Chief Compliance Officer

0001085146-22-001024.txt : 20220214 0001085146-22-001024.hdr.sgml : 20220214 20220214132439 ACCESSION NUMBER: 0001085146-22-001024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220214 DATE AS OF CHANGE: 20220214 EFFECTIVENESS DATE: 20220214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: EMG Holdings, L.P. CENTRAL INDEX KEY: 0001478394 IRS NUMBER: 030612415 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-21414 FILM NUMBER: 22628802 BUSINESS ADDRESS: STREET 1: 53 FOREST AVENUE CITY: OLD GREENWICH STATE: CT ZIP: 06870 BUSINESS PHONE: (203) 698-1200 MAIL ADDRESS: STREET 1: 53 FOREST AVENUE CITY: OLD GREENWICH STATE: CT ZIP: 06870 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001478394 XXXXXXXX 12-31-2021 12-31-2021 false EMG Holdings, L.P.

53 FOREST AVENUE OLD GREENWICH CT 06870

13F HOLDINGS REPORT 028-21414 N Daniel Caffarelli Chief Compliance Officer 203-698-1200 /s/Daniel Caffarelli New York NY 02-14-2022 1 273 774801 false 01 0001098490 028-11539 ELLINGTON MANAGEMENT GROUP LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE ACTIVISION BLIZZARD INC COM 00507V109 2841 42700 SH SOLE 1 42700 0 0 ACTIVISION BLIZZARD INC COM 00507V109 3327 50000 SH Call SOLE 1 50000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 2329 35000 SH Put SOLE 1 35000 0 0 ADVANCED MERGER PARTNERS INC COM CL A 00777J109 486 50000 SH SOLE 1 50000 0 0 AFLAC INC COM 001055102 654 11200 SH SOLE 1 11200 0 0 AFLAC INC COM 001055102 2044 35000 SH Put SOLE 1 35000 0 0 AFRICAN GOLD ACQUISITION COR *W EXP 03/31/202 G0112R124 56 112498 SH SOLE 1 112498 0 0 AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 1452 150000 SH SOLE 1 150000 0 0 AG MTG INVT TR INC COM NEW 001228501 664 64865 SH SOLE 1 64865 0 0 AGNC INVT CORP COM 00123Q104 1503 100000 SH Put SOLE 1 100000 0 0 ALTICE USA INC CL A 02156K103 5014 309923 SH SOLE 1 309923 0 0 ALTICE USA INC CL A 02156K103 5057 312500 SH Call SOLE 1 312500 0 0 ALTIMAR ACQUISITION CORP III SHS CL A G0370U108 244 25000 SH SOLE 1 25000 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 8350 307000 SH Put SOLE 1 307000 0 0 AMC NETWORKS INC CL A 00164V103 823 23905 SH SOLE 1 23905 0 0 ANNALY CAPITAL MANAGEMENT IN COM 035710409 1563 200000 SH Put SOLE 1 200000 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 105 133232 SH SOLE 1 133232 0 0 ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 3045 312703 SH SOLE 1 312703 0 0 APA CORPORATION COM 03743Q108 1114 41431 SH SOLE 1 41431 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 658 50000 SH Put SOLE 1 50000 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 195 20000 SH SOLE 1 20000 0 0 ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 28 37498 SH SOLE 1 37498 0 0 ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 1466 150000 SH SOLE 1 150000 0 0 ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 89 100000 SH SOLE 1 100000 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 4870 500000 SH SOLE 1 500000 0 0 ARQIT QUANTUM INC *W EXP 11/02/202 G0567U119 123 17499 SH SOLE 1 17499 0 0 ARROWROOT ACQUISITION CORP *W EXP 03/02/202 