NPORT-P false 0001444822 XXXXXXXX S000024177 C000145937 C000070967 C000070968 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Diversified Arbitrage Fund S000024177 9SU636C3FFO5J0KHWM63 2020-12-31 2020-06-30 N 730315336.43 223605757.91 506709578.52 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 91694834.54000000 USD N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VBG1 1279000.00000000 PA USD 4678549.01000000 0.923319630875 Long DBT CORP US N 2 2042-10-15 Fixed 2.75000000 N N N N Y Anthem, Inc. USD XXXX N N N BlackRock MuniHoldings Quality Fund, Inc. 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(The) 549300O00VUGT4H1PE90 88339PAA9 1475000.00000000 PA USD 1457483.21000000 0.287636798628 Long DBT CORP US Y 2 2025-06-15 Fixed 3.00000000 N N N N Y RealReal Inc. (The) USD XXXX N N N Live Oak Acquisition Corp. N/A 53804F202 379500.00000000 NS USD 3802590.00000000 0.750447625463 Long EC CORP US N 1 N N N Green Plains, Inc. VJ5WLTHARBSDR14KIZ98 393222AF1 500000.00000000 PA USD 395327.45000000 0.078018546867 Long DBT CORP US N 2 2022-09-01 Fixed 4.12500000 N N N N Y Green Plains, Inc. 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USD XXXX N N N N/A N/A 362409112 314900.00000000 NS USD 103917.00000000 0.020508197280 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 -292855.05000000 N N N BlackRock MuniYield Investment Fund EIZ2BGDWQ33G5NLLRC32 09254R104 1615.00000000 NS USD 21721.75000000 0.004286824429 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3877.92000000 -0.00076531412 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 373109.00000000 CAD 270994.85000000 USD 2020-09-16 -3877.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -512.55000000 -0.00010115261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113197.35000000 USD 152957.00000000 CAD 2020-09-16 -512.55000000 N N N Livent Corp. 254900OOLQ2VNMZTJL47 53814LAA6 3675000.00000000 PA USD 3618755.71000000 0.714167614626 Long DBT CORP US Y 2 2025-07-15 Fixed 4.12500000 N N N N N Livent Corp. 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Maturity 13-61 Months 08/12/20 to 06/30/25 Portola Pharmaceuticals, Inc. 4562156.06000000 USD 42306.39000000 USD TerraForm Power, Inc., Class A 1341971.00000000 USD 164471.50000000 USD Legg Mason, Inc. 6487599.00000000 USD 8227.56000000 USD Mobile Mini, Inc. 1285816.50000000 USD -102421.62000000 USD FB Financial Corp. 351362.45000000 USD 186977.42000000 USD Franklin Financial Network, Inc. 378525.00000000 USD -184667.40000000 USD E*TRADE Financial Corp. 6519553.27000000 USD 1473916.80000000 USD WESCO International, Inc., Series A 265.20000000 USD 45.10000000 USD WESCO International, Inc. 35.11000000 USD 3.91000000 USD Tiffany & Co. 6496475.44000000 USD -145364.93000000 USD 58.com, Inc. 2246978.58000000 USD -23317.64000000 USD First Horizon National Corp. 6198894.84000000 USD 1257036.60000000 USD South State Corp. 381.28000000 USD -222.85000000 USD Wright Medical Group NV 6434914.96000000 USD -36916.26000000 USD LogMeIn, Inc. 6453285.79000000 USD 8642.87000000 USD Fidelity National Financial, Inc. 30.66000000 USD 0.42000000 USD Cincinnati Bell, Inc. 3710435.85000000 USD 270154.58000000 USD Delphi Technologies plc 5455375.31000000 USD 120213.91000000 USD BorgWarner, Inc. 5836855.00000000 USD -660665.51000000 USD AbbVie, Inc. 98.18000000 USD -20.81000000 USD Eldorado Resorts, Inc. 2040856.70000000 USD -503059.84000000 USD Fitbit, Inc., Class A 4457393.54000000 USD -245604.52000000 USD WillScot Corp. 1276660.62000000 USD 100199.30000000 USD Willis Towers Watson plc 5672160.00000000 USD 299602.42000000 USD Aon plc, Class A 5990630.40000000 USD -307360.40000000 USD Bitauto Holdings Ltd. 742731.00000000 USD 7996.71000000 USD Acacia Communications, Inc. 6428403.25000000 USD -9727.70000000 USD Xperi Holding Corp. 147.60000000 USD 1.22000000 USD Taubman Centers, Inc. 6652368.00000000 USD -2517933.96000000 USD ForeScout Technologies, Inc. 4322616.40000000 USD -2348065.22000000 USD Caesars Entertainment Corp. 6337815.83000000 USD 1429418.72000000 USD Genworth Financial, Inc., Class A 1948697.52000000 USD -1403274.06000000 USD CoreLogic, Inc. 33610.00000000 USD 1109.80000000 USD Morgan Stanley 6603093.00000000 USD -1334798.95000000 USD IBERIABANK Corp. 6183056.88000000 USD -1211082.18000000 USD Y 2020-08-12 0.00000000 USD 0.00000000 USD 122451250.00000000 USD -5664178.62000000 N N N Ares Dynamic Credit Allocation Fund, Inc. 549300BZI16VZUT2N044 04014F102 20500.00000000 NS USD 244565.00000000 0.048265320090 Long RF US N 1 N N N Voya Emerging Markets High Income Dividend Equity Fund 549300MBU0OQHUKI2Y86 92912P108 8003.00000000 NS USD 49698.63000000 0.009808109439 Long RF US N 1 N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168Q120 97400.00000000 NS USD 4837858.00000000 0.954759531905 Long EP CORP CA N 2 N N N N/A N/A 24984K113 446823.00000000 NS USD 245752.65000000 0.048499704844 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 245752.65000000 N N N Zendesk, Inc. 549300SLI6BN94BKKO36 98936J101 -11116.00000000 NS USD -984099.48000000 -0.19421371170 Short EC CORP US N 1 N N N Coherus Biosciences, Inc. 5493007IL8W5MV932D26 19249HAA1 950000.00000000 PA USD 1056495.67000000 0.208501223340 Long DBT CORP US Y 2 2026-04-15 Fixed 1.50000000 N N N N N Coherus Biosciences, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -2286.67000000 -0.00045127822 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 737365.11000000 USD 79287319.00000000 JPY 2020-09-16 -2286.67000000 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419LAD3 1050000.00000000 PA USD 1872181.26000000 0.369478166461 Long DBT CORP US N 2 2024-11-01 Fixed 1.12500000 N N N N Y Wayfair, Inc. USD XXXX N N N Eaton Vance National Municipal Opportunities Trust 54930084Z1GHZMB5XL81 27829L105 4115.00000000 NS USD 80859.75000000 0.015957809646 Long RF US N 1 N N N Ivy High Income Opportunities Fund 549300C130E3EJZ8ZQ39 465893105 7010.00000000 NS USD 78792.40000000 0.015549814595 Long RF US N 1 N N N Ranpak Holdings Corp. 5493000Z9EZR9DCYOO86 75321W103 -5110.00000000 NS USD -38018.40000000 -0.00750299611 Short EC CORP US N 1 N N N N/A N/A 58518F117 128200.00000000 NS USD 107688.00000000 0.021252410565 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 107688.00000000 N N N CryoPort, Inc. N/A 229050307 -50589.00000000 NS USD -1530317.25000000 -0.30201072071 Short EC CORP US N 1 N N N Nuveen Real Estate Income Fund LXJVVL0330BRT3R7PH61 67071B108 22131.00000000 NS USD 165318.57000000 0.032625901898 Long RF US N 1 N N N BlackRock Energy and Resources Trust GG70RT52UUBWY2PJSI68 09250U101 7052.00000000 NS USD 50985.96000000 0.010062166211 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1203.90000000 0.000237591719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 185728.00000000 EUR 210227.89000000 USD 2020-09-16 1203.90000000 N N N Quicksilver Resources, Inc. HLBMKU9SSVMIDPDMNR16 74837R104 14730.00000000 NS USD 72676.94000000 0.014342918129 Long EC CORP US Y 3 N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAD2 1225000.00000000 PA USD 1288342.09000000 0.254256509964 Long DBT CORP US Y 2 2024-11-15 Fixed 1.00000000 N N N N Y Chart Industries, Inc. USD XXXX N N N Inseego Corp. 549300E27VG1NWGNA141 45782BAD6 3700000.00000000 PA USD 3878288.02000000 0.765386758886 Long DBT CORP US N 2 2025-05-01 Fixed 3.25000000 N N N N N Inseego Corp. USD XXXX N N N Inovio Pharmaceuticals, Inc. 529900B9W875XDZXTM97 45773HAB8 2075000.00000000 PA USD 10329606.72000000 2.038565513241 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 Silicon Laboratories, Inc. 4PRDF8Q9TDHRVZKZSZ47 826919AC6 1025000.00000000 PA USD 1100509.70000000 0.217187467269 Long DBT CORP US Y 2 2025-06-15 Fixed 0.62500000 N N N N Y Silicon Laboratories, Inc. USD XXXX N N N AdaptHealth Corp. N/A 00653Q102 -25784.00000000 NS USD -415122.40000000 -0.08192511402 Short EC CORP US N 1 N N N Pinduoduo, Inc. 5493000573DS7005T657 722304102 2.00000000 NS USD 171.68000000 0.000033881340 Long EC CORP KY N 1 N N N RealPage, Inc. 5493001RSFZX4122A604 75606N109 -5183.00000000 NS USD -336946.83000000 -0.06649703188 Short EC CORP US N 1 N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 298736109 -391.00000000 NS USD -37465.62000000 -0.00739390404 Short EC CORP US N 1 N N N N/A N/A 550789119 1274000.00000000 NS 4692.10000000 0.000925993941 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 4692.10000000 N N N N/A N/A 50201G114 14375.00000000 NS USD 13081.25000000 0.002581607010 N/A DO US N 1 LGL Systems Acquisition Corp. N/A Call Purchased LGL Systems Acquisition Corp. LGL Systems Acquisition Corp. 1.00000000 11.50000000 USD 2026-11-12 XXXX 13081.25000000 N N N Bloomin' Brands, Inc. E1UJ2GO305B5FXGV7N04 094235AA6 975000.00000000 PA USD 1112764.58000000 0.219605988750 Long DBT CORP US Y 2 2025-05-01 Fixed 5.00000000 N N N N Y Bloomin' Brands, Inc. USD XXXX N N N Aberdeen Emerging Markets Equity Income Fund, Inc. 549300MSYUW07RYUZD27 00301W105 9596.00000000 NS USD 58055.80000000 0.011457411199 Long RF US N 1 N N N N/A N/A 049430119 321747.00000000 NS USD 125481.33000000 0.024763954604 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 125481.33000000 N N N QTS Realty Trust, Inc. 5493006PA4CJK4OG2J54 74736A103 -15551.00000000 NS USD -996663.59000000 -0.19669326025 Short EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TD1 6810000.00000000 PA USD 6808901.89000000 1.343748407102 Long STIV UST US N 2 2020-08-13 None 0.00000000 N N N N N N N/A N/A 705163111 122916.00000000 NS USD 12291.60000000 0.002425768235 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 12291.60000000 N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 221.00000000 NS USD 1297.27000000 0.000256018448 Long EC CORP US N 1 N N N Blackline, Inc. 529900P9N7PK9LV5EK56 09239B109 -6686.00000000 NS USD -554336.26000000 -0.10939920686 Short EC CORP US N 1 N N N Silicon Laboratories, Inc. 4PRDF8Q9TDHRVZKZSZ47 826919102 -5346.00000000 NS USD -536043.42000000 -0.10578908367 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 674.18000000 0.000133050573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77126.00000000 CAD 57493.60000000 USD 2020-09-16 674.18000000 N N N FireEye, Inc. 549300E9D2UJUFLLY524 31816QAF8 525000.00000000 PA USD 474882.47000000 0.093718865821 Long DBT CORP US N 2 2024-06-01 Fixed 0.87500000 N N N N Y FireEye, Inc. USD XXXX N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 77870115.69160000 NS USD 77885689.72000000 15.37087377497 Long STIV RF US N 1 N N N NetEnt AB 549300KMAL1H1YLMWP02 N/A 136670.00000000 NS 1052422.61000000 0.207697397999 Long EC CORP SE N 2 N N N Vonage Holdings Corp. 529900W7N0N4WLN1JY21 92886T201 -11187.00000000 NS USD -112541.22000000 -0.02221020181 Short EC CORP US N 1 N N N Federated Hermes Premier Municipal Income Fund C0TUI5ZPEIY028NN4Q23 31423P108 13518.00000000 NS USD 178437.60000000 0.035214964856 Long RF US N 1 N N N Datadog, Inc. 549300F6JNO0KRPO1K63 23804L103 -12676.00000000 NS USD -1102178.20000000 -0.21751674859 Short EC CORP US N 1 N N N Patriot National Bancorp N/A N/A 2090900.00000000 NS USD 259877.96000000 0.051287358877 Long EC CORP US Y 3 N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 122017106 -8793.00000000 NS USD -1731605.49000000 -0.34173529836 Short EC CORP US N 1 N N N Precigen, Inc. 549300XCWNQU35K64G19 46122TAA0 2550000.00000000 PA USD 994500.00000000 0.196266272073 Long DBT CORP US N 2 2023-07-01 Fixed 3.50000000 N N N N Y Precigen, Inc. USD XXXX N N N N/A N/A 31811A119 230000.00000000 NS USD 529000.00000000 0.104399052716 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 529000.00000000 N N N BlackRock Floating Rate Income Trust CORWREIZL67PMUN7T798 091941104 25282.00000000 NS USD 277596.36000000 0.054784115352 Long RF US N 1 N N N HCI Group, Inc. 549300CZF7EZJH0MPH74 40416EAD5 1175000.00000000 PA USD 1161452.58000000 0.229214648634 Long DBT CORP US N 2 2037-03-01 Fixed 4.25000000 N N N N Y HCI Group, Inc. USD XXXX N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAE5 575000.00000000 PA USD 11500.00000000 0.002269544624 Long DBT CORP US N 3 2020-01-15 Fixed 0.25000000 Y N N N N SunEdison, Inc. USD XXXX N N N BlackRock MuniYield Quality Fund III, Inc. UB5J2GS6Q51M6A2L8886 09254E103 200.00000000 NS USD 2604.00000000 0.000513903843 Long RF US N 1 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 1044.00000000 NS USD 46092.60000000 0.009096453265 Long EC CORP US N 1 N N N JOYY, Inc. 549300N6CHVU5CQZPW24 46591M109 -1851.00000000 NS USD -163906.05000000 -0.03234713866 Short EC CORP KY N 1 N N N Jazz Investments I Ltd. N/A 472145AE1 2750000.00000000 PA USD 2771714.00000000 0.547002487716 Long DBT CORP BM Y 2 2026-06-15 Fixed 2.00000000 N N N N N Jazz Pharmaceuticals plc USD XXXX N N N Selectquote, Inc. 549300BV28BWDIN9SP24 816307300 7000.00000000 NS USD 177310.00000000 0.034992431072 Long EC CORP US N 1 N N N Grubhub, Inc. 529900CR2K1AJ5W4RR39 400110102 46774.00000000 NS USD 3288212.20000000 0.648934288869 Long EC CORP US N 1 N N N Pioneer Floating Rate Trust 14KCTV0UEB8JC8MU2I61 72369J102 548.00000000 NS USD 5211.48000000 0.001028494471 Long RF US N 1 N N N Chimera Investment Corp. 2JBBQFJOL123LOUBE657 16934Q208 807692.00000000 NS USD 7761920.12000000 1.531828181079 Long EC CORP US N 1 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BE8 1025000.00000000 PA USD 1083937.50000000 0.213916915319 Long DBT CORP CA Y 2 2025-07-01 Fixed 4.00000000 N N N N N Air Canada CAD XXXX N N N Nuveen Tax-Advantaged Total Return Strategy Fund LYX9FVHXPB1ZJXLXRJ27 67090H102 1368.00000000 NS USD 11026.08000000 0.002176015703 Long RF US N 1 N N N 2020 Mandatory Exchangeable Trust N/A 901376202 2350.00000000 NS USD 2596280.00000000 0.512380288445 Long EP CORP US Y 2 N N N DEMC Ltd. 5493004JFDUCV1UTK851 N/A 12969.00000000 NS USD 0.13000000 0.000000025655 Long EC CORP US Y 3 N N N BlackRock Enhanced International Dividend Trust N8Y5YESYCLFDXNNUQV93 092524107 2600.00000000 NS USD 13364.00000000 0.002637408205 Long RF US N 1 N N N Big Rock Partners Acquisition Corp. 5493003FN4CLS0670T77 089482129 200000.00000000 NS USD 56000.00000000 0.011051695561 Long CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 967.14000000 0.000190866729 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 101510.00000000 CAD 75750.47000000 USD 2020-09-16 967.14000000 N N N N/A N/A N/A 117500.00000000 NS USD 39950.00000000 0.007884200673 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 -28787.50000000 N N N BlackRock Limited Duration Income Trust 4VIZ12RURKQTKPDDB492 09249W101 7431.00000000 NS USD 103513.83000000 0.020428630992 Long RF US N 1 N N N Veeco Instruments, Inc. 5493004201F72ADDZW04 922417AE0 3675000.00000000 PA USD 4235437.50000000 0.835870818225 Long DBT CORP US Y 2 2027-06-01 Fixed 3.75000000 N N N N Y Veeco Instruments, Inc. USD XXXX N N N Chimera Investment Corp. 2JBBQFJOL123LOUBE657 16934Q208 -807692.00000000 NS USD -7761920.12000000 -1.53182818107 Short EC CORP US N 1 N N N Boulder Growth & Income Fund, Inc. N/A 101507101 6347.00000000 NS USD 59788.74000000 0.011799409866 Long RF US N 1 N N N KBL Merger Corp. IV N/A 48242A120 1000000.00000000 NS USD 250000.00000000 0.049337926614 Long CORP US N 1 N N N Livongo Health, Inc. 54930061HKCVF1H2O156 539183AB9 2250000.00000000 PA USD 2676766.64000000 0.528264464196 Long DBT CORP US Y 2 2025-06-01 Fixed 0.87500000 N N N N N Livongo Health, Inc. USD XXXX N N N Senseonics Holdings, Inc. 549300RCH6Z07TBHJ258 81727UAB1 675000.00000000 PA USD 338506.28000000 0.066804792005 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 Five9, Inc. 254900MXP6EWY0SFFR59 338307101 -6863.00000000 NS USD -759528.21000000 -0.14989418834 Short EC CORP US N 1 N N N Envista Holdings Corp. 549300BX623VURJZ5269 29415FAA2 1325000.00000000 PA USD 1612785.65000000 0.318286000179 Long DBT CORP US Y 2 2025-06-01 Fixed 2.37500000 N N N N N Envista Holdings Corp. USD XXXX N N N Legend Biotech Corp. N/A 52490G102 2000.00000000 NS USD 85120.00000000 0.016798577253 Long EC CORP KY N 1 N N N Nuveen New Jersey Quality Municipal Income Fund 5493006CFPL75HL16F31 67069Y102 9369.00000000 NS USD 124145.81000000 0.024500387453 Long RF US N 1 N N N Colfax Corp. 635400OP2DYYYMOIYL17 194014205 2075.00000000 NS USD 252441.60000000 0.049819780541 Long EP CORP US N 2 N N N FTI Consulting, Inc. 549300K17GM8EQD0FQ48 302941109 -7004.00000000 NS USD -802308.20000000 -0.15833689237 Short EC CORP US N 1 N N N Datadog, Inc. 549300F6JNO0KRPO1K63 23804LAA1 1625000.00000000 PA USD 1918398.80000000 0.378599276848 Long DBT CORP US Y 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog, Inc. USD XXXX N N N Xeris Pharmaceuticals, Inc. 5493001EPAB2LX05WW18 98422LAA5 1475000.00000000 PA USD 1453317.50000000 0.286814688651 Long DBT CORP US N 2 2025-07-15 Fixed 5.00000000 N N N N N Xeris Pharmaceuticals, Inc. USD XXXX N N N Invesco Municipal Trust GKS5Y4B1VKHV66WSPK53 46131J103 1343.00000000 NS USD 15793.68000000 0.003116909699 Long RF US N 1 N N N Miller N/A 600379101 5563.00000000 NS USD 33934.30000000 0.006696992012 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 9127962T5 5910000.00000000 PA USD 5906897.25000000 1.165736252164 Long STIV UST US N 2 2020-10-29 None 0.00000000 N N N N N N NanoString Technologies, Inc. 549300G4CK0Y3WRDMY89 63009R109 -12916.00000000 NS USD -379084.60000000 -0.07481299270 Short EC CORP US N 1 N N N Coherus Biosciences, Inc. 5493007IL8W5MV932D26 19249H103 -36008.00000000 NS USD -643102.88000000 -0.12691745079 Short EC CORP US N 1 N N N CorEnergy Infrastructure Trust, Inc. 549300RWMFYIPNXWXM78 21870UAB2 2300000.00000000 PA USD 1592749.68000000 0.314331867309 Long DBT CORP US Y 2 2025-08-15 Fixed 5.87500000 N N N N N CorEnergy Infrastructure Trust, Inc. USD XXXX N N N Zendesk, Inc. 549300SLI6BN94BKKO36 98936JAC5 1950000.00000000 PA USD 2080110.90000000 0.410513435738 Long DBT CORP US Y 2 2025-06-15 Fixed 0.62500000 N N N N Y Zendesk, Inc. USD XXXX N N N Colliers International Group, Inc. D3O8K13PHLEXXD1DT480 194693AA5 750000.00000000 PA USD 912656.25000000 0.180114268347 Long DBT CORP CA Y 2 2025-06-01 Fixed 4.00000000 N N N N N Colliers International Group, Inc. CAD XXXX N N N OneSpaWorld Holdings Ltd. 5493007W8PZ8W6UC2X76 N/A -29997.00000000 NS USD -143085.69000000 -0.02823820509 Short EC CORP BS N 1 N N N Copa Holdings SA 529900BB9UQJV6QQHA59 21720AAA0 5500000.00000000 PA USD 6251836.64000000 1.233810629406 Long DBT CORP PA Y 2 2025-04-15 Fixed 4.50000000 N N N N Y Copa Holdings SA USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 54.34000000 0.000010724091 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10067.31000000 USD 13739.00000000 CAD 2020-09-16 54.34000000 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301AF3 475000.00000000 PA USD 447849.72000000 0.088383906479 Long DBT CORP US N 2 2024-07-01 Fixed 2.87500000 N N N N Y EZCORP, Inc. USD XXXX N N N Invesco Dynamic Credit Opportunities Fund UJGJ6DJQ6L11ZHIVZG65 46132R104 37608.00000000 NS USD 334711.20000000 0.066055826490 Long RF US N 1 N N N Eaton Vance Tax-Managed Global Diversified Equity Income Fund 5493002EIY4NK3I3E865 27829F108 52690.00000000 NS USD 388852.20000000 0.076740645230 Long RF US N 1 N N N N/A N/A 53263P121 168252.00000000 NS USD 10095.12000000 0.001992289158 N/A DO US N 1 Limbach Holdings, Inc. N/A Call Purchased Limbach Holdings, Inc. Limbach Holdings, Inc. 0.50000000 11.50000000 USD 2021-07-20 XXXX 10095.12000000 N N N Colliers International Group, Inc. D3O8K13PHLEXXD1DT480 194693107 -9057.00000000 NS USD -519056.67000000 -0.10243671957 Short EC CORP CA N 1 N N N N/A N/A 384278115 198000.00000000 NS USD 451440.00000000 0.089092454363 N/A DO US N 1 Graf Industrial Corp. 549300JQOKE3P3PB2T84 Call Purchased Graf Industrial Corp. Graf Industrial Corp. 0.50000000 11.50000000 USD 2025-12-31 XXXX 451440.00000000 N N N Nuveen Michigan Quality Municipal Income Fund 549300FCV671TX0VBC86 670979103 9516.00000000 NS USD 130178.88000000 0.025691024112 Long RF US N 1 N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304A106 -65726.00000000 NS USD -1543903.74000000 -0.30469203769 Short EC CORP US N 1 N N N N/A N/A N/A 125000.00000000 NS USD 375.00000000 0.000074006889 N/A DO KY N 3 Kaixin Auto Holdings 549300WYFZM867Q8Q259 Call Purchased Kaixin Auto Holdings Kaixin Auto Holdings 1.00000000 11.50000000 USD 2024-04-30 XXXX 375.00000000 N N N Teladoc Health, Inc. 549300I2PVFBC9MFAC61 87918A105 -5785.00000000 NS USD -1104009.40000000 -0.21787813903 Short EC CORP US N 1 N N N HL Acquisitions Corp. N/A N/A 54000.00000000 NS USD 50760.00000000 0.010017572619 Long CORP VG N 1 N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 N/A -11028.00000000 NS USD -1216829.52000000 -0.24014338224 Short EC CORP IE N 1 N N N GigCapital2, Inc. 549300OSKGXG2OH2XE50 375036100 3000.00000000 NS USD 30420.00000000 0.006003438910 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6405.38000000 0.001264112673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 392845.24000000 USD 541938.00000000 CAD 2020-09-16 6405.38000000 N N N Templeton Emerging Markets Fund CZCIR4LW4R7Y5KBS5R36 880191101 7029.00000000 NS USD 96156.72000000 0.018976692779 Long RF US N 1 N N N N/A N/A 90069K112 320000.00000000 NS USD 187200.00000000 0.036944239449 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 187200.00000000 N N N Varex Imaging Corp. 549300CWYWPVCT8E9W67 92214X106 -76438.00000000 NS USD -1158035.70000000 -0.22854032153 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -621.80000000 -0.00012271329 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113308.08000000 USD 152959.00000000 CAD 2020-09-16 -621.80000000 N N N Northview Apartment REIT N/A 667185102 4840.00000000 NS 123994.70000000 0.024470565636 Long EC CORP CA N 1 N N N Hudson Executive Investment Corp. N/A 443761200 451000.00000000 NS USD 4600200.00000000 0.907857320052 Long EC CORP US N 1 N N N Royce Micro-Cap Trust, Inc. 254900D3WFIV4SD8EF19 780915104 38969.00000000 NS USD 280576.80000000 0.055372310272 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 11.20000000 0.000002210339 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11952.95000000 USD 16240.00000000 CAD 2020-09-16 11.20000000 N N N China Medical Technologies, Inc. N/A 169483104 4931.00000000 NS USD 0.00000000 0.000000 Long EC CORP KY N 3 N N N N/A N/A 318085115 100000.00000000 NS USD 112000.00000000 0.022103391123 N/A DO US N 1 FinServ Acquisition Corp. N/A Call Purchased FinServ Acquisition Corp. FinServ Acquisition Corp. 1.00000000 11.50000000 USD 2026-12-31 XXXX 112000.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 975.21000000 0.000192459357 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 149593.00000000 EUR 169331.76000000 USD 2020-09-16 975.21000000 N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 -75649.00000000 NS USD -24469425.54000000 -4.82908288638 Short EC CORP US N 1 N N N N/A N/A 00249N118 100000.00000000 NS 163523.87000000 0.032271714791 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 163523.87000000 N N N NSA Bondco Ltd. 213800163XEE49LPJM48 N/A 3620029.00000000 PA USD 362002.90000000 0.071441890058 Long DBT CORP KY N 3 2020-08-31 Fixed 12.00000000 N N Y N N N Hercules Capital, Inc. 549300UJ5OC256GR2B73 427096AF9 1225000.00000000 PA USD 1193467.43000000 0.235532833913 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 Templeton Global Income Fund QU1AAXOSV5K4OVMXJP19 880198106 72441.00000000 NS USD 389008.17000000 0.076771426175 Long RF US N 1 N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 -26893.00000000 NS USD -944213.23000000 -0.18634209220 Short EC CORP US N 1 N N N RMG Acquisition Corp. N/A 749641106 349998.00000000 NS USD 3580479.54000000 0.706613747160 Long EC CORP US N 1 N N N N/A N/A 846784122 48333.00000000 NS USD 86994.57000000 0.017168526842 N/A DO US N 1 Spartan Energy Acquisition Corp. N/A Call Purchased Spartan Energy Acquisition Corp. Spartan Energy Acquisition Corp. 1.00000000 11.50000000 USD 2023-10-01 XXXX 86994.57000000 N N N Inovio Pharmaceuticals, Inc. 529900B9W875XDZXTM97 45773H201 -385544.00000000 NS USD -10390410.80000000 -2.05056530218 Short EC CORP US N 1 N N N Eventbrite, Inc. 549300N6XBV2B1FAUF55 29975EAA7 1850000.00000000 PA USD 1639334.71000000 0.323525502475 Long DBT CORP US Y 2 2025-12-01 Fixed 5.00000000 N N N N N Eventbrite, Inc. USD XXXX N N N United States of America 254900HROIFWPRGM1V77 9127963B3 6962000.00000000 PA USD 6957245.51000000 1.373024273652 Long STIV UST US N 2 2020-11-27 None 0.00000000 N N N N N N N/A N/A N/A 50000.00000000 PA USD -1200.82000000 -0.00023698387 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 2025-06-20 616.42000000 USD 0.00000000 USD 50000.00000000 USD -1200.82000000 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 1873.00000000 NS USD 2982452.82000000 0.588592153460 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4096.22000000 -0.00080839600 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 373108.00000000 CAD 270775.81000000 USD 2020-09-16 -4096.22000000 N N N Endeavour Mining Corp. 529900R1F0JCJDI3A443 N/A -11395.00000000 NS -275726.10000000 -0.05441501635 Short EC CORP KY N 1 N N N N/A N/A 80821R117 288000.00000000 NS USD 371520.00000000 0.073320105983 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 371520.00000000 N N N CryoPort, Inc. N/A 229050AA7 1475000.00000000 PA USD 2043796.88000000 0.403346801923 Long DBT CORP US Y 2 2025-06-01 Fixed 3.00000000 N N N N N CryoPort, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 2254.91000000 0.000445010336 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 79378213.00000000 JPY 738176.04000000 USD 2020-09-16 2254.91000000 N N N N/A N/A N/A 147836.00000000 NS USD 10348.52000000 0.002042298081 N/A DO LU N 3 Akazoo SA 54930042WMZ25L7QXJ87 Call Purchased Akazoo SA Akazoo SA 1.00000000 11.50000000 USD 2024-12-31 XXXX 10348.52000000 N N N Endeavour Mining Corp. 529900R1F0JCJDI3A443 29257YAA2 350000.00000000 PA USD 406437.50000000 0.080211134193 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 GSK Finance No. 3 plc N/A 36259RAA0 1175000.00000000 PA USD 1272902.18000000 0.251209417378 Long DBT CORP GB Y 2 2023-06-22 None 0.00000000 N N N N N Theravance Biopharma, Inc. USD XXXX N N N Insight Enterprises, Inc. 529900S8991TYW6YP792 45765U103 -10466.00000000 NS USD -514927.20000000 -0.10162176162 Short EC CORP US N 1 N N N Replay Acquisition Corp. N/A N/A 80000.00000000 NS USD 816000.00000000 0.161038992470 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A 967.26000000 0.000190890411 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 101513.00000000 CAD 75752.80000000 USD 2020-09-16 967.26000000 N N N United States of America 254900HROIFWPRGM1V77 9127962H1 545000.00000000 PA USD 544813.41000000 0.107519856165 Long STIV UST US N 2 2020-09-24 None 0.00000000 N N N N N N N/A N/A N/A 115000.00000000 NS USD 103500.00000000 0.020425901618 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 103500.00000000 N N N Eventbrite, Inc. 549300N6XBV2B1FAUF55 29975E109 -110154.00000000 NS USD -944019.78000000 -0.18630391451 Short EC CORP US N 1 N N N Insight Enterprises, Inc. 529900S8991TYW6YP792 45765UAA1 1375000.00000000 PA USD 1294410.18000000 0.255454057880 Long DBT CORP US Y 2 2025-02-15 Fixed 0.75000000 N N N N Y Insight Enterprises, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 2511.85000000 0.000495717883 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1078235.00000000 EUR 1215990.60000000 USD 2020-09-16 2511.85000000 N N N Caesars Entertainment Corp. 529900CJT4VQO26ONP04 127686AA1 318000.00000000 PA USD 534465.33000000 0.105477644918 Long DBT CORP US N 2 2024-10-01 Fixed 5.00000000 N N N N N Caesars Entertainment Corp. USD XXXX N N N N/A N/A 382788115 122980.00000000 NS USD 264407.00000000 0.052181172649 N/A DO US N 1 Gordon Pointe Acquisition Corp. 549300TLMKHYWBAZGD30 Call Purchased Gordon Pointe Acquisition Corp. Gordon Pointe Acquisition Corp. 1.00000000 11.50000000 USD 2023-01-25 XXXX 264407.00000000 N N N DFP Healthcare Acquisitions Corp. N/A 23343Q100 7500.00000000 NS USD 75000.00000000 0.014801377984 Long EC CORP US N 2 N N N Delaware Enhanced Global Dividend & Income Fund A2NJVV301U26XNED1002 246060107 900.00000000 NS USD 7272.00000000 0.001435141609 Long RF US N 1 N N N Vonage Holdings Corp. 529900W7N0N4WLN1JY21 92886TAJ1 425000.00000000 PA USD 396414.34000000 0.078233046463 Long DBT CORP US N 2 2024-06-01 Fixed 1.75000000 N N N N Y Vonage Holdings Corp. USD XXXX N N N Invesco Pennsylvania Value Municipal Income Trust 549300S5KHBL3XISY922 46132K109 4177.00000000 NS USD 49580.99000000 0.009784892984 Long RF US N 1 N N N CryoLife, Inc. 549300YTKV8DMSMG6K81 228903100 -32866.00000000 NS USD -630041.22000000 -0.12433970990 Short EC CORP US N 1 N N N LivaNova USA, Inc. 549300NGTE5LS6KMBT20 538030AA5 2925000.00000000 PA USD 3042526.62000000 0.600447820403 Long DBT CORP US Y 2 2025-12-15 Fixed 3.00000000 N N N N N LivaNova PLC USD XXXX N N N First Trust Energy Income and Growth Fund 549300HRXN2LWON4NG81 33738G104 15646.00000000 NS USD 169289.72000000 0.033409615127 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1032.62000000 0.000203789319 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 97234.00000000 CAD 72665.79000000 USD 2020-09-16 1032.62000000 N N N GX Acquisition Corp. N/A 36251A107 50800.00000000 NS USD 518160.00000000 0.102259760218 Long EC CORP US N 1 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 -1044.00000000 NS USD -46092.60000000 -0.00909645326 Short EC CORP US N 1 N N N BlackRock California Municipal Income Trust LE6236HQD6DXEGUHE217 09248E102 19007.00000000 NS USD 250322.19000000 0.049401511361 Long RF US N 1 N N N Gores Holdings IV, Inc. N/A 382865103 50000.00000000 NS USD 505000.00000000 0.099662611761 Long EC CORP US N 1 N N N Copa Holdings SA 529900BB9UQJV6QQHA59 N/A -85168.00000000 NS USD -4306094.08000000 -0.84981501486 Short EC CORP PA N 1 N N N Fusion Acquisition Corp. N/A 36118H204 410000.00000000 NS USD 4165600.00000000 0.822088268425 Long EC CORP US N 1 N N N FB Corp. 549300F1PZXPI9NZ8874 30190X401 786.00000000 NS USD 561252.85000000 0.110764207702 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -1562.10000000 -0.00030828310 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 536015.00000000 EUR 601685.62000000 USD 2020-09-16 -1562.10000000 N N N N/A N/A 68373P118 250000.00000000 NS USD 1025000.00000000 0.202285499120 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 1025000.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 768.03000000 0.000151572031 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58304.98000000 USD 80185.00000000 CAD 2020-09-16 768.03000000 N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704105 -4261.00000000 NS USD -237167.26000000 -0.04680536347 Short EC CORP US N 1 N N N N/A N/A 76674Q115 286090.00000000 NS USD 57218.00000000 0.011292069940 N/A DO US N 1 Rimini Street, Inc. N/A Call Purchased Rimini Street, Inc. Rimini Street, Inc. 1.00000000 11.50000000 USD 2022-05-26 XXXX 57218.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1860.18000000 0.000367109697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 247639.00000000 EUR 280560.71000000 USD 2020-09-16 1860.18000000 N N N Inseego Corp. 549300E27VG1NWGNA141 45782B104 -175000.00000000 NS USD -2030000.00000000 -0.40062396411 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1660.79000000 -0.00032775974 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125318.00000000 EUR 139375.93000000 USD 2020-09-16 -1660.79000000 N N N Tilray, Inc. 549300Y4V60733TO1478 88688TAB6 400000.00000000 PA USD 181000.00000000 0.035720658869 Long DBT CORP US N 2 2023-10-01 Fixed 5.00000000 N N N N Y Tilray, Inc. USD XXXX N N N CryoLife, Inc. 549300YTKV8DMSMG6K81 228903AA8 2950000.00000000 PA USD 3077145.00000000 0.607279816771 Long DBT CORP US Y 2 2025-07-01 Fixed 4.25000000 N N N N N CryoLife, Inc. USD XXXX N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954MAH4 2600000.00000000 PA USD 3023046.00000000 0.596603286803 Long DBT CORP US N 2 2025-05-15 Fixed 2.75000000 N N N N Y Zillow Group, Inc. USD XXXX N N N 2020 Cash Mandatory Exchangeable Trust N/A 901375105 2925.00000000 NS USD 2983646.25000000 0.588827678907 Long EP CORP US Y 2 N N N N/A N/A N/A 99990.00000000 NS USD 99990.00000000 0.019733197128 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 99990.00000000 N N N Agora, Inc. N/A 00851L103 500.00000000 NS USD 22085.00000000 0.004358512437 Long EC CORP KY N 1 N N N Liberty Media Corp. 549300ZKUTPIBZLWLL89 531229AE2 5000000.00000000 PA USD 2375332.95000000 0.468776011090 Long DBT CORP US N 2 2046-09-30 Fixed 2.25000000 N N N N Y AT&T, Inc. USD XXXX N N N N/A N/A 492725114 50000.00000000 NS 184.15000000 0.000036342316 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 184.15000000 N N N Gol Linhas Aereas Inteligentes SA 5299002CCNWVL0PVLP96 38045R206 15782.00000000 NS USD 107001.96000000 0.021117019400 Long EC CORP BR N 1 N N N Eaton Vance Senior Floating-Rate Trust VJXUJZ1EC079NQ236240 27828Q105 29763.00000000 NS USD 336917.16000000 0.066491176461 Long RF US N 1 N N N Invesco Value Municipal Income Trust X075VJ33QQP2G2NTOV20 46132P108 13341.00000000 NS USD 192777.45000000 0.038044958724 Long RF US N 1 N N N NanoString Technologies, Inc. 549300G4CK0Y3WRDMY89 63009RAC3 950000.00000000 PA USD 879343.75000000 0.173539989626 Long DBT CORP US Y 2 2025-03-01 Fixed 2.62500000 N N N N Y NanoString Technologies, Inc. USD XXXX N N N Apellis Pharmaceuticals, Inc. 254900HS0ZFRXXSB9D42 03753U106 617.00000000 NS USD 20151.22000000 0.003976877654 Long EC CORP US N 1 N N N DEMC Ltd. 549300J9G10ZQTTAFU03 N/A 368190309.26000000 NS USD 67463.51000000 0.013314038822 Long EC CORP US Y 3 N N N N/A N/A 000000000 9075873.44999999 PA 113030.6800 0.022306797580 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (0.03%). JPY Currency. Maturity 61 Months 04/11/25 Keihin Corp. 2256924.67000000 USD -12426.82000000 USD LINE Corp. 4559832.70000000 USD 138877.74000000 USD Showa Corp. 2259116.08000000 USD -7416.49000000 USD Y 2025-04-11 0.00000000 USD 0.00000000 USD 9075873.00000000 USD 119034.42000000 N N N Bloomin' Brands, Inc. E1UJ2GO305B5FXGV7N04 094235108 -61514.00000000 NS USD -655739.24000000 -0.12941125800 Short EC CORP US N 1 N N N First Trust Senior Floating Rate Income Fund II 549300188EQ1UO018C30 33733U108 12459.00000000 NS USD 135678.51000000 0.026776385478 Long RF US N 1 N N N Target Hospitality Corp. N/A 87615L107 -10667.00000000 NS USD -18027.23000000 -0.00355770460 Short EC CORP US N 1 N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J207 875.00000000 NS USD 756000.00000000 0.149197890082 Long EP CORP US N 2 N N N iQIYI, Inc. 222100XL8T2Q5B8MS302 46267X108 -1450.00000000 NS USD -33625.50000000 -0.00663604980 Short EC CORP KY N 1 N N N BlackRock Enhanced Equity Dividend Trust G737UEA5SJ50G32LUQ88 09251A104 60732.00000000 NS USD 445772.88000000 0.087974038561 Long RF US N 1 N N N Alteryx, Inc. 549300XWZG0JHL7I0827 02156B103 -1545.00000000 NS USD -253812.60000000 -0.05009034973 Short EC CORP US N 1 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T107 -64590.00000000 NS USD -1205895.30000000 -0.23798549526 Short EC CORP US N 1 N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115Q308 -13350.00000000 NS USD -647341.50000000 -0.12775394968 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2.51000000 0.000000495352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17570.21000000 USD 23853.00000000 CAD 2020-09-16 2.