NPORT-P false 0000804239 XXXXXXXX S000028026 C000085250 C000147402 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Multi-Strategy Alternatives Fund S000028026 ATT1ZPDBFPY84CU0TR19 2020-09-30 2020-03-31 N 539398074.39 95856103.97 443541970.42 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 89391852.86000000 N Ukraine 6354001WLTJXOMEXPY07 N/A 384000.00000000 PA 337074.95000000 0.075996179049 Long DBT NUSS UA N 2 2030-01-27 Fixed 4.37500000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -173192.16000000 -0.03904752459 N/A DFE RU N 2 JP MORGAN N/A 2396595.59000000 USD 175634508.00000000 RUB 2020-06-17 -173192.16000000 N N N BlackRock Funds IV: BlackRock Global Long/Short Credit Fund; Institutional Shares N/A 09260C604 3451912.36900000 NS USD 31826632.04000000 7.175562666564 Long EC US N 1 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -127835.68000000 -0.02882155207 N/A DFE ZA N 2 JP MORGAN N/A 1438210.77000000 USD 23633398.41000000 ZAR 2020-06-17 -127835.68000000 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730109 16285.00000000 NS USD 1029212.00000000 0.232043880543 Long EC US N 1 N N N BELDEN INC. 68BKYO1JC791TTJHUE82 077454106 -13497.00000000 NS USD -486971.76000000 -0.10979158512 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 18286.40000000 0.004122811643 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 422800.00000000 NZD 268847.95000000 USD 2020-04-15 18286.40000000 N N N RACKSPACE HOSTING, INC. N/A 75008QAL0 290023.26000000 PA USD 250870.12000000 0.056560627117 Long LON XX N 2 2023-11-03 Floating 4.76325000 N N N N N N AON PLC VVT2B79I2Z4U3R6BY589 G0408V102 -3164.00000000 NS USD -522186.56000000 -0.11773103670 Short EC GB N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 14.98000000 0.000003377357 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A 4917.00000000 CAD 3471.01000000 USD 2020-04-30 14.98000000 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513105 15545.00000000 NS USD 522622.90000000 0.117829412965 Long EC US N 1 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BE6 90000.00000000 PA USD 89662.50000000 0.020215110627 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 16433.70000000 0.003705105964 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 720000.00000000 EUR 808621.20000000 USD 2020-06-17 16433.70000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 96946.00000000 NS USD 3296164.00000000 0.743145907224 Long EC US N 1 N N N BANQUE LAURENTIENNE DU CANADA HO0K6ZULL3QE6S6SFW60 51925D106 -6884.00000000 NS -147802.75000000 -0.03332328389 Short EC CA N 1 N N N Freddie Mac N/A 313400624 45502.00000000 NS USD 277107.18000000 0.062475977129 Long EP US N 1 N N N LE GROUPE STARS INC. 54930026VVWZTYC29T51 85570W100 21153.00000000 NS USD 431944.26000000 0.097385205641 Long EC CA N 1 N N N CAESARS ENTERTAINMENT CORPORATION 529900CJT4VQO26ONP04 127686103 133439.00000000 NS USD 902047.64000000 0.203373682798 Long EC US N 1 N N N CNX MIDSTREAM PARTNERS LP N/A 12654TAA8 245000.00000000 PA USD 169050.00000000 0.038113642287 Long DBT CORP US Y 2 2026-03-15 Fixed 6.50000000 N N N N N N VISHAY INTERTECHNOLOGY, INC. 5493009O8F3QQJTCQR75 928298108 47798.00000000 NS USD 688769.18000000 0.155288388908 Long EC US N 1 N N N ACADEMY LTD. N/A 00400YAH4 708089.73000000 PA USD 378042.03000000 0.085232527068 Long LON XX N 2 2022-07-01 Floating 5.58113040 N N N N N N MATCH GROUP, INC. 549300BIJKT86CPCKK96 57665R106 -10898.00000000 NS USD -719703.92000000 -0.16226286755 Short EC US N 1 N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 -6210.00000000 NS USD -848782.80000000 -0.19136470877 Short EC US N 1 N N N AMERICAN GREETINGS CORPORATION 549300WMJOT8C9DNMF90 026375AR6 210000.00000000 PA USD 178500.00000000 0.040244218564 Long DBT CORP US Y 2 2025-04-15 Fixed 8.75000000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DCC7 25000.00000000 PA USD 23211.25000000 0.005233157524 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N RADIOLOGY PARTNERS, INC. 549300SFTAG2177WUZ08 75041VAA2 135000.00000000 PA USD 116876.16000000 0.026350642733 Long DBT CORP US Y 2 2028-02-01 Fixed 9.25000000 N N N N N N UNITI GROUP INC. 549300V3NU625PJUVA84 20341WAA3 230000.00000000 PA USD 209300.00000000 0.047188319022 Long DBT CORP US Y 2 2023-04-15 Fixed 6.00000000 N N N N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 22706.00000000 NS USD 453438.82000000 0.102231322003 Long EC US N 1 N N N Intelsat (Luxembourg) S.A. 54930027UF5LR7S2XC75 458204AQ7 45000.00000000 PA USD 9225.00000000 0.002079848270 Long DBT NUSS LU N 2 2023-06-01 Fixed 8.12500000 N N N N N N CHECKERS HOLDINGS, INC. N/A 16280UAB6 117000.00000000 PA USD 61425.00000000 0.013848745800 Long LON XX N 2 2024-04-25 Floating 5.87000160 N N N N N N BORG-WARNER AUTOMOTIVE N/A 099724106 27140.00000000 NS USD 661401.80000000 0.149118199428 Long EC US N 1 N N N TRANSOCEAN INC. DOL4HJ22ADYSIWES4H94 893830AT6 290000.00000000 PA USD 66700.00000000 0.015038035732 Long DBT NUSS KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N N/A N/A 20C997DT5 25.00000000 NC USD 31150.00000000 0.007023010690 N/A DE XX N 1 GOLDMAN, SACHS & CO. N/A Put Purchased Put Option 2160 Apr 2020 on S&P 500 Index N/A N/A 2500.00000000 160.00000000 USD 2020-04-12 XXXX -3528.22000000 N N N Demant A/S 213800RM6L9LN78BVA56 N/A -20168.00000000 NS -446609.34000000 -0.10069156241 Short EC DK N 1 N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 4051.00000000 NS USD 261937.66000000 0.059055890415 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 26079.37000000 0.005879797570 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 1310417100.00000000 KRW 1103741.50000000 USD 2020-05-20 26079.37000000 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 2746.00000000 NS USD 89629.44000000 0.020207656992 Long EC US N 1 N N N PUERTO RICO COMWLTH N/A 74514LB89 660000.00000000 PA USD 400950.00000000 0.090397307749 Long DBT MUN PR N 2 2041-07-01 Fixed 5.00000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -214.65000000 -0.00004839451 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 269900.00000000 GBP 334823.47000000 USD 2020-06-17 -214.65000000 N N N CHECK POINT SOFTWARE TECHNOLOGIES LTD. 2549003ZVBH73EPNS513 M22465104 -8814.00000000 NS USD -886159.56000000 -0.19979159112 Short EC IL N 1 N N N Invesco QQQ Trust Series 1 N/A 46090E103 -15855.00000000 NS USD -3018792.00000000 -0.68061022435 Short EC RF US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 -13672.00000000 NS USD -623853.36000000 -0.14065261048 Short EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 19045.00000000 NC -445.40000000 -0.00010041890 N/A DE AT N 2 BRK: MORGAN STANLEY N/A Y 2022-03-30 0.00000000 CHF 0.00000000 CHF -182120.24000000 CHF -445.40000000 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 757000.00000000 PA USD 525358.00000000 0.118446062613 Long DBT NUSS ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 777000.00000000 PA USD 656565.00000000 0.148027705107 Long DBT NUSS ZA N 2 2021-01-26 Fixed 5.75000000 N N N N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AJ0 120000.00000000 PA USD 88284.00000000 0.019904317040 Long DBT CORP US N 2 2030-02-01 Fixed 8.25000000 N N N N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBE6 25000.00000000 PA USD 21875.00000000 0.004931889529 Long DBT CORP US Y 2 2027-08-15 Fixed 5.25000000 N N N N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 4729.00000000 NS USD 160786.00000000 0.036250458969 Long EC US N 1 N N N ENLINK MIDSTREAM, LLC 54930000GY1H533OBE23 29336TAA8 335000.00000000 PA USD 174200.00000000 0.039274749993 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N Chesapeake Energy Corp TL N/A N/A 152131.69000000 PA USD 58570.70000000 0.013205221581 Long LON XX N 2 2024-06-24 Floating 9.00000000 N N N N N N VONAGE HOLDINGS CORP. 529900W7N0N4WLN1JY21 92886T201 139819.00000000 NS USD 1010891.37000000 0.227913351478 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 51785.00000000 NS USD 2837300.15000000 0.639691469854 Long EC US N 1 N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 381013AA9 130000.00000000 PA USD 85800.00000000 0.019344279847 Long DBT CORP US Y 2 2026-04-15 Fixed 7.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 35820.96000000 0.008076115089 N/A DFE US N 2 JP MORGAN N/A 15275132.20000000 RUB 229192.88000000 USD 2020-06-17 35820.96000000 N N N SPRINGLEAF FINANCE CORPORATION 5493008I795YYBFWFU90 85172FAM1 120000.00000000 PA USD 120854.40000000 0.027247568000 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBD8 31502.00000000 PA USD 27426.27000000 0.006183466690 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N Allakos Inc 549300S6ZD1W6BPMDY37 01671P100 2637.00000000 NS USD 117320.13000000 0.026450739236 Long EC US N 1 N N N DIGICEL LIMITED N/A 25380QAH2 230000.00000000 PA USD 101200.00000000 0.022816330076 Long DBT NUSS BM Y 2 2023-03-01 Fixed 6.75000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023105 11122.00000000 NS USD 1658735.08000000 0.373974773667 Long EC US N 1 N N N N/A N/A TRBDFBM13 468753.01660000 NC USD -8959.26000000 -0.00201993511 N/A DE US N 2 N/A N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -303500.00000000 USD -8959.26000000 N N N Wright Medical Group N.V. 549300JGCCQ1HTDOXU32 01P998DQ5 2.00000000 NC USD 0.01999999 0.000000004509 N/A DE NL N 3 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased Wright Medical Group N.V. WMGI Put 25 Jan 2021 200.00000000 25.00000000 USD 2021-01-18 XXXX -130.58000000 N N N Autohome Inc 529900NYB6ZGZN3MVT56 05278C107 -7728.00000000 NS USD -548842.56000000 -0.12374084001 Short EC KY N 1 N N N WYNN LAS VEGAS, LLC 2549002X45DR4UI7NA62 983130AU9 15000.00000000 PA USD 13950.00000000 0.003145136408 Long DBT CORP US Y 2 2023-05-30 Fixed 4.25000000 N N N N N N Appian Corp 529900NIARIFW7HGU386 03782L101 -6394.00000000 NS USD -257230.62000000 -0.05799465149 Short EC US N 1 N N N ADVANCED DISPOSAL SERVICES, INC. 549300ML1GEF4BKIM713 00790X101 10832.00000000 NS USD 355289.60000000 0.080102814095 Long EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 1230356.25000000 NS USD 1230356.25000000 0.277393422055 Long STIV RF XX N 2 N N N QUIKRETE HOLDINGS INC. N/A 74839XAF6 155000.00000000 PA USD 142600.00000000 0.032150283289 Long LON XX N 2 2027-02-01 Floating 4.10338080 N N N N N N United States of America 254900HROIFWPRGM1V77 9127962C2 10000.00000000 PA USD 9999.69000000 0.002254508178 Long DBT UST US N 2 2020-04-21 None 0.00000000 N N N N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 -14749.00000000 NS USD -351026.20000000 -0.07914159728 Short EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 569.00000000 NS USD 661149.55000000 0.149061327696 Long EC US N 1 N N N ENDO FINANCE LLC N/A 29271LAE4 75000.00000000 PA USD 52500.00000000 0.011836534871 Long DBT CORP US Y 2 2023-01-15 Fixed 5.37500000 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 89.82000000 0.000020250620 N/A DFE GB N 2 STATE STREET BANK N/A 35193.34000000 USD 28455.16000000 GBP 2020-04-01 89.82000000 N N N THE WE COMPANY MC LLC N/A 96208LAA9 345000.00000000 PA USD 127650.00000000 0.028779689074 Long DBT CORP US Y 2 2025-05-01 Fixed 7.87500000 N N N N N N PUERTO RICO COMWLTH N/A 74514LC47 5000.00000000 PA USD 3131.25000000 0.000705964758 Long DBT MUN PR N 2 2020-07-01 Fixed 5.00000000 Y N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1183000.00000000 PA USD 860750.80000000 0.194062987812 Long DBT NUSS UA N 2 2040-05-31 Floating 0.00001080 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -228709.03000000 -0.05156423636 N/A DFE ID N 2 DEUTSCHE BANK SECURITIES, INC. N/A 2263512.44000000 USD 33556571893.00000000 IDR 2020-06-17 -228709.03000000 N N N AXALTA COATING SYSTEMS LTD. 529900AGLPA40GV6H619 G0750C108 6758.00000000 NS USD 116710.66000000 0.026313329466 Long EC BM N 1 N N N TEGNA INC. 549300YC5EDBGX85AO10 87901J105 33507.00000000 NS USD 363886.02000000 0.082040944097 Long EC US N 1 N N N MONITRONICS INTERNATIONAL, INC. N/A 609453105 9238.00000000 NS USD 137276.68000000 0.030950099236 Long EC US N 3 N N N GILAT SATELLITE NETWORKS LTD. 529900RVHDCYJ5YWHP12 M51474118 56829.00000000 NS USD 402917.61000000 0.090840920785 Long EC IL N 1 N N N GLOBAL A&T ELECTRONICS LTD. 54930083GODGBHODQ153 379390AH0 774008.00000000 PA USD 627217.64000000 0.141411113677 Long DBT NUSS KY Y 2 2023-01-12 Fixed 8.50000000 N N N N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 7436.00000000 NS USD 664629.68000000 0.149845950174 Long EC US N 1 N N N BRK: CITIGROUP N/A CDS823418 2938000.00000000 NC USD 94468.15000000 0.021298581938 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2023-12-20 0.00000000 USD -22911.33000000 USD 2938000.00000000 USD 117379.48000000 N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BW8 115000.00000000 PA USD 121612.50000000 0.027418487563 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N SERVICEMASTER GLOBAL HOLDINGS, INC. 549300GS10644JGL8R77 81761R109 17940.00000000 NS USD 484380.00000000 0.109207252594 Long EC US N 1 N N N GLOBAL MEDICAL RESPONSE, INC. 549300ZFWD4ZFCEJCQ87 00913CAA7 355000.00000000 PA USD 312400.00000000 0.070433018932 Long DBT CORP US Y 2 2023-05-15 Fixed 6.37500000 N N N N N N EVERCORE INC. 529900P6KLPT95DW3W58 29977A105 20249.00000000 NS USD 932668.94000000 0.210277493946 Long EC US N 1 N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G405 1475.00000000 NS USD 15118.75000000 0.003408640220 Long EP US N 1 N N N WEEKLEY HOMES, LLC 5493009MTTQO8ZN53F13 94856UAA9 385000.00000000 PA USD 346500.00000000 0.078121130154 Long DBT CORP US N 2 2025-08-15 Fixed 6.62500000 N N N N N N ENTERCOM MEDIA CORP. 549300S5JUSXRHNCHD80 124847AC8 85000.00000000 PA USD 70975.00000000 0.016001867857 Long DBT CORP US Y 2 2024-11-01 Fixed 7.25000000 N N N N N N RITE AID CORPORATION 529900W353T1JY1DKT44 767754CH5 220000.00000000 PA USD 189200.00000000 0.042656617100 Long DBT CORP US Y 2 2023-04-01 Fixed 6.12500000 N N N N N N MASHANTUCKET (WESTERN) PEQUOT TRIBE N/A 57475BAH4 572423.78000000 PA USD 512319.28000000 0.115506381394 Long LON XX N 3 2020-06-30 Floating 9.72838080 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 11013.00000000 NS USD 504615.66000000 0.113769540123 Long EC US N 1 N N N COUPA SOFTWARE INCORPORATED 549300Q95ICR2GFL2K37 22266L106 -3673.00000000 NS USD -513228.29000000 -0.11571132479 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1155.06000000 0.000260417294 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 756700.00000000 CAD 532904.02000000 USD 2020-04-15 1155.06000000 N N N GUITAR CENTER, INC. N/A 402040AK5 716657.00000000 PA USD 465827.05000000 0.105024345172 Long DBT CORP US Y 2 2022-04-15 Fixed 13.00000000 N N Y N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAH8 25000.00000000 PA USD 27441.25000000 0.006186844048 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N VISTRA OPERATIONS COMPANY LLC N/A 88233FAK6 70502.73000000 PA USD 66713.21000000 0.015041014030 Long LON XX N 2 2025-12-31 Floating 2.55012840 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 33472.58000000 0.007546654484 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 653400.00000000 GBP 844565.24000000 USD 2020-06-17 33472.58000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 365.13000000 0.000082321409 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 7589600.00000000 CNY 1071069.71000000 USD 2020-05-20 365.13000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9012.57000000 -0.00203195426 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 393400.00000000 EUR 423829.88000000 USD 2020-06-17 -9012.57000000 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48128BAG6 170000.00000000 PA USD 148784.00000000 0.033544514368 Long DBT CORP US N 2 2168-08-01 Fixed 4.60000000 N N N N N N ASPEN TECHNOLOGY, INC. 529900B0MZWTVFG7CB96 045327103 -4366.00000000 NS USD -415075.62000000 -0.09358203905 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 784297.77000000 0.176826055323 N/A DFE US N 2 JP MORGAN N/A 335042983.85000000 RUB 5025695.02000000 USD 2020-06-17 784297.77000000 N N N CCO HOLDINGS, LLC N/A 1248EPCB7 85000.00000000 PA USD 87346.00000000 0.019692837617 Long DBT CORP US Y 2 2029-06-01 Fixed 5.