04282M110 27 49999 SH SOLE 1 49999 0 0 ARROWROOT ACQUISITION CORP CL A COM 04282M102 970 100000 SH SOLE 1 100000 0 0 ASHLAND GLOBAL HLDGS INC COM 044186104 18291 169900 SH Put SOLE 1 169900 0 0 AUDACY INC CL A 05070N103 890 346437 SH SOLE 1 346437 0 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 24 24998 SH SOLE 1 24998 0 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 972 100000 SH SOLE 1 100000 0 0 AVIS BUDGET GROUP COM 053774105 46347 223500 SH Put SOLE 1 223500 0 0 BJS RESTAURANTS INC COM 09180C106 1727 50000 SH Call SOLE 1 50000 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 11 18332 SH SOLE 1 18332 0 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 534 55000 SH SOLE 1 55000 0 0 BROADSCALE ACQUISITION CORP *W EXP 02/02/202 11134Y119 12 12749 SH SOLE 1 12749 0 0 BROADSCALE ACQUISITION CORP COM CL A 11134Y101 508 51000 SH SOLE 1 51000 0 0 CAMPBELL SOUP CO COM 134429109 3202 73700 SH SOLE 1 73700 0 0 CANO HEALTH INC COM CL A 13781Y103 757 85000 SH SOLE 1 85000 0 0 CARNIVAL CORP COMMON STOCK 143658300 4024 200000 SH Put SOLE 1 200000 0 0 CARTESIAN GROWTH CORP *W EXP 02/26/202 G19276115 34 30666 SH SOLE 1 30666 0 0 CARVANA CO CL A 146869102 2898 12500 SH Put SOLE 1 12500 0 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 10 16666 SH SOLE 1 16666 0 0 CATCHA INVESTMENT CORP SHS CL A G1962Y102 488 50000 SH SOLE 1 50000 0 0 CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 99 10000 SH SOLE 1 10000 0 0 CHEGG INC COM 163092109 6140 200000 SH Call SOLE 1 200000 0 0 CHEMOURS CO COM 163851108 19531 582000 SH Put SOLE 1 582000 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 491 50000 SH SOLE 1 50000 0 0 CITIGROUP INC COM NEW 172967424 1981 32799 SH SOLE 1 32799 0 0 CITIGROUP INC COM NEW 172967424 3020 50000 SH Call SOLE 1 50000 0 0 CITIGROUP INC COM NEW 172967424 4088 67700 SH Put SOLE 1 67700 0 0 CITRIX SYS INC COM 177376100 360 3811 SH SOLE 1 3811 0 0 CITRIX SYS INC COM 177376100 3311 35000 SH Call SOLE 1 35000 0 0 CLARIM ACQUISITION CORP *W EXP 01/05/202 18049C116 10 16666 SH SOLE 1 16666 0 0 CLARIM ACQUISITION CORP COM CL A 18049C108 488 50000 SH SOLE 1 50000 0 0 CLIMATE REAL IMPACT SLUTINS COM CL A 187171103 98 10000 SH SOLE 1 10000 0 0 COLICITY INC *W EXP 02/24/202 194170114 10 11999 SH SOLE 1 11999 0 0 COLICITY INC COM CL A 194170106 584 60000 SH SOLE 1 60000 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 473 35560 SH SOLE 1 35560 0 0 CONAGRA BRANDS INC COM 205887102 2860 83779 SH SOLE 1 83779 0 0 CONSTELLATION ACQUISITN CORP *W EXP 01/29/202 G2R18K113 8 13333 SH SOLE 1 13333 0 0 CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 390 40000 SH SOLE 1 40000 0 0 CORAZON CAPITAL V838 MONOCER *W EXP 03/24/202 G24237128 23 33333 SH SOLE 1 33333 0 0 CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 976 100000 SH SOLE 1 100000 0 0 COTY INC COM CL A 222070203 2761 263100 SH Put SOLE 1 263100 0 0 CROWN PROPTECH ACQUISITIONS *W EXP 99/99/999 G25741110 10 16666 SH SOLE 1 16666 0 0 D AND Z MEDIA ACQUISITION CO COM CL A 23305Q106 243 25000 SH SOLE 1 25000 0 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 10 