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 5200.32000000 0.001026292026 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 393943.48000000 USD 541793.00000000 CAD 2020-09-16 5200.32000000 N N N BlackRock MuniYield Pennsylvania Quality Fund O1KCIUJBK2RN0MOX1Z59 09255G107 13923.00000000 NS USD 188935.11000000 0.037286666368 Long RF US N 1 N N N Longevity Acquisition Corp. N/A N/A 125000.00000000 NS USD 25000.00000000 0.004933792661 Long EC CORP VG N 1 N N N Western Asset High Income Fund II, Inc. 549300LH0LPNF7USIA77 95766J102 4676.00000000 NS USD 28991.20000000 0.005721462792 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2773.46000000 0.000547347063 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30940000.00000000 JPY 289620.43000000 USD 2020-09-16 2773.46000000 N N N N/A N/A 30217C117 66666.00000000 NS USD 66666.00000000 0.013156648862 N/A DO US N 1 Experience Investment Corp. N/A Call Purchased Experience Investment Corp. Experience Investment Corp. 1.00000000 11.50000000 USD 2026-09-01 XXXX 66666.00000000 N N N N/A N/A 375036118 153000.00000000 NS USD 75728.42000000 0.014945132914 N/A DO US N 1 GigCapital2, Inc. 549300OSKGXG2OH2XE50 Call Purchased GigCapital2, Inc. GigCapital2, Inc. 1.00000000 11.50000000 USD 2024-07-01 XXXX 75728.42000000 N N N N/A N/A 30607B208 222879.00000000 NS USD 20059.11000000 0.003958699588 N/A DO US N 1 Falcon Minerals Corp. 549300OILIONON7XK623 Call Purchased Falcon Minerals Corp. Falcon Minerals Corp. 1.00000000 11.50000000 USD 2023-08-23 XXXX 20059.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -194.23000000 -0.00003833162 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125318.00000000 EUR 140842.49000000 USD 2020-09-16 -194.23000000 N N N DTF Tax-Free Income, Inc. 549300UTPMUSB8BKGI82 23334J107 11020.00000000 NS USD 156704.40000000 0.030925880749 Long RF US N 1 N N N N/A N/A 53620U110 80000.00000000 NS USD 13200.00000000 0.002605042525 N/A DO KY N 1 Lion Group Holding Ltd. N/A Call Purchased Lion Group Holding Ltd. Lion Group Holding Ltd. 1.00000000 11.50000000 USD 2026-04-30 XXXX 2600.00000000 N N N N/A N/A 000000000 470179.71000000 PA USD 66790.50999999 0.013181221123 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (0.02%). USD Currency. Maturity 56 Months 01/13/25 Y 2025-01-13 0.00000000 USD 0.00000000 USD 470180.00000000 USD -252390.84000000 N N N Net 1 UEPS Technologies, Inc. 529900J4IZMWV4RDEB07 64107N206 78495.00000000 NS USD 238624.80000000 0.047093011483 Long EC CORP US N 1 N N N New Providence Acquisition Corp. N/A 64822P106 50000.00000000 NS USD 504000.00000000 0.099465260055 Long EC CORP US N 1 N N N N/A N/A 89628U116 230000.00000000 NS USD 356500.00000000 0.070355883352 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 356500.00000000 N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J108 -8707.00000000 NS USD -589115.62000000 -0.11626297290 Short EC CORP US N 1 N N N Spirit Airlines, Inc. 549300DCAFIXFNFR3304 848577102 397.00000000 NS USD 7066.60000000 0.001394605568 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -660.37000000 -0.00013032514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208451.00000000 EUR 233936.78000000 USD 2020-09-16 -660.37000000 N N N United States of America 254900HROIFWPRGM1V77 9127963L1 22643000.00000000 PA USD 22624734.57000000 4.465029975569 Long STIV UST US N 2 2020-12-24 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1860.52000000 0.000367176796 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 247638.00000000 EUR 280559.92000000 USD 2020-09-16 1860.52000000 N N N Cleveland Unlimited N/A N/A 1.22000000 NS USD 279656.99000000 0.055190784199 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A 1833.28000000 0.000361800936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 247638.00000000 EUR 280532.68000000 USD 2020-09-16 1833.28000000 N N N Okta, Inc. 549300N8J06I8MRHU620 679295105 -10071.00000000 NS USD -2016516.33000000 -0.39796293882 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1660.97000000 -0.00032779526 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125318.00000000 EUR 139375.75000000 USD 2020-09-16 -1660.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 2253.99000000 0.000444828772 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79378217.00000000 JPY 738175.16000000 USD 2020-09-16 2253.99000000 N N N Nuveen Georgia Quality Municipal Income Fund 54930023QNPVRWXW1U13 67072B107 4910.00000000 NS USD 59902.00000000 0.011821761920 Long RF US N 1 N N N Blackstone/GSO Strategic Credit Fund 549300YESIF051NRED20 09257R101 34789.00000000 NS USD 397290.38000000 0.078405934452 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796SZ3 3218000.00000000 PA USD 3217829.03000000 0.635044050163 Long STIV UST US N 2 2020-07-16 None 0.00000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886E108 -16241.00000000 NS USD -281294.12000000 -0.05551387459 Short EC CORP US N 1 N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061G101 -7654.00000000 NS USD -944044.36000000 -0.18630876541 Short EC CORP US N 1 N N N N/A N/A 92511U110 66666.00000000 NS USD 189331.44000000 0.037364882770 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 189331.44000000 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393102 -61000.00000000 NS USD -2516860.00000000 -0.49670661591 Short EC CORP US N 1 N N N Keihin Corp. N/A N/A 33.00000000 NS 772.60000000 0.000152473928 Long EC CORP JP N 2 N N N Nuveen S&P 500 Dynamic Overwrite Fund 549300OISXORNCZINQ77 6706EW100 78.00000000 NS USD 1001.52000000 0.000197651681 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1203.64000000 0.000237540407 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 185728.00000000 EUR 210227.63000000 USD 2020-09-16 1203.64000000 N N N Nuveen New York Municipal Value Fund, Inc. 549300NZ3QOSIW1ZM615 67062M105 276.00000000 NS USD 2677.20000000 0.000528349988 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2866.74000000 -0.00056575603 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 79378216.00000000 JPY 733054.42000000 USD 2020-09-16 -2866.74000000 N N N Cree, Inc. 549300OGU88P3AW3TO93 225447101 -62056.00000000 NS USD -3673094.64000000 -0.72489149518 Short EC CORP US N 1 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund 549300DAH6N80PM31E83 38142B500 1286727.15000000 NS USD 1286727.15000000 0.253937798799 Long STIV RF US N 1 N N N N/A N/A 03768F110 40000.00000000 NS USD 68000.00000000 0.013419916039 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 68000.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 862.90000000 0.000170294787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26520000.00000000 JPY 246731.73000000 USD 2020-09-16 862.90000000 N N N United States of America 254900HROIFWPRGM1V77 912796WZ8 790000.00000000 PA USD 789905.20000000 0.155889139160 Long STIV UST US N 2 2020-08-06 None 0.00000000 N N N N N N LINE Corp. 353800SE9WIPQJH4RB92 N/A 66.00000000 NS 3321.73000000 0.000655549083 Long EC CORP JP N 2 N N N BlackRock Resources & Commodities Strategy Trust 8DZAUY8151XS5PISSX42 09257A108 50079.00000000 NS USD 306984.27000000 0.060583869540 Long RF US N 1 N N N Nuveen Municipal Credit Income Fund 54930078DL3R0VSYW338 67070X101 9553.00000000 NS USD 141002.28000000 0.027827040572 Long RF US N 1 N N N Apellis Pharmaceuticals, Inc. 254900HS0ZFRXXSB9D42 03753U106 -617.00000000 NS USD -20151.22000000 -0.00397687765 Short EC CORP US N 1 N N N Patriot National Bancorp N/A N/A 3218.00000000 NS USD 0.03000000 0.000000005920 Long EC CORP US Y 3 N N N Coupa Software, Inc. 549300Q95ICR2GFL2K37 22266LAE6 1600000.00000000 PA USD 1847617.06000000 0.364630379673 Long DBT CORP US Y 2 2026-06-15 Fixed 0.37500000 N N N N Y Coupa Software, Inc. USD XXXX N N N DEMC Ltd. N/A N/A 513897325.57000000 NS USD 513.90000000 0.000101419041 Long EC CORP US Y 3 N N N N/A N/A 777385113 244800.00000000 NS USD 15030.72000000 0.002966338241 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 15030.72000000 N N N SEACOR Holdings, Inc. 549300IQTYSR1SC4II14 811904AM3 1150000.00000000 PA USD 993429.44000000 0.196054995230 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 BlackRock MuniVest Fund II, Inc. TC1SINW7C50S8NN8GU32 09253T101 5913.00000000 NS USD 80180.28000000 0.015823715082 Long RF US N 1 N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 -221.00000000 NS USD -1297.27000000 -0.00025601844 Short EC CORP US N 1 N N N PetIQ, Inc. 549300GROACFGKVYOX14 71639TAA4 2975000.00000000 PA USD 3980921.88000000 0.785641726297 Long DBT CORP US Y 2 2026-06-01 Fixed 4.00000000 N N N N N PetIQ, Inc. USD XXXX N N N N/A N/A 36251A115 200000.00000000 NS USD 228000.00000000 0.044996189072 N/A DO US N 1 GX Acquisition Corp. N/A Call Purchased GX Acquisition Corp. GX Acquisition Corp. 1.00000000 11.50000000 USD 2026-05-24 XXXX 228000.00000000 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T503 39775.00000000 NS USD 1419042.81000000 0.280050520091 Long EP CORP US N 2 N N N Fusion Pharmaceuticals, Inc. N/A 36118A100 2000.00000000 NS USD 34940.00000000 0.006895468623 Long EC CORP CA N 1 N N N Model N, Inc. 549300WCIL3W0EYSBN94 607525AA0 2975000.00000000 PA USD 3662814.82000000 0.722862755170 Long DBT CORP US Y 2 2025-06-01 Fixed 2.62500000 N N N N Y Model N, Inc. USD XXXX N N N N/A N/A 85236Q117 62500.00000000 NS USD 38125.00000000 0.007524033808 N/A DO US N 1 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 38125.00000000 N N N N/A N/A 44862P117 158844.00000000 NS USD 198555.00000000 0.039185168075 N/A DO US N 1 Hycroft Mining Holding Corp. N/A Call Purchased Hycroft Mining Holding Corp. Hycroft Mining Holding Corp. 1.00000000 11.50000000 USD 2025-02-12 XXXX 198555.00000000 N N N Gogo, Inc. 549300VL3DIHSFHYTO04 38046C109 -133703.00000000 NS USD -422501.48000000 -0.08338138805 Short EC CORP US N 1 N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089100 -433.00000000 NS USD -20199.45000000 -0.00398639592 Short EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257W100 4055.00000000 NS USD 97684.95000000 0.019278291577 Long EC CORP US N 1 N N N Aphria, Inc. 52990092S6BM5E48CI11 03765KAA2 1150000.00000000 PA USD 840075.00000000 0.165790234803 Long DBT CORP CA Y 2 2024-06-01 Fixed 5.25000000 N N N N Y Aphria, Inc. CAD XXXX N N N AZEK Co., Inc. (The) N/A 05478C105 10000.00000000 NS USD 318600.00000000 0.062876253677 Long EC CORP US N 1 N N N Guggenheim Enhanced Equity Income Fund 54930067HNVZR2F1S119 40167B100 2199.00000000 NS USD 11940.57000000 0.002356491865 Long RF US N 1 N N N Glaukos Corp. 5299004JA1LHE21M6T14 377322AA0 1475000.00000000 PA USD 1413569.85000000 0.278970422096 Long DBT CORP US Y 2 2027-06-15 Fixed 2.75000000 N N N N N Glaukos Corp. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -1332.75000000 -0.00026302048 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 114020.50000000 USD 152961.00000000 CAD 2020-09-16 -1332.75000000 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 -17121.00000000 NS USD -4502480.58000000 -0.88857222576 Short EC CORP US N 1 N N N Rapid7, Inc. 549300GNVG5D60KEYN14 753422AC8 800000.00000000 PA USD 862180.50000000 0.170152792950 Long DBT CORP US Y 2 2025-05-01 Fixed 2.25000000 N N N N Y Rapid7, Inc. USD XXXX N N N First Trust Dynamic Europe Equity Income Fund 549300YG1NBZKURU8L08 33740D107 12654.00000000 NS USD 130842.36000000 0.025821963023 Long RF US N 1 N N N N/A N/A 87615L115 53333.00000000 NS USD 5333.30000000 0.001052535856 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 5333.30000000 N N N Tekla Healthcare Investors 549300SNASESIFOS6V75 87911J103 27252.00000000 NS USD 581285.16000000 0.114717618265 Long RF US N 1 N N N 1Life Healthcare, Inc. N/A 68269GAA5 2950000.00000000 PA USD 3152279.41000000 0.622107720798 Long DBT CORP US Y 2 2025-06-15 Fixed 3.00000000 N N N N Y 1Life Healthcare, Inc. USD XXXX N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 -3703.00000000 NS USD -434102.69000000 -0.08567090664 Short EC CORP US N 1 N N N N/A N/A 72582K118 66666.00000000 NS USD 52666.14000000 0.010393752601 N/A DO US N 1 Pivotal Investment Corp. II 549300W71XJ8DIF9RQ35 Call Purchased Pivotal Investment Corp. II Pivotal Investment Corp. II 1.00000000 11.50000000 USD 2025-06-01 XXXX 52666.14000000 N N N N/A N/A 11135B118 131393.00000000 NS USD 41769.83000000 0.008243347228 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 12863.37000000 N N N Cantel Medical Corp. 549300ZFW3JXCDHTGW91 138098108 -70828.00000000 NS USD -3132722.44000000 -0.61824811939 Short EC CORP US N 1 N N N Tuscan Holdings Corp. II 549300PT0K8ZAABWJU18 90070A103 40000.00000000 NS USD 398000.00000000 0.078545979170 Long EC CORP US N 2 N N N Rapid7, Inc. 549300GNVG5D60KEYN14 753422104 -8784.00000000 NS USD -448159.68000000 -0.08844507761 Short EC CORP US N 1 N N N AllianzGI Dividend Interest & Premium Strategy Fund 549300535GECAFITZP67 01883A107 32004.00000000 NS USD 357804.72000000 0.070613372071 Long RF US N 1 N N N Washington Mutual, Inc. Escrow N/A N/A 5000000.00000000 PA USD 62500.00000000 0.012334481653 Long DBT CORP US N 3 2017-09-29 Fixed 0.00000000 Y N N N N N N/A N/A 82887P118 101605.00000000 NS USD 23369.15000000 0.004611941630 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 23369.15000000 N N N SMART Global Holdings, Inc. 529900RDGHQY8XKXPN14 N/A -15649.00000000 NS USD -425339.82000000 -0.08394153930 Short EC CORP KY N 1 N N N Verastem, Inc. 549300IY0EFBIU8NQC81 92337C104 1190777.00000000 NS USD 2048136.44000000 0.404203221494 Long EC CORP US N 1 N N N Akouos, Inc. N/A 00973J101 2000.00000000 NS USD 45000.00000000 0.008880826790 Long EC CORP US N 1 N N N RMR Real Estate Income Fund 549300ESBDZ3SA3OEX38 76970B101 2817.00000000 NS USD 32846.22000000 0.006482257567 Long RF US N 1 N N N Aberdeen Global Dynamic Dividend Fund 2549008871AD4OJQWG76 00302M106 793.00000000 NS USD 7081.49000000 0.001397544135 Long RF US N 1 N N N BlackRock Enhanced Capital and Income Fund, Inc. YNYNSGFZPAVB3Q7YA123 09256A109 13140.00000000 NS USD 190135.80000000 0.037523624588 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -256.72000000 -0.00005066413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24372.15000000 USD 32734.00000000 CAD 2020-09-16 -256.72000000 N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 -1717.00000000 NS USD -341167.90000000 -0.06733006725 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1693.37000000 0.000334189459 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 110991.43000000 USD 152957.00000000 CAD 2020-09-16 1693.37000000 N N N Accel Entertainment, Inc. N/A 00436Q106 -13334.00000000 NS USD -128406.42000000 -0.02534122610 Short EC CORP US N 1 N N N Change Healthcare, Inc. 549300GS1BPJEDOZHM07 15912K209 14475.00000000 NS USD 622633.11000000 0.122877706756 Long EP CORP US N 2 N N N Albertsons Cos., Inc. 549300YKWOC0AOR16R51 013091103 75000.00000000 NS USD 1182750.00000000 0.233417730814 Long EC CORP US N 1 N N N Royce Value Trust, Inc. 254900NJE1W1YYKNVM16 780910105 43697.00000000 NS USD 547960.38000000 0.108140916064 Long RF US N 1 N N N N/A N/A 67012U116 225000.00000000 NS USD 162000.00000000 0.031970976446 N/A DO US N 1 Novus Capital Corp. N/A Call Purchased Novus Capital Corp. Novus Capital Corp. 1.00000000 11.50000000 USD 2027-06-30 XXXX 162000.00000000 N N N Pioneer Municipal High Income Advantage Trust UE8ZNXHQH48NNA19I459 723762100 19366.00000000 NS USD 203536.66000000 0.040168307177 Long RF US N 1 N N N N/A N/A 45686J112 343006.00000000 NS USD 51107.89000000 0.010086229305 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 51107.89000000 N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAF5 1000000.00000000 PA USD 917665.39000000 0.181102830674 Long DBT CORP US Y 2 2026-05-01 Fixed 2.25000000 N N N N Y CNX Resources Corp. USD XXXX N N N N/A N/A 48242A112 500000.00000000 NS USD 155000.00000000 0.030589514501 N/A DO US N 1 KBL Merger Corp. IV N/A Call Purchased KBL Merger Corp. IV KBL Merger Corp. IV 0.50000000 11.50000000 USD 2024-01-15 XXXX 155000.00000000 N N N i3 Verticals LLC 549300VET627YPCK1T69 44933TAA4 1775000.00000000 PA USD 1677966.64000000 0.331149579785 Long DBT CORP US Y 2 2025-02-15 Fixed 1.00000000 N N N N Y I3 Verticals, 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 PIMCO New York Municipal Income Fund II P1IBOVZHA4PI2PLT9Q65 72200Y102 2211.00000000 NS USD 22905.96000000 0.004520530294 Long RF US N 1 N N N N/A N/A N/A 75000.00000000 NS USD 300.00000000 0.000059205511 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 300.00000000 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 -2278.00000000 NS USD -2459807.18000000 -0.48544714453 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1389.59000000 -0.00027423795 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 114075.87000000 USD 152959.00000000 CAD 2020-09-16 -1389.59000000 N N N N/A N/A 004285110 150000.00000000 NS USD 190500.00000000 0.037595500080 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 190500.