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1076.14000000 0.000242624164 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A 109768.00000000 EUR 121639.37000000 USD 2020-04-30 1076.14000000 N N N SEI Daily Income Trust: Prime Obligation Fund; Class A Shares N/A 61747C525 5005105.33000000 NS USD 5005105.33000000 1.128440071919 Long STIV RF XX N 2 N N N CRESTWOOD EQUITY PARTNERS LP 549300CUY0F1TYDLDL45 226344307 16902.00000000 NS USD 64227.60000000 0.014480613850 Long EP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 2688.00000000 NS USD 91392.00000000 0.020605039904 Long EC US N 1 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QYZ9 5000.00000000 PA USD 3406.25000000 0.000767965655 Long DBT MUN PR N 2 2028-07-01 Fixed 5.25000000 Y N N N N N OHA CREDIT FUNDING LTD N/A 67098DAL7 250000.00000000 PA USD 190935.25000000 0.043047842759 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 5.68550160 N N N N N N SPDR S&P 500 ETF TRUST CALL N/A 99C160LW8 99210.00000000 NC USD 505034.81000000 0.113864040762 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Purchased N/A N/A 99210.00000000 310.00000000 USD 2020-12-18 XXXX 157799.81000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 90956.52000000 0.020506857539 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 1157400.00000000 AUD 799314.33000000 USD 2020-04-15 90956.52000000 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 24243962.31000000 NS USD 24243962.31000000 5.465990577406 Long STIV RF XX N 2 N N N RH 5493008MTS3OGGMHGK69 74967X103 1500.00000000 NS USD 150705.00000000 0.033977618816 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3147.55000000 -0.00070963972 N/A DFE US N 2 JP MORGAN N/A 13461661.84000000 RUB 167267.17000000 USD 2020-06-17 -3147.55000000 N N N NEW GOLD INC. 5493005G0GNCHP0H6L96 644535AF3 115000.00000000 PA USD 111693.75000000 0.025182227939 Long DBT NUSS CA Y 2 2022-11-15 Fixed 6.25000000 N N N N N N TAUBMAN CENTERS, INC. N/A 05Q995YE5 13.00000000 NC USD 5200.00000000 0.001172380596 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased TAUBMAN CENTERS, INC. TCO Put 30 Jun 2020 1300.00000000 30.00000000 USD 2020-06-22 XXXX 4649.99000000 N N N TEGNA INC. 549300YC5EDBGX85AO10 9ZA999H81 85.00000000 NC USD 23800.00000000 0.005365895808 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Call Purchased TEGNA INC. TGNA Call 10 Oct 2020 8500.00000000 10.00000000 USD 2020-10-19 XXXX 3281.95000000 N N N CONVERGEONE HOLDINGS, CORP. N/A 21249DAB4 501169.72000000 PA USD 380888.99000000 0.085874396427 Long LON XX N 2 2026-01-04 Floating 6.60337920 N N N N N N EAST VALLEY TOURIST DEVELOPMENT AUTHORITY N/A 27571VAD5 127217.68000000 PA USD 108135.03000000 0.024379886732 Long LON XX N 3 2020-09-30 Floating 10.06437960 N N N N N N AMC ENTERTAINMENT HOLDINGS, INC. N/A 00164DAQ6 10000.00000000 PA USD 7290.60000000 0.001643722688 Long LON XX N 2 2026-04-22 Floating 4.61000160 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AM1 20000.00000000 PA USD 13100.00000000 0.002953497272 Long DBT CORP US N 2 2026-04-01 Fixed 7.50000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAQ2 772000.00000000 PA USD 710240.00000000 0.160129152902 Long DBT NUSS SA Y 2 2032-02-03 Fixed 2.75000000 N N N N N N Madison Square Garden Co N/A 55825T103 1449.00000000 NS USD 306333.09000000 0.069065186708 Long EC US N 1 N N N ANIXTER INTERNATIONAL INC. 529900ZMALH8DA7UJT76 035290105 24349.00000000 NS USD 2139546.63000000 0.482377491350 Long EC US N 1 N N N THL CREDIT WIND RIVER CLO LLC N/A 88432GAU1 250000.00000000 PA USD 203702.25000000 0.045926262582 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 4.43125080 N N N N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QXY3 15000.00000000 PA USD 10218.75000000 0.002303896966 Long DBT MUN PR N 2 2025-07-01 Fixed 5.25000000 Y N N N N N DISH DBS Corporation N/A 25470XAY1 125000.00000000 PA USD 128437.50000000 0.028957237097 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N La Francaise des Jeux SA 969500R4CLSQFTYYI535 N/A 33450.00000000 NS 833157.77000000 0.187841923778 Long EC FR N 1 N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470M109 22883.00000000 NS USD 457431.17000000 0.103131428479 Long EC US N 1 N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G603 4605.00000000 NS USD 42366.00000000 0.009551745454 Long EP US N 1 N N N PISCES MIDCO INC N/A 72431HAB6 117578.25000000 PA USD 99353.62000000 0.022400049290 Long LON XX N 2 2025-04-12 Floating 4.56138000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3398.22000000 -0.00076615522 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A 158768.00000000 EUR 170983.96000000 USD 2020-04-30 -3398.22000000 N N N Rakuten, Inc. 529900IMXUCQKUL1H943 N/A -96700.00000000 NS -734509.75000000 -0.16560095751 Short EC JP N 1 N N N USA COMPRESSION PARTNERS, LP N/A 91740PAF5 125000.00000000 PA USD 77500.00000000 0.017472980048 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017109 14169.00000000 NS USD 1336561.77000000 0.301338285694 Long EC US N 1 N N N ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 02154CAE3 85000.00000000 PA USD 82356.50000000 0.018567915889 Long DBT NUSS LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N MONITRONICS INTERNATIONAL N/A 60945HAB0 169845.06000000 PA USD 112310.05000000 0.025321177586 Long LON XX N 2 2024-03-29 Floating 7.49999880 N N N N N N URBAN ONE, INC. 549300PLGIGPBRQUP240 75040PAS7 525000.00000000 PA USD 475308.75000000 0.107162068462 Long DBT CORP US Y 2 2022-04-15 Fixed 7.37500000 N N N N N N SQUARE, INC. 549300OHIIUWSTIZME52 852234103 -14862.00000000 NS USD -778471.56000000 -0.17551249079 Short EC US N 1 N N N UNITED AIRLINES HOLDINGS, INC. N/A 910047109 11823.00000000 NS USD 373015.65000000 0.084099290456 Long EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 52455.00000000 NS USD 354071.25000000 0.079828127576 Long EC US N 1 N N N VECTOR GROUP LTD. 549300TUIF4WWN6NDN50 92240MBJ6 225000.00000000 PA USD 187875.00000000 0.042357885505 Long DBT CORP US Y 2 2026-11-01 Fixed 10.50000000 N N N N N N MELLANOX TECHNOLOGIES, LTD. 5299007E0TX53VXVFJ97 3UT998ZG2 69.00000000 NC USD 13800.00000000 0.003111317737 N/A DE IL N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased MELLANOX TECHNOLOGIES, LTD. MLNX Put 115 Jun 2020 6900.00000000 115.00000000 USD 2020-06-22 XXXX -19378.93000000 N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBC0 17380.00000000 PA USD 16445.93000000 0.003707863313 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N RAIN CII CARBON LLC 5493002CIT11OW5J8846 75079RAC2 595000.00000000 PA USD 499800.00000000 0.112683811979 Long DBT CORP US Y 2 2025-04-01 Fixed 7.25000000 N N N N N N INTELSAT JACKSON HOLDINGS S.A. 8XJ8KF85PBKK1TLMFN29 45824TAY1 260000.00000000 PA USD 171600.00000000 0.038688559695 Long DBT NUSS LU Y 2 2025-07-15 Fixed 9.75000000 N N N N N N Commscope Finance LLC 549300NGP3QQM94T9A69 20338QAD5 150000.00000000 PA USD 149775.00000000 0.033767943055 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N Nexi S.p.A. 5493000P70CQRQG8SN85 N/A 59913.00000000 NS 779538.88000000 0.175753126420 Long EC IT N 1 N N N ENVISION HEALTHCARE CORPORATION N/A 29373UAC5 572556.72000000 PA USD 289141.14000000 0.065189127361 Long LON XX N 2 2025-10-10 Floating 5.35338000 N N N N N N Network International Holdings PLC 213800XVRNKWENNLKK60 N/A 269727.00000000 NS 1302681.62000000 0.293699741372 Long EC GB N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC 4243.54000000 0.000956739222 N/A DFE JP N 2 MONTGOMERY/BANK OF AMERICA N/A 492978.55000000 USD 53542400.00000000 JPY 2020-05-20 4243.54000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -978.15000000 -0.00022053155 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 1393300.00000000 CAD 978122.98000000 USD 2020-04-15 -978.15000000 N N N CROWDSTRIKE HOLDINGS, INC. 549300YBY08K9KM4HX32 22788C105 12954.00000000 NS USD 721278.72000000 0.162617918506 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CA8 145000.00000000 PA USD 151887.50000000 0.034244222673 Long DBT CORP US N 2 2026-05-15 Fixed 7.25000000 N N N N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 538034109 14423.00000000 NS USD 655669.58000000 0.147825825677 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC. 82VOJDD5PTRDMVVMGV31 173074FU4 18442937.00000000 PA 666923.58000000 0.150363127838 Long DBT CORP US Y 2 2020-04-14 Fixed 14.30000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411105 54725.00000000 NS USD 228750.50000000 0.051573586099 Long EC US N 1 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAR0 300000.00000000 PA USD 276168.00000000 0.062264231666 Long DBT NUSS SA Y 2 2055-01-21 Fixed 3.75000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -100668.38000000 -0.02269647219 N/A DFE ID N 2 DEUTSCHE BANK SECURITIES, INC. N/A 1017681.68000000 USD 15122749770.00000000 IDR 2020-06-17 -100668.38000000 N N N AMC ENTERTAINMENT HOLDINGS, INC. 549300ZO77UNR6NRBR11 00165CAD6 55000.00000000 PA USD 22825.00000000 0.005146074446 Long DBT CORP US N 2 2027-05-15 Fixed 6.12500000 N N N N N N TALLGRASS ENERGY, LP N/A 7V099J6U4 6.00000000 NC USD 1200.00000000 0.000270549368 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased TALLGRASS ENERGY, LP TGE Put 16 Jul 2020 600.00000000 16.00000000 USD 2020-07-20 XXXX 1168.27000000 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 9R09919B9 80.00000000 NC USD 10000.00000000 0.002254578070 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased THE CHARLES SCHWAB CORPORATION SCHW Put 26 Jun 2020 8000.00000000 26.00000000 USD 2020-06-22 XXXX -6938.30000000 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QKW1 25000.00000000 PA USD 16968.75000000 0.003825737163 Long DBT MUN PR N 2 2032-07-01 Fixed 5.00000000 Y N N N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 7520.00000000 NS USD 573324.80000000 0.129260552154 Long EC US N 1 N N N PAR PHARMACEUTICAL, INC. N/A 69888XAA7 110000.00000000 PA USD 109450.00000000 0.024676356985 Long DBT CORP US Y 2 2027-04-01 Fixed 7.50000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 24B993RM7 58.00000000 NC USD 1160.00000000 0.000261531056 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Call Purchased AECOM ACM Call 42.5 Apr 2020 5800.00000000 42.50000000 USD 2020-04-20 XXXX -12418.31000000 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QWB4 5000.00000000 PA USD 3406.25000000 0.000767965655 Long DBT MUN PR N 2 2035-07-01 Fixed 5.25000000 Y N N N N N TIFFANY & CO. 549300EJG9IEYQL5XT21 886547108 21184.00000000 NS USD 2743328.00000000 0.618504714988 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48124BAC9 220000.00000000 PA USD 209000.00000000 0.047120681680 Long DBT CORP US N 2 2168-11-01 Fixed 5.15000000 N N N N N N CUMULUS MEDIA NEW HOLDINGS INC. 5493001D9VBAVY1OKJ46 23110AAA4 140000.00000000 PA USD 125300.00000000 0.028249863227 Long DBT CORP US Y 2 2026-07-01 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 53917.62000000 0.012156148368 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 996800.00000000 NZD 644645.51000000 USD 2020-04-15 53917.62000000 N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 35906AAM0 135000.00000000 PA USD 31387.50000000 0.007076556919 Long DBT CORP US N 2 2023-01-15 Fixed 7.12500000 N N N N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QVE9 5000.00000000 PA USD 3418.75000000 0.000770783877 Long DBT MUN PR N 2 2038-07-01 Fixed 5.50000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 13104.21000000 0.002954446450 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 255800.00000000 GBP 330639.41000000 USD 2020-06-17 13104.21000000 N N N SYNIVERSE HOLDINGS INC. N/A 87164GAM5 926548.64970000 PA USD 592991.14000000 0.133694482043 Long LON XX N 2 2023-03-09 Floating 6.87250080 N N N N N N ALLEGHENY TECHNOLOGIES INCORPORATED ZW1LRE7C3H17O2ZN9B45 01741RAF9 145000.00000000 PA USD 139882.95000000 0.031537703155 Long DBT CORP US N 2 2023-08-15 Fixed 7.87500000 N N N N N N FORTERRA FINANCE LLC N/A 34960TAC7 0.03000000 PA USD 0.02000000 0.000000004509 Long LON XX N 2 2023-10-25 Floating 4.60338120 N N N N N N MELLANOX TECHNOLOGIES, LTD. 5299007E0TX53VXVFJ97 60A995103 1.00000000 NC USD 25.00000000 0.000005636445 N/A DE IL N 1 MORGAN STANLEY & CO, INC N/A Put Purchased MELLANOX TECHNOLOGIES, LTD. MLNX Put 100 Apr 2020 100.00000000 100.00000000 USD 2020-04-20 XXXX -281.51000000 N N N CRESTWOOD MIDSTREAM PARTNERS LP 549300VJQPPSEJPBNA66 226373AP3 215000.00000000 PA USD 126355.50000000 0.028487833942 Long DBT CORP US N 2 2025-04-01 Fixed 5.75000000 N N N N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QUW0 15000.00000000 PA USD 10256.25000000 0.002312351633 Long DBT MUN PR N 2 2020-07-01 Fixed 5.50000000 Y N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 2287.94000000 0.000515833935 N/A DFE JP N 2 MONTGOMERY/BANK OF AMERICA N/A 73027.52000000 USD 8110200.00000000 JPY 2020-05-20 2287.94000000 N N N URBAN OUTFITTERS, INC. 549300N3DUFR5U6NRN38 917047102 35464.00000000 NS USD 505007.36000000 0.113857851946 Long EC US N 1 N N N EURO N/A N/A 1.00000000 NC 53322.96000000 0.012022077628 N/A DFE XX N 2 MERRILL LYNCH N/A 307993988.98000000 HUF 902731.67000000 EUR 2020-06-17 53322.96000000 N N N SPDR S&P 500 ETF TRUST CALL N/A 99C151DW6 -71756.00000000 NC USD -39094.09000000 -0.00881406780 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Written N/A N/A -71756.00000000 280.00000000 USD 2020-04-09 XXXX 60646.75000000 N N N Iovance Biotherapeutics Inc N/A 462260100 2372.00000000 NS USD 71005.82000000 0.016008816467 Long EC US N 1 N N N TRILOGY INTERNATIONAL PARTNERS LLC VNDPJZHS0AEJT5JCKI12 89620JAC5 175000.00000000 PA USD 147437.50000000 0.033240935431 Long DBT CORP US Y 2 2022-05-01 Fixed 8.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 286.94000000 0.000064692863 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A 77244.00000000 EUR 85127.57000000 USD 2020-04-30 286.94000000 N N N THE MCCLATCHY COMPANY 549300O2Y2UWR3BER320 579489AL9 402000.00000000 PA USD 383910.00000000 0.086555506717 Long DBT CORP US N 2 2026-07-15 Fixed 9.00000000 Y N N N N N TECH DATA CORPORATION 549300EK847TAWPJWF34 878237106 15365.00000000 NS USD 2010510.25000000 0.453285232082 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 142.00000000 NC 214.91000000 0.000048453137 N/A DE DE N 2 BRK: MORGAN STANLEY N/A Y 2022-03-24 0.00000000 EUR 0.00000000 EUR -5533.84000000 EUR 214.91000000 N N N PINTEREST, INC. N/A 72352L106 -34336.00000000 NS USD -530147.84000000 -0.11952596943 Short EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 3398.00000000 NS USD 597028.60000000 0.134604758921 Long EC US N 1 N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GCX6 125000.00000000 PA USD 121875.00000000 0.027477670238 Long DBT CORP US Y 2 2027-02-01 Fixed 6.25000000 N N N N N N Baffinland Iron Mines Corporation N/A 056623AA9 405000.00000000 PA USD 360004.50000000 0.081165825109 Long DBT NUSS CA Y 2 2026-07-15 Fixed 8.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 17057.22000000 0.003845683416 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 376300.00000000 CAD 281491.12000000 USD 2020-04-15 17057.22000000 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826C839 5062.00000000 NS USD 815589.44000000 0.183881006622 Long EC US N 1 N N N Centrais Eletricas Brasileiras S.A. 254900I8KYDELP4B4Z08 15236FAB6 200000.00000000 PA USD 177000.00000000 0.039906031853 Long DBT NUSS BR Y 2 2030-02-04 Fixed 4.62500000 N N N N N N BRK: CITIGROUP N/A CDSMEX211 1596000.00000000 NC USD 37735.00000000 0.008507650350 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2023-06-20 0.00000000 USD -559.42000000 USD 1596000.00000000 USD 38294.42000000 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 6049.00000000 NS USD 1008973.20000000 0.227480885077 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 26119.68000000 0.005888885774 N/A DFE US N 2 JP MORGAN N/A 19022159.37000000 THB 606187.36000000 USD 2020-06-17 26119.68000000 N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 136069101 -2993.00000000 NS -172428.43000000 -0.03887533570 Short EC CA N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 15822.00000000 0.003567193423 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 10070000.00000000 CNY 1436449.59000000 USD 2020-05-20 15822.00000000 N N N FLEETCOR TECHNOLOGIES, INC. 549300DG6RR0NQSFLN74 339041105 -3028.00000000 NS USD -564843.12000000 -0.12734829118 Short EC US N 1 N N N Acacia Communications Inc 549300PZLTIVLKOBPB61 59S998HL7 43.00000000 NC USD 4730.00000000 0.001066415427 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased Acacia Communications Inc ACIA Put 65 Jun 2020 4300.00000000 65.00000000 USD 2020-06-22 XXXX 2171.06000000 N N N MCGRAW-HILL GLOBAL EDUCATION HOLDINGS, LLC N/A 58063VAH6 550546.47000000 PA USD 447775.96000000 0.100954586005 Long LON XX N 2 2022-05-04 Floating 5.60337840 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 291.27000000 0.000065669095 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 37137400.00000000 JPY 345168.14000000 USD 2020-05-20 291.27000000 N N N EXTENDED STAY AMERICA, INC. 549300IESZBC3BJUJW64 30224P200 84816.00000000 NS USD 620004.96000000 0.139784958661 Long EC US N 1 N N N PTC INC. 54930050SSMU8SKDJ030 69370C100 -5791.00000000 NS USD -354467.11000000 -0.07991737730 Short EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 23450.00000000 NS USD 326424.00000000 0.073594839219 Long EC US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 65000.00000000 PA USD 64522.25000000 0.014547044993 Long DBT NUSS FR Y 2 2026-05-01 Fixed 7.37500000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507V109 26360.00000000 NS USD 1567892.80000000 0.353493672428 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 21039.00000000 NS USD 1894141.17000000 0.427048914493 Long EC US N 1 N N N SUGARHOUSE HSP GAMING PROP. MEZZ, L.P. 549300BND6SAKKOQWR95 865033AC8 455000.00000000 PA USD 372963.50000000 0.084087532831 Long DBT CORP US Y 2 2025-05-15 Fixed 5.87500000 N N N N N N FACTSET RESEARCH SYSTEMS INC. 549300ZSJE7NBK6K9P30 303075105 -3767.00000000 NS USD -981981.56000000 -0.22139540911 Short EC US N 1 N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC. 82VOJDD5PTRDMVVMGV31 173074FT7 19578497.00000000 PA 734169.72000000 0.165524295097 Long DBT CORP US Y 2 2020-06-12 Fixed 14.64000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620M106 17280.00000000 NS USD 2101939.20000000 0.473898602653 Long EC US N 1 N N N RITE AID CORPORATION 529900W353T1JY1DKT44 767754AJ3 75000.00000000 PA USD 56960.25000000 0.012842133055 Long DBT CORP US N 2 2027-02-15 Fixed 7.70000000 N N N N N N BRK: CITIGROUP N/A CDS846208 458000.00000000 NC USD 14726.49000000 0.003320202141 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2023-12-20 3538.52000000 USD 0.00000000 USD 458000.00000000 USD 11187.97000000 N N N COMMSCOPE, INC. 549300Z6K4JXMFE8QY54 203372AM9 55000.00000000 PA USD 50792.50000000 0.011451565666 Long DBT CORP US Y 2 2024-06-15 Fixed 5.50000000 N N N N N N IHEARTMEDIA, INC. N/A 45174J509 3073.00000000 NS USD 22463.63000000 0.005064600758 Long EC US N 1 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -127748.38000000 -0.02880186961 N/A DFE CA N 2 J.P. MORGAN SECURITIES N/A 1450198.97000000 USD 1881900.00000000 CAD 2020-04-15 -127748.38000000 N N N PUERTO RICO COMWLTH N/A 74514LA98 5000.00000000 PA USD 3150.00000000 0.000710192092 Long DBT MUN PR N 3 2026-07-01 Fixed 5.50000000 Y N N N N N SARACEN DEVELOPMENT LLC N/A 80313LAA5 260000.00000000 PA USD 271700.00000000 0.061256886184 Long DBT CORP US Y 3 2025-10-15 Fixed 11.00000000 N N Y N N N VERIZON COMMUNICATIONS N/A 92343V104 -22758.00000000 NS USD -1222787.34000000 -0.27568695220 Short EC US N 1 N N N HEXION INC. 54930030FZF8HYAEHM46 42829LAF1 215000.00000000 PA USD 182750.00000000 0.041202414244 Long DBT CORP US Y 2 2027-07-15 Fixed 7.87500000 N N N N N N SPIRIT AIRLINES, INC. 549300DCAFIXFNFR3304 848577102 45747.00000000 NS USD 589678.83000000 0.132947695894 Long EC US N 1 N N N CENGAGE LEARNING, INC. 549300BYGM0FWUSVXJ88 15137NAA1 395000.00000000 PA USD 292300.00000000 0.065901317010 Long DBT CORP US Y 2 2024-06-15 Fixed 9.50000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -19377.80000000 -0.00436887629 N/A DFE ZA N 2 JP MORGAN N/A 969196.22000000 USD 17130543.20000000 ZAR 2020-06-17 -19377.80000000 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 13609089.94000000 NS USD 13609089.94000000 3.068275574262 Long STIV RF XX N 2 N N N Forty Seven Inc 549300J6U8QUO8OJJ167 00M99V489 3.00000000 NC USD 30.00000000 0.000006763734 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased Forty Seven Inc FTSV Put 75 Apr 2020 300.00000000 75.00000000 USD 2020-04-20 XXXX -15.87000000 N N N MDGH ? GMTN B.V. 213800L53ZH5KG593W13 N/A 200000.00000000 PA USD 210376.00000000 0.047430911622 Long DBT NUSS NL N 2 2028-11-07 Fixed 4.50000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 16681941.18000000 NS USD 16681941.18000000 3.761073876324 Long STIV RF XX N 2 N N N CENGAGE LEARNING INC. N/A 15134NAE6 418303.73000000 PA USD 337081.69000000 0.075997698635 Long LON XX N 2 2023-06-07 Floating 5.85338040 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 -9180.00000000 NS USD -621027.00000000 -0.14001538555 Short EC US N 1 N N N CSTN MERGER SUB, INC. N/A 21925AAE5 435000.00000000 PA USD 359962.50000000 0.081156355881 Long DBT CORP US Y 2 2024-08-15 Fixed 6.75000000 N N N N N N Eldorado Gold Corporation 5493004PWQ01YDD1IH62 284902AE3 165000.00000000 PA USD 162525.00000000 0.036642530096 Long DBT NUSS CA Y 2 2024-06-01 Fixed 9.50000000 N N N N N N WINDSTREAM SERVICES LLC N/A 97381HAR8 435118.07990000 PA USD 267597.62000000 0.060331972585 Long LON XX N 2 2021-03-29 Floating 9.74999880 N N N N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 23355L106 -34827.00000000 NS USD -454492.35000000 -0.10246884856 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 81.76000000 0.000018433430 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A 26843.00000000 CAD 18949.01000000 USD 2020-04-30 81.76000000 N N N BWX TECHNOLOGIES, INC. 549300NP85N265KWMS58 05605H100 40492.00000000 NS USD 1972365.32000000 0.444685159813 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 675889.45000000 0.152384553227 N/A DFE US N 2 JP MORGAN N/A 73316474823.46000000 IDR 5121653.85000000 USD 2020-06-17 675889.45000000 N N N DIGICEL GROUP ONE LIMITED N/A 25382DAA4 30000.00000000 PA USD 14250.00000000 0.003212773750 Long DBT NUSS BM Y 2 2022-12-30 Fixed 8.25000000 N N N N N N INFOSYS LIMITED 335800TYLGG93MM7PR89 456788108 -71273.00000000 NS USD -585151.33000000 -0.13192693567 Short EC IN N 1 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A TR6966515 447486.62000000 NC USD 42149.58000000 0.009502951876 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -1080000.00000000 USD 42149.58000000 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 34145833.03000000 NS USD 34145833.03000000 7.698444635953 Long STIV RF XX N 2 N N N BRK: MORGAN STANLEY N/A N/A 10838.00000000 NC -30739.57000000 -0.00693047604 N/A DE FR N 2 BRK: MORGAN STANLEY N/A Y 2022-03-11 0.00000000 EUR 0.00000000 EUR -159859.39000000 EUR -30739.57000000 N N N DIAMOND SPORTS GROUP, LLC N/A 25277LAA4 310000.00000000 PA USD 251881.20000000 0.056788582997 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DCD5 175000.00000000 PA USD 164902.50000000 0.037178556032 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N COGENT COMMUNICATIONS HOLDINGS, INC. N/A 19239V302 -8945.00000000 NS USD -733221.65000000 -0.16531054531 Short EC US N 1 N N N WESCO INTERNATIONAL, INC. 529900TXOGREY3WNJ434 95082P105 17748.00000000 NS USD 405541.80000000 0.091432564908 Long EC US N 1 N N N IHEARTMEDIA, INC. N/A 45174J509 2451.00000000 NS USD 17916.81000000 0.004039484692 Long EC US N 1 N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 G9420RAE6 185000.00000000 PA USD 37000.00000000 0.008341938862 Long DBT NUSS GB N 2 2044-01-15 Fixed 5.85000000 N N N N N N N/A N/A 40M997TV0 -50.00000000 NC USD -109400.00000000 -0.02466508409 N/A DE XX N 1 GOLDMAN, SACHS & CO. N/A Put Written Put Option 2280 Apr 2020 on S&P 500 Index N/A N/A -5000.00000000 280.00000000 USD 2020-04-12 XXXX 16049.06000000 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 245000.00000000 PA USD 219275.00000000 0.049437260648 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N TAIYO YUDEN CO., LTD. 353800V9G3X5PLB9AD43 N/A -30500.00000000 NS -808304.39000000 -0.18223853522 Short EC JP N 1 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -145928.98000000 -0.03290082782 N/A DFE ZA N 2 JP MORGAN N/A 1460473.50000000 USD 23708596.52000000 ZAR 2020-06-17 -145928.98000000 N N N KEMET CORPORATION 529900G5ZS8VVA2TY376 488360207 131066.00000000 NS USD 3166554.56000000 0.713924447105 Long EC US N 1 N N N DYNATRACE, INC. N/A 268150109 63589.00000000 NS USD 1515961.76000000 0.341785414030 Long EC US N 1 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 16182.00000000 NC USD 43493.20000000 0.009805881495 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -1063797.72000000 USD 43493.20000000 N N N TRANSAT A.T. INC. 549300XNV4JWXQW4SP54 89351T401 1447.00000000 NS 8671.73000000 0.001955109229 Long EC CA N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110LAL0 165000.00000000 PA USD 174240.00000000 0.039283768306 Long DBT CORP US N 2 2025-02-15 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 358.08000000 0.000080731931 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A 47000.00000000 CAD 33393.16000000 USD 2020-04-30 358.08000000 N N N SPDR S&P 500 ETF Trust N/A 78462F103 -6236.00000000 NS USD -1607329.00000000 -0.36238487160 Short EC RF US N 1 N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 780087102 -2993.00000000 NS -183299.83000000 -0.04132637771 Short EC CA N 1 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QYY2 30000.00000000 PA USD 20437.50000000 0.004607793932 Long DBT MUN PR N 2 2027-07-01 Fixed 5.25000000 Y N N N N N MGM GROWTH PROPERTIES LLC 549300E2UGIBHWE12262 55303A105 88192.00000000 NS USD 2087504.64000000 0.470644218409 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A 31620R303 122747.38000000 NC USD 9642.90000000 0.002174067087 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2022-03-27 0.00000000 USD 0.00000000 USD -4546.00000000 USD 9642.90000000 N N N LAREDO PETROLEUM, INC 549300X0PTWU2QSLSL14 516806AF3 90000.00000000 PA USD 36000.00000000 0.008116481054 Long DBT CORP US N 2 2025-01-15 Fixed 9.50000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -26700.91000000 -0.00601992861 N/A DFE HU N 2 MORGAN STANLEY & CO, INC N/A 385850.10000000 EUR 130363315.00000000 HUF 2020-06-17 -26700.91000000 N N N Iovance Biotherapeutics Inc N/A 28N9998Y7 39.00000000 NC USD 2340.00000000 0.000527571268 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased Iovance Biotherapeutics Inc IOVA Put 22.5 Apr 2020 3900.00000000 22.50000000 USD 2020-04-20 XXXX -2035.18000000 N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 426281101 -3533.00000000 NS USD -548462.92000000 -0.12365524720 Short EC US N 1 N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BA4 270000.00000000 PA USD 272284.20000000 0.061388598635 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N DIAMOND RESORTS INTERNATIONAL, INC. 5493008MIJR7VMQP7U77 23422RAA0 310000.00000000 PA USD 189100.00000000 0.042634071319 Long DBT CORP US Y 2 2024-09-01 Fixed 10.75000000 N N N N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QUX8 15000.00000000 PA USD 10256.25000000 0.002312351633 Long DBT MUN PR N 2 2021-07-01 Fixed 5.50000000 Y N N N N N Mylan N.V. 549300A0CD4KNFGIIS89 N59465109 17802.00000000 NS USD 265427.82000000 0.059842774235 Long EC NL N 1 N N N SEIKO EPSON CORPORATION 549300NIOFQDR749W206 N/A -53400.00000000 NS -578741.14000000 -0.13048170829 Short EC JP N 1 N N N N/A N/A 530715AL5 552935.95000000 PA USD 359408.37000000 0.081031422947 Long DBT CORP US N 2 2030-02-15 Fixed 3.75000000 N N N N N N LIBBEY GLASS INC. N/A 529897AF7 69579.75000000 PA USD 28353.75000000 0.006392574297 Long LON XX N 2 2021-04-09 Floating 4.00512960 N N N N N N PRIDE INTERNATIONAL LLC N/A 74153QAJ1 50000.00000000 PA USD 7469.00000000 0.001683944361 Long DBT CORP US N 2 2040-08-15 Fixed 7.87500000 N N N N N N CNX RESOURCES CORPORATION 549300JK3KH8PWM3B226 12653CAC2 80000.00000000 PA USD 56472.80000000 0.012732233647 Long DBT CORP US Y 2 2027-03-14 Fixed 7.25000000 N N N N N N BOARDRIDERS N/A 09660JAB6 249700.41000000 PA USD 178223.67000000 0.040181917808 Long LON XX N 2 2024-04-23 Floating 8.27713080 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX39 200000.00000000 PA USD 162016.00000000 0.036527772072 Long DBT NUSS EG Y 2 2059-11-20 Fixed 8.15000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122157 88762.00000000 NS USD 337295.60000000 0.076045926314 Long EC US N 1 N N N INDEPENDENT BANK GROUP, INC. N/A 45384B106 -41767.00000000 NS USD -989042.56000000 -0.22298736668 Short EC US N 1 N N N Cree, Inc. 549300OGU88P3AW3TO93 225447101 13169.00000000 NS USD 466972.74000000 0.105282649927 Long EC US N 1 N N N ICAHN ENTERPRISES L.P. 549300T0G4GS0SINS786 451102BJ5 145000.00000000 PA USD 145362.50000000 0.032773110482 Long DBT CORP US N 2 2022-02-01 Fixed 6.25000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAQ2 894000.00000000 PA USD 965073.00000000 0.217583242254 Long DBT NUSS NL N 2 2026-05-23 Fixed 8.75000000 N N N N N N Lightspeed POS Inc 254900T8MDWRTGMFZ257 53227R106 76419.00000000 NS 1022248.75000000 0.230473961467 Long EC CA N 1 N N N Intelsat Connect Finance S.A. 549300T8SOCBO2H77X11 45827AAD5 40000.00000000 PA USD 14800.00000000 0.003336775544 Long DBT NUSS LU Y 2 2023-02-15 Fixed 9.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 4641.07000000 0.001046365464 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 2802200.00000000 CNY 399962.09000000 USD 2020-05-20 4641.07000000 N N N BRK: MORGAN STANLEY N/A G16258108 807467.41470000 NC USD 117684.75000000 0.026532945662 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2022-01-14 0.00000000 USD 0.00000000 USD -16234.00000000 USD 117684.75000000 N N N RINGCENTRAL, INC. 549300C8EH0H1614VE84 76680R206 3900.00000000 NS USD 826449.00000000 0.186329379205 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 8013.58260000 NC USD -100.11000000 -0.00002257058 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2022-03-27 0.00000000 USD 0.00000000 USD -169.00000000 USD -100.11000000 N N N THE HERTZ CORPORATION 549300PD0C69OJ0NLB27 428040CZ0 100000.00000000 PA USD 52500.00000000 0.011836534871 Long DBT CORP US Y 2 2028-01-15 Fixed 6.00000000 N N N N N N MINERAL RESOURCES LIMITED 5299007V1ACKFFX2P066 603051AA1 370000.00000000 PA USD 346641.90000000 0.078153122616 Long DBT NUSS AU Y 2 2027-05-01 Fixed 8.12500000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 20Q99WUP4 92.00000000 NC USD 21252.00000000 0.004791429316 N/A DE US N 1 JEFFERIES LLC N/A Call Purchased PFIZER INC. PFE Call 33 Sep 2020 9200.00000000 33.00000000 USD 2020-09-21 XXXX 10024.43000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 20429.91000000 0.004606082707 N/A DFE US N 2 BARCLAYS CAPITAL INC. N/A 390000.00000000 AUD 259102.74000000 USD 2020-06-12 20429.91000000 N N N FORESCOUT TECHNOLOGIES, INC. 529900UJ1QN3N3MQ2826 34553D101 9076.00000000 NS USD 286710.84000000 0.064641197253 Long EC US N 1 N N N WESCO INTERNATIONAL, INC. 529900TXOGREY3WNJ434 25B997UB5 44.00000000 NC USD 1320.00000000 0.000297604305 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Call Purchased WESCO INTERNATIONAL, INC. WCC Call 40 May 2020 4400.00000000 40.00000000 USD 2020-05-18 XXXX -8418.56000000 N N N WEX INC. T9M5IGROL1TL1G5OV478 96208T104 8253.00000000 NS USD 862851.15000000 0.194536528117 Long EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAS0 165000.00000000 PA USD 165825.00000000 0.037386540859 Long DBT CORP US Y 2 2029-12-15 Fixed 4.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6538.13000000 0.001474072452 N/A DFE US N 2 JP MORGAN N/A 384000.00000000 EUR 429038.13000000 USD 2020-06-17 6538.13000000 N N N Iovance Biotherapeutics Inc N/A 28N9998Z4 34.00000000 NC USD 4250.00000000 0.000958195680 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased Iovance Biotherapeutics Inc IOVA Put 25 Apr 2020 3400.00000000 25.00000000 USD 2020-04-20 XXXX -1481.38000000 N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 17275R102 -9542.00000000 NS USD -375096.02000000 -0.08456832611 Short EC US N 1 N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAE1 115000.00000000 PA USD 100050.00000000 0.022557053598 Long DBT CORP US Y 2 2029-10-01 Fixed 4.50000000 N N N N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QYA4 20000.00000000 PA USD 13625.00000000 0.003071862621 Long DBT MUN PR N 2 2027-07-01 Fixed 5.25000000 Y N N N N N WARRIOR MET COAL, INC. 549300152B1S9YKBYV79 93627C101 25029.00000000 NS USD 265807.98000000 0.059928484275 Long EC US N 1 N N N JACOBS ENTERTAINMENT, INC. 5493004U9JIWY3HSUO63 469815AH7 115000.00000000 PA USD 96887.50000000 0.021844043283 Long DBT CORP US Y 2 2024-02-01 Fixed 7.87500000 N N N N N N VENTURE CLO LIMITED N/A 92329YAS5 200000.00000000 PA USD 146550.60000000 0.033040976902 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 4.65125040 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 57346.00000000 NS USD 2110906.26000000 0.475920296336 Long EC US N 1 N N N BRK: BARCLAYS N/A N/A 28987279.00000000 NC -15816.32000000 -0.00356591282 N/A DIR XX N 2 BRK: BARCLAYS N/A Y 2030-03-06 0.00000000 MXN 0.00000000 MXN -28987279.00000000 MXN -15816.32000000 N N N CALIFORNIA RESOURCES CORPORATION N/A N/A 152451.91000000 PA USD 33539.42000000 0.007561724084 Long LON XX N 2 2022-12-31 Floating 6.54963120 N N N N N N PUERTO RICO COMWLTH N/A 74514LE86 5010000.00000000 PA USD 3006000.00000000 0.677726168090 Long DBT MUN PR N 2 2035-07-01 Fixed 8.00000000 Y N N N N N Albireo Pharma Inc 549300835H8LC7O8VC29 01345P106 2800.00000000 NS USD 45836.00000000 0.010334084045 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 315.00000000 NC USD 267.24000000 0.000060251344 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2022-03-26 0.00000000 USD 0.00000000 USD -13117.11000000 USD 267.24000000 N N N GOLDEN NUGGET INC. N/A 51508PAG9 166901.76980000 PA USD 129348.87000000 0.029162712578 Long LON XX N 2 2023-10-04 Floating 4.10338080 N N N N N N SCIENTIFIC GAMES INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80874YBE9 5000.00000000 PA USD 3125.00000000 0.000704555647 Long DBT CORP US Y 2 2029-11-15 Fixed 7.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 -14002.00000000 NS USD -676716.66000000 -0.15257105417 Short EC US N 1 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -36553.43000000 -0.00824125616 N/A DFE HU N 2 MORGAN STANLEY & CO, INC N/A 525907.96000000 EUR 177630674.00000000 HUF 2020-06-17 -36553.43000000 N N N CINCINNATI BELL INC. 549300JYVZOCUJOHL272 171871502 7993.00000000 NS USD 117017.52000000 0.026382513449 Long EC US N 1 N N N Cumulus Media Inc 549300OW8SUYVNKSAC51 231082801 5075.00000000 NS USD 27506.50000000 0.006201555170 Long EC US N 1 N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738108 -6885.00000000 NS USD -654006.15000000 -0.14745079239 Short EC US N 1 N N N NOBLE HOLDING INTERNATIONAL LIMITED 549300GNEZBJHMST9U32 65504LAP2 215000.00000000 PA USD 19350.00000000 0.004362608567 Long DBT NUSS KY N 2 2024-01-15 Fixed 7.75000000 N N N N N N BRK: MORGAN STANLEY N/A N/A 542297.18320000 NC USD 111503.39000000 0.025139309791 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2021-11-22 0.00000000 USD 0.00000000 USD -4767.00000000 USD 111503.39000000 N N N LANAI HOLDINGS II INC. N/A 51374RAB7 833879.16990000 PA USD 595531.49000000 0.134267223784 Long LON XX N 2 2022-08-29 Floating 6.52713120 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC -10736.49000000 -0.00242062549 N/A DFE GB N 2 STATE STREET BANK N/A 325540.74000000 USD 253600.00000000 GBP 2020-06-17 -10736.49000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 285000.00000000 PA USD 249945.00000000 0.056352051591 Long DBT NUSS GB N 2 2168-12-15 Fixed 7.75000000 N N N Y Y BARCLAYS PLC GBP XXXX N N N CAESARS RESORT COLLECTION LLC N/A 12769LAB5 200428.25990000 PA USD 161144.32000000 0.036331245011 Long LON XX N 2 2024-12-23 Floating 4.35337920 N N N N N N SPLUNK INC. 549300XGDSGBP6UEI867 848637104 5195.00000000 NS USD 655764.85000000 0.147847305042 Long EC US N 1 N N N CRAFT BREW ALLIANCE, INC. JJD4WAP2U5KDLYQQGZ83 224122101 -10137.00000000 NS USD -151041.30000000 -0.03405344027 Short EC US N 1 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005N100 70937.00000000 NS USD 1023620.91000000 0.230783325652 Long EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 -5911.00000000 NS USD -272851.76000000 -0.06151655946 Short EC US N 1 N N N REFINITIV US HOLDINGS INC. 549300NF240HXJO7N016 31740LAA1 459000.00000000 PA USD 473917.50000000 0.106848400288 Long DBT CORP US Y 2 2026-05-15 Fixed 6.25000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 8604.00000000 NS USD 99634.32000000 0.022463335297 Long EC US N 1 N N N THE MEET GROUP, INC. 549300G36FY0SJT18C53 58513U101 49327.00000000 NS USD 289549.49000000 0.065281193057 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796SV2 128000.00000000 PA USD 127974.28000000 0.028852800531 Long DBT UST US N 2 2020-06-18 None 0.00000000 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC -14615.01000000 -0.00329506810 N/A DFE GB N 2 STATE STREET BANK N/A 266483.24000000 USD 202900.00000000 GBP 2020-06-17 -14615.01000000 N N N XERO LIMITED 254900UG5D8YST164N14 N/A 20366.00000000 NS 846500.63000000 0.190850175733 Long EC NZ N 1 N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAA0 260000.00000000 PA USD 267800.00000000 0.060377600736 Long DBT CORP US Y 2 2026-09-01 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 21638.62000000 0.004878595813 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 374400.00000000 CAD 284737.35000000 USD 2020-04-15 21638.62000000 N N N Clarivate Analytics PLC 549300WDHIIODXFO0R55 G21810109 42144.00000000 NS USD 874488.00000000 0.197160146800 Long EC JE N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 2226024.32000000 NS USD 2226024.32000000 0.501874561699 Long STIV RF XX N 2 N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBD8 17449.00000000 PA USD 15191.45000000 0.003425031003 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N BRK: MORGAN STANLEY N/A N/A 67732.00000000 NC 113408.25000000 0.025568775350 N/A DE NL N 2 BRK: MORGAN STANLEY N/A Y 2021-11-01 0.00000000 EUR 0.00000000 EUR -1585879.20310000 EUR 113408.25000000 N N N MISYS LIMITED N/A 02034DAC1 189821.64000000 PA USD 161348.39000000 0.036377254185 Long LON XX N 2 2024-06-13 Floating 5.27712840 N N N N N N SPDR S&P 500 ETF TRUST CALL N/A 99C148DW2 71756.00000000 NC USD 87571.72000000 0.019743727953 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Purchased N/A N/A 71756.00000000 275.00000000 USD 2020-04-09 XXXX -57375.40000000 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284VAF8 10000.00000000 PA USD 9393.80000000 0.002117905548 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N N/A N/A N/A 24396.00000000 NS USD 24396.00000000 0.005500268661 Long EC US N 3 N N N Alpha 3 B.V. 549300RVASWYF4HCO804 02079UAA3 100000.00000000 PA USD 92125.00000000 0.020770300477 Long DBT NUSS NL Y 2 2025-02-01 Fixed 6.25000000 N N N N N N JD.COM, INC. 549300HVTWB0GJZ16V92 47215P106 29521.00000000 NS USD 1195600.50000000 0.269557466876 Long EC KY N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 111164.91000000 0.025062996833 N/A DFE US N 2 JP MORGAN N/A 12551678.96000000 ZAR 807104.07000000 USD 2020-06-17 111164.91000000 N N N LEAP LEGAL SOFTWARE N/A N/A 392317.87000000 PA 239818.52000000 0.054068957617 Long LON XX N 3 2022-09-12 Floating 6.75000000 N N N N N N Norbord Inc. 549300VL705RQ5PHI407 65548P403 66200.00000000 NS 774391.40000000 0.174592586867 Long EC CA N 1 N N N FITBIT, INC. 549300GYQQ375BZPXK02 33812L102 94965.00000000 NS USD 632466.90000000 0.142594600326 Long EC US N 1 N N N ALLEGHENY TECHNOLOGIES INCORPORATED ZW1LRE7C3H17O2ZN9B45 01741R102 12192.00000000 NS USD 103632.00000000 0.023364643463 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 -5358.00000000 NS USD -874747.08000000 -0.19721855840 Short EC IE N 1 N N N N/A N/A N/A 3007.00000000 NS USD 6014.00000000 0.001355903251 Long EC US N 3 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 -11058.00000000 NS USD -513865.26000000 -0.11585493465 Short EC US N 1 N N N CHT MORTGAGE TRUST N/A 12546DAQ0 175000.00000000 PA USD 130715.39000000 0.029470805181 Long ABS-MBS US N 3 2036-11-15 Floating 5.39970120 N N N N N N ZYNGA INC. N/A 98986T108 201759.00000000 NS USD 1382049.15000000 0.311593770639 Long EC US N 1 N N N Ziggo B.V. 213800TQASLF9JXH5J59 98954NAA7 155000.00000000 PA USD 155000.00000000 0.034945960097 Long DBT NUSS NL Y 2 2027-01-15 Fixed 5.50000000 N N N N N N COMTECH TELECOMMUNICATIONS CORP. 529900FTEZ8MGM0Y8F73 205826209 -3300.00000000 NS USD -43857.00000000 -0.00988790304 Short EC US N 1 N N N Endo Designated Activity Company N/A 29273EAC2 138000.00000000 PA USD 99964.44000000 0.022537763428 Long DBT NUSS IE Y 2 2023-07-15 Fixed 6.00000000 N N N N N N BRK: STATE STREET N/A CDS841995 1522000.00000000 NC USD 1868.93000000 0.000421364859 N/A DCR XX N 2 BRK: STATE STREET N/A Y 2024-12-20 0.00000000 USD -42274.85000000 USD 1522000.00000000 USD 44143.78000000 N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -2356.93000000 -0.00053138826 N/A DFE AU N 2 CITI N/A 329667.94000000 USD 534800.00000000 AUD 2020-04-15 -2356.93000000 N N N WYNN LAS VEGAS, LLC 2549002X45DR4UI7NA62 983130AV7 95000.00000000 PA USD 88350.00000000 0.019919197255 Long DBT CORP US Y 2 2025-03-01 Fixed 5.50000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 74Z993RJ3 14.00000000 NC USD 6860.00000000 0.001546640556 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased AECOM ACM Put 35 Apr 2020 1400.00000000 35.00000000 USD 2020-04-20 XXXX 2957.24000000 N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DA2 55000.00000000 PA USD 4125.00000000 0.000930013454 Long DBT CORP US N 2 2024-10-01 Fixed 7.00000000 N N N N N N LAREDO PETROLEUM, INC 549300X0PTWU2QSLSL14 516806AG1 90000.00000000 PA USD 34200.00000000 0.007710657002 Long DBT CORP US N 2 2028-01-15 Fixed 10.12500000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GCE8 15000.00000000 PA USD 14287.50000000 0.003221228418 Long DBT CORP US N 2 2022-04-01 Fixed 8.12500000 N N N N N N VECTOR GROUP LTD. 549300TUIF4WWN6NDN50 92240MBF4 270000.00000000 PA USD 245700.00000000 0.055394983200 Long DBT CORP US Y 2 2025-02-01 Fixed 6.12500000 N N N N N N BUILDERS FIRSTSOURCE, INC. 549300W0SKP6L3H7DP63 12008R107 78712.00000000 NS USD 962647.76000000 0.217036452962 Long EC US N 1 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AL9 570000.00000000 PA USD 474348.30000000 0.106945527511 Long DBT NUSS CA Y 2 2025-04-01 Fixed 7.50000000 N N N N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QZA3 35000.00000000 PA USD 23843.75000000 0.005375759587 Long DBT MUN PR N 2 2026-07-01 Fixed 5.25000000 Y N N N N N AECOM 0EEB8GF0W0NPCIHZX097 24B993RN5 43.00000000 NC USD 860.00000000 0.000193893714 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Call Purchased AECOM ACM Call 45 Apr 2020 4300.00000000 45.00000000 USD 2020-04-20 XXXX -8818.39000000 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 16336.00000000 NS USD 2576350.56000000 0.580858347533 Long EC US N 1 N N N MIMECAST LIMITED 254900ELSYFSTT9X2740 G14838109 18328.00000000 NS USD 646978.40000000 0.145866331293 Long EC JE N 1 N N N TGG TS ACQUISITION COMPANY N/A 87242CAB4 169342.97000000 PA USD 137167.81000000 0.030925553644 Long LON XX N 2 2025-12-14 Floating 7.42362840 N N N N N N SPDR S&P 500 ETF TRUST CALL N/A 99C159LW0 -99210.00000000 NC USD -316313.20000000 -0.07131528042 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Written N/A N/A -99210.00000000 320.00000000 USD 2020-12-18 XXXX -83169.70000000 N N N MELLANOX TECHNOLOGIES, LTD. 5299007E0TX53VXVFJ97 M51363113 18265.00000000 NS USD 2215909.80000000 0.499594164200 Long EC IL N 1 N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 35906AAQ1 85000.00000000 PA USD 21250.00000000 0.004790978400 Long DBT CORP US N 2 2025-01-15 Fixed 6.87500000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 -9492.00000000 NS USD -125009.64000000 -0.02818439929 Short EC PA N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 11660.00000000 NS USD 1382992.60000000 0.311806478807 Long EC US N 1 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QA28 15000.00000000 PA USD 10181.25000000 0.002295442298 Long DBT MUN PR N 2 2042-07-01 Fixed 5.00000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 8600.13000000 0.001938966450 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 3346500.00000000 CNY 480708.39000000 USD 2020-05-20 8600.13000000 N N N BRK: MORGAN STANLEY N/A N/A 17670.00000000 NC -13693.91000000 -0.00308739891 N/A DE NL N 2 BRK: MORGAN STANLEY N/A Y 2022-03-12 0.00000000 EUR 0.00000000 EUR -135286.72630000 EUR -13693.91000000 N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AA3 1471000.00000000 PA USD 1471014.71000000 0.331651750702 Long DBT NUSS PY N 2 2023-01-25 Fixed 4.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 86440.64000000 0.019488717137 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 3746808800.00000000 KRW 3167745.01000000 USD 2020-05-20 86440.64000000 N N N Meituan Dianping 21380033K525E5JLIA77 N/A 68700.00000000 NS 830065.54000000 0.187144756383 Long EC KY N 1 N N N AMC ENTERTAINMENT HOLDINGS, INC. 549300ZO77UNR6NRBR11 00165AAH1 30000.00000000 PA USD 12600.00000000 0.002840768369 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 11702.00000000 NC USD 86962.62000000 0.019606401603 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -1407809.63860000 USD 86962.62000000 N N N FMG RESOURCES (AUGUST 2006) PTY LTD 549300EFD6S2NFE9D745 30251GBA4 220000.00000000 PA USD 195800.00000000 0.044144638626 Long DBT NUSS AU Y 2 2027-09-15 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3446.37000000 -0.00077701102 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A 363123.00000000 EUR 395388.29000000 USD 2020-04-30 -3446.37000000 N N N HOUGHTON MIFFLIN HARCOURT PUBLISHERS INC. 549300DDRF1LRKBXUN11 44157TAA3 320000.00000000 PA USD 281600.00000000 0.063488918474 Long DBT CORP US Y 2 2025-02-15 Fixed 9.00000000 N N N N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 -10113.00000000 NS USD -618207.69000000 -0.13937975010 Short EC US N 1 N N N MONITRONICS INTERNATIONAL, INC. SCAKOG18M6QWWML8YF46 609453AG0 495000.00000000 PA USD 0.01000000 0.000000002254 Long DBT CORP US N 3 2020-04-01 Fixed 9.12500000 Y N N N N N PUERTO RICO COMWLTH N/A 74514LC21 5000.00000000 PA USD 3118.75000000 0.000703146535 Long DBT MUN PR N 2 2032-07-01 Fixed 5.00000000 Y N N N N N AMERICAN GREETINGS N/A 02639DAL0 268719.19000000 PA USD 212288.16000000 0.047862023023 Long LON XX N 2 2024-04-06 Floating 6.10337880 N N N N N N PUERTO RICO COMWLTH N/A 74514LZL4 5000.00000000 PA USD 3337.50000000 0.000752465431 Long DBT MUN PR N 2 2030-07-01 Fixed 5.37500000 Y N N N N N N/A N/A 85312ED34 18605000.00000000 PA 686241.44000000 0.154718490191 Long DBT NUSS GB N 2 2021-10-01 Fixed 15.36000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NBD0 971000.00000000 PA USD 943083.75000000 0.212625594170 Long DBT NUSS NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAB3 535000.00000000 PA USD 419975.00000000 0.094686642529 Long DBT CORP US Y 2 2025-04-15 Fixed 8.25000000 N N N N N N TeamViewer AG 3912000FZ0R0KEK9JS42 N/A -18349.00000000 NS -732655.35000000 -0.16518286855 Short EC DE N 1 N N N Renesas Electronics Corporation 5299000EPC47VJQOFB81 N/A 305000.00000000 NS 1099022.74000000 0.247783256894 Long EC JP N 1 N N N WORLD WRESTLING ENTERTAINMENT, INC. 549300WZVLSCS3L4L698 98156Q108 -12033.00000000 NS USD -408279.69000000 -0.09204984358 Short EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 -39031.00000000 NS USD -951185.47000000 -0.21445219019 Short EC US N 1 N N N SHELF DRILLING HOLDINGS, LTD. 54930078ZJ3XP4MRYB68 822538AE4 85000.00000000 PA USD 40630.00000000 0.009160350701 Long DBT NUSS KY Y 2 2025-02-15 Fixed 8.25000000 N N N N N N GUITAR CENTER WARRANTS N/A N/A 1552.49030000 NC USD 0.01000000 0.000000002254 N/A DE XX N 3 CORPORATE ACTION N/A Call Purchased N/A N/A 1552.49030000 0.00000000 USD 2049-12-31 XXXX 0.01000000 N N N JAPANESE YEN N/A N/A 1.00000000 NC 2292.41000000 0.000516841731 N/A DFE JP N 2 MONTGOMERY/BANK OF AMERICA N/A 73022.12000000 USD 8110100.00000000 JPY 2020-05-20 2292.41000000 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QVX7 30000.00000000 PA USD 20437.50000000 0.004607793932 Long DBT MUN PR N 2 2040-07-01 Fixed 5.25000000 Y N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 80R99TVY4 155.00000000 NC USD 173290.00000000 0.039069583389 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Call Purchased UNITED TECHNOLOGIES CORPORATION UTX Call 90 May 2020 15500.00000000 90.00000000 USD 2020-05-18 XXXX 80849.12000000 N N N Anaplan Inc N/A 03272L108 16457.00000000 NS USD 497988.82000000 0.112275467308 Long EC US N 1 N N N Acacia Communications Inc 549300PZLTIVLKOBPB61 00401C108 5707.00000000 NS USD 383396.26000000 0.086439680023 Long EC US N 1 N N N SS&C TECHNOLOGIES HOLDINGS, INC. 529900POY8H7NPPNKK71 78467J100 38950.00000000 NS USD 1706789.00000000 0.384808905092 Long EC US N 1 N N N DOMINION DIAMOND MINES ULC 549300514YCQANUHXW83 66727WAA0 460000.00000000 PA USD 225400.00000000 0.050818189716 Long DBT NUSS CA Y 2 2022-11-01 Fixed 7.12500000 N N N N N N BRK: CITI N/A CDS849836 55000.00000000 NC USD 3954.69000000 0.000891615735 N/A DCR XX N 2 BRK: CITI N/A Y 2020-12-20 2946.57000000 USD 0.00000000 USD 55000.00000000 USD 1008.12000000 N N N N/A N/A N/A -10.00000000 NC USD -1284850.00000000 -0.28967946343 N/A DE US N 1 J.B. BURKE & CO. N/A Short S&P 500 Future Jun 2020 N/A N/A 2020-06-22 -1201554.30000000 USD -83295.70000000 N N N REPAY HOLDINGS CORPORATION N/A 76029L100 81123.00000000 NS USD 1164115.05000000 0.262458826364 Long EC US N 1 N N N PUERTO RICO COMWLTH N/A 74514LB71 325000.00000000 PA USD 204750.00000000 0.046162486000 Long DBT MUN PR N 2 2039-07-01 Fixed 5.50000000 Y N N N N N TRAVERSE MIDSTREAM PARTNERS LLC N/A 89435TAB0 374478.78000000 PA USD 205963.33000000 0.046436040721 Long LON XX N 2 2024-09-27 Floating 5.60999880 N N N N N N Morgan Stanley Institutional Liquidity Funds: Government Portfolio; Institutional Class Shares N/A 61747C707 2500.00000000 NS USD 2500.00000000 0.000563644517 Long STIV RF US N 2 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 1282.00000000 NC USD 64473.43000000 0.014536038142 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -622152.44330000 USD 64473.43000000 N N N Commscope Finance LLC 549300NGP3QQM94T9A69 20338QAA1 100000.00000000 PA USD 96390.00000000 0.021731878024 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N LOGMEIN, INC. 549300D12V5KRBV00592 54142L109 -7164.00000000 NS USD -596617.92000000 -0.13451216790 Short EC US N 1 N N N KOREAN WON N/A N/A 1.00000000 NC 14459.82000000 0.003260079308 N/A DFE KR N 2 GOLDMAN, SACHS & CO. N/A 1170740.13000000 USD 1441181100.00000000 KRW 2020-05-20 14459.82000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 155276.17000000 0.035008224780 N/A DFE US N 2 JP MORGAN N/A 16781224661.44000000 IDR 1172856.07000000 USD 2020-06-17 155276.17000000 N N N BRK: HSBC N/A CDS840981 5654000.00000000 NC USD 720454.96000000 0.162432195383 N/A DCR XX N 2 BRK: HSBC N/A Y 2024-12-20 157040.28000000 USD 0.00000000 USD 5654000.00000000 USD 563414.68000000 N N N TERRIER MEDIA BUYER, INC. N/A 88146LAA1 230000.00000000 PA USD 194350.00000000 0.043817724806 Long DBT CORP US Y 2 2027-12-15 Fixed 8.87500000 N N N N N N FS ENERGY AND POWER FUND 54930004XHN0QROEGZ58 30264DAA7 205000.00000000 PA USD 182706.25000000 0.041192550465 Long DBT CORP US Y 2 2023-08-15 Fixed 7.50000000 N N N N N N CARESTREAM HEALTH, INC. N/A 14173VAJ2 519024.27000000 PA USD 469197.94000000 0.105784338640 Long LON XX N 2 2021-02-28 Floating 7.85337840 N N N N N N BOX, INC. 549300KQUCPD8687YS68 10316T104 54416.00000000 NS USD 764000.64000000 0.172249908904 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 -4275.00000000 NS USD -137526.75000000 -0.03100647947 Short EC LR N 1 N N N TRIUMPH GROUP, INC. 5493007L6S47Q14SL582 896818AP6 85000.00000000 PA USD 61625.00000000 0.013893837361 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 129731.54000000 0.029248988517 N/A DFE US N 2 JP MORGAN N/A 55660947.07000000 RUB 834358.11000000 USD 2020-06-17 129731.54000000 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450Y103 15674.00000000 NS USD 1500628.76000000 0.338328469474 Long EC US N 1 N N N LSB INDUSTRIES, INC. 5493001H215A0HG0MI71 502160AM6 460000.00000000 PA USD 381800.00000000 0.086079790744 Long DBT CORP US Y 2 2023-05-01 Fixed 9.62500000 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67573LAJ8 250000.00000000 PA USD 192779.50000000 0.043463643320 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 5.99046840 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 N/A 92.00000000 NC USD 16376.00000000 0.003692097048 N/A DE US N 1 JEFFERIES LLC N/A Call Purchased PFIZER INC. PFE Call 35 Jan 2021 9200.00000000 35.00000000 USD 2021-01-18 XXXX 6436.43000000 N N N Innovacare TL N/A N/A 218612.15000000 PA USD 201123.18000000 0.045344791116 Long LON XX N 2 2026-12-24 Floating 7.69462920 N N N N N N Mylan N.V. 549300A0CD4KNFGIIS89 N59465109 5924.00000000 NS USD 88326.84000000 0.019913975652 Long EC NL N 1 N N N VUE INTL TL N/A N/A 39247.42990000 PA 30489.46000000 0.006874086790 Long LON XX N 2 2026-06-19 Floating 4.74999840 N N N N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DB0 170000.00000000 PA USD 11900.00000000 0.002682947904 Long DBT CORP US N 2 2026-10-01 Fixed 7.50000000 N N N N N N CIFC FUNDING LTD N/A 12552FAL7 250000.00000000 PA USD 189483.25000000 0.042720478023 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 5.20212960 N N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 4706.33000000 0.001061078841 N/A DFE JP N 2 MONTGOMERY/BANK OF AMERICA N/A 547922.80000000 USD 59508800.00000000 JPY 2020-05-20 4706.33000000 N N N AIR MEDICAL GROUP HOLDINGS INC. N/A 00169QAE9 258435.92000000 PA USD 238407.14000000 0.053750750977 Long LON XX N 2 2022-04-28 Floating 4.93162920 N N N N N N XEROX HOLDINGS CORPORATION N/A 98421M106 4519.00000000 NS USD 85589.86000000 0.019296902144 Long EC US N 1 N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751BM2 70000.00000000 PA USD 50015.00000000 0.011276272221 Long DBT NUSS CA Y 2 2025-03-15 Fixed 7.50000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AN4 85000.00000000 PA USD 86275.00000000 0.019451372306 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N Fiat Chrysler Automobiles N.V. 549300LKT9PW7ZIBDF31 N31738102 21574.00000000 NS USD 155117.06000000 0.034972352188 Long EC NL N 1 N N N RADIO ONE N/A 75040LAN7 110743.59000000 PA USD 79366.61000000 0.017893821846 Long LON XX N 2 2023-04-18 Floating 5.60999880 N N N N N N XEROX HOLDINGS CORPORATION N/A 98421M106 15171.00000000 NS USD 287338.74000000 0.064782762210 Long EC US N 1 N N N S&P 500 INDEXCALL N/A 99C165DW6 -545.00000000 NC USD -3160.41000000 -0.00071253910 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Written N/A N/A N/A -545.00000000 800.00000000 USD 2020-04-09 XXXX 5832.09000000 N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. N/A 18453H106 7401.00000000 NS USD 4736.64000000 0.001067912467 Long EC US N 1 N N N RACKSPACE HOSTING, INC. 549300QTYCKLMFSE8I97 45332JAA0 155000.00000000 PA USD 139112.50000000 0.031363999187 Long DBT CORP US Y 2 2024-11-15 Fixed 8.62500000 N N N N N N MELLANOX TECHNOLOGIES, LTD. 5299007E0TX53VXVFJ97 3UT998ZD9 -73.00000000 NC USD -14600.00000000 -0.00329168398 N/A DE IL N 1 JP MORGAN - OLD BEAR STEARNS N/A Put Written MELLANOX TECHNOLOGIES, LTD. MLNX Put 100 Jun 2020 -7300.00000000 100.00000000 USD 2020-06-22 XXXX 4857.76000000 N N N EXTRACTION OIL & GAS, INC. 5493002FL3WIE1JVUP20 30227MAB1 270000.00000000 PA USD 44550.00000000 0.010044145305 Long DBT CORP US Y 2 2026-02-01 Fixed 5.62500000 N N N N N N DIGICEL LIMITED N/A 25380QAG4 115000.00000000 PA USD 61957.40000000 0.013968779536 Long DBT NUSS BM Y 2 2021-04-15 Fixed 6.00000000 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC. N/A 93369KAB1 105000.00000000 PA USD 95025.00000000 0.021424128118 Long DBT CORP US Y 2 2026-07-15 Fixed 9.12500000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040H105 -12169.00000000 NS USD -613560.98000000 -0.13833211306 Short EC US N 1 N N N 51JOB, INC. 52990088ZF32Q8YHCJ53 316827104 -7230.00000000 NS USD -443849.70000000 -0.10006938003 Short EC KY N 1 N N N PUERTO RICO COMWLTH N/A 74514LZY6 5000.00000000 PA USD 2918.75000000 0.000658054974 Long DBT MUN PR N 2 2019-07-01 Fixed 4.25000000 Y N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 2291.78000000 0.000516699693 N/A DFE JP N 2 MONTGOMERY/BANK OF AMERICA N/A 73022.75000000 USD 8110100.00000000 JPY 2020-05-20 2291.78000000 N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAD3 115000.00000000 PA USD 105800.00000000 0.023853435989 Long DBT CORP US N 2 2026-10-01 Fixed 5.62500000 N N N N N N KOREAN WON N/A N/A 1.00000000 NC -20467.62000000 -0.00461458472 N/A DFE KR N 2 GOLDMAN, SACHS & CO. N/A 785578.91000000 USD 930361100.00000000 KRW 2020-05-20 -20467.62000000 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 4704.00000000 NS USD 160406.40000000 0.036164875186 Long EC US N 1 N N N NAVISTAR INTERNATIONAL CORPORATION WNDD3CRVXJGC8I7GX671 63934E108 20025.00000000 NS USD 330212.25000000 0.074448929756 Long EC US N 1 N N N Wright Medical Group N.V. 549300JGCCQ1HTDOXU32 N96617118 119797.00000000 NS USD 3432184.05000000 0.773812689416 Long EC NL N 1 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC -1082.26000000 -0.00024400396 N/A DFE CN N 2 HSBC N/A 159453.32000000 USD 1122600.00000000 CNY 2020-05-20 -1082.26000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 6368.75000000 0.001435884408 N/A DFE RU N 2 JP MORGAN N/A 328182.18000000 USD 26427362.32000000 RUB 2020-06-17 6368.75000000 N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609W102 7562.00000000 NS USD 1470657.76000000 0.331571273538 Long EC KY N 1 N N N CENVEO CORPORATION N/A N/A 304691.90000000 PA USD 295551.14000000 0.066634311905 Long LON XX N 3 2023-06-07 Floating 12.75000120 N N N N N N N/A N/A CDS849861 10000.00000000 NC USD -13.75000000 -0.00000310004 N/A DCR XX N 2 N/A N/A Y 2025-06-20 123.37000000 USD 0.00000000 USD 10000.00000000 USD -137.12000000 N N N PREMIER BRANDS GROUP HOLDINGS LLC N/A 74053DAB8 60375.00000000 PA USD 51721.45000000 0.011661004696 Long LON XX N 2 2024-03-19 Floating 9.11570040 N N N N N N REVLON CONSUMER PRODUCTS CORPORATION N/A 761520AY1 728165.49000000 PA USD 279433.51000000 0.063000466390 Long LON XX N 2 2023-09-07 Floating 5.11324920 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAA5 195000.00000000 PA USD 157090.05000000 0.035417178187 Long DBT CORP US Y 2 2024-11-15 Fixed 8.12500000 N N N N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 13009.00000000 NS USD 225836.24000000 0.050916543430 Long EC US N 1 N N N N/A N/A 90A994BG7 -26.00000000 NC USD -23660.00000000 -0.00533433171 N/A DE XX N 1 GOLDMAN, SACHS & CO. N/A Put Written Put Option 2350 Apr 2020 on S&P 500 Index N/A N/A -2600.00000000 350.00000000 USD 2020-04-06 XXXX 78277.19000000 N N N BRK: MORGAN STANLEY N/A N/A 69641.00000000 NC 28489.78000000 0.006423243323 N/A DE CA N 2 BRK: MORGAN STANLEY N/A Y 2022-03-04 0.00000000 CAD 0.00000000 CAD -2239495.41000000 CAD 28489.78000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5077.79000000 0.001144827398 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 694200.00000000 EUR 768878.57000000 USD 2020-06-17 5077.79000000 N N N N/A N/A CDS849858 275000.00000000 NC USD 21148.36000000 0.004768062868 N/A DCR XX N 2 N/A N/A Y 2025-06-20 19494.47000000 USD 0.00000000 USD 275000.00000000 USD 1653.89000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DQ5 202000.00000000 PA USD 211762.66000000 0.047743544945 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N N/A N/A N/A 51820.00000000 NC USD -165380.92000000 -0.03728641955 N/A DE US N 2 N/A N/A Y 2022-02-28 0.00000000 USD 0.00000000 USD -982582.32000000 USD -165380.92000000 N N N N/A N/A N/A 2777.00000000 NS USD 39572.25000000 0.008921872706 Long EC US N 2 N N N PEGASYSTEMS INC. 549300FMCOKPL06FYN26 705573103 -6758.00000000 NS USD -481372.34000000 -0.10852915216 Short EC US N 1 N N N Allergan plc 635400FWJZQC1IPYUH69 G0177J108 27148.00000000 NS USD 4807910.80000000 1.083981025616 Long EC IE N 1 N N N BRK: DEUTSCHE BANK N/A N/A 10657000000.00000000 NC USD -213421.37000000 -0.04811751406 N/A DE US N 2 BRK: DEUTSCHE BANK N/A Y 2032-06-15 0.00000000 USD 0.00000000 USD -853257.96000000 USD -213421.37000000 N N N DIAMOND SPORTS GROUP, LLC N/A 25277LAC0 155000.00000000 PA USD 103656.25000000 0.023370110815 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N EURO N/A N/A 1.00000000 NC -17359.69000000 -0.00391387763 N/A DFE XX N 2 BARCLAYS CAPITAL (DMA) N/A 1124001.62000000 USD 1005800.00000000 EUR 2020-06-17 -17359.69000000 N N N BCD ACQUISITION, INC. N/A 05583PAA6 140000.00000000 PA USD 115850.00000000 0.026119286950 Long DBT CORP US Y 2 2023-09-15 Fixed 9.62500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 181555000.00000000 PA 2428138.01000000 0.547442671028 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 -18900.00000000 NS USD -1439991.00000000 -0.32465721307 Short EC US N 1 N N N N/A N/A 90A994BD4 13.00000000 NC USD 3900.00000000 0.000879285447 N/A DE XX N 1 GOLDMAN, SACHS & CO. N/A Put Purchased Put Option 2200 Apr 2020 on S&P 500 Index N/A N/A 1300.00000000 200.00000000 USD 2020-04-06 XXXX -21389.40000000 N N N AUTO TRADER GROUP PLC 213800QLK9BZILB1DI86 N/A -79512.00000000 NS -432914.88000000 -0.09760403949 Short EC GB N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 28046.71000000 0.006323349732 N/A DFE US N 2 JP MORGAN N/A 27682790.05000000 RUB 378490.43000000 USD 2020-06-17 28046.71000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2201.46000000 0.000496336343 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 33133300.00000000 JPY 309894.21000000 USD 2020-05-20 2201.46000000 N N N PUERTO RICO COMWLTH N/A 74514LXB8 5000.00000000 PA USD 3362.50000000 0.000758101876 Long DBT MUN PR N 2 2032-07-01 Fixed 6.00000000 Y N N N N N Federal National Mortgage Association N/A 313586752 45090.00000000 NS USD 285419.70000000 0.064350099660 Long EP US N 1 N N N HEXION HOLDINGS CORPORATION 549300LBB370MUHGLV84 42830K103 9735.00000000 NS USD 92482.50000000 0.020850901643 Long EC US N 1 N N N FIRST HORIZON NATIONAL CORPORATION TF3RXI1ZB1TQ30H9JV10 320517105 -238437.00000000 NS USD -1921802.22000000 -0.43328531416 Short EC US N 1 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QAJ1 35000.00000000 PA USD 23931.25000000 0.005395487145 Long DBT MUN PR N 2 2020-07-01 Fixed 5.50000000 Y N N N N N CYPRESS SEMICONDUCTOR CORPORATION 549300T2071OM26ZSE13 232806109 172176.00000000 NS USD 4015144.32000000 0.905245633507 Long EC US N 1 N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 35906AAW8 125000.00000000 PA USD 32500.00000000 0.007327378730 Long DBT CORP US N 2 2022-09-15 Fixed 10.50000000 N N N N N N TIVO CORPORATION 529900HSQ8AE0RC8VD16 88870P106 -8971.00000000 NS USD -63514.68000000 -0.01431988047 Short EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 18741537.19000000 NS USD 18741537.19000000 4.225425876214 Long STIV RF XX N 2 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 198123.97000000 0.044668595806 N/A DFE US N 2 JP MORGAN N/A 84856411.06000000 RUB 1272343.59000000 USD 2020-06-17 198123.97000000 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 3T09937E3 84.00000000 NC USD 1428.00000000 0.000321953748 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Call Purchased OCCIDENTAL PETROLEUM CORPORATION OXY Call 35 Jun 2020 8400.00000000 35.00000000 USD 2020-06-22 XXXX -10618.82000000 N N N GUITAR CENTER ESCROW ISSUER, INC. N/A 40203CAA2 110000.00000000 PA USD 81708.00000000 0.018421706501 Long DBT CORP US Y 2 2021-10-15 Fixed 9.50000000 N N N N N N S&P 500 INDEXCALL N/A 99C166DW4 545.00000000 NC USD 6437.23000000 0.001451323759 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Purchased N/A N/A N/A 545.00000000 750.00000000 USD 2020-04-09 XXXX -6097.77000000 N N N WESCO INTERNATIONAL, INC. 529900TXOGREY3WNJ434 25B997SD4 80.00000000 NC USD 5200.00000000 0.001172380596 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Call Purchased WESCO INTERNATIONAL, INC. WCC Call 35 Apr 2020 8000.00000000 35.00000000 USD 2020-04-20 XXXX -5719.10000000 N N N WABCO HOLDINGS INC. 549300SNE3FOSCV7FY94 92927K102 2947.00000000 NS USD 397992.35000000 0.089730482466 Long EC US N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC 5015.80000000 0.001130851268 N/A DFE JP N 2 MONTGOMERY/BANK OF AMERICA N/A 382347.79000000 USD 41712500.00000000 JPY 2020-05-20 5015.80000000 N N N EXPEDIA GROUP, INC. N/A 30212P303 23201.00000000 NS USD 1305520.27000000 0.294339737176 Long EC US N 1 N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBC0 9309.00000000 PA USD 8808.70000000 0.001985990185 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N VTB Capital S.A. 529900Z143LRJYE8LK88 N/A 453000.00000000 PA USD 450735.91000000 0.101621929841 Long DBT NUSS LU N 2 2022-10-17 Fixed 6.95000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 50G99EXP9 184.00000000 NC USD 16376.00000000 0.003692097048 N/A DE US N 1 JEFFERIES LLC N/A Call Purchased PFIZER INC. PFE Call 38 Jan 2021 18400.00000000 38.00000000 USD 2021-01-18 XXXX 6064.86000000 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940X102 8878.00000000 NS USD 1280473.94000000 0.288692846538 Long EC US N 1 N N N MOUNTAIN PROVINCE DIAMONDS INC. 549300Y5548SJTH51N28 62426EAA3 265000.00000000 PA USD 190800.00000000 0.043017349591 Long DBT NUSS CA Y 2 2022-12-15 Fixed 8.00000000 N N N N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246401 1692.00000000 NS USD 58069.44000000 0.013092208600 Long EC US N 1 N N N BRK: CITIGROUP N/A CDS846486 1709000.00000000 NC USD 269339.43000000 0.060724677248 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2024-06-20 138741.50000000 USD 0.00000000 USD 1709000.00000000 USD 130597.93000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 756000.00000000 PA USD 684180.00000000 0.154253722449 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N AFFINITY GAMING (FKA AFFINITY GAMING LLC) N/A 00829UAE2 300000.00000000 PA USD 210000.00000000 0.047346139487 Long LON XX N 2 2025-01-31 Floating 9.85338000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6818.61000000 -0.00153730885 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 10146800.00000000 CNY 1424643.55000000 USD 2020-05-20 -6818.61000000 N N N CORNERSTONE BUILDING BRANDS, INC. 549300IW41QEWQ6T0H29 72431PAA0 230000.00000000 PA USD 197800.00000000 0.044595554240 Long DBT CORP US Y 2 2026-04-15 Fixed 8.00000000 N N N N N N XPO LOGISTICS, INC. 54930096DB9LCLPN7H13 983793100 5053.00000000 NS USD 246333.75000000 0.055537867085 Long EC US N 1 N N N DONCASTERS US FINANCE LLC N/A 25769JAB2 79.93000000 PA USD 53.15000000 0.000011983082 Long LON XX N 2 2020-04-09 Floating 5.44462920 N N N N N N INGEVITY CORPORATION 5493009UTFC4B5IMGF87 45688C107 11823.00000000 NS USD 416169.60000000 0.093828685390 Long EC US N 1 N N N CDW CORPORATION N/A 12514G108 -2400.00000000 NS USD -223848.00000000 -0.05046827919 Short EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 5502.00000000 NS USD 1450327.20000000 0.326987590064 Long EC US N 1 N N N N/A N/A N/A 7183.00000000 NS USD 0.01000000 0.000000002254 Long EC US N 3 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QKR2 10000.00000000 PA USD 6787.50000000 0.001530294865 Long DBT MUN PR N 2 2023-07-01 Fixed 5.00000000 Y N N N N N IBERIABANK CORPORATION WQ4U3ADCR5WID15LA317 450828108 57674.00000000 NS USD 2085491.84000000 0.470190416935 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 39198.57000000 0.008837623632 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 741900.00000000 CAD 560547.26000000 USD 2020-04-15 39198.57000000 N N N BRK: MORGAN STANLEY N/A N/A 28851.00000000 NC -122306.55000000 -0.02757496655 N/A DE DE N 2 BRK: MORGAN STANLEY N/A Y 2022-02-03 0.00000000 EUR 0.00000000 EUR -249028.09290000 EUR -122306.55000000 N N N PUERTO RICO COMWLTH N/A 74514LB63 20000.00000000 PA USD 12400.00000000 0.002795676807 Long DBT MUN PR N 2 2037-07-01 Fixed 5.12500000 Y N N N N N MCGRAW-HILL GLOBAL EDUCATION HOLDINGS, LLC 549300GFUEPUHPGB8P06 580638AC8 110000.00000000 PA USD 81950.00000000 0.018476267290 Long DBT CORP US Y 2 2024-05-15 Fixed 7.87500000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80874YBA7 45000.00000000 PA USD 28804.95000000 0.006494300860 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N GLASS MOUNTAIN 12/17 TLB N/A 37713KAB1 68600.00000000 PA USD 34300.00000000 0.007733202782 Long LON XX N 2 2024-12-23 Floating 6.27999840 N N N N N N UNITI GROUP INC. 549300V3NU625PJUVA84 20341WAD7 60000.00000000 PA USD 45900.00000000 0.010348513345 Long DBT CORP US N 2 2023-10-15 Fixed 8.25000000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CH3 20000.00000000 PA USD 20600.00000000 0.004644430825 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N COMMSCOPE TECHNOLOGIES LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 40000.00000000 PA USD 36608.00000000 0.008253559401 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N Qiagen N.V. 54930036WK3GMCN17Z57 N72482123 20189.00000000 NS USD 839862.40000000 0.189353534955 Long EC NL N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 452308109 -4496.00000000 NS USD -638971.52000000 -0.14406111768 Short EC US N 1 N N N N/A N/A 184ESC9Q6 505000.00000000 PA USD 429.96000000 0.000096937838 Long DBT CORP XX N 3 2022-09-15 Fixed 0.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDA7 351000.00000000 PA USD 235170.00000000 0.053020912491 Long DBT NUSS MX Y 2 2060-01-28 Fixed 6.95000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -68493.49000000 -0.01544239205 N/A DFE MX N 2 BARCLAYS CAPITAL INC. N/A 389962.11000000 USD 7626878.88000000 MXN 2020-06-17 -68493.49000000 N N N BRK: CITIGROUP N/A CDS818839 -654000.00000000 NC USD -64433.29000000 -0.01452698826 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2022-12-20 0.00000000 USD -15249.54000000 USD -654000.00000000 USD -49183.75000000 N N N AFTERPAY LIMITED 529900P6ROPAX0QTB720 N/A 85579.00000000 NS 984720.26000000 0.222012870409 Long EC AU N 1 N N N AGROFRESH INC. N/A 00854XAC8 150728.53000000 PA USD 117568.26000000 0.026506682082 Long LON XX N 2 2021-07-31 Floating 6.35338080 N N N N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 2233.00000000 NS USD 710629.92000000 0.160217063410 Long EC US N 1 N N N NCSOFT CORPORATION N/A N/A 249.00000000 NS 133361.81000000 0.030067461231 Long EC KR N 1 N N N Morgan Stanley Institutional Liquidity Funds: ESG Money Market Portfolio; Institutional Class Shares N/A 61747C772 2240.97600000 NS USD 2239.63000000 0.000504942068 Long STIV RF US N 1 N N N PUERTO RICO COMWLTH N/A 74514LZZ3 10000.00000000 PA USD 5987.50000000 0.001349928619 Long DBT MUN PR N 2 2020-07-01 Fixed 4.40000000 Y N N N N N CLEARWAY ENERGY, INC. 549300LHAZ9HA9G3XC48 18539C204 99671.00000000 NS USD 1873814.80000000 0.422466175686 Long EC US N 1 N N N VOCERA COMMUNICATIONS, INC. 5493006D2J6NPNZ60K83 92857F107 -20688.00000000 NS USD -439413.12000000 -0.09906911843 Short EC US N 1 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC -3118.71000000 -0.00070313751 N/A DFE CN N 2 HSBC N/A 349190.36000000 USD 2453100.00000000 CNY 2020-05-20 -3118.71000000 N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AS5 25000.00000000 PA USD 21242.36000000 0.004789255902 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N NEW ENTERPRISE STONE & LIME CO., INC. 549300O5DQ5Y61B8VF38 644274AF9 175000.00000000 PA USD 161000.00000000 0.036298706940 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A TRBDFZ4G4 431608.01000000 NC USD -25335.70000000 -0.00571213136 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -121500.00000000 USD -25335.70000000 N N N PARKER DRILLING COMPANY 5493003B4WZ1YZYFR583 701081507 158.00000000 NS USD 1339.84000000 0.000302077388 Long EC US N 1 N N N DELPHI TECHNOLOGIES PLC 549300SEU65CJHRH6V04 G2709G107 86150.00000000 NS USD 693507.50000000 0.156356680145 Long EC JE N 1 N N N CBAC BORROWER LLC N/A 14983GAG1 210162.50000000 PA USD 162875.94000000 0.036721652258 Long LON XX N 2 2024-07-08 Floating 5.60337840 N N N N N N Vida Capital TL N/A N/A 200000.00000000 PA USD 180000.00000000 0.040582405274 Long LON XX N 2 2026-10-01 Floating 7.77713040 N N N N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 -9454.00000000 NS USD -519024.60000000 -0.11701814813 Short EC US N 1 N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAV7 130000.00000000 PA USD 135434.00000000 0.030534652644 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 9941.00000000 NS USD 358074.82000000 0.080730763688 Long EC US N 1 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 -1592.00000000 NS USD -496401.52000000 -0.11191759813 Short EC US N 1 N N N Front Yard Residential Corp N/A 35904G107 20971.00000000 NS USD 250603.45000000 0.056500504284 Long EC US N 1 N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 N/A 35100.00000000 NS 1721738.12000000 0.388179300905 Long EC KY N 1 N N N NATIONAL OILWELL VARCO, INC. 549300EHF3IW1AR6U008 637071101 52009.00000000 NS USD 511248.47000000 0.115264958920 Long EC US N 1 N N N SALEM MEDIA GROUP, INC. 549300CTHBTS2MIXZL54 794093AG9 395000.00000000 PA USD 327850.00000000 0.073916342052 Long DBT CORP US Y 2 2024-06-01 Fixed 6.75000000 N N N N N N J. C. PENNEY CORPORATION, INC. 8TDNUQ07MEFMWW1VHP39 708160BS4 80000.00000000 PA USD 6000.00000000 0.001352746842 Long DBT CORP US N 2 2037-04-01 Fixed 7.40000000 N N N N N N NEW GOLD INC. 5493005G0GNCHP0H6L96 644532AA1 125000.00000000 PA USD 116171.88000000 0.026191857309 Long DBT NUSS CA Y 2 2025-05-15 Fixed 6.37500000 N N N N N N ELDORADO RESORTS, INC. 5299000BKFWWVND5L441 28470R102 -7267.00000000 NS USD -104644.80000000 -0.02359298713 Short EC US N 1 N N N XPERI CORPORATION 529900L3ZKEYH5WX3L03 98421B100 4066.00000000 NS USD 56558.06000000 0.012751456180 Long EC US N 1 N N N PRIME SECURITY SERVICES BORROWER, LLC 549300O6QPZVWXV2DC15 74166MAE6 145000.00000000 PA USD 125062.50000000 0.028196316998 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N PARKER DRILLING COMPANY 5493003B4WZ1YZYFR583 701081507 4256.00000000 NS USD 36090.88000000 0.008136970660 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 47023.00000000 NC -59607.15000000 -0.01343889732 N/A DE GB N 2 BRK: MORGAN STANLEY N/A Y 2022-01-23 0.00000000 GBP 0.00000000 GBP -71409.48450000 GBP -59607.15000000 N N N Merger Fund; Institutional Class Shares N/A 589509207 3745835.80300000 NS USD 62555457.91000000 14.10361636143 Long EC US N 1 N N N TEXAS CAPITAL BANCSHARES, INC. 549300466Q2SXRX0YM48 88224Q107 43087.00000000 NS USD 955238.79000000 0.215366042833 Long EC US N 1 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 N/A -7461.00000000 NS -353660.09000000 -0.07973542834 Short EC ES N 1 N N N POLYMER ADDITIVES, INC N/A 73175EAC9 76237.49000000 PA USD 54128.62000000 0.012203719965 Long LON XX N 3 2025-07-31 Floating 7.77713040 N N N N N N UNITI GROUP INC. 549300V3NU625PJUVA84 20341WAE5 50000.00000000 PA USD 37143.00000000 0.008374179328 Long DBT CORP US Y 2 2024-12-15 Fixed 7.12500000 N N N N N N TAUBMAN CENTERS, INC. N/A 876664103 45237.00000000 NS USD 1894525.56000000 0.427135578219 Long EC US N 1 N N N Cineplex Inc. 549300WDU0AS30W35T75 172454100 6398.00000000 NS 52591.84000000 0.011857240916 Long EC CA N 1 N N N BRK: CITIGROUP N/A CDS846980 3487399.00000000 NC USD -102670.11000000 -0.02314777785 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2024-06-20 0.00000000 USD -108982.66000000 USD 3487399.00000000 USD 6312.55000000 N N N DELPHI TECHNOLOGIES PLC 549300SEU65CJHRH6V04 24718PAA5 210000.00000000 PA USD 167475.00000000 0.037758546241 Long DBT NUSS JE Y 2 2025-10-01 Fixed 5.00000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 6047.72000000 0.001363505689 N/A DFE AU N 2 CITI N/A 277258.68000000 USD 462900.00000000 AUD 2020-04-15 6047.72000000 N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345Y106 -5034.00000000 NS USD -701638.92000000 -0.15818997226 Short EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 2264951.94000000 NS USD 2264951.94000000 0.510651097539 Long STIV RF XX N 2 N N N TUTOR PERINI CORPORATION 549300FHXYVPW8LJ6D98 901109AF5 340000.00000000 PA USD 282200.00000000 0.063624193158 Long DBT CORP US Y 2 2025-05-01 Fixed 6.87500000 N N N N N N WINDSTREAM SERVICES, LLC 549300L3SXBFJVGRCF66 97381LAE8 95000.00000000 PA USD 3800.00000000 0.000856739666 Long DBT CORP US Y 2 2024-06-30 Fixed 10.50000000 Y N N N N N PUERTO RICO COMWLTH N/A 74514LB89 45000.00000000 PA USD 27337.50000000 0.006163452801 Long DBT MUN PR N 2 2041-07-01 Fixed 5.00000000 Y N N N N N SPDR S&P 500 ETF Trust N/A 78462F103 -4203.00000000 NS USD -1083323.25000000 -0.24424368430 Short EC RF US N 1 N N N SPRINGLEAF FINANCE CORPORATION 5493008I795YYBFWFU90 85172FAN9 150000.00000000 PA USD 148500.00000000 0.033480484351 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 7980.00000000 NS USD 669522.00000000 0.150948961913 Long EC US N 1 N N N ELDORADO RESORTS, INC. 5299000BKFWWVND5L441 28D997EG4 105.00000000 NC USD 525.00000000 0.000118365348 N/A DE US N 1 MORGAN STANLEY & CO, INC N/A Call Purchased ELDORADO RESORTS, INC. ERI Call 40 Apr 2020 10500.00000000 40.00000000 USD 2020-04-20 XXXX -424.07000000 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 964.00000000 NS USD 1879530.08000000 0.423754730182 Long EC US N 1 N N N EURO N/A N/A 1.00000000 NC -23132.47000000 -0.00521539595 N/A DFE XX N 2 BARCLAYS CAPITAL (DMA) N/A 516049.14000000 USD 448000.00000000 EUR 2020-06-17 -23132.47000000 N N N Morgan Stanley Institutional Liquidity Funds: Treasury Portfolio; Institutional Class Shares N/A 61747C582 2500.00000000 NS USD 2500.00000000 0.000563644517 Long STIV RF US N 2 N N N ONVOY, LLC N/A 68339FAE5 87690.42000000 PA USD 67521.62000000 0.015223276375 Long LON XX N 2 2024-02-10 Floating 6.10337880 N N N N N N PG&E CORPORATION 8YQ2GSDWYZXO2EDN3511 69331C108 206566.00000000 NS USD 1857028.34000000 0.418681537226 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 151717.97000000 0.034206000811 N/A DFE US N 2 JP MORGAN N/A 17130543.20000000 ZAR 1101536.39000000 USD 2020-06-17 151717.97000000 N N N MAVENIR SYSTEMS INC. N/A 57767EAB8 157200.00000000 PA USD 133620.00000000 0.030125672182 Long LON XX N 3 2025-05-08 Floating 6.99999840 N N N N N N NEW ALBERTSONS L.P. N/A 013104AH7 100000.00000000 PA USD 102000.00000000 0.022996696322 Long DBT CORP US N 2 2030-05-01 Fixed 8.70000000 N N N N N N AMERICAN EAGLE OUTFITTERS, INC. 5299001Z9HXK01DHW793 02553E106 59078.00000000 NS USD 469670.10000000 0.105890790798 Long EC US N 1 N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 N6596X109 16299.00000000 NS USD 1351676.07000000 0.304745922628 Long EC NL N 1 N N N GETTY IMAGES, INC. 5493005NV20IG4VEKZ40 374276AJ2 255000.00000000 PA USD 191250.00000000 0.043118805604 Long DBT CORP US Y 2 2027-03-01 Fixed 9.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 22477.42000000 0.005067709822 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 345000.00000000 AUD 233626.07000000 USD 2020-04-15 22477.42000000 N N N GTCR (AP) FINANCE INC. N/A 40060QAA3 225000.00000000 PA USD 207000.00000000 0.046669766066 Long DBT CORP US Y 2 2027-05-15 Fixed 8.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 -8738.00000000 NS USD -472900.56000000 -0.10661912322 Short EC US N 1 N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AJ5 95000.00000000 PA USD 87965.93000000 0.019832605675 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC -3190.22000000 -0.00071926000 N/A DFE IL N 2 STATE STREET BANK N/A 126639.41000000 USD 436300.00000000 ILS 2020-04-16 -3190.22000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 263000.00000000 PA USD 202704.09000000 0.045701219618 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.62500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 47693.00000000 NS USD 2562544.89000000 0.577745751450 Long EC US N 1 N N N ELDORADO RESORTS, INC. 5299000BKFWWVND5L441 28D997EU3 30.00000000 NC USD 1200.00000000 0.000270549368 N/A DE US N 1 GOLDMAN SACHS & CO N/A Call Purchased ELDORADO RESORTS, INC. ERI Call 25 Apr 2020 3000.00000000 25.00000000 USD 2020-04-20 XXXX -1471.17000000 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 -10072.00000000 NS USD -754997.12000000 -0.17021999502 Short EC CH N 1 N N N EPIC Y-GRADE SERVICES LP N/A 29427BAB5 237138.41000000 PA USD 171213.93000000 0.038601517199 Long LON XX N 2 2024-06-13 Floating 7.62000120 N N N N N N S&P 500 INDEXCALL N/A 99C156LW6 804.00000000 NC USD 46377.62000000 0.010456196502 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Purchased N/A N/A N/A 804.00000000 100.00000000 USD 2020-12-18 XXXX 19041.62000000 N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364W105 -45019.00000000 NS USD -530323.82000000 -0.11956564550 Short EC MX N 1 N N N N/A N/A 00Z9965K2 25.00000000 NC USD 96250.00000000 0.021700313931 N/A DE XX N 1 GOLDMAN, SACHS & CO. N/A Put Purchased Put Option 2400 Apr 2020 on S&P 500 Index N/A N/A 2500.00000000 400.00000000 USD 2020-04-12 XXXX -11842.22000000 N N N SPENCER SPIRIT IH LLC N/A 84823UAB8 181308.09000000 PA USD 160154.88000000 0.036108168038 Long LON XX N 2 2026-06-19 Floating 6.92363160 N N N N N N BRK: MORGAN STANLEY N/A 874696107 24602.00000000 NC USD 75045.48000000 0.016919589352 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2021-06-07 0.00000000 USD 0.00000000 USD -329903.44070000 USD 75045.48000000 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 7287.00000000 NS USD 3179390.97000000 0.716818515954 Long EC US N 1 N N N ELDORADO RESORTS, INC. 5299000BKFWWVND5L441 28D997EF6 115.00000000 NC USD 575.00000000 0.000129638239 N/A DE US N 1 MORGAN STANLEY & CO, INC N/A Call Purchased ELDORADO RESORTS, INC. ERI Call 35 Apr 2020 11500.00000000 35.00000000 USD 2020-04-20 XXXX -1269.46000000 N N N EURO N/A N/A 1.00000000 NC -22.23000000 -0.00000501192 N/A DFE XX N 2 BARCLAYS CAPITAL (DMA) N/A 1452.57000000 USD 1300.00000000 EUR 2020-06-17 -22.23000000 N N N NOBLE HOLDING INTERNATIONAL LIMITED 549300GNEZBJHMST9U32 65504LAL1 180000.00000000 PA USD 9000.00000000 0.002029120263 Long DBT NUSS KY N 2 2045-04-01 Fixed 8.95000000 N N N N N N MONITRONICS INTERNATIONAL, INC. N/A 609453105 9199.00000000 NS USD 136697.14000000 0.030819437418 Long EC US N 3 N N N 84 Lumber TL B N/A N/A 175131.35000000 PA USD 157618.22000000 0.035536258237 Long LON XX N 2 2026-11-06 Floating 5.24999880 N N N N N N J. C. PENNEY COMPANY INC. N/A 46611NAJ2 259866.69970000 PA USD 102213.37000000 0.023044802254 Long LON XX N 2 2023-06-23 Floating 5.86325160 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. N/A 11133T103 -5847.00000000 NS USD -554471.01000000 -0.12500981800 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 397.68000000 0.000089660060 N/A DFE US N 2 JP MORGAN N/A 428233.23000000 ZAR 24141.46000000 USD 2020-06-17 397.68000000 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC -15293.57000000 -0.00344805475 N/A DFE IL N 2 STATE STREET BANK N/A 628521.71000000 USD 2167300.00000000 ILS 2020-04-16 -15293.57000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 26301.97000000 0.005929984478 N/A DFE US N 2 JP MORGAN N/A 19014246.16000000 THB 606128.34000000 USD 2020-06-17 26301.97000000 N N N iShares Russell 2000 ETF N/A 464287655 -8894.00000000 NS USD -1018007.24000000 -0.22951767992 Short EC RF US N 1 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QXU1 10000.00000000 PA USD 6812.50000000 0.001535931310 Long DBT MUN PR N 2 2021-07-01 Fixed 5.25000000 Y N N N N N WYNN LAS VEGAS, LLC 2549002X45DR4UI7NA62 983130AX3 60000.00000000 PA USD 54300.00000000 0.012242358924 Long DBT CORP US Y 2 2027-05-15 Fixed 5.25000000 N N N N N N N/A N/A CDS841636 55000.00000000 NC USD 156.78000000 0.000035347274 N/A DCR XX N 2 N/A N/A Y 2020-12-20 119.41000000 USD 0.00000000 USD 55000.00000000 USD 37.37000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 400000.00000000 PA USD 377800.00000000 0.085177959515 Long DBT NUSS BH N 2 2026-01-26 Fixed 7.00000000 N N N N N N N/A N/A 530715AG6 367991.60000000 PA USD 257594.12000000 0.058076605412 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138H101 -5330.00000000 NS USD -694072.60000000 -0.15648408635 Short EC US N 1 N N N CSN ISLANDS XI CORP. 222100R8R68DM7VM3661 12642KAB0 350000.00000000 PA USD 224171.50000000 0.050541214800 Long DBT NUSS KY Y 2 2028-01-28 Fixed 6.75000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 51641.00000000 NS USD 2069254.87000000 0.466529665285 Long EC US N 1 N N N RED LOBSTER MANAGEMENT LLC N/A 75676JAB9 323503.00000000 PA USD 242627.25000000 0.054702207723 Long LON XX N 3 2021-07-28 Floating 6.85338120 N N N N N N BRK: MORGAN STANLEY N/A G3402M102 44438.00000000 NC USD 10936.33000000 0.002465680979 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2022-03-27 0.00000000 USD 0.00000000 USD -424556.07000000 USD 10936.33000000 N N N BRK: DEUTSCHE BANK N/A N/A 20080000000.00000000 NC USD -262084.72000000 -0.05908904624 N/A DE US N 2 BRK: DEUTSCHE BANK N/A Y 2032-06-15 0.00000000 USD 0.00000000 USD -1483356.23000000 USD -262084.72000000 N N N PUERTO RICO COMWLTH N/A 74514LWX1 5000.00000000 PA USD 3412.50000000 0.000769374766 Long DBT MUN PR N 2 2040-07-01 Fixed 6.50000000 Y N N N N N TALEND S.A. 549300CGJZ1TI6ZGS674 874224207 37837.00000000 NS USD 848683.91000000 0.191342413254 Long EC FR N 1 N N N POLYMER PROCESS HOLDINGS N/A 73178EAC6 218900.00000000 PA USD 196189.12000000 0.044232368768 Long LON XX N 2 2026-05-01 Floating 6.61163040 N N N N N N BRK: MORGAN STANLEY N/A N/A 25393.00000000 NC 1811.56000000 0.000408430344 N/A DE NL N 2 BRK: MORGAN STANLEY N/A Y 2021-11-01 0.00000000 EUR 0.00000000 EUR -165231.80000000 EUR 1811.56000000 N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAF2 50000.00000000 PA USD 54879.00000000 0.012372898994 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 11323.31000000 0.002552928641 N/A DFE US N 2 JP MORGAN N/A 1844198504.50000000 IDR 123151.82000000 USD 2020-06-17 11323.31000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 35511.44000000 0.008006331388 N/A DFE US N 2 JP MORGAN N/A 7626878.88000000 MXN 356980.06000000 USD 2020-06-17 35511.44000000 N N N LINCOLN ELECTRIC HOLDINGS, INC. BIMGBY40SIN95O01BN93 533900106 -4367.00000000 NS USD -301323.00000000 -0.06793562280 Short EC US N 1 N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G504 1900.00000000 NS USD 16682.00000000 0.003761087137 Long EP US N 1 N N N PUERTO RICO ELEC PWR AUTH PWR REV N/A 74526QVD1 20000.00000000 PA USD 13625.00000000 0.003071862621 Long DBT MUN PR N 2 2033-07-01 Fixed 5.25000000 Y N N N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AB7 105000.00000000 PA USD 98175.00000000 0.022134320210 Long DBT CORP US N 2 2024-09-01 Fixed 4.25000000 N N N N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G702 1155.00000000 NS USD 10626.00000000 0.002395714658 Long EP US N 1 N N N FORTESCUE METALS GROUP LTD 529900VEJFORCO6I4826 N/A -81022.00000000 NS -495896.20000000 -0.11180366979 Short EC AU N 1 N N N CERENCE INC. 5493002WL2W5WMS89568 156727109 -6918.00000000 NS USD -106537.20000000 -0.02401964348 Short EC US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCZ3 305000.00000000 PA USD 211523.60000000 0.047689647002 Long DBT NUSS MX Y 2 2031-01-28 Fixed 5.95000000 N N N N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 959802109 -23520.00000000 NS USD -426417.60000000 -0.09613917699 Short EC US N 1 N N N MOHEGAN TRIBAL GAMING AUTHORITY N/A 608330AQ9 101522.73000000 PA USD 71573.52000000 0.016136808864 Long LON XX N 2 2023-10-13 Floating 5.60337840 N N N N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 G96629103 2930.00000000 NS USD 497660.50000000 0.112201445001 Long EC IE N 1 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 902681105 -16002.00000000 NS USD -426773.34000000 -0.09621938135 Short EC US N 1 N N N CRAFT BREW ALLIANCE, INC. JJD4WAP2U5KDLYQQGZ83 95M995GG5 271.00000000 NC USD 40650.00000000 0.009164859857 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased CRAFT BREW ALLIANCE, INC. BREW Put 15 Aug 2020 27100.00000000 15.00000000 USD 2020-08-24 XXXX 32566.80000000 N N N AFFINITY GAMING LLC N/A 00829UAB8 234557.13000000 PA USD 174341.62000000 0.039306679328 Long LON XX N 2 2023-07-01 Floating 4.85337960 N N N N N N Bellring Brands N/A 07982EAB2 33111.73000000 PA USD 30876.69000000 0.006961390817 Long LON XX N 2 2024-10-21 Floating 6.60337920 N N N N N N BRIGHT BIDCO B.V. N/A N1603LAD9 154560.20000000 PA USD 55255.27000000 0.012457732003 Long LON XX N 2 2024-06-30 Floating 5.44462920 N N N N N N J. C. PENNEY CORPORATION, INC. 8TDNUQ07MEFMWW1VHP39 708130AC3 335000.00000000 PA USD 25125.00000000 0.005664627402 Long DBT CORP US N 2 2036-10-15 Fixed 6.37500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 131066000.00000000 PA 1732813.00000000 0.390676219064 Long DBT NUSS RU N 2 2024-07-17 Fixed 7.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 21791.68000000 0.004913104385 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 389200.00000000 CAD 295290.68000000 USD 2020-04-15 21791.68000000 N N N INN OF THE MOUNTAIN GODS RESORT AND CASINO N/A 45771VAG8 192155.00000000 PA USD 190233.45000000 0.042889616470 Long DBT CORP US N 3 2020-11-30 Fixed 9.25000000 N N N N N N AXALTA COATING SYSTEMS LTD. 529900AGLPA40GV6H619 5S09914Z3 42.00000000 NC USD 4830.00000000 0.001088961208 N/A DE BM N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Call Purchased AXALTA COATING SYSTEMS LTD. AXTA Call 19 May 2020 4200.00000000 19.00000000 USD 2020-05-18 XXXX -1901.71000000 N N N CCO HOLDINGS, LLC N/A 1248EPBT9 55000.00000000 PA USD 55143.00000000 0.012432419855 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 -6500.00000000 NS USD -440700.00000000 -0.09935925558 Short EC US N 1 N N N N/A N/A 90A994BJ1 13.00000000 NC USD 41600.00000000 0.009379044774 N/A DE XX N 1 GOLDMAN, SACHS & CO. N/A Put Purchased Put Option 2500 Apr 2020 on S&P 500 Index N/A N/A 1300.00000000 500.00000000 USD 2020-04-06 XXXX -54955.40000000 N N N Trip.com Group Limited 2549004RMYDSRQL4KW41 89677Q107 20353.00000000 NS USD 477277.85000000 0.107606017430 Long EC KY N 1 N N N Tenable Holdings Inc 5493004S5OMPESF0EF83 88025T102 21901.00000000 NS USD 478755.86000000 0.107939246323 Long EC US N 1 N N N Trainline PLC 213800HO26VXTFJ4MO71 N/A 125343.00000000 NS 528427.49000000 0.119138103097 Long EC GB N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 17843.00000000 NS USD 532613.55000000 0.120081883005 Long EC US N 1 N N N Morgan Stanley Institutional Liquidity Funds: ESG Money Market Portfolio; Institutional Class Shares N/A 61747C772 2122.36100000 NS USD 2119.60000000 0.000477880367 Long STIV RF US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A 02376R102 -10431.00000000 NS USD -127153.89000000 -0.02866783720 Short EC US N 1 N N N TD AMERITRADE HOLDING CORPORATION ZI85ER3E6RXD4HPHW309 87236Y108 -5093.00000000 NS USD -176523.38000000 -0.03979857415 Short EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 -5707.00000000 NS USD -648429.34000000 -0.14619345704 Short EC US N 1 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -36997.75000000 -0.00834143158 N/A DFE ID N 2 DEUTSCHE BANK SECURITIES, INC. N/A 374019.51000000 USD 5557929984.00000000 IDR 2020-06-17 -36997.75000000 N N N ORTHO-CLINICAL DIAGNOSTICS N/A L7300KAJ3 132319.63000000 PA USD 111975.49000000 0.025245748422 Long LON XX N 2 2025-06-30 Floating 4.76525160 N N N N N N TEAM HEALTH HOLDINGS INC. N/A 87817JAE8 849020.22000000 PA USD 530637.64000000 0.119636398669 Long LON XX N 2 2024-02-06 Floating 4.35337920 N N N N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 3931.00000000 NS USD 655690.80000000 0.147830609892 Long EC US N 1 N N N TRYON PARK CLO, LTD. N/A 89852TAR9 250000.00000000 PA USD 196948.25000000 0.044403520553 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 4.53125160 N N N N N N HOFFMASTER GROUP INC. N/A 43455JAT5 150778.74000000 PA USD 107052.91000000 0.024135914330 Long LON XX N 3 2023-11-21 Floating 5.60337840 N N N N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751BR1 25000.00000000 PA USD 16875.00000000 0.003804600494 Long DBT NUSS CA Y 2 2024-12-01 Fixed 7.50000000 N N N N N N Cimpress plc 549300X1IFD75XISOR81 G2143T103 -5726.00000000 NS USD -304623.20000000 -0.06867967865 Short EC NL N 1 N N N ALLEGHENY TECHNOLOGIES INCORPORATED ZW1LRE7C3H17O2ZN9B45 01741R102 98282.00000000 NS USD 835397.00000000 0.188346775663 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 -7597.00000000 NS USD -612546.11000000 -0.13810330269 Short EC US N 1 N N N OMNOVA SOLUTIONS INC. 549300XWPR0FMV5INI52 682129101 4380.00000000 NS USD 44413.20000000 0.010013302677 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 60.95000000 0.000013741653 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A 8000.00000000 CAD 5683.94000000 USD 2020-04-30 60.95000000 N N N MGIC INVESTMENT CORPORATION 254900S8483WM4M98R28 552848AB9 230000.00000000 PA USD 298041.69000000 0.067195825846 Long DBT CORP US Y 2 2063-04-01 Fixed 9.00000000 N N N N N N PEAK 10 HOLDING CORPORATION N/A 70469CAC4 903011.80980000 PA USD 632108.27000000 0.142513744392 Long LON XX N 2 2024-08-01 Floating 5.44462920 N N N N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751BT7 115000.00000000 PA USD 76745.25000000 0.017302815769 Long DBT NUSS CA Y 2 2027-04-15 Fixed 7.87500000 N N N N N N Cooper's Hawk TL N/A N/A 95000.00000000 PA USD 85500.00000000 0.019276642505 Long LON XX N 2 2026-10-31 Floating 8.10338040 N N N N N N BOXER PARENT COMPANY INC. N/A 05988HAB3 128700.00000000 PA USD 106209.68000000 0.023945801543 Long LON XX N 2 2025-10-02 Floating 5.85338040 N N N N N N S&P 500 INDEXCALL N/A 99C155LW8 -804.00000000 NC USD -30702.88000000 -0.00692220399 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Written N/A N/A N/A -804.00000000 200.00000000 USD 2020-12-18 XXXX -11567.68000000 N N N SHOPIFY INC. 549300HGQ43STJLLP808 82509L107 2439.00000000 NS USD 1016892.27000000 0.229266301233 Long EC CA N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 306221.72000000 0.069040077472 N/A DFE US N 2 JP MORGAN N/A 34362082.74000000 ZAR 2211458.39000000 USD 2020-06-17 306221.72000000 N N N N/A N/A N/A 28312.00000000 PA USD 28312.00000000 0.006383161434 Long DBT CORP XX N 2 2024-01-31 Fixed 13.00000000 N N N N N N PUERTO RICO COMWLTH N/A 74514LA64 30000.00000000 PA USD 18825.00000000 0.004244243218 Long DBT MUN PR N 2 2023-07-01 Fixed 5.25000000 Y N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 893163.74420000 NC USD -24098.51000000 -0.00543319721 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -11981.00000000 USD -24098.51000000 N N N AG ISSUER, LLC N/A 00119LAA9 480000.00000000 PA USD 403200.00000000 0.090904587815 Long DBT CORP US Y 2 2028-03-01 Fixed 6.25000000 N N N N N N BRK: MORGAN STANLEY N/A N/A 20352.00000000 NC 548.81000000 0.000123733499 N/A DE DE N 2 BRK: MORGAN STANLEY N/A Y 2021-11-01 0.00000000 EUR 0.00000000 EUR -660939.83070000 EUR 548.81000000 N N N BRK: BANK OF AMERICA MERRILL LYNCH N/A TRS841180 34261000.00000000 NC USD 1222104.65000000 0.275533034414 N/A DE US N 2 BRK: BANK OF AMERICA MERRILL LYNCH N/A Y 2020-07-08 1446089.42000000 USD 0.00000000 USD -1446084.55000000 USD -223984.77000000 N N N LEGG MASON, INC. OWUNCC6U1ZJXMZKFBJ36 524901105 32902.00000000 NS USD 1607262.70000000 0.362369923747 Long EC US N 1 N N N LAMAR ADVERTISING COMPANY 529900Y8WW4MKVPTB543 512816109 -12873.00000000 NS USD -660127.44000000 -0.14883088501 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6206.83000000 0.001399378280 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 1129700.00000000 AUD 697611.55000000 USD 2020-04-15 6206.83000000 N N N LIFESCAN N/A 53227PAC4 809320.91000000 PA USD 633293.61000000 0.142780988550 Long LON XX N 2 2024-10-01 Floating 8.05563000 N N N N N N Ra Pharmaceuticals Inc 549300JE4B54MQ4MWX95 74933V108 -1606.00000000 NS USD -77104.06000000 -0.01738371228 Short EC US N 1 N N N CONSTELLIUM SE N/A F21107101 263991.00000000 NS USD 1375393.11000000 0.310093114457 Long EC FR N 1 N N N AMERICAN TIRE DISTRIBUTORS 3/15 COV-LITE N/A 03021BAE4 418052.76000000 PA USD 275914.82000000 0.062207150258 Long LON XX N 2 2024-09-02 Floating 9.10338120 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7711.14000000 -0.00173853671 N/A DFE US N 2 J.P. MORGAN SECURITIES N/A 560500.00000000 CAD 386163.96000000 USD 2020-04-15 -7711.14000000 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 9R0991TY7 78.00000000 NC USD 5928.00000000 0.001336513880 N/A DE US N 1 CREDIT SUISSE FIRST BOSTON LLC. N/A Put Purchased THE CHARLES SCHWAB CORPORATION SCHW Put 27 Apr 2020 7800.00000000 27.00000000 USD 2020-04-20 XXXX -5718.09000000 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 -10793.00000000 NS USD -118291.28000000 -0.02666969258 Short EC BM N 1 N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452101 9251.00000000 NS USD 144778.15000000 0.032641364212 Long EC US N 1 N N N N/A N/A N/A 3945.00000000 NS USD 41422.50000000 0.009339026013 Long EC US N 3 N N N Aptos TL B 2/26/27 N/A N/A 245000.00000000 PA USD 213150.00000000 0.048056331579 Long LON XX N 2 2027-02-26 Floating 6.85575000 N N N N N N 2020-03-31 SEI INSTITUTIONAL MANAGED TRUST James Hoffmayer James Hoffmayer CFO