16666 SH SOLE 1 16666 0 0 DHB CAPITAL CORP CL A COM 23291W109 487 50000 SH SOLE 1 50000 0 0 DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 25 49998 SH SOLE 1 49998 0 0 DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 1459 150000 SH SOLE 1 150000 0 0 DIAMONDHEAD HOLDINGS CORP CL A 25278L105 97 10000 SH SOLE 1 10000 0 0 DIGITAL TURBINE INC COM NEW 25400W102 281 4600 SH SOLE 1 4600 0 0 DIGITAL TURBINE INC COM NEW 25400W102 610 10000 SH Put SOLE 1 10000 0 0 DISCOVERY INC COM SER A 25470F104 589 25000 SH SOLE 1 25000 0 0 DISCOVERY INC COM SER A 25470F104 589 25000 SH Put SOLE 1 25000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 48246 50045000 PRN SOLE 1 50045000 0 0 DOCUSIGN INC COM 256163106 1523 10000 SH Call SOLE 1 10000 0 0 DOORDASH INC CL A 25809K105 223 1500 SH SOLE 1 1500 0 0 DOORDASH INC CL A 25809K105 3722 25000 SH Put SOLE 1 25000 0 0 DUOLINGO INC CL A COM 26603R106 2228 21000 SH Put SOLE 1 21000 0 0 ELLINGTON FINANCIAL INC COM 28852N109 15519 908047 SH SOLE 908047 0 0 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1549 149086 SH SOLE 149086 0 0 EQ HEALTH ACQUISITION CORP *W EXP 02/02/202 26886A119 10 17499 SH SOLE 1 17499 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 339 35000 SH SOLE 1 35000 0 0 EQT CORP COM 26884L109 1070 49037 SH SOLE 1 49037 0 0 ESM ACQUISITION CORPORATION *W EXP 02/02/202 G3195H112 24 33333 SH SOLE 1 33333 0 0 ESM ACQUISITION CORPORATION SHS CL A G3195H104 972 100000 SH SOLE 1 100000 0 0 FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 30 49998 SH SOLE 1 49998 0 0 FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 1458 150000 SH SOLE 1 150000 0 0 FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 10 12499 SH SOLE 1 12499 0 0 FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 96 10000 SH SOLE 1 10000 0 0 FREEDOM ACQUISITION I CORP *W EXP 99/99/999 G3663X128 14 24999 SH SOLE 1 24999 0 0 FREEDOM ACQUISITION I CORP SHS CL A G3663X110 967 100000 SH SOLE 1 100000 0 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 48 49999 SH SOLE 1 49999 0 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 1954 200000 SH SOLE 1 200000 0 0 FUSION ACQUISITION CORP II *W EXP 02/29/202 36118N110 10 16666 SH SOLE 1 16666 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 485 50000 SH SOLE 1 50000 0 0 G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 43 50000 SH SOLE 1 50000 0 0 G SQUARED ASCEND I INC SHS CL A G4204R109 1167 118076 SH SOLE 1 118076 0 0 GAMING & HOSPITALITY ACQU CO *W EXP 02/04/202 364681114 7 13333 SH SOLE 1 13333 0 0 GAMING & HOSPITALITY ACQU CO COM CL A 364681106 392 40000 SH SOLE 1 40000 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 1445 135000 SH Put SOLE 1 135000 0 0 GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 24 49999 SH SOLE 1 49999 0 0 GOLDEN ARROW MERGER CORP CLASS A COM 380799106 1452 150000 SH SOLE 1 150000 0 0 GORES HOLDINGS VII INC COM CL A 38286T101 685 70000 SH SOLE 1 70000 0 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 18 13999 SH SOLE 1 13999 0 0 GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 692 70000 SH SOLE 1 70000 0 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 394 40000 SH SOLE 1 40000 0 0 GREAT AJAX CORP COM 38983D300 4238 322057 SH SOLE 1 322057 0 0 GROCERY OUTLET HLDG CORP COM 39874R101 283 10000 SH Put SOLE 1 10000 0 0 GROUP NINE ACQUISITION CORP COM CL A 39947R104 279 28529 SH SOLE 1 28529 0 0 HASBRO INC COM 418056107 301 2956 SH SOLE 1 2956 0 0 HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 18 24999 SH SOLE 1 24999 0 0 HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 980 100000 SH SOLE 1 100000 0 0 HDFC BANK LTD SPONSORED ADS 40415F101 716 11000 SH SOLE 1 11000 0 0 HDFC BANK LTD SPONSORED ADS 40415F101 1627 25000 SH Put SOLE 1 25000 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 1256 30679 SH SOLE 1 30679 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 5525 135000 SH Put SOLE 1 135000 0 0 HERTZ GLOBAL HLDGS INC *W EXP 06/30/205 42806J148 958 60000 SH SOLE 1 60000 0 0 HERTZ GLOBAL HLDGS INC COM NEW 42806J700 27824 1113400 SH Call SOLE 1 1113400 0 0 HUDSON EXECUTIVE INVES III *W EXP 02/22/202 44376L115 32 39999 SH SOLE 1 39999 0 0 HUDSON EXECUTIVE INVES III COM CL A 44376L107 1944 200000 SH SOLE 1 200000 0 0 HUDSON EXECUTIVE INVS CORP I *W EXP 01/31/202 443760111 25 37499 SH SOLE 1 37499 0 0 HUDSON EXECUTIVE INVS CORP I COM CL A 443760103 1468 150000 SH SOLE 1 150000 0 0 IBERE PHARMACEUTICALS SHS CL A G46843101 97 10000 SH SOLE 1 10000 0 0 IMPAC MTG HLDGS INC COM NEW 45254P508 58 51900 SH SOLE 1 51900 0 0 INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 28 35999 SH SOLE 1 35999 0 0 INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 1750 180000 SH SOLE 1 180000 0 0 INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 44200 2000000 SH Put SOLE 1 2000000 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 2780 1000000 SH Call SOLE 1 1000000 0 0 ISHARES INC MSCI BRAZIL ETF 464286400 345 12300 SH SOLE 1 12300 0 0 ISHARES INC MSCI BRAZIL ETF 464286400 842 30000 SH Put SOLE 1 30000 0 0 ISHARES TR IBOXX HI YD ETF 464288513 44157 507500 SH Put SOLE 1 507500 0 0 ITIQUIRA ACQUISITION CORP *W EXP 02/03/202 G49773115 6 10000 SH SOLE 1 10000 0 0 ITIQUIRA ACQUISITION CORP CL A SHS G49773107 195 20000 SH SOLE 1 20000 0 0 JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 95 175000 SH SOLE 1 175000 0 0 JACK CREEK INVESTMENT CORP CL A SHS G4989X115 3416 350000 SH SOLE 1 350000 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 13 12499 SH SOLE 1 12499 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 487 50000 SH SOLE 1 50000 0 0 JOHNSON & JOHNSON COM 478160104 4277 25000 SH Call SOLE 1 25000 0 0 KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 38 75000 SH SOLE 1 75000 0 0 KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 1462 150000 SH SOLE 1 150000 0 0 KHOSLA VENTURES ACQUISITION CL A 482504107 96 10000 SH SOLE 1 10000 0 0 KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 27 53522 SH SOLE 1 53522 0 0 KISMET ACQUISITION THREE COR CL A SHARES G5276C110 1555 160570 SH SOLE 1 160570 0 0 KISMET ACQUISITION TWO CORP *W EXP 06/30/202 G52807115 20 41032 SH SOLE 1 41032 0 0 KISMET ACQUISITION TWO CORP CL A SHS G52807107 1201 123100 SH SOLE 1 123100 0 0 KOHLS CORP COM 500255104 2153 43595 SH SOLE 1 43595 0 0 LAS VEGAS SANDS CORP COM 517834107 376 10000 SH SOLE 1 10000 0 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 10 10998 SH SOLE 1 10998 0 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 535 55000 SH SOLE 1 55000 0 0 LEAR CORP COM NEW 521865204 3923 21446 SH SOLE 1 21446 0 0 LINCOLN NATL CORP IND COM 534187109 247 3625 SH SOLE 1 3625 0 0 LINCOLN NATL CORP IND COM 534187109 853 12500 SH Put SOLE 1 12500 0 0 LIVE OAK MOBILITY ACQUISI CO *W EXP 03/04/202 538126111 23 19998 SH SOLE 1 19998 0 0 LIVE OAK MOBILITY ACQUISI CO COM CL A 538126103 977 100000 SH SOLE 1 100000 0 0 LOCAL BOUNTI CORP *W EXP 99/99/999 53960E114 14 19998 SH SOLE 1 19998 0 0 LUMEN TECHNOLOGIES INC COM 550241103 800 63807 SH SOLE 1 63807 0 0 LUMINAR TECHNOLOGIES INC COM CL A 550424105 550 32500 SH Call SOLE 1 32500 0 0 MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 55 83333 SH SOLE 1 83333 0 0 MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 2440 250000 SH SOLE 1 250000 0 0 MERCK & CO INC COM 58933Y105 9197 120000 SH Put SOLE 1 120000 0 0 MFA FINL INC COM 55272X102 12457 2731981 SH SOLE 1 2731981 0 0 MFA FINL INC COM 55272X102 13680 3000000 SH Call SOLE 1 3000000 0 0 MGIC INVT CORP WIS COM 552848103 664 46000 SH SOLE 1 46000 0 0 MGIC INVT CORP WIS COM 552848103 5048 350000 SH Put SOLE 1 350000 0 0 MISSION ADVANCEMENT CORP *W EXP 03/05/202 60501L119 17 33332 SH SOLE 1 33332 0 0 MISSION ADVANCEMENT CORP CL A 60501L101 974 100000 SH SOLE 1 100000 0 0 MR COOPER GROUP INC COM 62482R107 22990 552463 SH SOLE 1 552463 0 0 MR COOPER GROUP INC COM 62482R107 20 500 SH Call SOLE 1 500 0 0 NABORS INDS INC NOTE 0.750% 1/1 62957HAB1 9448 10513000 PRN SOLE 1 10513000 0 0 NABORS INDUSTRIES LTD SHS G6359F137 1003 12360 SH SOLE 1 12360 0 0 NEW YORK MTG TR INC COM PAR $.02 649604501 14642 3935856 SH SOLE 1 3935856 0 0 NEW YORK MTG TR INC COM PAR $.02 649604501 1860 500000 SH Call SOLE 1 500000 0 0 NEWS CORP NEW CL A 65249B109 14322 642000 SH Put SOLE 1 642000 0 0 NORDSTROM INC COM 655664100 4575 202264 SH SOLE 1 202264 0 0 NORTH ATLANTIC ACQUISITN COR *W EXP 10/20/202 G66139125 13 16666 SH SOLE 1 16666 0 0 NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 492 50000 SH SOLE 1 50000 0 0 ONE EQUITY PARTNERS OPEN WTR *W EXP 01/14/202 68237L113 11 19999 SH SOLE 1 19999 0 0 ONE EQUITY PARTNERS OPEN WTR CL A 68237L105 584 60000 SH SOLE 1 60000 0 0 OPEN TEXT CORP COM 683715106 415 8759 SH SOLE 1 8759 0 0 OPEN TEXT CORP COM 683715106 6382 134400 SH Put SOLE 1 134400 0 0 ORACLE CORP COM 68389X105 3750 43000 SH Put SOLE 1 43000 0 0 ORION ACQUISITION CORP *W EXP 02/19/202 68626A116 11 17499 SH SOLE 1 17499 0 0 ORION ACQUISITION CORP COM CL A 68626A108 685 70000 SH SOLE 1 70000 0 0 OYSTER ENTERPRISES ACQ CORP *W EXP 01/20/202 69242M112 10 21786 SH SOLE 1 21786 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 425 43574 SH SOLE 1 43574 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 100 5500 SH SOLE 1 5500 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 455 25000 SH Put SOLE 1 25000 0 0 PAPA JOHNS INTL INC COM 698813102 6 51 SH SOLE 1 51 0 0 PAPA JOHNS INTL INC COM 698813102 21581 161700 SH Put SOLE 1 161700 0 0 PATHFINDER ACQUISITION CORP *W EXP 02/19/202 G04119122 9 14837 SH SOLE 1 14837 0 0 PAYPAL HLDGS INC COM 70450Y103 820 4350 SH SOLE 1 4350 0 0 PAYPAL HLDGS INC COM 70450Y103 5657 30000 SH Call SOLE 1 30000 0 0 PAYPAL HLDGS INC COM 70450Y103 2829 15000 SH Put SOLE 1 15000 0 0 PENN NATL GAMING INC COM 707569109 669 12900 SH SOLE 1 12900 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 1237 1230000 PRN SOLE 1 1230000 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 249 3561 SH SOLE 1 3561 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 7676 110000 SH Put SOLE 1 110000 0 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 60 69999 SH SOLE 1 69999 0 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 3405 350000 SH SOLE 1 350000 0 0 PILGRIMS PRIDE CORP COM 72147K108 281 9982 SH SOLE 1 9982 0 0 PILGRIMS PRIDE CORP COM 72147K108 564 20000 SH Call SOLE 1 20000 0 0 PITNEY BOWES INC COM 724479100 1990 300000 SH Put SOLE 1 300000 0 0 POWERED BRANDS *W EXP 01/07/202 G7209M116 20 33332 SH SOLE 1 33332 0 0 POWERED BRANDS CL A G7209M108 980 100000 SH SOLE 1 100000 0 0 PRIVETERRA ACQUISITION CORP *W EXP 02/28/202 74275N110 13 24999 SH SOLE 1 24999 0 0 PRIVETERRA ACQUISITION CORP CL A 74275N102 729 75000 SH SOLE 1 75000 0 0 QURATE RETAIL INC COM SER A 74915M100 446 58741 SH SOLE 1 58741 0 0 RMG ACQUISITION CORP III *W EXP 02/08/202 G76088122 8 10000 SH SOLE 1 10000 0 0 RMG ACQUISITION CORP III CL A SHS G76088106 488 50000 SH SOLE 1 50000 0 0 RXR ACQUISITION CORP CLASS A COM 74981W107 488 50000 SH SOLE 1 50000 0 0 SALESFORCE COM INC COM 79466L302 5083 20000 SH Call SOLE 1 20000 0 0 SALESFORCE COM INC COM 79466L302 7269 28600 SH Put SOLE 1 28600 0 0 SCIENCE STRATEGIC ACQ ALPHA COM CL A 808641104 97 10000 SH SOLE 1 10000 0 0 SCION TECH GROWTH II *W EXP 01/28/202 G31070116 30 50000 SH SOLE 1 50000 0 0 SCION TECH GROWTH II CL A SHS G31070108 1459 150000 SH SOLE 1 150000 0 0 SCP & CO HEALTHCARE ACQUSTN *W EXP 01/27/202 784065112 6 12499 SH SOLE 1 12499 0 0 SCP & CO HEALTHCARE ACQUSTN COM CL A 784065104 245 25000 SH SOLE 1 25000 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 916 16500 SH SOLE 1 16500 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 4440 80000 SH Call SOLE 1 80000 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 4440 80000 SH Put SOLE 1 80000 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 47251 1210000 SH Put SOLE 1 1210000 0 0 SILVER CREST ACQUISITION COR *W EXP 12/15/202 G81355128 15 25000 SH SOLE 1 25000 0 0 SILVER CREST ACQUISITION COR CL A SHS G81355102 491 50000 SH SOLE 1 50000 0 0 SIMON PROPERTY GRP ACQ HOLDI COM CL A 82880R103 195 20000 SH SOLE 1 20000 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1839 69585 SH SOLE 1 69585 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 4308 163000 SH Call SOLE 1 163000 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 13 19999 SH SOLE 1 19999 0 0 SLAM CORP CL A SHS G8210L105 778 80000 SH SOLE 1 80000 0 0 SOCIAL LEVERAGE ACQUISN CORP *W EXP 02/17/202 83363K110 10 12499 SH SOLE 1 12499 0 0 SOCIAL LEVERAGE ACQUISN CORP COM CL A 83363K102 490 50000 SH SOLE 1 50000 0 0 SOUTHWEST AIRLS CO COM 844741108 643 15000 SH Put SOLE 1 15000 0 0 SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 37 25000 SH SOLE 1 25000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 42747 90000 SH Put SOLE 1 90000 0 0 SUSTAINABLE DEVELP ACQU I CO *W EXP 02/04/202 86934L111 14 25000 SH SOLE 1 25000 0 0 SUSTAINABLE DEVELP ACQU I CO COM CL A 86934L103 487 50000 SH SOLE 1 50000 0 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 28 49999 SH SOLE 1 49999 0 0 TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 1463 150000 SH SOLE 1 150000 0 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 31 49998 SH SOLE 1 49998 0 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 1464 150000 SH SOLE 1 150000 0 0 THE MUSIC ACQUISITION CORP *W EXP 02/05/202 62752R118 42 75000 SH SOLE 1 75000 0 0 THE MUSIC ACQUISITION CORP COM CLASS A 62752R100 1464 150000 SH SOLE 1 150000 0 0 THUNDER BRIDGE CAP PRTNRS II COM CL A 88605T100 195 20000 SH SOLE 1 20000 0 0 TISHMAN SPEYER INNOVATION CO *W EXP 02/11/202 88825H118 8 10000 SH SOLE 1 10000 0 0 TISHMAN SPEYER INNOVATION CO COM CL A 88825H100 487 50000 SH SOLE 1 50000 0 0 TPG RE FIN TR INC COM 87266M107 1030 83599 SH SOLE 1 83599 0 0 TRIUMPH GROUP INC NEW COM 896818101 506 27312 SH SOLE 1 27312 0 0 TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 121 12300 SH SOLE 1 12300 0 0 TURTLE BEACH CORP COM NEW 900450206 223 10000 SH SOLE 1 10000 0 0 TURTLE BEACH CORP COM NEW 900450206 7124 320000 SH Call SOLE 1 320000 0 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 8 16666 SH SOLE 1 16666 0 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 485 50000 SH SOLE 1 50000 0 0 TZP STRATEGIES ACQUISTN CORP *W EXP 01/06/202 G91595119 10 21109 SH SOLE 1 21109 0 0 TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 619 63327 SH SOLE 1 63327 0 0 UBER TECHNOLOGIES INC COM 90353T100 2097 50000 SH Call SOLE 1 50000 0 0 UBER TECHNOLOGIES INC COM 90353T100 2306 55000 SH Put SOLE 1 55000 0 0 UBIQUITI INC COM 90353W103 1380 4500 SH Put SOLE 1 4500 0 0 UNITED STATES STL CORP NEW COM 912909108 767 32212 SH SOLE 1 32212 0 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 1954 200000 SH SOLE 1 200000 0 0 VELOCITY ACQUISITION CORP *W EXP 02/24/202 92259E112 16 31665 SH SOLE 1 31665 0 0 VELOCITY ACQUISITION CORP COM CL A 92259E104 924 95000 SH SOLE 1 95000 0 0 VIACOMCBS INC CL B 92556H206 3207 106288 SH SOLE 1 106288 0 0 VPC IMPACT ACQUISITION HLDG *W EXP 03/05/202 G9460L118 124 124999 SH SOLE 1 124999 0 0 VPC IMPACT ACQUISITION HLDG CLASS A ORD G9460L126 4353 443290 SH SOLE 1 443290 0 0 VROOM INC COM 92918V109 324 30000 SH SOLE 1 30000 0 0 WIDEOPENWEST INC COM 96758W101 861 40000 SH Call SOLE 1 40000 0 0 WYNN RESORTS LTD COM 983134107 4727 55591 SH SOLE 1 55591 0 0 XILINX INC COM 983919101 1781 8400 SH Call SOLE 1 8400 0 0 Z-WORK ACQUISITION CORP *W EXP 01/04/202 98880C110 13 20594 SH SOLE 1 20594 0 0 Z-WORK ACQUISITION CORP COM CL A 98880C102 602 61786 SH SOLE 1 61786 0 0