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1172.11000000 -0.00023131790 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 87351.60000000 USD 116979.00000000 CAD 2020-09-16 -1172.11000000 N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 N/A 438.00000000 NS USD 48328.92000000 0.009537794833 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1176.44000000 0.000232172441 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 373111.00000000 CAD 276050.68000000 USD 2020-09-16 1176.44000000 N N N Colfax Corp. 635400OP2DYYYMOIYL17 194014106 -7927.00000000 NS USD -221163.30000000 -0.04364695466 Short EC CORP US N 1 N N N Blackstone/GSO Long-Short Credit Income Fund 549300SM8M5F2TV58W35 09257D102 13807.00000000 NS USD 166374.35000000 0.032834261883 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -238.74000000 -0.00004711574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208451.00000000 EUR 234358.41000000 USD 2020-09-16 -238.74000000 N N N Shift4 Payments, Inc. N/A 82452J109 5000.00000000 NS USD 177500.00000000 0.035029927896 Long EC CORP US N 1 N N N WisdomTree Investments, Inc. 549300WIU8IS7UFO7871 97717PAA2 4400000.00000000 PA USD 4184840.00000000 0.825885315257 Long DBT CORP US Y 2 2023-06-15 Fixed 4.25000000 N N N N N WisdomTree Investments, Inc. USD XXXX N N N N/A N/A 483379111 281250.00000000 NS USD 182812.50000000 0.036078358837 N/A DO US N 1 Kaleyra, Inc. 549300Q16CZ1PDK9BL93 Call Purchased Kaleyra, Inc. Kaleyra, Inc. 1.00000000 11.50000000 USD 2025-03-06 XXXX 182812.50000000 N N N N/A N/A N/A 22450000.00000000 PA USD -1006667.99000000 -0.19866764566 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 34-V6 Markit CDX North American High Yield Index Series 34-V6 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 1136027.66000000 USD 0.00000000 USD 22450000.00000000 USD -1006667.99000000 N N N CSI Compressco LP N/A 12652HAE8 1084000.00000000 PA USD 682920.00000000 0.134775427374 Long DBT CORP US Y 2 2026-04-01 Fixed 10.00000000 N N Y N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 -20618.00000000 NS USD -623282.14000000 -0.12300579393 Short EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TU3 2160000.00000000 PA USD 2158558.50000000 0.425995203466 Long STIV UST US N 2 2020-12-03 None 0.00000000 N N N N N N Macquarie Global Infrastructure Total Return Fund, Inc. NUJZT0OFFYGJKMCIDQ69 55608D101 8144.00000000 NS USD 143415.84000000 0.028303360757 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828ZW3 -4850000.00000000 PA USD -4840527.37000000 -0.95528633663 Short DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N IAC/interactivecorp 15OMOPB0A8K0EFUVD031 44919P508 -2128.00000000 NS USD -688195.20000000 -0.13581649709 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2693.60000000 0.000531586556 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79378218.00000000 JPY 738614.77000000 USD 2020-09-16 2693.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -512.69000000 -0.00010118024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113198.97000000 USD 152959.00000000 CAD 2020-09-16 -512.69000000 N N N Nuveen Enhanced Municipal Value Fund 42EF8JR28MEPRK5D4S35 67074M101 6016.00000000 NS USD 87713.28000000 0.017310365487 Long RF US N 1 N N N IAC FinanceCo 3, Inc. 5493003IEL8HSZKWUI17 44932KAA4 775000.00000000 PA USD 1004411.35000000 0.198222293909 Long DBT CORP US Y 2 2030-01-15 Fixed 2.00000000 N N N N N IAC/interactivecorp USD XXXX N N N Theravance Biopharma, Inc. 5493007VTSXP4Z6MIW52 N/A -19808.00000000 NS USD -415769.92000000 -0.08205290320 Short EC CORP KY N 1 N N N Zscaler, Inc. 529900MZ0RTK1BWRNF46 98980GAA0 2350000.00000000 PA USD 2400314.58000000 0.473706178401 Long DBT CORP US Y 2 2025-07-01 Fixed 0.12500000 N N N N N Zscaler, Inc. USD XXXX N N N Integra LifeSciences Holdings Corp. WB7IJCYY8YFTENS4O147 457985208 3591.00000000 NS USD 168741.09000000 0.033301342061 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1201.57000000 0.000237131889 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 373110.00000000 CAD 276075.08000000 USD 2020-09-16 1201.57000000 N N N Nuveen Select Maturities Municipal Fund 5493004ODX60CHWL4U41 67061T101 222.00000000 NS USD 2271.79000000 0.000448341633 Long RF US N 1 N N N Sprott Focus Trust, Inc. 549300ZO564XGNG81814 85208J109 3667.00000000 NS USD 21635.30000000 0.004269763374 Long RF US N 1 N N N N/A N/A N/A -59.00000000 NC USD -27824.04000000 -0.00549112177 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2020-09-21 -8211140.63000000 USD -27824.04000000 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 10903.00000000 NS USD 2154541.83000000 0.425202506787 Long EC CORP US N 1 N N N BlackRock Floating Rate Income Strategies Fund, Inc. UZXE8UOGW61VMG5WLP57 09255X100 36027.00000000 NS USD 402781.86000000 0.079489687401 Long RF US N 1 N N N Pioneer Municipal High Income Trust 1SKUXW31ZFWF61CETQ82 723763108 15049.00000000 NS USD 169903.21000000 0.033530688426 Long RF US N 1 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 N/A -18913.00000000 NS USD -178538.72000000 -0.03523492106 Short EC CORP BM 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 76029L118 162624.00000000 NS USD 531780.48000000 0.104947785189 N/A DO US N 1 Repay Holdings Corp. N/A Call Purchased Repay Holdings Corp. Repay Holdings Corp. 0.25000000 11.50000000 USD 2024-07-11 XXXX 531780.48000000 N N N PagerDuty, Inc. 549300U1SB749EDAGH21 69553PAA8 2200000.00000000 PA USD 2172500.00000000 0.428746582281 Long DBT CORP US Y 2 2025-07-01 Fixed 1.25000000 N N N N N PagerDuty, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -198.31000000 -0.00003913681 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63838.18000000 USD 86384.00000000 CAD 2020-09-16 -198.31000000 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 -516.00000000 NS USD -118509.72000000 -0.02338809547 Short EC CORP US N 1 N N N Novus Capital Corp. N/A 67012U108 225000.00000000 NS USD 2207250.00000000 0.435604554081 Long EC CORP US N 1 N N N National Energy Services Reunited Corp. N/A N/A -93598.00000000 NS USD -643954.24000000 -0.12708546814 Short EC CORP VG N 1 N N N KBR, Inc. 254900OFQDXZRKRCV808 48242W106 -152.00000000 NS USD -3427.60000000 -0.00067644270 Short EC CORP US N 1 N N N BlackRock MuniHoldings Investment Quality Fund 3ZB936ECCHG0HCOPJB28 09254P108 400.00000000 NS USD 5172.00000000 0.001020703025 Long RF US N 1 N N N N/A N/A 89621T116 445000.00000000 NS 4916.76000000 0.000970330976 N/A DO CA N 2 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 4916.76000000 N N N N/A N/A 23753F115 378003.00000000 NS USD 20071.96000000 0.003961235557 N/A DO US N 1 Daseke, Inc. 549300CUSFIOX5Q3VA53 Call Purchased Daseke, Inc. Daseke, Inc. 0.50000000 11.50000000 USD 2022-02-27 XXXX 20071.96000000 N N N BlackRock MuniVest Fund, Inc. 68LQJ5NLUNQI2T9OLL41 09253R105 19934.00000000 NS USD 167445.60000000 0.033045674899 Long RF US N 1 N N N N/A N/A N/A 470000.00000000 NS USD 11327.00000000 0.002235402779 N/A DO MH N 1 Hunter Maritime Acquisition Corp. 549300KJQ5Q6XRM8JY54 Call Purchased Hunter Maritime Acquisition Corp. Hunter Maritime Acquisition Corp. 1.00000000 11.50000000 USD 2024-03-21 XXXX 11327.00000000 N N N Change Healthcare, Inc. 549300GS1BPJEDOZHM07 15912K100 -44760.00000000 NS USD -501312.00000000 -0.09893477866 Short EC CORP US N 1 N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061GAJ0 1525000.00000000 PA USD 1774752.44000000 0.350250422576 Long DBT CORP US Y 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical, Inc. USD XXXX N N N New Frontier Health Corp. N/A N/A -14668.00000000 NS USD -121451.04000000 -0.02396856999 Short EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1421.25000000 0.000280486112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 373111.00000000 CAD 276295.49000000 USD 2020-09-16 1421.25000000 N N N Tobira Therapeutics, Inc. 54930086LNMGJM5NB025 888CVR990 11880.00000000 NS USD 129368.57000000 0.025531108051 Long CORP US Y 3 N N N Cantel Medical Corp. 549300ZFW3JXCDHTGW91 138098AA6 3675000.00000000 PA USD 4591227.41000000 0.906086564104 Long DBT CORP US Y 2 2025-05-15 Fixed 3.25000000 N N N N Y Cantel Medical Corp. USD XXXX N N N Wells Fargo Income Opportunities Fund 5493001HF04TYQLWJP49 94987B105 34816.00000000 NS USD 244408.32000000 0.048234399024 Long RF US N 1 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857LAM0 -6200000.00000000 PA USD -7658965.40000000 -1.51150989139 Short DBT CORP US Y 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -1816.25000000 -0.00035844003 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 373109.00000000 CAD 273056.52000000 USD 2020-09-16 -1816.25000000 N N N KBR, Inc. 254900OFQDXZRKRCV808 48242W106 152.00000000 NS USD 3427.60000000 0.000676442709 Long EC CORP US N 1 N N N Verastem, Inc. 549300IY0EFBIU8NQC81 92337C104 -1190777.00000000 NS USD -2048136.44000000 -0.40420322149 Short EC CORP US N 1 N N N Patriot National Bancorp, Inc. 549300T1270P6QIGPD23 70336F203 17287.00000000 NS USD 101993.30000000 0.020128551802 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -648.90000000 -0.00012806152 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144058.89000000 USD 194663.00000000 CAD 2020-09-16 -648.90000000 N N N N/A N/A 609754114 336119.00000000 NS USD 218477.35000000 0.043116877845 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 218477.35000000 N N N B. Riley Principal Merger Corp. II N/A 05600U106 375000.00000000 NS USD 4023750.00000000 0.794093928864 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -612.47000000 -0.00012087199 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113298.75000000 USD 152959.00000000 CAD 2020-09-16 -612.47000000 N N N LivePerson, Inc. 549300IN2P1JZ20G7N40 538146101 11971.00000000 NS USD 495958.53000000 0.097878262228 Long EC CORP US N 1 N N N N/A N/A N/A 125000.00000000 NS USD 156250.00000000 0.030836204134 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 156250.00000000 N N N Lyft, Inc. 549300H7I5VN334XVZ52 55087P104 -53655.00000000 NS USD -1771151.55000000 -0.34953978078 Short EC CORP US N 1 N N N N/A N/A 000000000 14695970.51000000 PA USD 1395506.57000000 0.275405602964 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (0.11%). USD Currency. Maturity 56 Months 01/13/25 Inspired Entertainment, Inc. 191095.80000000 USD -31849.30000000 USD Akerna Corp. 22275.00000000 USD -8775.00000000 USD Verra Mobility Corp. 189334.28000000 USD -50666.92000000 USD Sirius International Insurance Group Ltd. 60191.25000000 USD -18630.63000000 USD Legacy Acquisition Corp. 122500.00000000 USD -10000.00000000 USD Spartan Energy Acquisition Corp., Class A 1608000.00000000 USD 61500.00000000 USD LF Capital Acquisition Corp., Class A 1498000.00000000 USD 29400.00000000 USD Nesco Holdings, Inc. 15000.12000000 USD -833.34000000 USD AdaptHealth Corp. 162003.24000000 USD -17667.02000000 USD American Virtual Cloud Technologies, Inc. 57500.00000000 USD -7500.00000000 USD Rimini Street, Inc. 94338.00000000 USD 23584.50000000 USD Falcon Minerals Corp. 22500.00000000 USD -17500.00000000 USD OneSpaWorld Holdings Ltd. 99990.00000000 USD -64993.50000000 USD Grid Dynamics Holdings, Inc. 144000.00000000 USD -8100.00000000 USD Tenzing Acquisition Corp. 1612500.00000000 USD -39000.00000000 USD Exela Technologies, Inc. 14885.66000000 USD -12931.92000000 USD Graf Industrial Corp. 519985.10000000 USD 132053.77000000 USD Akazoo SA 29750.00000000 USD 0.00000000 USD Megalith Financial Acquisition Corp. 107688.00000000 USD 17948.00000000 USD Spartan Energy Acquisition Corp. 86994.57000000 USD 51228.15000000 USD Leisure Acquisition Corp. 117500.00000000 USD 55000.00000000 USD Infrastructure and Energy Alternatives, Inc. 51107.89000000 USD 37387.65000000 USD Allegiance Telecom, Inc. 1.50000000 USD -148.50000000 USD National Energy Services Reunited Corp. 208845.00000000 USD 24570.00000000 USD Rosehill Resources, Inc. 15030.72000000 USD 2790.72000000 USD Far Point Acquisition Corp. 16666.50000000 USD -14999.85000000 USD Hycroft Mining Holding Corp. 312500.00000000 USD 22500.00000000 USD Longevity Acquisition Corp. 1343750.00000000 USD 25000.00000000 USD Limbach Holdings, Inc. 10095.12000000 USD 5468.19000000 USD Leo Holdings Corp. 156250.00000000 USD 38750.00000000 USD Gordon Pointe Acquisition Corp. 264407.00000000 USD 179550.80000000 USD Purple Innovation, Inc. 730000.00000000 USD 148000.00000000 USD Repay Holdings Corp. 529740.00000000 USD -63180.00000000 USD Megalith Financial Acquisition Corp., Class A 1404320.48000000 USD 12265.48000000 USD Forum Merger II Corp. 846000.00000000 USD 18000.00000000 USD Far Point Acquisition Corp., Class A 512000.00000000 USD -1000.00000000 USD New Frontier Health Corp. 68000.00000000 USD -500.00000000 USD Ranpak Holdings Corp. 170500.00000000 USD 5500.00000000 USD International General Insurance Holdings Ltd. 39950.00000000 USD -7050.00000000 USD Broadmark Realty Capital, Inc. 79475.00000000 USD 2350.00000000 USD Graf Industrial Corp. 451440.00000000 USD 332640.00000000 USD KBL Merger Corp. IV 155000.00000000 USD 80000.00000000 USD NextDecade Corp. 11448.41000000 USD -4984.72000000 USD Pure Acquisition Corp. 539000.00000000 USD 3000.00000000 USD Estre Ambiental, Inc. 661.87000000 USD -1853.24000000 USD Altus Midstream Co. 3750.00000000 USD 2737.50000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 14695971.00000000 USD 929060.82000000 N N N BlackRock Municipal Income Investment Trust A2HHML4IABXGDVD17F46 09248H105 4192.00000000 NS USD 53364.16000000 0.010531508039 Long RF US N 1 N N N Panera Bread Co. 5493008627EIK5RECQ92 69840W108 10533.00000000 NS USD 0.11000000 0.000000021708 Long EC CORP US Y 3 N N N Rimini Street, Inc. N/A 76674Q107 -25156.00000000 NS USD -129553.40000000 -0.02556758456 Short EC CORP US N 1 N N N Novellus Systems, Inc. N/A 670008AD3 2400000.00000000 PA USD 24393262.68000000 4.814052015998 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 Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 -18841.00000000 NS USD -3723170.01000000 -0.73477395491 Short EC CORP US N 1 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911877 -54077.00000000 NS -675165.84000000 -0.13324513066 Short EC CORP CA N 1 N N N QTS Realty Trust, Inc. 5493006PA4CJK4OG2J54 74736A301 9525.00000000 NS USD 1361411.76000000 0.268676934029 Long EP CORP US N 2 N N N Cohen & Steers REIT and Preferred and Income Fund, Inc. Y2PROTN9284X1BRB7064 19247X100 15499.00000000 NS USD 296340.88000000 0.058483378361 Long RF US N 1 N N N N/A N/A 58953M114 75000.00000000 NS USD 37500.00000000 0.007400688992 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 Varex Imaging Corp. 549300CWYWPVCT8E9W67 92214XAA4 2225000.00000000 PA USD 2155468.75000000 0.425385436031 Long DBT CORP US Y 2 2025-06-01 Fixed 4.00000000 N N N N N Varex Imaging Corp. USD XXXX N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U133 13425.00000000 NS USD 1365456.75000000 0.269475219708 Long EP CORP US N 2 N N N N/A N/A 12559C111 62500.00000000 NS USD 59375.00000000 0.011717757570 N/A DO US N 1 CIIG Merger Corp. N/A Call Purchased CIIG Merger Corp. CIIG Merger Corp. 1.00000000 11.50000000 USD 2026-12-31 XXXX 59375.00000000 N N N Wright Medical Group, Inc. 549300DZPB0KY882P769 98235TAG2 2316000.00000000 PA USD 2399663.67000000 0.473577720201 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 RealReal, Inc. (The) 549300O00VUGT4H1PE90 88339P101 -57262.00000000 NS USD -732380.98000000 -0.14453663618 Short EC CORP US N 1 N N N Vertiv Holdings Co. 549300KTTIRAOGXCRV69 92537N108 -70572.00000000 NS USD -956956.32000000 -0.18885696275 Short EC CORP US N 1 N N N Cloudflare, Inc. 5493007DY18BGNLDWU14 18915M107 483.00000000 NS USD 17363.85000000 0.003426785428 Long EC CORP US N 1 N N N South Mountain Merger Corp. 549300K51KDPS5MBVB54 838884104 150000.00000000 NS USD 1528500.00000000 0.301652083322 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 668.28000000 0.000131886198 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 112016.52000000 USD 152957.00000000 CAD 2020-09-16 668.28000000 N N N United States of America 254900HROIFWPRGM1V77 912796WX3 4325000.00000000 PA USD 4324676.23000000 0.853482233872 Long STIV UST US N 2 2020-07-23 None 0.00000000 N N N N N N Invesco Trust for Investment Grade Municipals V0VF67S6NRLBDK357F71 46131M106 6058.00000000 NS USD 72938.32000000 0.014394501918 Long RF US N 1 N N N Aegean Marine Petroleum Network, Inc. N/A N/A 2375000.00000000 PA USD 344375.00000000 0.067962993911 Long DBT CORP US N 3 2021-12-15 None 0.00000000 Y N N N N N Harmonic, Inc. 549300LRGRD8XC9BTL66 413160102 -23169.00000000 NS USD -110052.75000000 -0.02171909801 Short EC CORP US N 1 N N N N/A N/A 88024L118 614551.00000000 NS USD 17821.98000000 0.003517198165 N/A DO US N 2 Tempus Applied Solutions Holdings, Inc. N/A Call Purchased Tempus Applied Solutions Holdings, Inc. Tempus Applied Solutions Holdings, Inc. 1.00000000 11.50000000 USD 2020-07-31 XXXX 17821.98000000 N N N Aptiv plc N/A N/A 22775.00000000 NS USD 2340814.50000000 0.461963736078 Long EP CORP JE N 2 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331C140 18725.00000000 NS USD 1797600.00000000 0.354759427530 Long EP CORP US N 2 N N N PGIM Global High Yield Fund, Inc. F0ATD1Y4J8CHDKHSLD09 69346J106 311.00000000 NS USD 3955.92000000 0.000780707562 Long RF US N 1 N N N Livongo Health, Inc. 54930061HKCVF1H2O156 539183103 -22777.00000000 NS USD -1712602.63000000 -0.33798505151 Short EC CORP US N 1 N N N Falcon Minerals Corp. 549300OILIONON7XK623 30607B109 -75000.00000000 NS USD -240000.00000000 -0.04736440955 Short EC CORP US N 1 N N N Impinj, Inc. 549300M26VGKSMMWWN17 453204109 222.00000000 NS USD 6098.34000000 0.001203517805 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1032.71000000 0.000203807080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 97234.00000000 CAD 72665.88000000 USD 2020-09-16 1032.71000000 N N N I3 Verticals, Inc. 549300944CYWVP06CJ97 46571Y107 -30538.00000000 NS USD -923774.50000000 -0.18230847395 Short EC CORP US N 1 N N N N/A N/A N/A 276625.00000000 NS USD 58091.25000000 0.011464407317 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 58091.25000000 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCA6 5000000.00000000 PA USD 5006120.65000000 0.987966453016 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 -13091.00000000 NS USD -1407282.50000000 -0.27772960284 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1176.10000000 0.000232105341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 373112.00000000 CAD 276051.08000000 USD 2020-09-16 1176.10000000 N N N N/A N/A 34407Y111 1500.00000000 NS USD 4500.00000000 0.000888082679 N/A DO US N 1 Flying Eagle Acquisition Corp. N/A Call Purchased Flying Eagle Acquisition Corp. Flying Eagle Acquisition Corp. 1.00000000 11.50000000 USD 2027-02-26 XXXX 4500.00000000 N N N N/A N/A N/A 250000.00000000 NS USD 117500.00000000 0.023188825508 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 117500.00000000 N N N Veeco Instruments, Inc. 5493004201F72ADDZW04 922417100 -199803.00000000 NS USD -2695342.47000000 -0.53193043594 Short EC CORP US N 1 N N N DEMC Ltd. N/A N/A 198686844152.22900000 NS USD 194713.11000000 0.038426964528 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -1507.01000000 -0.00029741099 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 736585.46000000 USD 79287320.00000000 JPY 2020-09-16 -1507.01000000 N N N First Trust Senior Floating Rate 2022 Target Term Fund 54930069P4FSDY3XLV91 33740K101 15788.00000000 NS USD 130408.88000000 0.025736415005 Long RF US N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 2278.00000000 NS USD 2459807.18000000 0.485447144532 Long EC CORP US N 1 N N N Apollo Tactical Income Fund, Inc. 549300JOTMM1DVBHF402 037638103 13137.00000000 NS USD 163161.54000000 0.032200208347 Long RF US N 1 N N N Western Asset Municipal High Income Fund, Inc. 549300V8S0EC6SV7H926 95766N103 3807.00000000 NS USD 27105.84000000 0.005349383779 Long RF US N 1 N N N Kingsoft Cloud Holdings Ltd. N/A 49639K101 5000.00000000 NS USD 157600.00000000 0.031102628937 Long EC CORP KY N 1 N N N Pliant Therapeutics, Inc. 5493002Q5LITR7VHZH02 729139105 5000.00000000 NS USD 162300.00000000 0.032030181958 Long EC CORP US N 1 N N N Gossamer Bio, Inc. 549300ZOC0N2W6PSFR58 38341P102 -113777.00000000 NS USD -1479101.00000000 -0.29190310637 Short EC CORP US N 1 N N N N/A N/A 68373J112 46666.00000000 NS USD 186664.00000000 0.036838458934 N/A DO US N 1 Open Lending Corp. N/A Call Purchased Open Lending Corp. Open Lending Corp. 1.00000000 11.50000000 USD 2025-06-09 XXXX 186664.00000000 N N N N/A N/A 778675116 63000.00000000 NS USD 31500.00000000 0.006216578753 N/A DO US N 2 ROTH CH ACQUISITION I CO. N/A Call Purchased ROTH CH ACQUISITION I CO. ROTH CH ACQUISITION I CO. 1.00000000 11.50000000 USD 2025-01-28 XXXX 31500.00000000 N N N Vroom, Inc. N/A 92918V109 5000.00000000 NS USD 260700.00000000 0.051449589873 Long EC CORP US N 1 N N N UBS Select Treasury Preferred Fund 549300DXQ8KM8WHPPG39 90262Y877 1679.08000000 NS USD 1679.08000000 0.000331369303 Long STIV RF US N 1 N N N Wells Fargo Multi-Sector Income Fund 549300K6JNPNZMSWMF07 94987D101 17072.00000000 NS USD 187962.72000000 0.037094763542 Long RF US N 1 N N N El Paso Electric Co. OZ8GM8L4AHPKSWZMW205 283677854 42213.00000000 NS USD 2828271.00000000 0.558164108178 Long EC CORP US N 1 N N N Wix.com Ltd. 5493008P6N29Q1AG9464 N/A -1259.00000000 NS USD -322580.98000000 -0.06366190687 Short EC CORP IL N 1 N N N N/A N/A N/A -334.00000000 NC USD -106648.19000000 -0.02104720228 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2020-09-30 -41997890.63000000 USD -106648.19000000 N N N Eaton Vance New York Municipal Bond Fund 5493003LD9U89XVQ7W91 27827Y109 1461.00000000 NS USD 17093.70000000 0.003373470864 Long RF US N 1 N N N Lyft, Inc. 549300H7I5VN334XVZ52 55087P104 3484.00000000 NS USD 115006.84000000 0.022696796128 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6170.59000000 0.001217776466 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38740000.00000000 JPY 365331.92000000 USD 2020-09-16 6170.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 3133.28000000 0.000618358154 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 373114.00000000 CAD 278009.73000000 USD 2020-09-16 3133.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 1541.71000000 0.000304259099 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 111144.57000000 USD 152959.00000000 CAD 2020-09-16 1541.71000000 N N N N/A N/A 498455112 247565.00000000 NS USD 49513.00000000 0.009771475041 N/A DO US N 3 KLDiscovery, Inc. 549300ZSG089YPZ24F88 Call Purchased KLDiscovery, Inc. KLDiscovery, Inc. 1.00000000 11.50000000 USD 2025-12-01 XXXX 49513.00000000 N N N Voya Infrastructure Industrials and Materials Fund CDDOXZNDBE7I8PJXIJ33 92912X101 33677.00000000 NS USD 303766.54000000 0.059948845034 Long RF US N 1 N N N N/A N/A 000000000 393.30000000 PA 102864.03000000 0.020300391853 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus SONIA +/- spread (0.03%). GBP Currency. Maturity 61 Months 06/11/25 Y 2025-06-11 0.00000000 USD 0.00000000 USD 393.00000000 USD -9.02000000 N N N NextEra Energy, Inc. N/A 65339F796 50000.00000000 NS USD 2435000.00000000 0.480551405227 Long EP CORP US N 2 N N N N/A N/A N/A 249978.00000000 NS USD 52495.38000000 0.010360052824 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 52495.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.90000000 -0.00000037496 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13034.28000000 USD 17690.00000000 CAD 2020-09-16 -1.90000000 N N N N/A N/A N/A 373500.00000000 NS USD 7470.00000000 0.001474217247 N/A DO VG N 2 Borqs Technologies, Inc. N/A Call Purchased Borqs Technologies, Inc. Borqs Technologies, Inc. 0.50000000 12.00000000 USD 2022-08-18 XXXX 7470.00000000 N N N LivePerson, Inc. 549300IN2P1JZ20G7N40 538146101 -11971.00000000 NS USD -495958.53000000 -0.09787826222 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2269.19000000 0.000447828518 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33800000.00000000 JPY 315631.42000000 USD 2020-09-16 2269.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -9163.49000000 -0.00180843038 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 952917.00000000 EUR 1063278.53000000 USD 2020-09-16 -9163.49000000 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 -2944.00000000 NS USD -51608.32000000 -0.01018499001 Short EC CORP US N 1 N N N Aberdeen Total Dynamic Dividend Fund 254900D48NKNOGZ95B43 00326L100 39226.00000000 NS USD 302040.20000000 0.059608148889 Long RF US N 1 N N N Repay Holdings Corp. N/A 76029L100 -72371.00000000 NS USD -1782497.73000000 -0.35177896877 Short EC CORP US N 1 N N N Nuveen Select Tax-Free Income3 Portfolio 549300JGEWVHKSKUP155 67063X100 117.00000000 NS USD 1895.40000000 0.000374060424 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1693.26000000 0.000334167750 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 110993.02000000 USD 152959.00000000 CAD 2020-09-16 1693.26000000 N N N N/A N/A 02128L114 85000.00000000 NS USD 89020.50000000 0.017568347584 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 89020.50000000 N N N Evolution Gaming Group AB 549300SUH6ZR1RF6TA88 N/A -17849.00000000 NS -1060152.65000000 -0.20922293458 Short EC CORP SE Y 2 N N N N/A N/A 23343Q118 1875.00000000 NS USD 2756.25000000 0.000543950640 N/A DO US N 1 DFP Healthcare Acquisitions Corp. N/A Call Purchased DFP Healthcare Acquisitions Corp. DFP Healthcare Acquisitions Corp. 1.00000000 11.50000000 USD 2022-04-01 XXXX 2756.25000000 N N N Eaton Vance Municipal Income Trust 549300DINBO2K1M6KL63 27826U108 10594.00000000 NS USD 132319.06000000 0.026113392288 Long RF US N 1 N N N Alacer Gold Corp. 529900Z8EMNJMHWKNV66 010679108 267330.00000000 NS 1837204.55000000 0.362575453056 Long EC CORP CA N 1 N N N Clough Global Equity Fund 549300SI1THLT6A9J147 18914C100 8850.00000000 NS USD 94252.50000000 0.018600891713 Long RF US N 1 N N N NextEra Energy, Inc. N/A 65339F101 -7474.00000000 NS USD -1795030.58000000 -0.35425234810 Short EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9127963K3 5043000.00000000 PA USD 5039419.32000000 0.994538002364 Long STIV UST US N 2 2020-12-17 None 0.00000000 N N N N N N CSI Compressco LP N/A 12652HAC2 348000.00000000 PA USD 295800.00000000 0.058376634770 Long DBT CORP US Y 2 2025-04-01 Fixed 7.50000000 N N N N N N N/A N/A 25280H118 153333.00000000 NS USD 269866.08000000 0.053258531403 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 269866.08000000 N N N N/A N/A 212896112 3750.00000000 NS USD 7875.00000000 0.001554144688 N/A DO US N 1 Conyers Park II Acquisition Corp. N/A Call Purchased Conyers Park II Acquisition Corp. Conyers Park II Acquisition Corp. 1.00000000 11.50000000 USD 2026-12-31 XXXX 7875.00000000 N N N Warner Music Group Corp. N/A 934550203 1000.00000000 NS USD 29500.00000000 0.005821875340 Long EC CORP US N 1 N N N Barings Global Short Duration High Yield Fund 549300WWIZCL845OP089 06760L100 16928.00000000 NS USD 212784.96000000 0.041993474964 Long RF US N 1 N N N THL Credit Senior Loan Fund 5493004GLL53XSOC8E14 32010E100 1086.00000000 NS USD 13390.38000000 0.002642614343 Long RF US N 1 N N N ADC Therapeutics SA N/A N/A 500.00000000 NS USD 23405.00000000 0.004619016689 Long EC CORP CH N 1 N N N N/A N/A N/A -256.00000000 NC USD -381683.60000000 -0.07532590978 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2020-09-18 -39554560.00000000 USD -381683.60000000 N N N Health Catalyst, Inc. 549300223PL6GWKVJG92 42225T107 -30229.00000000 NS USD -881779.93000000 -0.17402077390 Short EC CORP US N 1 N N N Chefs' Warehouse, Inc. (The) 549300JYEDC8C547E980 163086101 -5027.00000000 NS USD -68266.66000000 -0.01347254184 Short EC CORP US N 1 N N N Voya Global Advantage and Premium Opportunity Fund 549300P8MCGWLP88NI42 92912R104 14418.00000000 NS USD 118083.42000000 0.023303964441 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 329.51000000 0.000065029360 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 102680.00000000 CAD 75974.79000000 USD 2020-09-16 329.51000000 N N N N/A N/A 78669Q118 154500.00000000 NS 30727.02000000 0.006064029831 N/A DO BM N 1 Sagicor Financial Co. Ltd. N/A Call Purchased Sagicor Financial Co. Ltd. Sagicor Financial Co. Ltd. 1.00000000 11.50000000 CAD 2024-12-05 XXXX 30727.02000000 N N N Greenvision Acquisition Corp. 549300Z6TFLNGRBTFZ11 39678G103 19500.00000000 NS USD 194025.00000000 0.038291164845 Long EC CORP US N 2 N N N Genetron Holdings Ltd. N/A 37186H100 5000.00000000 NS USD 60350.00000000 0.011910175484 Long EC CORP KY N 1 N N N Western Asset Premier Bond Fund 5493007UP8PFRNTX0546 957664105 2202.00000000 NS USD 28912.26000000 0.005705883848 Long RF US N 1 N N N Verra Mobility Corp. N/A 92511U102 -69827.00000000 NS USD -717821.56000000 -0.14166330979 Short EC CORP US N 1 N N N Madison Covered Call & Equity Strategy Fund 254900DMET709D189F74 557437100 10294.00000000 NS USD 58058.16000000 0.011457876949 Long RF US N 1 N N N Infinera Corp. 549300ZOF66WPV3H0H17 45667GAD5 1475000.00000000 PA USD 1441894.30000000 0.284560300638 Long DBT CORP US Y 2 2027-03-01 Fixed 2.50000000 N N N N Y Infinera Corp. USD XXXX N N N Bilibili, Inc. 5493008V60M52L3PIS45 090040106 44525.00000000 NS USD 2062398.00000000 0.407017764697 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1421.58000000 0.000280551238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 373109.00000000 CAD 276294.35000000 USD 2020-09-16 1421.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 856.58000000 0.000169047524 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54290.51000000 USD 74856.00000000 CAD 2020-09-16 856.58000000 N N N Clough Global Opportunities Fund 549300DTG68UBCNCPY15 18914E106 37509.00000000 NS USD 326703.39000000 0.064475471522 Long RF US N 1 N N N Longview Acquisition Corp. N/A 543195200 375000.00000000 NS USD 3787500.00000000 0.747469588213 Long EC CORP US N 1 N N N Purple Innovation, Inc. N/A 74640Y106 -75000.00000000 NS USD -1350000.00000000 -0.26642480371 Short EC CORP US N 1 N N N Luminex Corp. 5299004PD7MBYRVKM104 55027E102 -36617.00000000 NS USD -1191151.01000000 -0.23507568447 Short EC CORP US N 1 N N N Wix.com Ltd. 5493008P6N29Q1AG9464 N/A 1259.00000000 NS USD 322580.98000000 0.063661906874 Long EC CORP IL N 1 N N N Tri-Continental Corp. 6QVMFZKY1QSOOIHD7Y77 895436103 15553.00000000 NS USD 384314.63000000 0.075845148047 Long RF US N 1 N N N Ironwood Pharmaceuticals, Inc. 549300PC8MR6QHH6P296 46333XAG3 1400000.00000000 PA USD 1446737.40000000 0.285516094687 Long DBT CORP US Y 2 2026-06-15 Fixed 1.50000000 N N N N Y Ironwood Pharmaceuticals, Inc. USD XXXX N N N PetIQ, Inc. 549300GROACFGKVYOX14 71639T106 -81273.00000000 NS USD -2831551.32000000 -0.55881148492 Short EC CORP US N 1 N N N Coupa Software, Inc. 549300Q95ICR2GFL2K37 22266L106 -3940.00000000 NS USD -1091537.60000000 -0.21541680802 Short EC CORP US N 1 N N N Okta, Inc. 549300N8J06I8MRHU620 679295AE5 3425000.00000000 PA USD 3697214.96000000 0.729651681501 Long DBT CORP US Y 2 2026-06-15 Fixed 0.37500000 N N N N Y Okta, Inc. USD XXXX N N N Generation Bio Co. N/A 37148K100 1000.00000000 NS USD 21000.00000000 0.004144385835 Long EC CORP US N 1 N N N Gogo, Inc. 549300VL3DIHSFHYTO04 38046CAD1 1975000.00000000 PA USD 1374315.84000000 0.271223576237 Long DBT CORP US N 2 2022-05-22 Fixed 6.00000000 N N N N N Gogo, Inc. USD XXXX N N N PAE, Inc. N/A 69290Y109 -37332.00000000 NS USD -356893.92000000 -0.07043362413 Short EC CORP US N 1 N N N Principal Real Estate Income Fund 549300HK3LIJEGLGMK36 74255X104 987.00000000 NS USD 11863.74000000 0.002341329333 Long RF US N 1 N N N N/A N/A 03212A113 46875.00000000 NS USD 46875.00000000 0.009250861240 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 46875.00000000 N N N Highland Global Allocation Fund 549300Y627XJ58WI3L10 43010T104 8167.00000000 NS USD 52595.48000000 0.010379807730 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1506.09000000 -0.00029722943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 736584.55000000 USD 79287321.00000000 JPY 2020-09-16 -1506.09000000 N N N Juniper Industrial Holdings, Inc. N/A 48205G106 150000.00000000 NS USD 1495500.00000000 0.295139477009 Long EC CORP US N 1 N N N Prospect Capital Corp. 549300FSD8T39P5Q0O47 74348TAT9 3000000.00000000 PA USD 2938964.37000000 0.580009633641 Long DBT CORP US N 2 2025-03-01 Fixed 6.37500000 N N N N N Prospect Capital Corp. USD XXXX N N N N/A N/A 524643111 250000.00000000 NS USD 122500.00000000 0.024175584041 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 122500.00000000 N N N Nuveen Dow 30SM Dynamic Overwrite Fund 549300CNS4Q1ZZUGS005 67075F105 10029.00000000 NS USD 136494.69000000 0.026937459994 Long RF US N 1 N N N AM Castle & Co. 549300LGFEO9CMIDRM22 148411309 48034.00000000 NS USD 21615.30000000 0.004265816340 Long EC CORP US N 2 N N N N/A N/A 98421X110 75000.00000000 NS USD 1800.00000000 0.000355233071 N/A DO US N 1 Xynomic Pharmaceuticals Holdings, Inc. 549300J6CMJNVYHW0L19 Call Purchased Xynomic Pharmaceuticals Holdings, Inc. Xynomic Pharmaceuticals Holdings, Inc. 1.00000000 11.50000000 USD 2024-05-15 XXXX 1800.00000000 N N N Western Asset Intermediate Muni Fund, Inc. 5493000MG5MROBD48K57 958435109 22160.00000000 NS USD 189689.60000000 0.037435566257 Long RF US N 1 N N N N/A N/A 000000000 1378183.20000000 PA USD -66450.99000000 -0.01311421627 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (0.00%). USD Currency. Maturity 1 Month 07/10/20 Y 2020-07-10 0.00000000 USD 0.00000000 USD 1378183.00000000 USD -66523.87000000 N N N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 31740LAC7 2900000.00000000 PA USD 3140613.00000000 0.619805334877 Long DBT CORP US Y 2 2026-11-15 Fixed 8.25000000 N N N N N N BlackRock MuniHoldings Fund, Inc. MZBVMGS24JR92TGE6Z32 09253N104 2073.00000000 NS USD 30929.16000000 0.006103922505 Long RF US N 1 N N N Five9, Inc. 254900MXP6EWY0SFFR59 338307AC5 1425000.00000000 PA USD 1525640.63000000 0.301087781773 Long DBT CORP US Y 2 2025-06-01 Fixed 0.50000000 N N N N Y Five9, Inc. USD XXXX N N N United States of America 254900HROIFWPRGM1V77 912810SL3 -1460000.00000000 PA USD -1672042.19000000 -0.32998037946 Short DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -58.49000000 -0.00001154310 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11115.02000000 USD 15008.00000000 CAD 2020-09-16 -58.49000000 N N N Ligand Pharmaceuticals, Inc. 5493008K7TB0IKP37H79 53220K504 -101.00000000 NS USD -11296.85000000 -0.00222945262 Short EC CORP US N 1 N N N InterPrivate Acquisition Corp. N/A 46064A202 137500.00000000 NS USD 1397000.00000000 0.275700333923 Long EC CORP US N 1 N N N N/A N/A 17144C112 22500.00000000 NS USD 67500.00000000 0.013321240185 N/A DO US N 1 Churchill Capital Corp. III N/A Call Purchased Churchill Capital Corp. III Churchill Capital Corp. III 1.00000000 11.50000000 USD 2027-03-01 XXXX 67500.00000000 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393102 61000.00000000 NS USD 2516860.00000000 0.496706615918 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9127962J7 17818000.00000000 PA USD 17810942.11000000 3.515019819049 Long STIV UST US N 2 2020-10-01 None 0.00000000 N N N N N N China Medical Technologies, Inc. N/A 169483104 -40234.00000000 NS USD -0.04000000 -0.00000000789 Short EC CORP KY N 3 N N N N/A N/A N/A 259500.00000000 NS USD 132345.00000000 0.026118511591 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 132345.00000000 N N N N/A N/A N/A 54000.00000000 NS USD 122040.00000000 0.024084802256 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 122040.00000000 N N N Collective Growth Corp. N/A 19424L200 310300.00000000 NS USD 2950953.00000000 0.582375610230 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -85.80000000 -0.00001693277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36806.32000000 USD 49844.00000000 CAD 2020-09-16 -85.80000000 N N N Foley Trasimene Acquisition Corp. N/A 34431F203 400000.00000000 NS USD 4268000.00000000 0.842297083166 Long EC CORP US N 1 N N N Atlassian Corp. plc 549300AGBII4MWBVJY22 N/A 208.00000000 NS USD 37496.16000000 0.007399931161 Long EC CORP GB N 1 N N N Cree, Inc. 549300OGU88P3AW3TO93 225447AC5 3625000.00000000 PA USD 5102187.50000000 1.006925409798 Long DBT CORP US Y 2 2026-05-01 Fixed 1.75000000 N N N N Y Cree, Inc. USD XXXX N N N Rescap Liquidating Trust N/A 760841205 125811.00000000 NS USD 125811.00000000 0.024829015541 Long EC CORP US N 2 N N N Delaware Investments Minnesota Municipal Income Fund II, Inc. RY6PR144OD7KOIBBCC20 24610V103 10065.00000000 NS USD 127322.25000000 0.025127263307 Long RF US N 1 N N N Eaton Vance Senior Income Trust F34RFVU0FGX8OM0KE928 27826S103 3660.00000000 NS USD 19507.80000000 0.003849897619 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 10.15000000 0.000002003119 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22529.46000000 USD 30595.00000000 CAD 2020-09-16 10.15000000 N N N RealPage, Inc. 5493001RSFZX4122A604 75606NAC3 600000.00000000 PA USD 645133.16000000 0.127318130019 Long DBT CORP US N 2 2025-05-15 Fixed 1.50000000 N N N N Y RealPage, Inc. USD XXXX N N N ORIC Pharmaceuticals, Inc. 54930033FJRNEYBW0L25 68622P109 1000.00000000 NS USD 33730.00000000 0.006656673058 Long EC CORP US N 1 N N N BlackRock MuniHoldings Quality Fund II, Inc. V04K6JK5YHD4O5SHSC34 09254C107 1.00000000 NS USD 12.39000000 0.000002445187 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2285.75000000 -0.00045109666 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 737364.20000000 USD 79287320.00000000 JPY 2020-09-16 -2285.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.12000000 -0.00000061573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20379.76000000 USD 27659.00000000 CAD 2020-09-16 -3.12000000 N N N N/A N/A 00973W110 7500.00000000 NS USD 7425.00000000 0.001465336420 N/A DO US N 1 Akerna Corp. N/A Call Purchased Akerna Corp. Akerna Corp. 1.00000000 11.50000000 USD 2024-08-01 XXXX 7425.00000000 N N N CBRE Clarion Global Real Estate Income Fund 549300HYEBBK5ZZO6F11 12504G100 51006.00000000 NS USD 304505.82000000 0.060094743203 Long RF US N 1 N N N Blackstone/GSO Senior Floating Rate Term Fund 549300PXYPBYRHU59R03 09256U105 20044.00000000 NS USD 257765.84000000 0.050870528390 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1387.32000000 0.000273789969 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31930600.00000000 JPY 297418.21000000 USD 2020-09-16 1387.32000000 N N N Ironwood Pharmaceuticals, Inc. 549300PC8MR6QHH6P296 46333XAE8 1400000.00000000 PA USD 1443351.32000000 0.284847846021 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 Brookfield Real Assets Income Fund, Inc. 5493007NX94W3HSQTJ60 112830104 28287.00000000 NS USD 471261.42000000 0.093004245425 Long RF US N 1 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301106 -40545.00000000 NS USD -255433.50000000 -0.05041023711 Short EC CORP US N 1 N N N Gossamer Bio, Inc. 549300ZOC0N2W6PSFR58 38341PAA0 2225000.00000000 PA USD 2227480.88000000 0.439597152772 Long DBT CORP US N 2 2027-06-01 Fixed 5.00000000 N N N N Y Gossamer Bio, Inc. USD XXXX N N N Green Plains, Inc. VJ5WLTHARBSDR14KIZ98 393222104 -3539.00000000 NS USD -36150.89000000 -0.00713443983 Short EC CORP US N 1 N N N Limbach Holdings, Inc. N/A 53263P105 -10000.00000000 NS USD -36800.00000000 -0.00726254279 Short EC CORP US N 1 N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 1405.00000000 NS USD 520341.75000000 0.102690332304 Long EC CORP US N 1 N N N Inari Medical, Inc. N/A 45332Y109 5000.00000000 NS USD 242200.00000000 0.047798583304 Long EC CORP US N 1 N N N Eaton Vance Ltd. Duration Income Fund NZ7KR43H6Z5W1GY0QX46 27828H105 3645.00000000 NS USD 41079.15000000 0.008107040352 Long RF US N 1 N N N American Eagle Outfitters, Inc. 5299001Z9HXK01DHW793 02553E106 -176657.00000000 NS USD -1925561.30000000 -0.38001280844 Short EC CORP US N 1 N N N Acamar Partners Acquisition Corp. N/A 004285102 300000.00000000 NS USD 3075000.00000000 0.606856497361 Long EC CORP US N 1 N N N Western Asset Managed Municipals Fund, Inc. 549300HVO8EY2T8K4F73 95766M105 15317.00000000 NS USD 183957.17000000 0.036304261414 Long RF US N 1 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 516.00000000 NS USD 118509.72000000 0.023388095473 Long EC CORP US N 1 N N N Invesco Quality Municipal Income Trust WLEGDSEH0E242WVNUY02 46133G107 12168.00000000 NS USD 145042.56000000 0.028624396725 Long RF US N 1 N N N PTC Therapeutics, Inc. 549300UJLWOIWFDGB318 69366J200 -30836.00000000 NS USD -1564618.64000000 -0.30878015856 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -621.66000000 -0.00012268566 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113307.94000000 USD 152959.00000000 CAD 2020-09-16 -621.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -3877.56000000 -0.00076524308 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 373107.00000000 CAD 270993.74000000 USD 2020-09-16 -3877.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 381.65000000 0.000075319278 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 101500.79000000 USD 138294.00000000 CAD 2020-09-16 381.65000000 N N N N/A N/A 000000000 44548101.21000000 PA USD 4299989.200 0.848610206374 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 Acamar Partners Acquisition Corp., Class A 1537500.00000000 USD 96000.00000000 USD Hennessy Capital Acquisition Corp. IV, Class A 537500.00000000 USD 39500.00000000 USD Trine Acquisition Corp., Class A 1045000.00000000 USD 90000.00000000 USD Software Acquisition Group, Inc., Class A 1028235.48000000 USD 38956.08000000 USD CIIG Merger Corp., Class A 886050.00000000 USD 32604.85000000 USD Replay Acquisition Corp. 1530000.00000000 USD 105000.00000000 USD Tuscan Holdings Corp. 1534500.00000000 USD 87000.00000000 USD PropTech Acquisition Corp., Class A 1010000.00000000 USD 83000.00000000 USD Megalith Financial Acquisition Corp., Class A 70051.84000000 USD 5347.84000000 USD Pivotal Investment Corp. II, Class A 1522500.00000000 USD 60000.00000000 USD FinServ Acquisition Corp., Class A 497500.00000000 USD 31000.00000000 USD Tuscan Holdings Corp. II 1492500.00000000 USD 52500.00000000 USD Conyers Park II Acquisition Corp., Class A 165750.00000000 USD 9600.00000000 USD CF Finance Acquisition Corp., Class A 1085000.00000000 USD 75000.00000000 USD Gores Metropoulos, Inc., Class A 1068989.31000000 USD 92999.07000000 USD DiamondPeak Holdings Corp., Class A 1030000.00000000 USD 70000.00000000 USD GX Acquisition Corp., Class A 1530000.00000000 USD 115500.00000000 USD Juniper Industrial Holdings, Inc., Class A 1495500.00000000 USD 85500.00000000 USD Stable Road Acquisition Corp., Class A 1243750.00000000 USD 35000.00000000 USD Switchback Energy Acquisition Corp., Class A 502350.00000000 USD 16350.00000000 USD South Mountain Merger Corp., Class A 1528500.00000000 USD 103500.00000000 USD Insurance Acquisition Corp., Class A 246978.72000000 USD 61172.97000000 USD Haymaker Acquisition Corp. II, Class A 517500.00000000 USD 38685.00000000 USD Churchill Capital Corp. II, Class A 565000.00000000 USD 81385.00000000 USD Experience Investment Corp., Class A 498500.00000000 USD 13500.00000000 USD Graf Industrial Corp. 474365.30000000 USD 128624.66000000 USD RMG Acquisition Corp., Class A 1534500.00000000 USD 91500.00000000 USD Spartan Energy Acquisition Corp., Class A 964778.56000000 USD 65698.54000000 USD Osprey Technology Acquisition Corp., Class A 1506750.00000000 USD 140250.00000000 USD GigCapital2, Inc. 1521000.00000000 USD 72000.00000000 USD FinTech Acquisition Corp. III, Class A 558000.00000000 USD 68000.00000000 USD Monocle Acquisition Corp. 1543500.00000000 USD 58500.00000000 USD Amplitude Healthcare Acquisition Corp., Class A 937500.00000000 USD 41934.37000000 USD AMCI Acquisition Corp., Class A 1022000.00000000 USD 22000.00000000 USD New Providence Acquisition Corp., Class A 1512000.00000000 USD 87000.00000000 USD Crescent Acquisition Corp., Class A 1569000.00000000 USD 129000.00000000 USD Greenvision Acquisition Corp. 1492500.00000000 USD 7500.00000000 USD Legacy Acquisition Corp., Class A 960000.00000000 USD -34000.00000000 USD CHP Merger Corp., Class A 1481052.00000000 USD 83272.00000000 USD Apex Technology Acquisition Corp., Class A 820000.00000000 USD 72000.00000000 USD Merida Merger Corp. I 979000.00000000 USD 34000.00000000 USD Healthcare Merger Corp., Class A 1503000.00000000 USD 108000.00000000 USD Y 2024-10-30 0.00000000 USD 0.00000000 USD 44548101.00000000 USD 2694380.38000000 N N N N/A N/A N/A 661870.00000000 NS USD 661.87000000 0.000130621173 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 661.87000000 N N N Bridgebio Pharma, Inc. 54930028YG89VTY2J114 10806X102 421.00000000 NS USD 13728.81000000 0.002709404081 Long EC CORP US N 1 N N N N/A N/A 42087L119 133333.00000000 NS USD 209332.81000000 0.041312187271 N/A DO US N 1 Haymaker Acquisition Corp. II N/A Call Purchased Haymaker Acquisition Corp. II Haymaker Acquisition Corp. II 1.00000000 11.50000000 USD 2026-10-31 XXXX 209332.81000000 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 Fortress Value Acquisition Corp. N/A 34962V205 333300.00000000 NS USD 3432990.00000000 0.677506434756 Long EC CORP US N 1 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330P107 -29704.00000000 NS USD -103072.88000000 -0.02034160875 Short EC CORP US N 1 N N N Nuveen Short Duration Credit Opportunities Fund N0WOEFO1WOMLJYH1PV29 67074X107 9540.00000000 NS USD 112476.60000000 0.022197448946 Long RF US N 1 N N N N/A N/A 42227L110 87500.00000000 NS USD 100625.00000000 0.019858515462 N/A DO US N 1 Healthcare Merger Corp. N/A Call Purchased Healthcare Merger Corp. Healthcare Merger Corp. 1.00000000 11.50000000 USD 2021-12-17 XXXX 100625.00000000 N N N Gabelli Healthcare & WellnessRx Trust (The) 549300XULWZNLHFTG832 36246K103 4674.00000000 NS USD 46926.96000000 0.009261115634 Long RF US N 1 N N N Kensington Capital Acquisition Corp. N/A 490073202 410000.00000000 NS USD 4108200.00000000 0.810760280474 Long EC CORP US N 1 N N N Tuscan Holdings Corp. 549300J4UX9OMHSTKS35 90069K104 170000.00000000 NS USD 1739100.00000000 0.343214352702 Long EC CORP US N 1 N N N N/A N/A 05600U114 187500.00000000 NS USD 328125.00000000 0.064756028681 N/A DO US N 1 B. Riley Principal Merger Corp. II N/A Call Purchased B. Riley Principal Merger Corp. II B. Riley Principal Merger Corp. II 1.00000000 11.50000000 USD 2026-05-06 XXXX 328125.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1832.93000000 0.000361731863 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 247638.00000000 EUR 280532.33000000 USD 2020-09-16 1832.93000000 N N N Infinera Corp. 549300ZOF66WPV3H0H17 45667G103 -144476.00000000 NS USD -855297.92000000 -0.16879450404 Short EC CORP US N 1 N N N Harmonic, Inc. 549300LRGRD8XC9BTL66 413160AC6 375000.00000000 PA USD 333281.25000000 0.065773623418 Long DBT CORP US Y 2 2024-09-01 Fixed 2.00000000 N N N N N Harmonic, Inc. USD XXXX N N N N/A N/A 39813G117 90000.00000000 NS USD 144000.00000000 0.028418645730 N/A DO US N 1 Grid Dynamics Holdings, Inc. N/A Call Purchased Grid Dynamics Holdings, Inc. Grid Dynamics Holdings, Inc. 1.00000000 11.50000000 USD 2023-09-30 XXXX 144000.00000000 N N N DWS Municipal Income Trust TEL2CK71Z3LE1OCHIB43 233368109 22842.00000000 NS USD 246693.60000000 0.048685402932 Long RF US N 1 N N N Model N, Inc. 549300WCIL3W0EYSBN94 607525102 -69625.00000000 NS USD -2420165.00000000 -0.47762369266 Short EC CORP US N 1 N N N N/A N/A 00436Q114 66666.00000000 NS USD 155998.44000000 0.030786558338 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 155998.44000000 N N N N/A N/A 52539T115 125000.00000000 NS USD 117500.00000000 0.023188825508 N/A DO US N 1 Leisure Acquisition Corp. N/A Call Purchased Leisure Acquisition Corp. Leisure Acquisition Corp. 1.00000000 11.50000000 USD 2022-12-28 XXXX 117500.00000000 N N N Cohen & Steers Quality Income Realty Fund, Inc. BOWRNZIYSSLA6IG2ST17 19247L106 40632.00000000 NS USD 444107.76000000 0.087645424287 Long RF US N 1 N N N Burning Rock Biotech Ltd. N/A 12233L107 1000.00000000 NS USD 27010.00000000 0.005330469591 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1816.60000000 -0.00035850910 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 373111.00000000 CAD 273057.64000000 USD 2020-09-16 -1816.60000000 N N N N/A N/A 64083J112 83328.00000000 NS USD 14999.04000000 0.002960086139 N/A DO US N 1 Nesco Holdings, Inc. N/A Call Purchased Nesco Holdings, Inc. Nesco Holdings, Inc. 1.00000000 11.50000000 USD 2025-01-01 XXXX 14999.04000000 N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 01741R102 -137641.00000000 NS USD -1402561.79000000 -0.27679796267 Short EC CORP US N 1 N N N ROTH CH ACQUISITION I CO. N/A 778675108 84000.00000000 NS USD 814800.00000000 0.160802170422 Long EC CORP US N 2 N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168Q104 -195082.00000000 NS USD -3661689.14000000 -0.72264060030 Short EC CORP CA N 1 N N N GigCapital3, Inc. N/A 37519D206 360000.00000000 NS USD 3614400.00000000 0.713308007825 Long EC CORP US N 1 N N N Pinduoduo, Inc. 5493000573DS7005T657 722304102 -2.00000000 NS USD -171.68000000 -0.00003388134 Short EC CORP KY N 1 N N N Franklin Ltd. Duration Income Trust P58SM14RY02PYB0IA680 35472T101 10316.00000000 NS USD 87273.36000000 0.017223546524 Long RF US N 1 N N N Ambit Biosciences Corp. N/A N/A 146272.00000000 NS USD 71964.36000000 0.014202289250 Long CORP US Y 3 N N N Gabelli Dividend & Income Trust (The) 549300082N1MHBT8NI60 36242H104 35725.00000000 NS USD 628760.00000000 0.124086858953 Long RF US N 1 N N N Flying Eagle Acquisition Corp. N/A 34407Y103 6000.00000000 NS USD 65880.00000000 0.013001530421 Long EC CORP US N 1 N N N QIAGEN NV 54930036WK3GMCN17Z57 N/A 152616.00000000 NS USD 6533490.96000000 1.289395590089 Long EC CORP NL N 1 N N N Showa Corp. N/A N/A 52.00000000 NS 1074.79000000 0.000212111640 Long EC CORP JP N 2 N N N Bridgebio Pharma, Inc. 54930028YG89VTY2J114 10806X102 -421.00000000 NS USD -13728.81000000 -0.00270940408 Short EC CORP US N 1 N N N AllianzGI Equity & Convertible Income Fund 549300E7CGC36IOELF91 018829101 13858.00000000 NS USD 311527.84000000 0.061480550833 Long RF US N 1 N N N Sony Financial Holdings, Inc. 353800O7BDSU41WOZA60 N/A 120342.00000000 NS 2905648.04000000 0.573434599063 Long EC CORP JP N 2 N N N Advanced Disposal Services, Inc. 549300ML1GEF4BKIM713 00790X101 204289.00000000 NS USD 6163399.13000000 1.216357335892 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3708.75000000 0.000731928141 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85360600.00000000 JPY 795093.02000000 USD 2020-09-16 3708.75000000 N N N Eaton Vance Short Duration Diversified Income Fund HAXBNTSIUT2SHF0XLJ46 27828V104 350.00000000 NS USD 3972.50000000 0.000783979653 Long RF US N 1 N N N Nuveen Credit Strategies Income Fund W4CSTD4RDGQSJ4FOVO30 67073D102 27513.00000000 NS USD 160675.92000000 0.031709666998 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 46.75000000 0.000009226192 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7030.08000000 USD 9606.00000000 CAD 2020-09-16 46.75000000 N N N Brookfield Renewable Partners LP VA8DFMRI2GY8Y7V79H93 N/A -27727.00000000 NS -1327530.20000000 -0.26199035034 Short BM N 1 N N N Granite Point Mortgage Trust, Inc. 529900VX2HQZ76AYIE02 38741LAC1 1900000.00000000 PA USD 1330000.00000000 0.262477769590 Long DBT CORP US N 2 2023-10-01 Fixed 6.37500000 N N N N N Granite Point Mortgage Trust, Inc. USD XXXX N N N N/A N/A 749641114 166666.00000000 NS USD 163332.68000000 0.032233983118 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 163332.68000000 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851406 7925.00000000 NS USD 774729.86000000 0.152894259915 Long EP CORP US N 2 N N N N/A N/A 019170117 210000.00000000 NS USD 31500.00000000 0.006216578753 N/A DO US N 1 Allied Esports Entertainment, Inc. 549300LQ2W8Q2EETCL11 Call Purchased Allied Esports Entertainment, Inc. Allied Esports Entertainment, Inc. 1.00000000 11.50000000 USD 2024-08-09 XXXX 31500.00000000 N N N Hercules Capital, Inc. 549300UJ5OC256GR2B73 427096508 -2758.00000000 NS USD -28876.26000000 -0.00569877918 Short EC CORP US N 1 N N N Invesco Trust for Investment Grade New York Municipals FNS6N81D3V131ZZWNT79 46131T101 9253.00000000 NS USD 112701.54000000 0.022241841239 Long RF US N 1 N N N Invesco California Value Municipal Income Trust 0O4FOPVOK8KA2I2US555 46132H106 25218.00000000 NS USD 294546.24000000 0.058129203095 Long RF US N 1 N N N National Vision Holdings, Inc. 549300JHURCBLI5ROA42 63845R107 -19640.00000000 NS USD -599412.80000000 -0.11829513895 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4096.57000000 -0.00080846508 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 373109.00000000 CAD 270776.20000000 USD 2020-09-16 -4096.57000000 N N N Nuveen Floating Rate Income Opportunity Fund 6TG15UBKG3HMZ9US3I68 6706EN100 39602.00000000 NS USD 310875.70000000 0.061351849891 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -171.93000000 -0.00003393067 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45839.05000000 USD 61988.00000000 CAD 2020-09-16 -171.93000000 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887406 28500.00000000 NS USD 1505940.00000000 0.297199828824 Long EP CORP US N 2 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330PAJ6 1125000.00000000 PA USD 929378.84000000 0.183414500020 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 45782N116 175587.00000000 NS USD 52676.10000000 0.010395718224 N/A DO US N 1 Inspired Entertainment, Inc. 549300ZUGYK6NBIU6D69 Call Purchased Inspired Entertainment, Inc. Inspired Entertainment, Inc. 0.50000000 11.50000000 USD 2021-12-23 XXXX 52676.10000000 N N N Cloudflare, Inc. 5493007DY18BGNLDWU14 18915M107 -483.00000000 NS USD -17363.85000000 -0.00342678542 Short EC CORP US N 1 N N N Dada Nexus Ltd. N/A 23344D108 5000.00000000 NS USD 111500.00000000 0.022004715270 Long EC CORP KY N 1 N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704AK1 875000.00000000 PA USD 846760.15000000 0.167109560563 Long DBT CORP US Y 2 2023-06-01 Fixed 1.00000000 N N N N N NuVasive, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 668.15000000 0.000131860542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 112018.13000000 USD 152959.00000000 CAD 2020-09-16 668.15000000 N N N Sabre Corp. 529900VKCYZW8GZ4WW58 78573M104 7819.00000000 NS USD 63021.14000000 0.012437329521 Long EC CORP US N 1 N N N BlackRock Multi-Sector Income Trust 549300BOVTR6GS7HLC41 09258A107 13413.00000000 NS USD 193281.33000000 0.038144400302 Long RF US N 1 N N N N/A N/A 71948P118 58632.00000000 NS USD 13778.52000000 0.002719214434 N/A DO US N 1 Phunware, Inc. 549300HLAJYKT2FUQZ26 Call Purchased Phunware, Inc. Phunware, Inc. 1.00000000 11.50000000 USD 2023-12-26 XXXX 13778.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 5870.98000000 0.001158647921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 729207.50000000 USD 79287323.00000000 JPY 2020-09-16 5870.98000000 N N N Insight Select Income Fund N/A 45781W109 97.00000000 NS USD 1906.05000000 0.000376162220 Long RF US N 1 N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653C108 -57231.00000000 NS USD -495048.15000000 -0.09769859718 Short EC CORP US N 1 N N N Norwegian Cruise Line Holdings Ltd. N/A N/A -199200.00000000 NS USD -3272856.00000000 -0.64590371659 Short EC CORP BM N 1 N N N Senseonics Holdings, Inc. 549300RCH6Z07TBHJ258 81727U105 -169994.00000000 NS USD -66297.66000000 -0.01308395633 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 159.15000000 0.000031408524 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17546.91000000 USD 24034.00000000 CAD 2020-09-16 159.15000000 N N N Vaxcyte, Inc. N/A 92243G108 2000.00000000 NS USD 63220.00000000 0.012476574882 Long EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257W100 -4055.00000000 NS USD -97684.95000000 -0.01927829157 Short EC CORP US N 1 N N N N/A N/A N/A 370000.00000000 NS USD 14171.00000000 0.002796671032 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 14171.00000000 N N N N/A N/A 000000000 2944762.35000000 PA USD -66055.92999999 -0.01303625050 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (-1.00% to 0.30%). USD Currency. Maturity 12-61 Months 04/19/21 to 01/22/25 Y 2021-04-19 0.00000000 USD 0.00000000 USD 2944762.00000000 USD -56273.41000000 N N N Chefs' Warehouse, Inc. (The) 549300JYEDC8C547E980 163086AA9 1325000.00000000 PA USD 950408.96000000 0.187564830089 Long DBT CORP US Y 2 2024-12-01 Fixed 1.87500000 N N N N N Chefs' Warehouse Inc. (The) USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 2510.34000000 0.000495419882 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1078236.00000000 EUR 1215990.21000000 USD 2020-09-16 2510.34000000 N N N Envista Holdings Corp. 549300BX623VURJZ5269 29415F104 -47919.00000000 NS USD -1010611.71000000 -0.19944594553 Short EC CORP US N 1 N N N Impinj, Inc. 549300M26VGKSMMWWN17 453204109 -222.00000000 NS USD -6098.34000000 -0.00120351780 Short EC CORP US N 1 N N N N/A N/A 382865111 12500.00000000 NS USD 22500.00000000 0.004440413395 N/A DO US N 1 Gores Holdings IV, Inc. N/A Call Purchased Gores Holdings IV, Inc. Gores Holdings IV, Inc. 1.00000000 11.50000000 USD 2025-01-24 XXXX 22500.00000000 N N N Churchill Capital Corp. III N/A 17144C104 90000.00000000 NS USD 971100.00000000 0.191648242142 Long EC CORP US N 1 N N N N/A N/A N/A 191000.00000000 NS USD 93590.00000000 0.018470146207 N/A DO KY N 1 Brooge Energy Ltd. 2138002XGB1HCGX8QS33 Call Purchased Brooge Energy Ltd. Brooge Energy Ltd. 1.00000000 11.50000000 USD 2024-12-20 XXXX 93590.00000000 N N N N/A N/A 17143G114 23333.00000000 NS USD 67432.37000000 0.013307893290 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 67432.37000000 N N N Alta Equipment Group, Inc. N/A 02128L106 -9640.00000000 NS USD -74902.80000000 -0.01478219539 Short EC CORP US N 1 N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 122017106 8793.00000000 NS USD 1731605.49000000 0.341735298365 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -238.45000000 -0.00004705851 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208451.00000000 EUR 234358.70000000 USD 2020-09-16 -238.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -1561.35000000 -0.00030813508 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 536015.00000000 EUR 601686.37000000 USD 2020-09-16 -1561.35000000 N N N Lion Group Holding Ltd. N/A 53620U102 8000.00000000 NS USD 24400.00000000 0.004815381637 Long EC CORP KY N 1 N N N Nuveen Real Asset Income and Growth Fund RQLXTE3CBG56EZF1BQ60 67074Y105 20527.00000000 NS USD 239755.36000000 0.047316129428 Long RF US N 1 N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089100 433.00000000 NS USD 20199.45000000 0.003986395927 Long EC CORP US N 1 N N N Aptiv plc N/A N/A -23402.00000000 NS USD -1823483.84000000 -0.35986764752 Short EC CORP JE N 1 N N N N/A N/A 87105M110 113333.00000000 NS USD 89521.74000000 0.017667268154 N/A DO US N 1 Switchback Energy Acquisition Corp. N/A Call Purchased Switchback Energy Acquisition Corp. Switchback Energy Acquisition Corp. 1.00000000 11.50000000 USD 2024-12-31 XXXX 89521.74000000 N N N BNY Mellon Strategic Municipal Bond Fund, Inc. 54930044KK4C1VDJ7M52 09662E109 10708.00000000 NS USD 77525.92000000 0.015299872606 Long RF US N 1 N N N Nuveen AMT-Free Municipal Value Fund 5493002K5IM2S29FUR04 670695105 3842.00000000 NS USD 60127.30000000 0.011866225259 Long RF US N 1 N N N Just Eat Takeaway.com NV 724500FVZIBSSQ7SHI95 N/A -31385.00000000 NS -3280518.31000000 -0.64741588654 Short EC CORP NL Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -361.45000000 -0.00007133277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26720.16000000 USD 35779.00000000 CAD 2020-09-16 -361.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -235.60000000 -0.00004649606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21306.22000000 USD 28601.00000000 CAD 2020-09-16 -235.60000000 N N N N/A N/A 39678G111 170000.00000000 NS USD 47600.00000000 0.009393941227 N/A DO US N 1 Greenvision Acquisition Corp. 549300Z6TFLNGRBTFZ11 Call Purchased Greenvision Acquisition Corp. Greenvision Acquisition Corp. 1.00000000 11.50000000 USD 2024-10-28 XXXX 47600.00000000 N N N N/A N/A 50200K116 240000.00000000 NS USD 216000.00000000 0.042627968595 N/A DO US N 1 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 216000.00000000 N N N N/A N/A 457867117 110000.00000000 NS USD 420200.00000000 0.082927187054 N/A DO US N 1 Insurance Acquisition Corp. 5493000DBZBX1I1QVY71 Call Purchased Insurance Acquisition Corp. Insurance Acquisition Corp. 1.00000000 11.50000000 USD 2024-03-31 XXXX 420200.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -2867.65000000 -0.00056593562 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79378218.00000000 JPY 733053.52000000 USD 2020-09-16 -2867.65000000 N N N American Airlines Group, Inc. N/A 02376RAF9 3500000.00000000 PA USD 3290539.00000000 0.649393486819 Long DBT CORP US N 2 2025-07-01 Fixed 6.50000000 N N N N Y American Airlines Group, Inc. USD XXXX N N N Western Asset Municipal Partners Fund, Inc. 5493001Z97VQ69W5OH84 95766P108 1917.00000000 NS USD 27125.55000000 0.005353273581 Long RF US N 1 N N N Apollo Senior Floating Rate Fund, Inc. 5493005XHGCCBXT5YQ39 037636107 16019.00000000 NS USD 199116.17000000 0.039295915933 Long RF US N 1 N N N N/A N/A 51476X113 116666.00000000 NS USD 629996.40000000 0.124330864602 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 629996.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -660.66000000 -0.00013038237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208451.00000000 EUR 233936.49000000 USD 2020-09-16 -660.66000000 N N N N/A N/A 92537N116 100000.00000000 NS USD 399000.00000000 0.078743330877 N/A DO US N 1 Vertiv Co. 5493001GPWMCFJ4RPX89 Call Purchased Vertiv Holdings Co. Vertiv Holdings Co. 1.00000000 11.50000000 USD 2025-02-10 XXXX 399000.00000000 N N N Atlassian Corp. plc 549300AGBII4MWBVJY22 N/A -208.00000000 NS USD -37496.16000000 -0.00739993116 Short EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1112.71000000 0.000219595217 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 247638.00000000 EUR 279812.11000000 USD 2020-09-16 1112.71000000 N N N N/A N/A 000000000 4062179.64000000 PA -833204.5500 -0.16443433977 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus CDOR or CORRA +/- spread (-0.08% to 0.03%). CAD Currency. Maturity 58-61 Months 04/09/25 Y 2025-04-09 0.00000000 USD 0.00000000 USD 4062180.00000000 USD -833728.49000000 N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAC0 1900000.00000000 PA USD 2422295.35000000 0.478044120869 Long DBT CORP US Y 2 2025-05-01 Fixed 0.25000000 N N N N Y Snap, Inc. USD XXXX N N N Lazard Global Total Return and Income Fund, Inc. MZRC4RJENF0LPRIWFB85 52106W103 11124.00000000 NS USD 156737.16000000 0.030932345991 Long RF US N 1 N N N iQIYI, Inc. 222100XL8T2Q5B8MS302 46267X108 1450.00000000 NS USD 33625.50000000 0.006636049805 Long EC CORP KY N 1 N N N DWS Strategic Municipal Income Trust HW9ZECORLBPA6LHYL567 23342Q101 3751.00000000 NS USD 39385.50000000 0.007772795634 Long RF US N 1 N N N Applied Molecular Transport, Inc. N/A 03824M109 10000.00000000 NS USD 251400.00000000 0.049614219003 Long EC CORP US N 1 N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 2.00000000 NS USD 397.40000000 0.000078427568 Long EC CORP US N 1 N N N N/A N/A N/A 32837.00000000 NS USD 44658.32000000 0.008813395659 N/A DO KY N 1 New Frontier Health Corp. N/A Call Purchased New Frontier Health Corp. New Frontier Health Corp. 1.00000000 11.50000000 USD 2023-07-25 XXXX 44658.32000000 N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAJ1 3675000.00000000 PA USD 3538830.67000000 0.698394271593 Long DBT CORP US Y 2 2025-06-15 Fixed 3.50000000 N N N N N Allegheny Technologies, Inc. USD XXXX N N N Repare Therapeutics, Inc. N/A 760273102 500.00000000 NS USD 15510.00000000 0.003060924967 Long EC CORP CA N 1 N N N N/A N/A 02215L118 125000.00000000 NS USD 3750.00000000 0.000740068899 N/A DO US N 1 Altus Midstream Co. N/A Call Purchased Altus Midstream Co. Altus Midstream Co. 1.00000000 11.50000000 USD 2023-11-12 XXXX 3750.00000000 N N N Glaukos Corp. 5299004JA1LHE21M6T14 377322102 -19458.00000000 NS USD -747576.36000000 -0.14753547035 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1389.46000000 -0.00027421230 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 114076.47000000 USD 152960.00000000 CAD 2020-09-16 -1389.46000000 N N N Voya Global Equity Dividend and Premium Opportunity Fund 549300YJVN8KX08ZHI42 92912T100 60929.00000000 NS USD 294287.07000000 0.058078055453 Long RF US N 1 N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAC9 16350000.00000000 PA USD 327000.00000000 0.064534008012 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 3295.96000000 0.000650463330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 731782.51000000 USD 79287322.00000000 JPY 2020-09-16 3295.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -194.40000000 -0.00003836517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125318.00000000 EUR 140842.32000000 USD 2020-09-16 -194.40000000 N N N N/A N/A 42589C112 300000.00000000 NS USD 330000.00000000 0.065126063131 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 330000.00000000 N N N N/A N/A 00434X111 579085.00000000 NS 2132.76000000 0.000420903825 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 2132.76000000 N N N N/A N/A 22564L113 200000.00000000 NS USD 300000.00000000 0.059205511937 N/A DO US N 1 Crescent Acquisition Corp. N/A Call Purchased Crescent Acquisition Corp. Crescent Acquisition Corp. 1.00000000 11.50000000 USD 2024-03-07 XXXX 300000.00000000 N N N N/A N/A 02133L117 308333.00000000 NS USD 154.17000000 0.000030425712 N/A DO US N 3 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 154.17000000 N N N N/A N/A 000000000 6633159.40000000 PA USD 162012.12000000 0.031973368349 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. 1588482.89000000 USD 74813.13000000 USD Invacare Corp. 206521.77000000 USD -7912.24000000 USD Gol Linhas Aereas Inteligentes SA, ADR 254209.32000000 USD 13497.84000000 USD Innoviva, Inc. 1061284.34000000 USD -851.66000000 USD Innoviva, Inc. 502063.74000000 USD 20111.28000000 USD Flutter Entertainment plc 619573.66000000 USD 46691.66000000 USD Paratek Pharmaceuticals, Inc. 236867.94000000 USD -16198.85000000 USD Invacare Corp. 2164155.74000000 USD -36834.43000000 USD Y 2020-09-25 0.00000000 USD 0.00000000 USD 6633159.00000000 USD 93316.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 1014.35000000 0.000200183703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 97243.00000000 CAD 72654.15000000 USD 2020-09-16 1014.35000000 N N N Swiss Helvetia Fund, Inc. (The) 549300HQZ0XPGTS5Q724 870875101 5513.00000000 NS USD 43221.92000000 0.008529919668 Long RF US N 1 N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 -1405.00000000 NS USD -520341.75000000 -0.10269033230 Short EC CORP US N 1 N N N Monocle Acquisition Corp. N/A 609754106 86119.00000000 NS USD 886164.51000000 0.174886078251 Long EC CORP US N 1 N N N Veoneer, Inc. 54930082R4LTC7PERT23 92336X109 -9794.00000000 NS USD -104697.86000000 -0.02066230133 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1112.36000000 0.000219526144 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 247638.00000000 EUR 279811.76000000 USD 2020-09-16 1112.36000000 N N N Blackline, Inc. 529900P9N7PK9LV5EK56 09239BAA7 650000.00000000 PA USD 827276.59000000 0.163264446750 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 64822P114 100000.00000000 NS USD 150000.00000000 0.029602755968 N/A DO US N 1 New Providence Acquisition Corp. N/A Call Purchased New Providence Acquisition Corp. New Providence Acquisition Corp. 1.00000000 11.50000000 USD 2024-09-01 XXXX 150000.00000000 N N N Veoneer, Inc. 54930082R4LTC7PERT23 92336XAA7 475000.00000000 PA USD 388787.50000000 0.076727876574 Long DBT CORP US N 2 2024-06-01 Fixed 4.00000000 N N N N Y Veoneer, Inc. USD XXXX N N N Pioneer High Income Trust GRH7C46DLKO4V5KVBT29 72369H106 10507.00000000 NS USD 78172.08000000 0.015427393385 Long RF US N 1 N N N RIB Software SE 549300TXKMFBJ0ECRO90 N/A 92202.00000000 NS 3003740.65000000 0.592793343037 Long EC CORP DE N 2 N N N N/A N/A 089482111 100000.00000000 NS USD 45000.00000000 0.008880826790 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 45000.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 674.13000000 0.000133040705 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77128.00000000 CAD 57495.02000000 USD 2020-09-16 674.13000000 N N N N/A N/A 83406B119 54560.00000000 NS USD 61652.80000000 0.012167285287 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 61652.80000000 N N N N/A N/A 90070A111 95000.00000000 NS USD 51300.00000000 0.010124142541 N/A DO US N 1 Tuscan Holdings Corp. II 549300PT0K8ZAABWJU18 Call Purchased Tuscan Holdings Corp. II Tuscan Holdings Corp. II 1.00000000 11.50000000 USD 2025-07-16 XXXX 51300.00000000 N N N SEMAFO, Inc. 549300S05TET4DCD2F17 816922108 18329.00000000 NS 62509.77000000 0.012336409779 Long EC CORP CA N 1 N N N Tekla Life Sciences Investors 5493007BYZPSOVVS0M04 87911K100 24293.00000000 NS USD 436302.28000000 0.086104999489 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 975.00000000 0.000192417913 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149593.00000000 EUR 169331.55000000 USD 2020-09-16 975.00000000 N N N Plug Power, Inc. 549300JPDKRSJ8JSM954 72919P202 -322608.00000000 NS USD -2648611.68000000 -0.52270803479 Short EC CORP US N 1 N N N WisdomTree Investments, Inc. 549300WIU8IS7UFO7871 97717P104 -222973.00000000 NS USD -773716.31000000 -0.15269423409 Short EC CORP US N 1 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954M200 -27277.00000000 NS USD -1571427.97000000 -0.31012399145 Short EC CORP US N 1 N N N N/A N/A 69290Y117 66666.00000000 NS USD 160665.06000000 0.031707523759 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 160665.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -612.32000000 -0.00012084239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113297.86000000 USD 152958.00000000 CAD 2020-09-16 -612.32000000 N N N China Medical Technologies, Inc. N/A 169483AC8 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP KY N 3 2013-08-15 Fixed 4.00000000 Y N N N N China Medical Technologies, Inc. USD XXXX N N N SMART Global Holdings, Inc. 529900RDGHQY8XKXPN14 83205YAA2 1025000.00000000 PA USD 916659.99000000 0.180904413269 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 N/A N/A N/A 1.00000000 NC N/A -5935.43000000 -0.00117136723 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 79378217.00000000 JPY 729985.74000000 USD 2020-09-16 -5935.43000000 N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AC6 1100000.00000000 PA 881069.53000000 0.173880575254 Long DBT CORP CA N 2 2024-06-30 Fixed 4.25000000 N N N N N Element Fleet Management Corp. CAD XXXX N N N BlackRock Debt Strategies Fund, Inc. Y02PFSGMGNYKWM70AJ95 09255R202 8290.00000000 NS USD 77345.70000000 0.015264305882 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1201.24000000 0.000237066763 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 373112.00000000 CAD 276076.22000000 USD 2020-09-16 1201.24000000 N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637AE4 3650000.00000000 PA USD 3888544.95000000 0.767410981524 Long DBT CORP US Y 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk, Inc. USD XXXX N N N BlackRock Enhanced Global Dividend Trust U48QD6ILUF60LKMSND68 092501105 25559.00000000 NS USD 240765.78000000 0.047515537539 Long RF US N 1 N N N Aberdeen Income Credit Strategies Fund JZ9OXI4GGKZDI84RNQ78 003057106 16077.00000000 NS USD 143889.15000000 0.028396769293 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 9127963J6 18862000.00000000 PA USD 18848419.36000000 3.719767724749 Long STIV UST US N 2 2020-12-10 None 0.00000000 N N N N N N MFS Municipal Income Trust GV4WN51HRTKYT6CV5890 552738106 18512.00000000 NS USD 115514.88000000 0.022797058689 Long RF US N 1 N N N PTC Therapeutics, Inc. 549300UJLWOIWFDGB318 69366JAC5 2050000.00000000 PA USD 2423057.24000000 0.478194481161 Long DBT CORP US Y 2 2026-09-15 Fixed 1.50000000 N N N N Y PTC Therapeutics, Inc. USD XXXX N N N New Mountain Finance Corp. 549300L1MPTT1H7SES77 647551100 -2190.00000000 NS USD -20345.10000000 -0.00401514020 Short EC CORP US N 1 N N N New Mountain Finance Corp. 549300L1MPTT1H7SES77 647551AC4 3325000.00000000 PA USD 3117187.50000000 0.615182272477 Long DBT CORP US N 2 2023-08-15 Fixed 5.75000000 N N N N N New Mountain Finance Corp. USD XXXX N N N Central Securities Corp. 549300D87MQ4TEVRK235 155123102 3637.00000000 NS USD 104927.45000000 0.020707611311 Long RF US N 1 N N N Bilibili, Inc. 5493008V60M52L3PIS45 090040106 -44525.00000000 NS USD -2062398.00000000 -0.40701776469 Short EC CORP KY N 1 N N N AllianceBernstein Global High Income Fund, Inc. AE2ZT9UGMEIJ7T4R5734 01879R106 14270.00000000 NS USD 144127.00000000 0.028443709396 Long RF US N 1 N N N Nuveen Arizona Quality Municipal Income Fund 549300DWXOLUWN2P0B05 67061W104 4300.00000000 NS USD 58480.00000000 0.011541127793 Long RF US N 1 N N N N/A N/A 12528N115 300000.00000000 NS USD 405000.00000000 0.079927441115 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 405000.00000000 N N N N/A N/A 382872117 33333.00000000 NS USD 64999.35000000 0.012827732641 N/A DO US N 1 Gores Metropoulos, Inc. N/A Call Purchased Gores Metropoulos, Inc. Gores Metropoulos, Inc. 1.00000000 11.50000000 USD 2024-03-25 XXXX 64999.35000000 N N N N/A N/A 30162V110 880354.00000000 NS USD 14085.66000000 0.002779829037 N/A DO US N 1 Exela Technologies, Inc. 549300CP95F46H3HDR87 Call Purchased Exela Technologies, Inc. Exela Technologies, Inc. 0.50000000 11.50000000 USD 2022-07-12 XXXX 14085.66000000 N N N National Vision Holdings, Inc. 549300JHURCBLI5ROA42 63845RAA5 775000.00000000 PA USD 926561.64000000 0.182858520793 Long DBT CORP US Y 2 2025-05-15 Fixed 2.50000000 N N N N Y National Vision Holdings, Inc. USD XXXX N N N MFA Financial, Inc. YW72IMH2RRC8Z1TGLG58 55272XAA0 2125000.00000000 PA USD 1859375.00000000 0.366950829197 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 N/A N/A N/A 1.00000000 NC N/A 1541.83000000 0.000304282781 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 111142.97000000 USD 152957.00000000 CAD 2020-09-16 1541.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -5936.33000000 -0.00117154485 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79378218.00000000 JPY 729984.84000000 USD 2020-09-16 -5936.33000000 N N N Chewy, Inc. N/A 16679L109 -49407.00000000 NS USD -2207998.83000000 -0.43575233695 Short EC CORP US N 1 N N N N/A N/A 89154L118 117051.00000000 NS USD 1264150.80000000 0.249482317601 N/A DO US N 1 Tortoise Acquisition Corp. N/A Call Purchased Tortoise Acquisition Corp. Tortoise Acquisition Corp. 1.00000000 11.50000000 USD 2024-03-04 XXXX 1264150.80000000 N N N N/A N/A 12558Y114 125000.00000000 NS USD 122500.00000000 0.024175584041 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 122500.00000000 N N N Nuveen Virginia Quality Municipal Income Fund 549300VVSBWT8OW8JS28 67064R102 18698.00000000 NS USD 267007.44000000 0.052694373921 Long RF US N 1 N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 298736109 391.00000000 NS USD 37465.62000000 0.007393904040 Long EC CORP US N 1 N N N Teladoc Health, Inc. 549300I2PVFBC9MFAC61 87918AAE5 1975000.00000000 PA USD 2182101.21000000 0.430641397459 Long DBT CORP US Y 2 2027-06-01 Fixed 1.25000000 N N N N N Teladoc Health, Inc. USD XXXX N N N RiverNorth Opportunistic Municipal Income Fund, Inc. 549300RXJKKPD5ZG2Y84 76883F108 540.00000000 NS USD 11453.40000000 0.002260348034 Long RF US N 1 N N N Greenvision Acquisition Corp. 549300Z6TFLNGRBTFZ11 39678G129 170000.00000000 NS USD 47600.00000000 0.009393941227 Long CORP US N 1 N N N N/A N/A 000000000 1693604.80000000 PA 10558.62000000 0.002083761674 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.75% to 1.25%). GBP Currency. Maturity 25 Months 02/25/22 to 05/25/22 Y 2022-02-25 0.00000000 USD 0.00000000 USD 1693605.00000000 USD 49040.95000000 N N N N/A N/A 838884112 150000.00000000 NS USD 168000.00000000 0.033155086685 N/A DO US N 1 South Mountain Merger Corp. 549300K51KDPS5MBVB54 Call Purchased South Mountain Merger Corp. South Mountain Merger Corp. 1.00000000 11.50000000 USD 2024-06-20 XXXX 168000.00000000 N N N United States of America 254900HROIFWPRGM1V77 9127962S7 638000.00000000 PA USD 637679.58000000 0.125847153287 Long STIV UST US N 2 2020-10-22 None 0.00000000 N N N N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAD7 4400000.00000000 PA USD 88000.00000000 0.017366950168 Long DBT CORP US N 3 2021-01-01 Fixed 2.75000000 Y N N N N N Luminex Corp. 5299004PD7MBYRVKM104 55027EAB8 2950000.00000000 PA USD 3040500.48000000 0.600047958217 Long DBT CORP US Y 2 2025-05-15 Fixed 3.00000000 N N N N Y Luminex Corp. USD XXXX N N N Healthcare Merger Corp. N/A 42227L102 25000.00000000 NS USD 250500.00000000 0.049436602467 Long EC CORP US N 1 N N N SFL Corp. Ltd. 549300RLYYPSB0C7RH77 N/A 2600000.00000000 PA USD 2459631.64000000 0.485412501414 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 General American Investors Co., Inc. 254900MHIF9G7IS1T951 368802104 4828.00000000 NS USD 153610.54000000 0.030315302199 Long RF US N 1 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 53069QAA7 1450000.00000000 PA USD 1148218.75000000 0.226602929700 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 EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAJ8 2200000.00000000 PA USD 2275543.20000000 0.449082333640 Long DBT CORP US Y 2 2026-05-01 Fixed 1.75000000 N N N N Y EQT Corp. USD XXXX N N N LivaNova plc 2138001K2FX6SHK2B339 N/A -34055.00000000 NS USD -1639067.15000000 -0.32347269905 Short EC CORP GB N 1 N N N JOYY, Inc. 549300N6CHVU5CQZPW24 98426TAF3 250000.00000000 PA USD 275292.50000000 0.054329444650 Long DBT CORP KY N 2 2026-06-15 Fixed 1.37500000 N N N N Y JOYY, Inc. USD XXXX N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137206 12200.00000000 NS USD 1277218.00000000 0.252061151820 Long EP CORP US N 2 N N N ZoomInfo Technologies, Inc. N/A 98980F104 35000.00000000 NS USD 1786050.00000000 0.352480015320 Long EC CORP US N 1 N N N N/A N/A 68839R120 75000.00000000 NS USD 78750.00000000 0.015541446883 N/A DO US N 1 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 78750.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 592.76000000 0.000116982197 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26858000.00000000 JPY 249595.21000000 USD 2020-09-16 592.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.76000000 0.000012583144 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44641.95000000 USD 60683.00000000 CAD 2020-09-16 63.76000000 N N N Crescent Acquisition Corp. 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Ltd. 0.50000000 12.00000000 USD 2021-07-06 XXXX 71.19000000 N N N Nuveen Diversified Dividend and Income Fund D5FGOSNM9N49JUUE1836 6706EP105 10658.00000000 NS USD 82386.34000000 0.016259084787 Long RF US N 1 N N N Plug Power, Inc. 549300JPDKRSJ8JSM954 72919PAC7 1825000.00000000 PA USD 3083245.10000000 0.608483681916 Long DBT CORP US Y 2 2025-06-01 Fixed 3.75000000 N N N N Y Plug Power, Inc. USD XXXX N N N N/A N/A 74349F119 81250.00000000 NS USD 56875.00000000 0.011224378304 N/A DO US N 1 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 Nuveen S&P 500 Buy-Write Income Fund 5493000J8QMCY5J7XP73 6706ER101 28124.00000000 NS USD 309364.00000000 0.061053513316 Long RF US N 1 N N N Royalty Pharma plc N/A N/A 5000.00000000 NS USD 242750.00000000 0.047907126742 Long EC CORP GB N 1 N N N Nuveen Tax-Advantaged Dividend Growth Fund P8A4JDNIPXCEKEVC8W52 67073G105 3153.00000000 NS USD 40263.81000000 0.007946131612 Long RF US N 1 N N N SSR Mining, Inc. 549300JD2KR7AB9DYJ38 784730103 -86782.00000000 NS -1849295.27000000 -0.36496157728 Short EC CORP CA N 1 N N N Aberdeen Global Premier Properties Fund 2549006N165AK05LKM02 00302L108 8732.00000000 NS USD 40691.12000000 0.008030461969 Long RF US N 1 N N N Viterra, Inc. 549300IOJASF7KPJ2R34 92849TAJ7 778000.00000000 PA USD 781280.50000000 0.154187039898 Long DBT CORP CA Y 2 2020-08-01 Fixed 5.95000000 N N N N N N SFL Corp. Ltd. 549300RLYYPSB0C7RH77 N/A -11912.00000000 NS USD -110662.48000000 -0.02183942926 Short EC CORP BM N 1 N N N Ligand Pharmaceuticals, Inc. 5493008K7TB0IKP37H79 53220K504 101.00000000 NS USD 11296.85000000 0.002229452625 Long EC CORP US N 1 N N N N/A N/A N/A 125000.00000000 NS USD 25000.00000000 0.004933792661 N/A DO VG N 1 Longevity Acquisition Corp. N/A Call Purchased Longevity Acquisition Corp. Longevity Acquisition Corp. 0.50000000 11.50000000 USD 2025-07-31 XXXX 25000.00000000 N N N Ironwood Pharmaceuticals, Inc. 549300PC8MR6QHH6P296 46333X108 -135897.00000000 NS USD -1402457.04000000 -0.27677729007 Short EC CORP US N 1 N N N Integra LifeSciences Holdings Corp. 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Maturity 43-61 Months 03/17/23 to 06/20/25 Microchip Technology, Inc. 3411168.80000000 USD 1207243.37000000 USD NextEra Energy, Inc. 6218925.00000000 USD -139175.00000000 USD Ligand Pharmaceuticals, Inc. 256583.90000000 USD -6137.69000000 USD Lumentum Holdings, Inc., Series QIB 3342382.83000000 USD 70326.25000000 USD Carnival Corp. 14367718.35000000 USD 2572743.95000000 USD DISH Network Corp., Class A 695341.99000000 USD -156837.23000000 USD Air Transport Services Group, Inc. 1204227.98000000 USD -119098.36000000 USD Liberty Interactive LLC 6042544.00000000 USD 169856.00000000 USD Booking Holdings, Inc. 786615.96000000 USD 65725.16000000 USD Omeros Corp. 2349096.75000000 USD 57924.00000000 USD Carnival Corp. 12351945.00000000 USD -2550772.24000000 USD Live Nation Entertainment, Inc. 1100536.58000000 USD 144179.69000000 USD Splunk, Inc. 1508331.70000000 USD -431867.34000000 USD Square, Inc., Class A 3742580.16000000 USD -1116942.60000000 USD Sarepta Therapeutics, Inc. 3158259.50000000 USD 1120530.12000000 USD Air Transport Services Group, Inc. 2832072.00000000 USD -59841.00000000 USD Splunk, Inc. 2098201.35000000 USD 574762.35000000 USD Cleveland-Cliffs, Inc. 2293030.08000000 USD 168205.90000000 USD Square, Inc. 7762646.05000000 USD 1669062.00000000 USD Rapid7, Inc. 4330220.46000000 USD -460901.73000000 USD NextEra Energy, Inc. 6704345.55000000 USD 10837.75000000 USD Omeros Corp. 930333.44000000 USD 39005.02000000 USD NRG Energy, Inc. 1077670.88000000 USD 54765.24000000 USD Benefitfocus, Inc. 58437.56000000 USD 11900.84000000 USD Benefitfocus, Inc. 2066470.88000000 USD 111940.50000000 USD Green Plains, Inc. 936878.94000000 USD -200229.55000000 USD Granite Construction, Inc. 3069195.40000000 USD 103056.00000000 USD Deutsche Bank AG 3374925.75000000 USD -33743.25000000 USD Snap, Inc., Class A 1606786.47000000 USD -610520.11000000 USD NuVasive, Inc. 4383925.00000000 USD -73545.70000000 USD SMART Global Holdings, Inc. 514979.46000000 USD -34494.27000000 USD Guess?, Inc. 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2247198.72000000 USD -446723.86000000 USD Bandwidth, Inc. 7007939.70000000 USD 2099814.30000000 USD Colfax Corp. 4263454.80000000 USD -365453.08000000 USD Microchip Technology, Inc. 3273877.28000000 USD -911181.54000000 USD Tabula Rasa HealthCare, Inc. 2059922.00000000 USD 25102.00000000 USD Akamai Technologies, Inc. 3078409.14000000 USD -167066.58000000 USD Tesla, Inc. 22478404.77000000 USD -7981151.70000000 USD Wayfair, Inc., Class A 5694132.15000000 USD -1884746.70000000 USD Cytokinetics, Inc. 5092392.78000000 USD -1755950.19000000 USD Booking Holdings, Inc. 3727934.00000000 USD 207582.50000000 USD PAR Technology Corp. 1520757.88000000 USD 275635.75000000 USD NextEra Energy, Inc. 2738869.50000000 USD -91972.75000000 USD SMART Global Holdings, Inc. 1128802.50000000 USD 22262.50000000 USD PAR Technology Corp. 797963.73000000 USD -166250.21000000 USD Lannett Co., Inc. 1619139.72000000 USD 237723.31000000 USD Lumentum Holdings, Inc. 4977327.32000000 USD -345874.16000000 USD Granite Construction, Inc. 947621.40000000 USD -51859.95000000 USD Lannett Co., Inc. 3023763.60000000 USD -156336.40000000 USD OPKO Health, Inc. 5375927.20000000 USD 1475789.70000000 USD Rapid7, Inc. 6306799.40000000 USD 494742.82000000 USD Akamai Technologies, Inc. 5962537.80000000 USD 118861.20000000 USD Meritor, Inc. 2081210.48000000 USD -16006.55000000 USD NRG Energy, Inc. 4002444.15000000 USD -121815.75000000 USD Sarepta Therapeutics, Inc. 2702691.04000000 USD -1020538.10000000 USD Green Plains, Inc. 1931833.25000000 USD 481401.75000000 USD Live Nation Entertainment, Inc. 2554237.50000000 USD 388600.00000000 USD Sirius XM Holdings, Inc. 850463.21000000 USD -23954.21000000 USD Equitable Holdings, Inc. 6153220.65000000 USD -913773.57000000 USD Colfax Corp. 4880400.00000000 USD 376400.00000000 USD AXA SA 7748034.00000000 USD 848880.60000000 USD Charter Communications, Inc., Class A 5024404.04000000 USD -152044.34000000 USD Cleveland-Cliffs, Inc. 4150714.63000000 USD -911900.72000000 USD KBR, 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N/A 68269G107 -36515.00000000 NS USD -1326224.80000000 -0.26173272742 Short EC CORP US N 1 N N N Nuveen Ohio Quality Municipal Income Fund 549300YQTF12CXCN9E54 670980101 3237.00000000 NS USD 48587.37000000 0.009588800381 Long RF US N 1 N N N Alteryx, Inc. 549300XWZG0JHL7I0827 02156BAC7 450000.00000000 PA USD 507538.03000000 0.100163496313 Long DBT CORP US Y 2 2024-08-01 Fixed 0.50000000 N N N N Y Alteryx, Inc. USD XXXX N N N PennyMac Corp. EWN0I878407TKQNXZ933 70932AAC7 825000.00000000 PA USD 778106.69000000 0.153560683078 Long DBT CORP US Y 2 2024-11-01 Fixed 5.50000000 N N N N Y PennyMac Mortgage Investment Trust USD XXXX N N N New Germany Fund, Inc. (The) 549300TPS2RTTJ8O3C08 644465106 3244.00000000 NS USD 49243.92000000 0.009718371644 Long RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1014.25000000 0.000200163968 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 97241.00000000 CAD 72652.57000000 USD 2020-09-16 1014.25000000 N N N Health Catalyst, Inc. 549300223PL6GWKVJG92 42225TAA5 1250000.00000000 PA USD 1444230.38000000 0.285021330012 Long DBT CORP US Y 2 2025-04-15 Fixed 2.50000000 N N N N Y Health Catalyst, Inc. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -217.84000000 -0.00004299109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45884.96000000 USD 61988.00000000 CAD 2020-09-16 -217.84000000 N N N N/A N/A 000000000 10327540.24000000 PA USD -35099.0700 -0.00692686135 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus USOBFR +/- spread (-0.03% to 0.07%). USD Currency. Maturity 61 Months 06/25/25 Palo Alto Networks, Inc. 2884425.53000000 USD -4521.24000000 USD Palo Alto Networks, Inc. 7443114.71000000 USD -33208.37000000 USD Y 2025-06-25 0.00000000 USD 0.00000000 USD 10327540.00000000 USD -37729.61000000 N N N 2020-07-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer