund, Inc. (The) 549300TPS2RTTJ8O3C08 644465106 2963.00000000 NS USD 34400.43000000 0.006937659510 Long RF US N 1 N N N N/A N/A 50201G114 14375.00000000 NS USD 7187.50000000 0.001449529198 N/A DO US N 2 LGL Systems Acquisition Corp. N/A Call Purchased LGL Systems Acquisition Corp. 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Healthcare Merger Corp. 1.00000000 11.50000000 USD 2021-12-17 XXXX 82162.50000000 N N N Square, Inc. 549300OHIIUWSTIZME52 852234AE3 4350000.00000000 PA USD 3759305.89000000 0.758152856210 Long DBT CORP US Y 2 2025-03-01 Fixed 0.12500000 N N N N N Square, Inc. USD XXXX N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301AF3 475000.00000000 PA USD 368541.51000000 0.074325103254 Long DBT CORP US N 2 2024-07-01 Fixed 2.87500000 N N N N Y EZCORP, Inc. USD XXXX N N N InterPrivate Acquisition Corp. N/A 46064A202 137500.00000000 NS USD 1359875.00000000 0.274250924374 Long EC CORP US N 1 N N N Putnam Managed Municipal Income Trust 549300MCDIUT86HMWI73 746823103 3582.00000000 NS USD 25790.40000000 0.005201243526 Long RF US N 1 N N N LGL Systems Acquisition Corp. N/A 50201G106 28750.00000000 NS USD 287500.00000000 0.057981167943 Long EC CORP US N 2 N N N 2017 Mandatory Exchangeable Trust 549300F7GP3Z397S8578 90214R103 18425.00000000 NS USD 2695166.55000000 0.543544015207 Long EP CORP US Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -6.09000000 -0.00000122819 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210.07000000 USD 164.00000000 GBP 2020-06-17 -6.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -3780.45000000 -0.00076241706 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 381495.00000000 EUR 418208.47000000 USD 2020-06-17 -3780.45000000 N N N N/A N/A N/A 470000.00000000 NS USD 2914.00000000 0.000587676950 N/A DO MH N 2 Hunter Maritime Acquisition Corp. 549300KJQ5Q6XRM8JY54 Call Purchased Hunter Maritime Acquisition Corp. Hunter Maritime Acquisition Corp. 1.00000000 11.50000000 USD 2024-03-21 XXXX 2914.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1981.81000000 0.000399678811 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62497160.00000000 JPY 585124.94000000 USD 2020-06-17 1981.81000000 N N N Cohen & Steers Closed-End Opportunity Fund, Inc. LR8M34TUGI3LR3LBU408 19248P106 3470.00000000 NS USD 33312.00000000 0.006718151883 Long RF US N 1 N N N Western Asset Intermediate Muni Fund, Inc. 5493000MG5MROBD48K57 958435109 22627.00000000 NS USD 190745.61000000 0.038468359123 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 39.89000000 0.000008044761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2188.00000000 EUR 2460.14000000 USD 2020-06-17 39.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.34000000 0.000001883631 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 711.00000000 EUR 795.81000000 USD 2020-06-17 9.34000000 N N N Delaware Investments Minnesota Municipal Income Fund II, Inc. RY6PR144OD7KOIBBCC20 24610V103 9970.00000000 NS USD 123328.90000000 0.024872186654 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -67.82000000 -0.00001367750 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2459.31000000 USD 2162.00000000 EUR 2020-06-17 -67.82000000 N N N Aegean Marine Petroleum Network, Inc. N/A N/A 2375000.00000000 PA USD 344375.00000000 0.069451355515 Long DBT CORP US N 3 2021-12-15 None 0.00000000 Y N N N N N N/A N/A N/A 54000.00000000 NS USD 2700.00000000 0.000544518794 N/A DO VG N 1 HL Acquisitions Corp. N/A Call Purchased HL Acquisitions Corp. HL Acquisitions Corp. 1.00000000 11.50000000 USD 2023-07-18 XXXX 2700.00000000 N N N JOYY, Inc. 549300N6CHVU5CQZPW24 98426TAE6 250000.00000000 PA USD 222343.75000000 0.044840870643 Long DBT CORP KY Y 2 2026-06-15 Fixed 1.37500000 N N N N Y JOYY, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 17235.49000000 0.003475943792 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409747.00000000 CAD 308606.86000000 USD 2020-06-17 17235.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 642.43000000 0.000129561188 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8361780.00000000 JPY 78663.81000000 USD 2020-06-17 642.43000000 N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331842 43400.00000000 NS USD 1717231.02000000 0.346320209283 Long EP CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -10944.16000000 -0.00220714844 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51462450.00000000 JPY 469237.24000000 USD 2020-06-17 -10944.16000000 N N N Prospect Capital Corp. 549300FSD8T39P5Q0O47 74348TAT9 3000000.00000000 PA USD 2549730.00000000 0.514213298579 Long DBT CORP US N 2 2025-03-01 Fixed 6.37500000 N N N N N Prospect Capital Corp. 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USD Currency. Maturity 59 Months 01/13/25 Akerna Corp. 8325.00000000 USD 3600.00000000 USD Akazoo SA 139017.50000000 USD 24267.50000000 USD Repay Holdings Corp. 235800.00000000 USD -61200.00000000 USD Falcon Minerals Corp. 37500.00000000 USD 4500.00000000 USD Megalith Financial Acquisition Corp. 28204.00000000 USD -25640.00000000 USD Nesco Holdings, Inc. 15000.12000000 USD -9166.74000000 USD Allegro Merger Corp. 1549500.00000000 USD 13500.00000000 USD International General Insurance Holdings Ltd. 49350.00000000 USD -103400.00000000 USD Verra Mobility Corp. 117333.92000000 USD -81333.74000000 USD Far Point Acquisition Corp., Class A 506000.00000000 USD -11500.00000000 USD Inspired Entertainment, Inc. 89178.04000000 USD -57328.74000000 USD Leo Holdings Corp. 80000.00000000 USD -62500.00000000 USD Megalith Financial Acquisition Corp., Class A 1320207.00000000 USD 3849.00000000 USD Spartan Energy Acquisition Corp., Class A 1518000.00000000 USD -3000.00000000 USD Altus Midstream Co. 1062.50000000 USD -4575.00000000 USD AdaptHealth Corp. 146669.60000000 USD 0.00000000 USD Forum Merger II Corp., Class A 1543500.00000000 USD -9000.00000000 USD NextDecade Corp. 43821.68000000 USD -38343.97000000 USD Leisure Acquisition Corp. 21250.00000000 USD -58750.00000000 USD Graf Industrial Corp. 19800.00000000 USD -35640.00000000 USD Estre Ambiental, Inc. 1125.18000000 USD 992.81000000 USD Grid Dynamics Holdings, Inc. 171000.00000000 USD -5400.00000000 USD Far Point Acquisition Corp. 17999.82000000 USD -17999.82000000 USD VectoIQ Acquisition Corp. 351000.00000000 USD -172800.00000000 USD Ranpak Holdings Corp. 126500.00000000 USD -34100.00000000 USD Broadmark Realty Capital, Inc. 55000.00000000 USD -32500.00000000 USD Purple Innovation, Inc. 120000.00000000 USD -186000.00000000 USD Spartan Energy Acquisition Corp. 24161.67000000 USD -1938.15000000 USD Tenzing Acquisition Corp. 1576500.00000000 USD 1500.00000000 USD New Frontier Health Corp. 47250.00000000 USD -17750.00000000 USD OneSpaWorld Holdings Ltd. 66993.30000000 USD -107989.20000000 USD HL Acquisitions Corp. 561600.00000000 USD -2160.00000000 USD Graf Industrial Corp. 1268117.64000000 USD -33666.84000000 USD Pure Acquisition Corp. 519500.00000000 USD -5500.00000000 USD Gordon Pointe Acquisition Corp. 22136.40000000 USD -8608.60000000 USD Legacy Acquisition Corp. 62500.00000000 USD -62500.00000000 USD Sirius International Insurance Group Ltd. 85987.50000000 USD 2866.25000000 USD LF Capital Acquisition Corp., Class A 1426600.00000000 USD -22400.00000000 USD National Energy Services Reunited Corp. 135135.00000000 USD -57330.00000000 USD Longevity Acquisition Corp. 1306250.00000000 USD -12500.00000000 USD Mudrick Capital Acquisition Corp. 87500.00000000 USD -92500.00000000 USD Limbach Holdings, Inc. 16825.20000000 USD 3365.04000000 USD Forum Merger II Corp. 36018.00000000 USD -35982.00000000 USD Pensare Acquisition Corp. 12500.00000000 USD -20000.00000000 USD Exela Technologies, Inc. 8373.19000000 USD -5582.12000000 USD Rosehill Resources, Inc. 7344.00000000 USD -1224.00000000 USD Infrastructure and Energy Alternatives, Inc. 20580.36000000 USD 5076.49000000 USD Rimini Street, Inc. 56602.80000000 USD -14150.70000000 USD Opes Acquisition Corp. 1629000.00000000 USD 48000.00000000 USD KBL Merger Corp. IV 35000.00000000 USD -14500.00000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 17324619.00000000 USD -1414942.53000000 N N N AXA Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E101 -37021.00000000 NS USD -534953.45000000 -0.10788600287 Short EC CORP US N 1 N N N IAC/InterActiveCorp 15OMOPB0A8K0EFUVD031 44919P508 -1822.00000000 NS USD -326557.06000000 -0.06585794691 Short EC CORP US N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 -16815.00000000 NS USD -3817677.60000000 -0.76992489071 Short EC CORP US N 1 N N N Prospect Capital Corp. 549300FSD8T39P5Q0O47 74348T102 -5779.00000000 NS USD -24560.75000000 -0.00495325554 Short EC CORP US N 1 N N N RMG Acquisition Corp. N/A 749641106 349998.00000000 NS USD 3473555.15000000 0.700524467876 Long EC CORP US N 1 N N N MFS Municipal Income Trust GV4WN51HRTKYT6CV5890 552738106 7813.00000000 NS USD 49925.07000000 0.010068569976 Long RF US N 1 N N N Inovio Pharmaceuticals, Inc. 529900B9W875XDZXTM97 45773HAB8 2075000.00000000 PA USD 3095640.63000000 0.624309075693 Long DBT CORP US N 2 2024-03-01 Fixed 6.50000000 N N N N Y Inovio Pharmaceuticals, Inc. USD XXXX N N N Crescent Acquisition Corp. N/A 22564L105 150000.00000000 NS USD 1477500.00000000 0.297972784824 Long EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BN6 1000000.00000000 PA USD 1048496.83000000 0.211454159265 Long DBT CORP US N 1 2050-04-01 Fixed 6.60000000 N N N N N N Patriot National Bancorp, Inc. 549300T1270P6QIGPD23 70336F203 17287.00000000 NS USD 105796.44000000 0.021336351845 Long EC CORP US N 1 N N N Ferrellgas LP N/A 315292AM4 3500000.00000000 PA USD 3053750.00000000 0.615860840377 Long DBT CORP US N 2 2021-05-01 Fixed 6.50000000 N N N N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075AC9 1375000.00000000 PA USD 891566.65000000 0.179805480580 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 Cohen & Steers Infrastructure Fund, Inc. T085JMDV2CFIPONRA870 19248A109 16689.00000000 NS USD 314587.65000000 0.063444032583 Long RF US N 1 N N N General American Investors Co., Inc. 254900MHIF9G7IS1T951 368802104 1756.00000000 NS USD 48167.08000000 0.009714029755 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 33.44000000 0.000006743966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 624.00000000 GBP 809.55000000 USD 2020-06-17 33.44000000 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 -1044.00000000 NS USD -43451.28000000 -0.00876297726 Short EC CORP US N 1 N N N Ladder Capital Finance Holdings LLLP N/A 505742AD8 190000.00000000 PA USD 159600.00000000 0.032187110969 Long DBT CORP US Y 2 2021-08-01 Fixed 5.87500000 N N N N N N Invesco California Value Municipal Income Trust 0O4FOPVOK8KA2I2US555 46132H106 9763.00000000 NS USD 110614.79000000 0.022308085968 Long RF US N 1 N N N Insight Enterprises, Inc. 529900S8991TYW6YP792 45765UAA1 1375000.00000000 PA USD 1234854.46000000 0.249037578544 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 RiverNorth Opportunistic Municipal Income Fund, Inc. 549300RXJKKPD5ZG2Y84 76883F108 777.00000000 NS USD 15633.24000000 0.003152812222 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 9127962H1 545000.00000000 PA USD 544749.54000000 0.109861615882 Long STIV UST US N 2 2020-09-24 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SK5 -2330000.00000000 PA USD -2902852.36000000 -0.58542876591 Short DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N New America High Income Fund, Inc. (The) V5LSTDFQKWGSW30MQ381 641876800 3475.00000000 NS USD 24116.50000000 0.004863662040 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 57.49000000 0.000011594216 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4717.74000000 USD 4317.00000000 EUR 2020-06-17 57.49000000 N N N Infinera Corp. 549300ZOF66WPV3H0H17 45667G103 -88874.00000000 NS USD -471032.20000000 -0.09499477250 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5899.88000000 -0.00118985020 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 128263.95000000 USD 172077.00000000 CAD 2020-06-17 -5899.88000000 N N N i3 Verticals LLC 549300VET627YPCK1T69 44933TAA4 1775000.00000000 PA USD 1410136.82000000 0.284387407945 Long DBT CORP US Y 2 2025-02-15 Fixed 1.00000000 N N N N N I3 Verticals, Inc. USD XXXX N N N N/A N/A 524643111 250000.00000000 NS USD 62500.00000000 0.012604601726 N/A DO US N 1 Legacy Acquisition Corp. N/A Call Purchased Legacy Acquisition Corp. Legacy Acquisition Corp. 0.50000000 11.50000000 USD 2022-11-30 XXXX 62500.00000000 N N N Harmonic, Inc. 549300LRGRD8XC9BTL66 413160102 -29453.00000000 NS USD -169649.28000000 -0.03421378572 Short EC CORP US N 1 N N N N/A N/A 01749N111 180000.00000000 NS USD 10800.00000000 0.002178075178 N/A DO US N 1 Allegro Merger Corp. 5493009YVGQK5AKMLC79 Call Purchased Allegro Merger Corp. Allegro Merger Corp. 1.00000000 11.50000000 USD 2025-01-06 XXXX 10800.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -28.72000000 -0.00000579206 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 656.82000000 USD 505.00000000 GBP 2020-06-17 -28.72000000 N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909AQ1 1950000.00000000 PA USD 1396493.16000000 0.281635841538 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 N/A N/A N/A 1.00000000 NC N/A 74.12000000 0.000014948049 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4701.11000000 USD 4317.00000000 EUR 2020-06-17 74.12000000 N N N New York Times Co. (The) 529900J1WEMMIW7BOH57 650111107 -83042.00000000 NS USD -2550219.82000000 -0.51431208235 Short EC CORP US N 1 N N N N/A N/A 30162V110 880354.00000000 NS USD 7923.19000000 0.001597898469 N/A DO US N 2 Exela Technologies, Inc. 549300CP95F46H3HDR87 Call Purchased Exela Technologies, Inc. Exela Technologies, Inc. 0.50000000 11.50000000 USD 2022-07-12 XXXX 7923.19000000 N N N Power Corp. of Canada 549300BE2CB8T87IJV50 739239101 15.00000000 NS 241.31000000 0.000048665863 Long EC CORP CA N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 2000000.00000000 PA USD 2000050.46000000 0.403357431712 Long DBT CORP US N 1 2050-04-01 Fixed 3.60000000 N N N N N N Patriot National Bancorp, Inc. N/A N/A 3218.00000000 NS USD 0.03000000 0.000000006050 Long EC CORP US Y 3 N N N Pinduoduo, Inc. 5493000573DS7005T657 722304AA0 350000.00000000 PA USD 381360.00000000 0.076910254633 Long DBT CORP KY Y 2 2024-10-01 None 0.00000000 N N N N Y Pinduoduo, Inc. USD XXXX N N N BlackRock MuniYield Michigan Quality Fund, Inc. J3H1DOS8Q2FL9RVLS329 09254V105 1238.00000000 NS USD 16403.50000000 0.003308153350 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5172.81000000 -0.00104321935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 281010.00000000 EUR 305665.09000000 USD 2020-06-17 -5172.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.90000000 -0.00000159322 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 218.10000000 USD 169.00000000 GBP 2020-06-17 -7.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 36.26000000 0.000007312685 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625.00000000 GBP 813.62000000 USD 2020-06-17 36.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -35.66000000 -0.00000719168 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 813.02000000 USD 625.00000000 GBP 2020-06-17 -35.66000000 N N N Boulder Growth & Income Fund, Inc. N/A 101507101 10133.00000000 NS USD 93223.60000000 0.018800741592 Long RF US N 1 N N N Nuveen Enhanced Municipal Value Fund 42EF8JR28MEPRK5D4S35 67074M101 8155.00000000 NS USD 106341.20000000 0.021446215570 Long RF US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400673 83409.00000000 NS USD 387017.76000000 0.078051275616 Long EP CORP US N 1 N N N Nuveen Massachusetts Quality Municipal Income Fund 549300RK5RSCWBBL2616 67061E104 1009.00000000 NS USD 13621.50000000 0.002747097318 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8.33000000 -0.00000167994 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 217.28000000 USD 168.00000000 GBP 2020-06-17 -8.33000000 N N N Nuveen Real Asset Income and Growth Fund RQLXTE3CBG56EZF1BQ60 67074Y105 8641.00000000 NS USD 85286.67000000 0.017200072127 Long RF US N 1 N N N N/A N/A 69290Y117 66666.00000000 NS USD 99332.34000000 0.020032713348 N/A DO US N 1 PAE, Inc. N/A Call Purchased PAE, Inc. PAE, Inc. 1.00000000 11.5 USD 2025-02-10 XXXX 99332.34000000 N N N John Hancock Tax-Advantaged Dividend Income Fund 5493001RMBJ8FL02CN30 41013V100 5068.00000000 NS USD 89146.12000000 0.017978421409 Long RF US N 1 N N N Leisure Acquisition Corp. N/A 52539T107 50000.00000000 NS USD 522500.00000000 0.105374470437 Long EC CORP US N 1 N N N Nuveen Credit Strategies Income Fund W4CSTD4RDGQSJ4FOVO30 67073D102 25935.00000000 NS USD 147051.45000000 0.029656399369 Long RF US N 1 N N N DWS Municipal Income Trust TEL2CK71Z3LE1OCHIB43 233368109 10520.00000000 NS USD 113405.60000000 0.022870918745 Long RF US N 1 N N N N/A N/A 382872117 33333.00000000 NS USD 43332.90000000 0.008739103138 N/A DO US N 2 Gores Metropoulos, Inc. N/A Call Purchased Gores Metropoulos, Inc. Gores Metropoulos, Inc. 1.00000000 11.50000000 USD 2024-03-25 XXXX 43332.90000000 N N N N/A N/A 85236Q117 62500.00000000 NS USD 40625.00000000 0.008192991122 N/A DO US N 2 Stable Road Acquisition Corp. N/A Call Purchased Stable Road Acquisition Corp. Stable Road Acquisition Corp. 1.00000000 11.50000000 USD 2026-05-15 XXXX 40625.00000000 N N N Western Asset Municipal Defined Opportunity Trust, Inc. 549300M5OYYB41AFRD86 95768A109 760.00000000 NS USD 14341.20000000 0.002892241828 Long RF US N 1 N N N Scorpio Tankers, Inc. 549300NVJUH16NXG8K87 80918TAB5 1250000.00000000 PA USD 1061875.00000000 0.214152183340 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 Nuveen Floating Rate Income Opportunity Fund 6TG15UBKG3HMZ9US3I68 6706EN100 24708.00000000 NS USD 183580.44000000 0.037023333296 Long RF US N 1 N N N N/A N/A 92243N111 180000.00000000 NS USD 351000.00000000 0.070787443298 N/A DO US N 1 VectoIQ Acquisition Corp. N/A Call Purchased VectoIQ Acquisition Corp. VectoIQ Acquisition Corp. 1.00000000 11.50000000 USD 2023-06-11 XXXX 351000.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.98000000 -0.00000181102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179.38000000 USD 137.00000000 GBP 2020-06-17 -8.98000000 N N N Pioneer Municipal High Income Advantage Trust UE8ZNXHQH48NNA19I459 723762100 12236.00000000 NS USD 124562.48000000 0.025120967208 Long RF US N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160RAG6 725000.00000000 PA USD 1322534.85000000 0.266720400867 Long DBT CORP US N 2 2024-05-15 Fixed 2.00000000 N N N N Y Tesla, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 80.20000000 0.000016174224 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4695.03000000 USD 4317.00000000 EUR 2020-06-17 80.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 13453.75000000 0.002713266567 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409749.00000000 CAD 304826.54000000 USD 2020-06-17 13453.75000000 N N N Voya Emerging Markets High Income Dividend Equity Fund 549300MBU0OQHUKI2Y86 92912P108 2262.00000000 NS USD 13187.46000000 0.002659562897 Long RF US N 1 N N N N/A N/A 30607B208 222879.00000000 NS USD 33431.85000000 0.006742322467 N/A DO US N 2 Falcon Minerals Corp. 549300OILIONON7XK623 Call Purchased Falcon Minerals Corp. Falcon Minerals Corp. 1.00000000 11.50000000 USD 2023-08-23 XXXX 33431.85000000 N N N Nuveen Dow 30SM Dynamic Overwrite Fund 549300CNS4Q1ZZUGS005 67075F105 7872.00000000 NS USD 98557.44000000 0.019876436454 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -36.23000000 -0.00000730663 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2415.55000000 USD 2151.00000000 EUR 2020-06-17 -36.23000000 N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089100 433.00000000 NS USD 17558.15000000 0.003541015804 Long EC CORP US N 1 N N N N/A N/A 838884112 150000.00000000 NS USD 141000.00000000 0.028435981495 N/A DO US N 2 South Mountain Merger Corp. 549300K51KDPS5MBVB54 Call Purchased South Mountain Merger Corp. South Mountain Merger Corp. 1.00000000 11.50000000 USD 2024-06-20 XXXX 141000.00000000 N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J108 -10110.00000000 NS USD -557970.90000000 -0.11252801551 Short EC CORP US N 1 N N N Cytokinetics, Inc. 549300BE5DY1HW7IHA64 23282WAA8 2425000.00000000 PA USD 3180561.64000000 0.641435403842 Long DBT CORP US N 2 2026-11-15 Fixed 4.00000000 N N N N N Cytokinetics, Inc. USD XXXX N N N Accel Entertainment, Inc. N/A 00436Q106 -30000.00000000 NS USD -225000.00000000 -0.04537656621 Short EC CORP US N 1 N N N Pinduoduo, Inc. 5493000573DS7005T657 722304102 -5257.00000000 NS USD -189409.71000000 -0.03819894332 Short EC CORP KY N 1 N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167DD6 4500000.00000000 PA USD 765000.00000000 0.154280325137 Long DBT CORP US Y 2 2025-01-01 Fixed 11.50000000 N N N N N N Invesco Bond Fund MN4XNOJY2YRWNLRTWX16 46132L107 993.00000000 NS USD 17576.10000000 0.003544635846 Long RF US N 1 N N N N/A N/A 749641114 166666.00000000 NS USD 103332.92000000 0.020839524830 N/A DO US N 1 RMG Acquisition Corp. N/A Call Purchased RMG Acquisition Corp. RMG Acquisition Corp. 1.00000000 11.50000000 USD 2026-02-21 XXXX 103332.92000000 N N N Guggenheim Credit Allocation Fund 549300IU8SNGW5IIGZ97 40168G108 1.00000000 NS USD 14.94000000 0.000003013003 Long RF US N 1 N N N Beam Therapeutics, Inc. N/A 07373V105 2500.00000000 NS USD 45000.00000000 0.009075313243 Long EC CORP US N 1 N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAE8 2500000.00000000 PA USD 1800000.00000000 0.363012529735 Long DBT CORP US Y 2 2026-01-15 Fixed 10.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 18332.09000000 0.003697099092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409746.00000000 CAD 309702.75000000 USD 2020-06-17 18332.09000000 N N N Apollo Tactical Income Fund, Inc. 549300JOTMM1DVBHF402 037638103 5813.00000000 NS USD 65861.29000000 0.013282485274 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5615.90000000 -0.00113257892 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 127979.26000000 USD 172076.00000000 CAD 2020-06-17 -5615.90000000 N N N N/A N/A 45686J112 343006.00000000 NS USD 20580.36000000 0.004150515859 N/A DO US N 1 Infrastructure and Energy Alternatives, Inc. 549300CZ3FQ7JWXZHD54 Call Purchased Infrastructure and Energy Alternatives, Inc. Infrastructure and Energy Alternatives, Inc. 0.50000000 11.50000000 USD 2023-03-26 XXXX 20580.36000000 N N N SFL Corp. Ltd. 549300RLYYPSB0C7RH77 N/A -27080.00000000 NS USD -256447.60000000 -0.05171871778 Short EC CORP BM N 1 N N N N/A N/A 58953M114 75000.00000000 NS USD 37500.00000000 0.007562761036 N/A DO US N 1 Merida Merger Corp. I N/A Call Purchased Merida Merger Corp. I Merida Merger Corp. I 1.00000000 11.50000000 USD 2026-11-07 XXXX 37500.00000000 N N N Nuveen Real Estate Income Fund LXJVVL0330BRT3R7PH61 67071B108 8284.00000000 NS USD 56248.36000000 0.011343810809 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 13630.91000000 0.002748995067 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409752.00000000 CAD 305005.83000000 USD 2020-06-17 13630.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 17286.14000000 0.003486158561 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37646530.00000000 JPY 368555.14000000 USD 2020-06-17 17286.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 35.04000000 0.000007066643 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625.00000000 GBP 812.40000000 USD 2020-06-17 35.04000000 N N N Invesco Value Municipal Income Trust X075VJ33QQP2G2NTOV20 46132P108 18307.00000000 NS USD 258860.98000000 0.052205432888 Long RF US N 1 N N N MFA Financial, Inc. YW72IMH2RRC8Z1TGLG58 55272XAA0 2125000.00000000 PA USD 1280117.13000000 0.258165865399 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 Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971TAK7 2025000.00000000 PA USD 2016804.38000000 0.406736255536 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 TerraForm Power, Inc. 549300V0USOOV31S6Z05 88104R209 72775.00000000 NS USD 1147661.75000000 0.231453108415 Long EC CORP US N 1 N N N Precigen, Inc. 549300XCWNQU35K64G19 74017N105 26705.00000000 NS USD 90797.00000000 0.018311360367 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12706.44000000 0.002562553849 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 297000.00000000 CAD 223903.34000000 USD 2020-06-17 12706.44000000 N N N Eaton Vance Senior Income Trust F34RFVU0FGX8OM0KE928 27826S103 1440.00000000 NS USD 6638.40000000 0.001338790209 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6750.87000000 0.001361472442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28079730.00000000 JPY 268754.80000000 USD 2020-06-17 6750.87000000 N N N Stars Group, Inc. (The) 54930026VVWZTYC29T51 85570W100 475779.00000000 NS USD 9715407.18000000 1.959341409900 Long EC CORP CA N 1 N N N N/A N/A 74349F119 81250.00000000 NS USD 56875.00000000 0.011470187571 N/A DO US N 2 PropTech Acquisition Corp. N/A Call Purchased PropTech Acquisition Corp. PropTech Acquisition Corp. 1.00000000 11.50000000 USD 2026-10-01 XXXX 56875.00000000 N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328107 -39548.00000000 NS USD -600338.64000000 -0.12107247133 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 31.59000000 0.000006370869 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 624.00000000 GBP 807.70000000 USD 2020-06-17 31.59000000 N N N Landcadia Holdings II, Inc. N/A 51476X105 199998.00000000 NS USD 1975980.24000000 0.398503103127 Long EC CORP US N 1 N N N N/A N/A N/A 400000.00000000 NS 15175.47000000 0.003060492085 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 210.74000000 MXN 2023-03-23 XXXX 11175.47000000 N N N N/A N/A N/A -153.00000000 NC USD 167836.94000000 0.033848284540 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2020-06-19 -19658205.00000000 USD 167836.94000000 N N N NCR Corp. 549300YKTY8JX1DV2R67 62886E207 925.00000000 NS USD 849672.51000000 0.171356537389 Long EP CORP US N 2 N N N GigCapital2, Inc. 549300OSKGXG2OH2XE50 375036100 3000.00000000 NS USD 29850.00000000 0.006019957784 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7.33000000 -0.00000147826 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 190.16000000 USD 147.00000000 GBP 2020-06-17 -7.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -5615.70000000 -0.00113253859 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 127978.35000000 USD 172075.00000000 CAD 2020-06-17 -5615.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -7250.52000000 -0.00146223867 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 129613.17000000 USD 172075.00000000 CAD 2020-06-17 -7250.52000000 N N N Clough Global Opportunities Fund 549300DTG68UBCNCPY15 18914E106 25493.00000000 NS USD 182784.81000000 0.036862875708 Long RF US N 1 N N N Eaton Vance New York Municipal Bond Fund 5493003LD9U89XVQ7W91 27827Y109 1763.00000000 NS USD 20397.91000000 0.004113720505 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6.95000000 0.000001401631 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 730.00000000 EUR 814.44000000 USD 2020-06-17 6.95000000 N N N Nuveen New York AMT-Free Quality Municipal Income Fund 549300V4X2BF3UXSCQ58 670656107 6738.00000000 NS USD 84225.00000000 0.016985961287 Long RF US N 1 N N N N/A N/A 624745113 158844.00000000 NS USD 55595.40000000 0.011212125997 N/A DO US N 1 Mudrick Capital Acquisition Corp. N/A Call Purchased Mudrick Capital Acquisition Corp. Mudrick Capital Acquisition Corp. 1.00000000 11.50000000 USD 2025-03-12 XXXX 55595.40000000 N N N DPL, Inc. N/A 256882AD3 2500000.00000000 PA USD 2462500.00000000 0.496621308040 Long DBT CORP US N 2 2021-10-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 125000.00000000 NS USD 2500.00000000 0.000504184069 N/A DO KY N 2 Kaixin Auto Holdings 549300WYFZM867Q8Q259 Call Purchased Kaixin Auto Holdings Kaixin Auto Holdings 1.00000000 11.50000000 USD 2024-04-30 XXXX 2500.00000000 N N N DTF Tax-Free Income, Inc. 549300UTPMUSB8BKGI82 23334J107 12391.00000000 NS USD 172854.45000000 0.034860183983 Long RF US N 1 N N N N/A N/A 68839R120 75000.00000000 NS USD 63000.00000000 0.012705438540 N/A DO US N 2 Osprey Technology Acquisition Corp. N/A Call Purchased Osprey Technology Acquisition Corp. Osprey Technology Acquisition Corp. 1.00000000 11.50000000 USD 2024-10-30 XXXX 63000.00000000 N N N Invesco Trust for Investment Grade New York Municipals FNS6N81D3V131ZZWNT79 46131T101 4372.00000000 NS USD 52901.20000000 0.010668776910 Long RF US N 1 N N N N/A N/A 78669Q118 154500.00000000 NS 54892.35000000 0.011070339353 N/A DO BM N 3 Sagicor Financial Co. Ltd. N/A Call Purchased Sagicor Financial Co. Ltd. Sagicor Financial Co. Ltd. 1.00000000 11.50000000 CAD 2024-12-05 XXXX 54892.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 6.28000000 0.000001266510 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 730.00000000 EUR 813.77000000 USD 2020-06-17 6.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 18045.34000000 0.003639269179 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409745.00000000 CAD 309415.29000000 USD 2020-06-17 18045.34000000 N N N Acamar Partners Acquisition Corp. N/A 004285102 300000.00000000 NS USD 2955000.00000000 0.595945569649 Long EC CORP US N 1 N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAD2 1225000.00000000 PA USD 957366.50000000 0.193075575027 Long DBT CORP US Y 2 2024-11-15 Fixed 1.00000000 N N N N Y Chart Industries, Inc. 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Maturity 59 Months 01/13/25 Flutter Entertainment plc 9164343.43000000 USD 1332059.88000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 9164343.00000000 USD 1332059.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.34000000 0.000001883631 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 730.00000000 EUR 816.83000000 USD 2020-06-17 9.34000000 N N N Wix.com Ltd. 5493008P6N29Q1AG9464 N/A 1259.00000000 NS USD 126932.38000000 0.025598913538 Long EC CORP IL N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5.53000000 -0.00000111525 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 154.78000000 USD 120.00000000 GBP 2020-06-17 -5.53000000 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T503 39775.00000000 NS USD 1159687.54000000 0.233878393110 Long EP CORP US N 2 N N N BlackRock Multi-Sector Income Trust 549300BOVTR6GS7HLC41 09258A107 9342.00000000 NS USD 112757.94000000 0.022740302803 Long RF US N 1 N N N PTC Therapeutics, Inc. 549300UJLWOIWFDGB318 69366J200 -30977.00000000 NS USD -1381883.97000000 -0.27868955319 Short EC CORP US N 1 N N N Calamos Strategic Total Return Fund 54930048NQ2YBS3TXW78 128125101 14931.00000000 NS USD 145875.87000000 0.029419315886 Long RF US N 1 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301106 -24734.00000000 NS USD -103140.78000000 -0.02080077525 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 302.50000000 0.000061006272 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36163.00000000 EUR 40304.03000000 USD 2020-06-17 302.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 17011.06000000 0.003430682180 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409749.00000000 CAD 308383.85000000 USD 2020-06-17 17011.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 13735.55000000 0.002770098196 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 402618.00000000 CAD 300037.48000000 USD 2020-06-17 13735.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -7016.04000000 -0.00141495023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 129379.40000000 USD 172076.00000000 CAD 2020-06-17 -7016.04000000 N N N Encore Capital Group, Inc. 5493000UVC6H49CIH830 292554AL6 1400000.00000000 PA USD 1052750.58000000 0.212312028459 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 N/A 1.00000000 NC N/A 84.60000000 0.000017061588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4689.52000000 USD 4316.00000000 EUR 2020-06-17 84.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -26.95000000 -0.00000543510 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2392.99000000 USD 2139.00000000 EUR 2020-06-17 -26.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 9.82000000 0.000001980435 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 730.00000000 EUR 817.31000000 USD 2020-06-17 9.82000000 N N N BlackRock MuniVest Fund, Inc. 68LQJ5NLUNQI2T9OLL41 09253R105 5906.00000000 NS USD 47838.60000000 0.009647784002 Long RF US N 1 N N N AllianzGI Equity & Convertible Income Fund 549300E7CGC36IOELF91 018829101 6979.00000000 NS USD 129809.40000000 0.026179132598 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -71.46000000 -0.00001441159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4317.00000000 EUR 4703.77000000 USD 2020-06-17 -71.46000000 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257W100 -4055.00000000 NS USD -75504.10000000 -0.01522718574 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -78.95000000 -0.00001592213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4317.00000000 EUR 4696.28000000 USD 2020-06-17 -78.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 14562.97000000 0.002936966988 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409748.00000000 CAD 305935.05000000 USD 2020-06-17 14562.97000000 N N N LivePerson, Inc. 549300IN2P1JZ20G7N40 538146101 11971.00000000 NS USD 272340.25000000 0.054923846167 Long EC CORP US N 1 N N N SMART Global Holdings, Inc. 529900RDGHQY8XKXPN14 83205YAA2 1025000.00000000 PA USD 903830.11000000 0.182278697045 Long DBT CORP KY Y 2 2026-02-15 Fixed 2.25000000 N N N N Y SMART Global Holdings, Inc. USD XXXX N N N Greenvision Acquisition Corp. 549300Z6TFLNGRBTFZ11 39678G129 170000.00000000 NS USD 39100.00000000 0.007885438840 Long CORP US N 2 N N N N/A N/A 89621T116 445000.00000000 NS 4743.13000000 0.000956564233 N/A DO CA N 3 Trilogy International Partners, Inc. N/A Call Purchased Trilogy International Partners, Inc. Trilogy International Partners, Inc. 1.00000000 11.50000000 CAD 2022-02-07 XXXX 4743.13000000 N N N Atlassian Corp. plc 549300AGBII4MWBVJY22 N/A -208.00000000 NS USD -28550.08000000 -0.00575779820 Short EC CORP GB N 1 N N N Ivy High Income Opportunities Fund 549300C130E3EJZ8ZQ39 465893105 6220.00000000 NS USD 64688.00000000 0.013045863624 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 23.00000000 0.000004638493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 730.00000000 EUR 830.49000000 USD 2020-06-17 23.00000000 N N N SEACOR Holdings, Inc. 549300IQTYSR1SC4II14 811904101 -1515.00000000 NS USD -40844.40000000 -0.00823723831 Short EC CORP US N 1 N N N BlackRock MuniHoldings Fund, Inc. MZBVMGS24JR92TGE6Z32 09253N104 716.00000000 NS USD 11155.28000000 0.002249725784 Long RF US N 1 N N N N/A N/A 17143G114 23333.00000000 NS USD 38499.45000000 0.007764323743 N/A DO US N 1 Churchill Capital Corp. II N/A Call Purchased Churchill Capital Corp. II Churchill Capital Corp. II 1.00000000 11.50000000 USD 2024-07-24 XXXX 38499.45000000 N N N Eldorado Resorts, Inc. 5299000BKFWWVND5L441 28470R102 -23861.00000000 NS USD -343598.40000000 -0.06929473577 Short EC CORP US N 1 N N N N/A N/A 089482111 100000.00000000 NS USD 6490.00000000 0.001308861843 N/A DO US N 1 Big Rock Partners Acquisition Corp. 5493003FN4CLS0670T77 Call Purchased Big Rock Partners Acquisition Corp. Big Rock Partners Acquisition Corp. 1.00000000 11.50000000 USD 2022-12-01 XXXX 6490.00000000 N N N N/A N/A 31811A119 230000.00000000 NS USD 149500.00000000 0.030150207330 N/A DO US N 1 FinTech Acquisition Corp. III N/A Call Purchased FinTech Acquisition Corp. III FinTech Acquisition Corp. III 1.00000000 11.50000000 USD 2023-12-01 XXXX 149500.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -67.82000000 -0.00001367750 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2459.31000000 USD 2162.00000000 EUR 2020-06-17 -67.82000000 N N N Act II Global Acquisition Corp. N/A N/A 261810.00000000 NS USD 2584064.70000000 0.521137702081 Long EC CORP KY N 1 N N N Scorpio Tankers, Inc. 549300NVJUH16NXG8K87 N/A -11111.00000000 NS USD -212442.32000000 -0.04284401333 Short EC CORP MH N 1 N N N N/A N/A N/A 1.00000000 NC N/A -49.08000000 -0.00000989814 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4317.00000000 EUR 4726.15000000 USD 2020-06-17 -49.08000000 N N N N/A N/A N/A 50000.00000000 PA USD -357.12000000 -0.00007202168 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 34-V1 Markit CDX North American Investment Grade Index Series 34-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 691.32000000 USD 0.00000000 USD 50000.00000000 USD -357.12000000 N N N Monocle Acquisition Corp. N/A 609754106 86119.00000000 NS USD 865495.95000000 0.174547707936 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -23.02000000 -0.00000464252 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 800.38000000 USD 625.00000000 GBP 2020-06-17 -23.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -7662.51000000 -0.00154532618 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 130025.16000000 USD 172075.00000000 CAD 2020-06-17 -7662.51000000 N N N BlackRock California Municipal Income Trust LE6236HQD6DXEGUHE217 09248E102 8515.00000000 NS USD 108055.35000000 0.021791914419 Long RF US N 1 N N N IAC Financeco 3, Inc. 5493003IEL8HSZKWUI17 44932KAA4 775000.00000000 PA USD 708131.38000000 0.142811424243 Long DBT CORP US Y 2 2030-01-15 Fixed 2.00000000 N N N N N IAC/InterActiveCorp USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 6681.75000000 0.001347532761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 563768.90000000 USD 802208.00000000 CAD 2020-06-17 6681.75000000 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851406 7925.00000000 NS USD 742183.72000000 0.149678883180 Long EP CORP US N 2 N N N Eaton Vance Municipal Bond Fund 5493006Q4EBOXVQBQD12 27827X101 9839.00000000 NS USD 122790.72000000 0.024763649941 Long RF US N 1 N N N Washington Mutual, Inc. Escrow N/A N/A 5000000.00000000 PA USD 65000.00000000 0.013108785796 Long DBT CORP US N 3 2017-09-29 Fixed 0.00000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A -8.73000000 -0.00000176061 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2920.00000000 EUR 3221.21000000 USD 2020-06-17 -8.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -91390.54000000 -0.01843106173 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 317512865.00000000 JPY 2871231.19000000 USD 2020-06-17 -91390.54000000 N N N Proficient Alpha Acquisition Corp. 549300K8CYX0YLHICY89 74317H121 80000.00000000 NS USD 15992.00000000 0.003225164653 Long CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7015.84000000 -0.00141490990 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 129378.49000000 USD 172075.00000000 CAD 2020-06-17 -7015.84000000 N N N N/A N/A N/A 99990.00000000 NS USD 66993.30000000 0.013510781837 N/A DO BS N 1 OneSpaWorld Holdings Ltd. 5493007W8PZ8W6UC2X76 Call Purchased OneSpaWorld Holdings Ltd. OneSpaWorld Holdings Ltd. 1.00000000 11.50000000 USD 2024-03-19 XXXX 66993.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.23000000 -0.00000932337 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4821.46000000 USD 4317.00000000 EUR 2020-06-17 -46.23000000 N N N N/A N/A 492725114 50000.00000000 NS 177.65000000 0.000035827319 N/A DO CA N 3 Kew Media Group, Inc. 5493004QN0GBTWYXYP63 Call Purchased Kew Media Group, Inc. Kew Media Group, Inc. 1.00000000 11.50000000 CAD 2021-07-25 XXXX 177.65000000 N N N Eaton Vance Tax Managed Global Buy Write Opportunities Fund 549300YMO6N2TLCMXO54 27829C105 38244.00000000 NS USD 285300.24000000 0.057537534364 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 15634.87000000 0.003153140950 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409749.00000000 CAD 307007.66000000 USD 2020-06-17 15634.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 92.17000000 0.000018588258 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2918.00000000 EUR 3319.90000000 USD 2020-06-17 92.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.01000000 0.000001615405 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 687.00000000 EUR 767.93000000 USD 2020-06-17 8.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.11000000 0.000005870719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 624.00000000 GBP 805.22000000 USD 2020-06-17 29.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 20.08000000 0.000004049606 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 669.00000000 EUR 760.09000000 USD 2020-06-17 20.08000000 N N N Senseonics Holdings, Inc. 549300RCH6Z07TBHJ258 81727UAB1 675000.00000000 PA USD 607057.78000000 0.122427544674 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 Pivotal Investment Corp. II 549300W71XJ8DIF9RQ35 72582K100 49998.00000000 NS USD 495480.18000000 0.099925285319 Long EC CORP US N 1 N N N N/A N/A 58518F117 128200.00000000 NS USD 28204.00000000 0.005688002993 N/A DO US N 1 Megalith Financial Acquisition Corp. N/A Call Purchased Megalith Financial Acquisition Corp. Megalith Financial Acquisition Corp. 1.00000000 11.50000000 USD 2023-09-21 XXXX 28204.00000000 N N N Federated Premier Municipal Income Fund C0TUI5ZPEIY028NN4Q23 31423P108 13699.00000000 NS USD 178771.95000000 0.036053587675 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12.18000000 0.000002456384 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 730.00000000 EUR 819.67000000 USD 2020-06-17 12.18000000 N N N DEMC Ltd. 5493004JFDUCV1UTK851 N/A 12969.00000000 NS USD 0.13000000 0.000000026217 Long EC CORP US Y 3 N N N Greenvision Acquisition Corp. 549300Z6TFLNGRBTFZ11 39678G103 19500.00000000 NS USD 189150.00000000 0.038146566666 Long EC CORP US N 2 N N N Nuveen Municipal High Income Opportunity Fund BN7VUB6JBYC7TTWZRZ58 670682103 9200.00000000 NS USD 114540.00000000 0.023099697308 Long RF US N 1 N N N Intercept Pharmaceuticals, Inc. N/A 45845PAB4 400000.00000000 PA USD 340315.93000000 0.068632748143 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 Invesco Municipal Income Opportunities Trust DJSR2NJ3985722G80Y20 46132X101 6062.00000000 NS USD 41706.56000000 0.008411113251 Long RF US N 1 N N N Penson Worldwide, Inc. N/A 709600100 -212307.00000000 NS USD 0.00000000 0.000000 Short EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -6464.50000000 -0.00130371916 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 128828.57000000 USD 172077.00000000 CAD 2020-06-17 -6464.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.49000000 0.000006754049 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625.00000000 GBP 810.85000000 USD 2020-06-17 33.49000000 N N N Cytokinetics, Inc. 549300BE5DY1HW7IHA64 23282W605 -210307.00000000 NS USD -2479519.53000000 -0.50005369839 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 24.52000000 0.000004945037 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 625.00000000 GBP 801.88000000 USD 2020-06-17 24.52000000 N N N MFS Investment Grade Municipal Trust TQV30XJRB3S7V50XRW52 59318B108 615.00000000 NS USD 5639.55000000 0.001137348506 Long RF US N 1 N N N Hercules Capital, Inc. 549300UJ5OC256GR2B73 427096AF9 1225000.00000000 PA USD 1123937.50000000 0.226668552855 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 N/A N/A 87615L115 53333.00000000 NS USD 7999.95000000 0.001613378937 N/A DO US N 1 Target Hospitality Corp. N/A Call Purchased Target Hospitality Corp. Target Hospitality Corp. 1.00000000 11.50000000 USD 2024-03-15 XXXX 7999.95000000 N N N Novellus Systems, Inc. N/A 670008AD3 2400000.00000000 PA USD 18084153.60000000 3.647096859144 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 52539T115 125000.00000000 NS USD 21250.00000000 0.004285564587 N/A DO US N 2 Leisure Acquisition Corp. N/A Call Purchased Leisure Acquisition Corp. Leisure Acquisition Corp. 1.00000000 11.50000000 USD 2022-12-28 XXXX 21250.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 35.73000000 0.000007205798 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 625.00000000 GBP 813.09000000 USD 2020-06-17 35.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -6145.70000000 -0.00123942561 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 457156.00000000 EUR 499535.28000000 USD 2020-06-17 -6145.70000000 N N N N/A N/A N/A 117500.00000000 NS USD 49350.00000000 0.009952593523 N/A DO BM N 1 International General Insurance Holdings Ltd. N/A Call Purchased International General Insurance Holdings Ltd. International General Insurance Holdings Ltd. 1.00000000 11.50000000 USD 2025-03-17 XXXX 49350.00000000 N N N N/A N/A 51476X113 116666.00000000 NS USD 46561.40000000 0.009390206445 N/A DO US N 1 Landcadia Holdings II, Inc. N/A Call Purchased Landcadia Holdings II, Inc. Landcadia Holdings II, Inc. 1.00000000 11.50000000 USD 2026-05-09 XXXX 46561.40000000 N N N RIB Software SE 549300TXKMFBJ0ECRO90 N/A 92202.00000000 NS 2888509.48000000 0.582536185277 Long EC CORP DE N 2 N N N Invesco Pennsylvania Value Municipal Income Trust 549300S5KHBL3XISY922 46132K109 1579.00000000 NS USD 19169.06000000 0.003865893868 Long RF US N 1 N N N N/A N/A N/A 370000.00000000 NS USD 29563.00000000 0.005962077453 N/A DO KY N 1 Glory Star New Media Group Holdings Ltd. N/A Call Purchased Glory Star New Media Group Holdings Ltd. Glory Star New Media Group Holdings Ltd. 0.50000000 11.50000000 USD 2025-02-20 XXXX 29563.00000000 N N N N/A N/A N/A 142386.00000000 NS USD 783.12000000 0.000157934651 N/A DO VG N 1 Roan Holdings Group Co. Ltd. 549300DSGUGS4PV35Z64 Call Purchased Roan Holdings Group Co. Ltd. Roan Holdings Group Co. Ltd. 0.50000000 12.00000000 USD 2021-07-06 XXXX 783.12000000 N N N Nuveen Diversified Dividend & Income Fund D5FGOSNM9N49JUUE1836 6706EP105 5454.00000000 NS USD 38396.16000000 0.007743492874 Long RF US N 1 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AH7 1726000.00000000 PA USD 1611643.97000000 0.325026085879 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 Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 298736109 -391.00000000 NS USD -33516.52000000 -0.00675939817 Short EC CORP US N 1 N N N N/A N/A 90070A111 95000.00000000 NS USD 23750.00000000 0.004789748656 N/A DO US N 3 Tuscan Holdings Corp. II 549300PT0K8ZAABWJU18 Call Purchased Tuscan Holdings Corp. II Tuscan Holdings Corp. II 1.00000000 11.50000000 USD 2025-07-16 XXXX 23750.00000000 N N N Precigen, Inc. 549300XCWNQU35K64G19 46122TAA0 2550000.00000000 PA USD 1255875.00000000 0.253276867100 Long DBT CORP US N 2 2023-07-01 Fixed 3.50000000 N N N N Y Precigen, Inc. USD XXXX N N N Unizo Holdings Co. Ltd. N/A N/A 12972.00000000 NS 720231.02000000 0.145251602535 Long EC CORP JP N 2 N N N Vonage Holdings Corp. 529900W7N0N4WLN1JY21 92886TAH5 775000.00000000 PA USD 625264.16000000 0.126099291374 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 Nuveen AMT-Free Municipal Value Fund 5493002K5IM2S29FUR04 670695105 2262.00000000 NS USD 35400.30000000 0.007139306920 Long RF US N 1 N N N Energy Future Holdings N/A N/A 1000000.00000000 PA USD 0.10000000 0.000000020167 Long DBT CORP US N 3 2018-12-01 None 0.00000000 Y N N N N N N/A N/A 24984K113 446823.00000000 NS USD 210006.81000000 0.042352835199 N/A DO US N 1 DermTech, Inc. N/A Call Purchased DermTech, Inc. DermTech, Inc. 0.25000000 23.00000000 USD 2024-08-29 XXXX 210006.81000000 N N N Etsy, Inc. 54930089Q7XT501AEA40 29786AAC0 225000.00000000 PA USD 283346.88000000 0.057143593167 Long DBT CORP US N 2 2023-03-01 None 0.00000000 N N N N Y Etsy, Inc. USD XXXX N N N iQIYI, Inc. 222100XL8T2Q5B8MS302 46267X108 -7537.00000000 NS USD -134158.60000000 -0.02705625153 Short EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A -64.45000000 -0.00001299786 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2449.30000000 USD 2156.00000000 EUR 2020-06-17 -64.45000000 N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328AA5 3800000.00000000 PA USD 2890818.27000000 0.583001807332 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 GX Acquisition Corp. N/A 36251A107 250000.00000000 NS USD 2450000.00000000 0.494100387695 Long EC CORP US N 1 N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 298736109 391.00000000 NS USD 33516.52000000 0.006759398173 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -406.65000000 -0.00008201058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1250100.00000000 JPY 11257.68000000 USD 2020-06-17 -406.65000000 N N N N/A N/A 609754114 336119.00000000 NS USD 100835.70000000 0.020335901413 N/A DO US N 1 Monocle Acquisition Corp. N/A Call Purchased Monocle Acquisition Corp. Monocle Acquisition Corp. 1.00000000 11.50000000 USD 2024-06-12 XXXX 100835.70000000 N N N Adams Diversified Equity Fund, Inc. 5493005W7G81BNPP7M23 006212104 18524.00000000 NS USD 233217.16000000 0.047033750682 Long RF US N 1 N N N Lumentum Holdings, Inc. 549300JLWRRC38DWEF52 55024UAC3 3175000.00000000 PA USD 3230562.50000000 0.651519258663 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 DEMC Ltd. N/A N/A 10488.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N National Energy Services Reunited Corp. N/A N/A -62795.00000000 NS USD -318998.60000000 -0.06433360487 Short EC CORP VG N 1 N N N BlackRock MuniYield Pennsylvania Quality Fund O1KCIUJBK2RN0MOX1Z59 09255G107 14396.00000000 NS USD 193194.32000000 0.038962199352 Long RF US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 -75351.00000000 NS USD -18084240.00000000 -3.64711428374 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 21703.53000000 0.004377029627 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 563649.00000000 CAD 422514.72000000 USD 2020-06-17 21703.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.77000000 -0.00000015528 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 729.00000000 EUR 805.61000000 USD 2020-06-17 -0.77000000 N N N PAE, Inc. N/A 69290Y109 -16666.00000000 NS USD -108162.34000000 -0.02181349148 Short EC CORP US N 1 N N N N/A N/A 12528N115 300000.00000000 NS USD 150000.00000000 0.030251044144 N/A DO US N 1 CF Finance Acquisition Corp. N/A Call Purchased CF Finance Acquisition Corp. CF Finance Acquisition Corp. 1.00000000 11.50000000 USD 2025-04-30 XXXX 150000.00000000 N N N Tobira Therapeutics, Inc. 54930086LNMGJM5NB025 888CVR990 11880.00000000 NS USD 130819.59000000 0.026382861280 Long CORP US Y 3 N N N Nuveen Quality Municipal Income Fund 549300RDIO25ZNWCOA97 67066V101 11412.00000000 NS USD 156800.88000000 0.031622602285 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 13631.25000000 0.002749063636 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409751.00000000 CAD 305005.46000000 USD 2020-06-17 13631.25000000 N N N Mudrick Capital Acquisition Corp. N/A 624745105 150000.00000000 NS USD 1552500.00000000 0.313098306896 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 50954.49000000 0.010276176842 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1527178.00000000 CAD 1136931.80000000 USD 2020-06-17 50954.49000000 N N N Panera Bread Co. 5493008627EIK5RECQ92 69840W108 10533.00000000 NS USD 0.11000000 0.000000022184 Long EC CORP US Y 3 N N N Exact Sciences Corp. 549300VM3X1FYD4N9Z14 30063PAC9 4500000.00000000 PA USD 3530490.12000000 0.712006749815 Long DBT CORP US N 2 2028-03-01 Fixed 0.37500000 N N N N N Exact Sciences Corp. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 18332.47000000 0.003697175728 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 409746.00000000 CAD 309703.13000000 USD 2020-06-17 18332.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 24.52000000 0.000004945037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 625.00000000 GBP 801.88000000 USD 2020-06-17 24.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 26.75000000 0.000005394769 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2369.16000000 USD 2166.00000000 EUR 2020-06-17 26.75000000 N N N N/A N/A 00165R119 460000.00000000 NS USD 98992.00000000 0.019964075746 N/A DO US N 1 AMCI Acquisition Corp. N/A Call Purchased AMCI Acquisition Corp. AMCI Acquisition Corp. 1.00000000 11.50000000 USD 2025-10-01 XXXX 98992.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -7662.35000000 -0.00154529392 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 130025.00000000 USD 172075.00000000 CAD 2020-06-17 -7662.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 11.83000000 0.000002385799 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 669.00000000 EUR 751.84000000 USD 2020-06-17 11.83000000 N N N DFP Healthcare Acquisitions Corp. N/A 23343Q209 7500.00000000 NS USD 74400.00000000 0.015004517895 Long EC CORP US N 1 N N N N/A N/A 68373P118 250000.00000000 NS USD 17375.00000000 0.003504079280 N/A DO US N 1 Opes Acquisition Corp. 549300TMBK34NK5FIQ38 Call Purchased Opes Acquisition Corp. Opes Acquisition Corp. 1.00000000 11.50000000 USD 2023-01-15 XXXX 17375.00000000 N N N Omeros Corp. 549300CJWLXX2MXVVV71 682143102 -63202.00000000 NS USD -845010.74000000 -0.17041638132 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6.86000000 -0.00000138348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156.11000000 USD 120.00000000 GBP 2020-06-17 -6.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 17010.59000000 0.003430587393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 409747.00000000 CAD 308381.96000000 USD 2020-06-17 17010.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 6933.89000000 0.001398382749 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1087193.00000000 EUR 1209527.36000000 USD 2020-06-17 6933.89000000 N N N BlackRock Enhanced Capital and Income Fund, Inc. YNYNSGFZPAVB3Q7YA123 09256A109 9540.00000000 NS USD 123924.60000000 0.024992323634 Long RF US N 1 N N N N/A N/A 92511U110 66666.00000000 NS USD 117332.16000000 0.023662802344 N/A DO US N 1 Verra Mobility Corp. N/A Call Purchased Verra Mobility Corp. Verra Mobility Corp. 1.00000000 11.50000000 USD 2023-10-17 XXXX 117332.16000000 N N N Invesco Municipal Opportunity Trust WERC5RXCUSU16MOTZ848 46132C107 7036.00000000 NS USD 80562.20000000 0.016247271123 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -83.54000000 -0.00001684781 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4317.00000000 EUR 4691.69000000 USD 2020-06-17 -83.54000000 N N N First Trust Senior Floating Rate Income Fund II 549300188EQ1UO018C30 33733U108 8545.00000000 NS USD 81262.95000000 0.016388593918 Long RF US N 1 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A -11.00000000 NS -55.06000000 -0.00001110414 Short EC CORP LU N 2 N N N Nuveen Preferred & Income Securities Fund 1V4KW82TOLZ6S7J7N128 67072C105 35092.00000000 NS USD 254767.92000000 0.051379970630 Long RF US N 1 N N N OPKO Health, Inc. 529900A4S2D4OGOJLL02 68375NAD5 5075000.00000000 PA USD 3331851.69000000 0.671946617050 Long DBT CORP US N 2 2025-02-15 Fixed 4.50000000 N N N N Y OPKO Health, Inc. USD XXXX N N N Lazard Global Total Return and Income Fund, Inc. MZRC4RJENF0LPRIWFB85 52106W103 3698.00000000 NS USD 44412.98000000 0.008956926790 Long RF US N 1 N N N N/A N/A 00436Q114 66666.00000000 NS USD 99999.00000000 0.020167161089 N/A DO US N 1 Accel Entertainment, Inc. N/A Call Purchased Accel Entertainment, Inc. Accel Entertainment, Inc. 1.00000000 11.50000000 USD 2024-11-20 XXXX 99999.00000000 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419LAD3 1150000.00000000 PA USD 786194.79000000 0.158554755323 Long DBT CORP US N 2 2024-11-01 Fixed 1.12500000 N N N N Y Wayfair, Inc. USD XXXX N N N PennyMac Corp. EWN0I878407TKQNXZ933 70932AAC7 825000.00000000 PA USD 513826.22000000 0.103625197759 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 Virtus Total Return Fund, Inc. 549300KKRHI4GF7RNQ81 92835W107 1935.00000000 NS USD 13932.00000000 0.002809716980 Long RF US N 1 N N N MINDBODY, Inc. 549300DOX928XM8ENR47 60255W105 21570.00000000 NS USD 753095.63000000 0.151879527655 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -23.28000000 -0.00000469496 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 651.38000000 USD 505.00000000 GBP 2020-06-17 -23.28000000 N N N N/A N/A N/A 259500.00000000 NS USD 85635.00000000 0.017270321102 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 11.50000000 USD 2023-06-06 XXXX 85635.00000000 N N N N/A N/A 65342K113 547770.00000000 NS USD 43821.60000000 0.008837661040 N/A DO US N 2 NextDecade Corp. 549300XB4GCLNGHFTT48 Call Purchased NextDecade Corp. NextDecade Corp. 1.00000000 11.50000000 USD 2022-07-24 XXXX 43821.60000000 N N N AllianceBernstein National Municipal Income Fund, Inc. MNYPOOOZYY8V01GEIT28 01864U106 1121.00000000 NS USD 14292.75000000 0.002882470741 Long RF US N 1 N N N Power Corp. of Canada 549300BE2CB8T87IJV50 739239101 -10.00000000 NS -160.88000000 -0.00003244525 Short EC CORP CA N 1 N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 2.00000000 NS USD 252.46000000 0.000050914524 Long EC CORP US N 1 N N N N/A N/A N/A -61.00000000 NC USD -155844.21000000 -0.03142966717 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2020-06-19 -8459937.50000000 USD -155844.21000000 N N N N/A N/A N/A 115000.00000000 NS USD 67850.00000000 0.013683555634 N/A DO KY N 1 Replay Acquisition Corp. N/A Call Purchased Replay Acquisition Corp. Replay Acquisition Corp. 1.00000000 11.50000000 USD 2024-04-08 XXXX 67850.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 23.94000000 0.000004828066 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 625.00000000 GBP 801.30000000 USD 2020-06-17 23.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.09000000 -0.00000122819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210.07000000 USD 164.00000000 GBP 2020-06-17 -6.09000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400624 45876.00000000 NS USD 279384.84000000 0.056344554187 Long EP CORP US N 1 N N N N/A N/A 362409112 314900.00000000 NS USD 226413.10000000 0.045661551220 N/A DO US N 1 GTY Technology Holdings, Inc. N/A Call Purchased GTY Technology Holdings, Inc. GTY Technology Holdings, Inc. 1.00000000 0.00000100 USD 2024-02-19 XXXX -170358.95000000 N N N Pioneer Municipal High Income Trust 1SKUXW31ZFWF61CETQ82 723763108 5914.00000000 NS USD 66946.48000000 0.013501339478 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796SZ3 3218000.00000000 PA USD 3217253.81000000 0.648835246871 Long STIV UST US N 2 2020-07-16 None 0.00000000 N N N N N N N/A N/A 705163111 122916.00000000 NS USD 14135.34000000 0.002850725295 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 11.50000000 USD 2024-06-20 XXXX 14135.34000000 N N N BlackRock Floating Rate Income Strategies Fund, Inc. UZXE8UOGW61VMG5WLP57 09255X100 22127.00000000 NS USD 221491.27000000 0.044668947909 Long RF US N 1 N N N N/A N/A N/A 180000.00000000 NS USD 126000.00000000 0.025410877081 N/A DO KY N 2 Act II Global Acquisition Corp. N/A Call Purchased Act II Global Acquisition Corp. Act II Global Acquisition Corp. 1.00000000 11.50000000 USD 2024-04-30 XXXX 126000.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -7753.52000000 -0.00156368050 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 130116.17000000 USD 172075.00000000 CAD 2020-06-17 -7753.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.64000000 -0.00000154078 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201.67000000 USD 156.00000000 GBP 2020-06-17 -7.64000000 N N N NextEra Energy, Inc. N/A 65339F796 56425.00000000 NS USD 2755797.00000000 0.555771578004 Long EP CORP US N 2 N N N 2020-04-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX