NPORT-P false 0000804239 XXXXXXXX S000028026 C000147402 C000085250 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Multi-Strategy Alternatives Fund S000028026 ATT1ZPDBFPY84CU0TR19 2021-09-30 2020-12-31 N 612449374.20 126161454.46 486287919.74 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 121290520.18000000 USD N AFFINITY GAMING (FKA AFFINITY GAMING LLC) N/A 00829UAE2 300000.00000000 PA USD 299250.00000000 0.061537617500 Long LON US N 2 2025-01-31 Floating 9.24999840 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP N/A 505742AF3 320000.00000000 PA USD 321600.00000000 0.066133660110 Long DBT CORP US Y 2 2022-03-15 Fixed 5.25000000 N N N N N N PUERTO RICO COMWLTH N/A 74514LB63 20000.00000000 PA USD 14350.00000000 0.002950926687 Long DBT MUN PR N 2 2037-07-01 Fixed 5.12500000 Y N N N N N COMMSCOPE, INC. 549300Z6K4JXMFE8QY54 203372AV9 55000.00000000 PA USD 58575.00000000 0.012045333149 Long DBT CORP US Y 2 2028-07-01 Fixed 7.12500000 N N N N N N LSB INDUSTRIES, INC. 5493001H215A0HG0MI71 502160AM6 775000.00000000 PA USD 798250.00000000 0.164151723206 Long DBT CORP US Y 2 2023-05-01 Fixed 9.62500000 N N N N N N Sports Entertainment Acquisition Corp. N/A 84918M106 62306.00000000 NS USD 630536.72000000 0.129663249775 Long EC US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZU0 40000.00000000 PA USD 40700.00000000 0.008369527259 Long DBT CORP US N 2 2022-11-01 Fixed 3.35000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBW1 211000.00000000 PA USD 210259.39000000 0.043237633810 Long DBT NUSS MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N CONVERGEONE HOLDINGS, CORP. N/A 21249DAB4 632654.05000000 PA USD 593903.99000000 0.122130113846 Long LON US N 2 2026-01-04 Floating 5.14550160 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -30383.30000000 -0.00624800632 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 10294000.00000000 CNY 1549217.22000000 USD 2021-02-18 -30383.30000000 N N N BROADSTONE ACQUISITION CORP WT N/A G1739V126 16255.00000000 NC USD 18205.60000000 0.003743790306 N/A DE GB N 2 BROADSTONE ACQUISITION CORP WT N/A Call Purchased N/A N/A 16255.00000000 11.50000000 USD 2028-09-18 XXXX 7844.15000000 N N N Yext Inc 5299008ZQSBBVH7K0589 98585N106 -27318.00000000 NS USD -429438.96000000 -0.08830960888 Short EC US N 1 N N N Altice France Holding S.A. 5299000JVHXKJPOE6H40 N/A 583000.00000000 PA 773181.73000000 0.158996696939 Long DBT NUSS LU N 2 2027-05-15 Fixed 8.00000000 N N N N N N East Resources Acquisition Co N/A 274681113 15593.00000000 NC USD 17776.02000000 0.003655451694 N/A DE US N 2 BARCLAYS CAPITAL (DMA) N/A Call Purchased East Resources Acquisition Co East Resources Acquisition Equity Warrant Exp 1st July 2027 15593.00000000 11.50000000 USD 2027-07-04 XXXX 10050.57000000 N N N GETTY IMAGES, INC. 5493005NV20IG4VEKZ40 374276AJ2 170000.00000000 PA USD 180200.00000000 0.037056236168 Long DBT CORP US Y 2 2027-03-01 Fixed 9.75000000 N N N N N N Altimeter Growth Corp N/A G0370L124 34185.00000000 NS USD 444405.00000000 0.091387217728 Long EC US N 1 N N N BRK: JP MORGAN N/A N/A 270000.00000000 NC USD 9919.24000000 0.002039787458 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 39029.62000000 USD 0.00000000 USD 270000.00000000 USD -29110.38000000 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 6427.50000000 0.001321747824 N/A DFE IL N 2 STATE STREET BANK N/A 214558.58000000 USD 709100.00000000 ILS 2021-01-20 6427.50000000 N N N MACY'S RETAIL HOLDINGS, LLC 549300JMONK27O4SQQ19 55616XAM9 500000.00000000 PA USD 384190.00000000 0.079004635814 Long DBT CORP US N 2 2034-12-15 Fixed 4.50000000 N N N N N N INTERFACE, INC. 549300VXZWQOIDFPU355 458665304 5992.00000000 NS USD 62916.00000000 0.012938014177 Long EC US N 1 N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAD3 85000.00000000 PA USD 88400.00000000 0.018178530950 Long DBT CORP US N 2 2026-10-01 Fixed 5.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 -3364.00000000 NS USD -230534.92000000 -0.04740708346 Short EC US N 1 N N N SUGARHOUSE HSP GAMING PROP. MEZZ, L.P. 549300BND6SAKKOQWR95 865033AC8 480000.00000000 PA USD 464400.00000000 0.095498979338 Long DBT CORP US Y 2 2025-05-15 Fixed 5.87500000 N N N N N N ENLINK MIDSTREAM PARTNERS, LP 88CPW63VL7KHJWS0NY83 29336UAG2 190000.00000000 PA USD 153001.30000000 0.031463109361 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414H103 37411.00000000 NS USD 1147395.37000000 0.235949799167 Long EC US N 1 N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G702 1155.00000000 NS USD 27442.80000000 0.005643323406 Long EP US N 1 N N N ESH HOSPITALITY, INC. 54930042FMK7X7SQ2896 26907YAB0 318000.00000000 PA USD 325950.00000000 0.067028191893 Long DBT CORP US Y 2 2027-10-01 Fixed 4.62500000 N N N N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 6372.00000000 NS USD 859264.20000000 0.176698652201 Long EC US N 1 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 184345000.00000000 PA 2695762.82000000 0.554355292527 Long DBT NUSS RU N 2 2025-11-12 Fixed 7.15000000 N N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 6928.80000000 0.001424834901 N/A DFE JP N 2 UBS WARBURG N/A 575254.05000000 USD 60063000.00000000 JPY 2021-02-17 6928.80000000 N N N FS ENERGY AND POWER FUND 54930004XHN0QROEGZ58 30264DAA7 65000.00000000 PA USD 61993.75000000 0.012748363157 Long DBT CORP US Y 2 2023-08-15 Fixed 7.50000000 N N N N N N AG ISSUER, LLC N/A 00119LAA9 330000.00000000 PA USD 333712.50000000 0.068624468438 Long DBT CORP US Y 2 2028-03-01 Fixed 6.25000000 N N N N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751BJ9 35000.00000000 PA USD 34357.75000000 0.007065310201 Long DBT NUSS CA Y 2 2022-10-15 Fixed 6.00000000 N N N N N N Corporation de Securite Garda World 549300ZF1NDXLMCHNO20 362438AA1 33000.00000000 PA USD 34320.00000000 0.007057547310 Long DBT NUSS CA Y 2 2025-05-15 Fixed 8.75000000 N N N N N N PENN NATIONAL GAMING, INC. N/A 707569109 9200.00000000 NS USD 794604.00000000 0.163401961624 Long EC US N 1 N N N BED BATH & BEYOND INC. 529900ZBUWWUV7BKGX39 075896AC4 508000.00000000 PA USD 436880.00000000 0.089839780563 Long DBT CORP US N 2 2044-08-01 Fixed 5.16500000 N N N N N N TRIDENT TPI HOLDINGS, INC. 549300TPLK304J3RNC85 89616RAB5 268000.00000000 PA USD 285420.00000000 0.058693623348 Long DBT CORP US Y 2 2024-08-01 Fixed 9.25000000 N N N N N N UNITI GROUP INC. 549300V3NU625PJUVA84 20341WAD7 260000.00000000 PA USD 261950.00000000 0.053867264508 Long DBT CORP US N 2 2023-10-15 Fixed 8.25000000 N N N N N N INTERFACE, INC. 549300VXZWQOIDFPU355 458665AS5 121000.00000000 PA USD 127352.50000000 0.026188703200 Long DBT CORP US Y 2 2028-12-01 Fixed 5.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCZ3 305000.00000000 PA USD 304237.50000000 0.062563244458 Long DBT NUSS MX Y 2 2031-01-28 Fixed 5.95000000 N N N N N N EURO N/A N/A 1.00000000 NC 3918.61000000 0.000805820963 N/A DFE XX N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 642594.64000000 USD 527600.00000000 EUR 2021-03-17 3918.61000000 N N N Recharge Acquisition Corp N/A 756229209 2165.00000000 NS USD 23143.85000000 0.004759289519 Long EC US N 1 N N N MEDNAX, INC. N/A 58502BAA4 408000.00000000 PA USD 413018.40000000 0.084932893299 Long DBT CORP US Y 2 2023-12-01 Fixed 5.25000000 N N N N N N AMC ENTERTAINMENT HOLDINGS, INC. 549300ZO77UNR6NRBR11 00165CAD6 55000.00000000 PA USD 6600.00000000 0.001357220636 Long DBT CORP US N 2 2027-05-15 Fixed 6.12500000 N N N N N N MARVELL TECHNOLOGY GROUP LTD. 8DF36O58U3QIHUCGZB18 50Z9999F8 155.00000000 NC USD 2170.00000000 0.000446237694 N/A DE US N 1 MORGAN STANLEY SMITH BARNEY LLC N/A Call Purchased MARVELL TECHNOLOGY GROUP LTD. MRVL Call 55 Jan 2021 15500.00000000 55.00000000 USD 2021-01-18 XXXX -7453.80000000 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 28636.00000000 NS USD 1973593.12000000 0.405848683441 Long EC US N 1 N N N N/A N/A CDS841669 374400.00000000 NC USD -33295.67000000 -0.00684690461 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 0.00000000 USD 0.00000000 USD 374400.00000000 USD -33295.67000000 N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 G96629103 23214.00000000 NS USD 4890725.52000000 1.005726303588 Long EC US N 1 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 10472000.00000000 PA 641839.08000000 0.131987461326 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 118.46000000 0.000024360054 N/A DFE GB N 2 BANK OF NEW YORK MELLON N/A 5248.34000000 USD 3925.04000000 GBP 2021-03-17 118.46000000 N N N SLACK TECHNOLOGIES, INC. 549300VIZRB02KN4IJ45 83088V102 115012.00000000 NS USD 4858106.88000000 0.999018623081 Long EC US N 1 N N N CHT MORTGAGE TRUST N/A 12546DAQ0 175000.00000000 PA USD 168014.95000000 0.034550508696 Long ABS-MBS US N 3 2036-11-15 Floating 3.88208160 N N N N N N BRK: MORGAN STANLEY N/A N/A 12247.00000000 NC 51.00000000 0.000010487614 N/A DE GB N 2 BRK: MORGAN STANLEY N/A Y 2022-12-09 0.00000000 GBP 0.00000000 GBP -31572.20000000 GBP 51.00000000 N N N MINERAL RESOURCES LIMITED 5299007V1ACKFFX2P066 603051AA1 275000.00000000 PA USD 304218.75000000 0.062559388718 Long DBT NUSS AU Y 2 2027-05-01 Fixed 8.12500000 N N N N N N SQUARE, INC. 549300OHIIUWSTIZME52 852234103 3122.00000000 NS USD 679472.08000000 0.139726292268 Long EC US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 650000.00000000 PA USD 595725.00000000 0.122504585414 Long DBT NUSS MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BG6 95000.00000000 PA USD 110675.00000000 0.022759150599 Long DBT NUSS US Y 2 2026-02-01 Fixed 10.50000000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC 38985.26000000 0.008016908999 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 638825.78000000 USD 5060841.71000000 TRY 2021-01-15 38985.26000000 N N N ALLEGHENY TECHNOLOGIES INCORPORATED ZW1LRE7C3H17O2ZN9B45 01741RAF9 145000.00000000 PA USD 158679.30000000 0.032630730388 Long DBT CORP US N 2 2023-08-15 Fixed 7.87500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 116353000.00000000 PA 1603230.60000000 0.329687523567 Long DBT NUSS RU N 2 2027-10-06 Fixed 6.00000000 N N N N N N SOCIETE AURIFERE BARRICK 0O4KBQCJZX82UKGCBV73 067901108 49338.00000000 NS USD 1123919.64000000 0.231122262013 Long EC US N 1 N N N BRK: JP MORGAN N/A N/A 966905.00000000 NC -5204.39000000 -0.00107022810 N/A DIR XX N 2 BRK: JP MORGAN N/A Y 2031-03-17 0.00000000 SGD 0.00000000 SGD -966905.00000000 SGD -5204.39000000 N N N SONY CORPORATION 529900R5WX9N2OI2N910 835699307 -3832.00000000 NS USD -387415.20000000 -0.07966786429 Short EC US N 1 N N N OHA CREDIT FUNDING LTD N/A 67098DAL7 250000.00000000 PA USD 249951.25000000 0.051399847673 Long ABS-CBDO CORP KY N 2 2032-10-22 Floating 3.96574920 N N N N N N CHUKCHANSI ECONOMIC DEVELOPMENT AUTHORITY 5493004YGQX08T1Y2F88 171276AM0 188869.33360000 PA USD 98212.05000000 0.020196275912 Long DBT CORP US Y 2 2021-05-30 Floating 0.00000000 Y N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 F21107101 166471.00000000 NS USD 2328929.29000000 0.478919832358 Long EC US N 1 N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 126.30000000 0.000025972267 N/A DFE GB N 2 BANK OF NEW YORK MELLON N/A 3825.24000000 USD 2889.98000000 GBP 2021-03-17 126.30000000 N N N BRK: INTERCOMPANY N/A CDS843262 3425000.00000000 NC USD 93070.69000000 0.019139009262 N/A DCR XX N 2 BRK: INTERCOMPANY N/A Y 2024-12-20 0.00000000 USD 0.00000000 USD 3425000.00000000 USD 93070.69000000 N N N ASCENT RESOURCES UTICA HOLDINGS, LLC 549300EGLQ2M2CL7JZ89 04364VAR4 42000.00000000 PA USD 41895.00000000 0.008615266450 Long DBT CORP US Y 2 2028-12-31 Fixed 8.25000000 N N N N N N Property Solutions Acquisition Corp N/A 74348Q116 93160.00000000 NC USD 97818.00000000 0.020115243671 N/A DE US N 2 GOLDMAN SACHS & CO N/A Call Purchased Property Solutions Acquisition Corp Property Solutions Acquisition Equity Warrants Exp 30 March 2027 93160.00000000 11.50000000 USD 2027-08-31 XXXX 60230.18000000 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 100000.00000000 PA USD 116125.00000000 0.023879885821 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N Sandbridge Acquisition Corp N/A 799793104 77.00000000 NS USD 783.09000000 0.000161034228 Long EC US N 1 N N N N/A N/A N/A 78.00000000 NC USD 324870.00000000 0.066806101244 N/A DE US N 1 WELLS FARGO BROKERAGE SERVICES, LLC N/A Put Purchased Put Option 3680 Jan 2021 on S&P 500 Index N/A N/A 7800.00000000 680.00000000 USD 2021-01-25 XXXX -43617.26000000 N N N VAIL RESORTS, INC. 529900PSZHRNU9HKH870 91879Q109 -902.00000000 NS USD -251621.92000000 -0.05174340340 Short EC US N 1 N N N Bigcommerce Holdings, Inc. 549300MOVEFQ78DMPG58 08975P108 -7845.00000000 NS USD -503256.75000000 -0.10348946160 Short EC US N 1 N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HT0 1224140.00000000 PA USD 446811.10000000 0.091882006906 Long DBT NUSS AR N 2 2035-07-09 Fixed 0.12500000 N N N N N N INN OF THE MOUNTAIN GODS RESORT AND CASINO N/A 45771VAG8 182762.00000000 PA USD 182762.00000000 0.037583084543 Long DBT CORP US N 2 2023-11-30 Fixed 9.25000000 Y N Y N N N PUERTO RICO COMWLTH N/A 74514LZZ3 10000.00000000 PA USD 6962.50000000 0.001431764951 Long DBT MUN PR N 2 2020-07-01 Fixed 4.40000000 Y N N N N N NEW ENTERPRISE STONE & LIME CO., INC. 549300O5DQ5Y61B8VF38 644274AF9 110000.00000000 PA USD 112750.00000000 0.023185852541 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 18060TAA3 82000.00000000 PA USD 88355.00000000 0.018169277173 Long DBT NUSS US Y 2 2025-05-15 Fixed 6.75000000 N N N N N N Ciig Merger Corp N/A N/A 109.00000000 NC USD 3161.00000000 0.000650026429 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased Ciig Merger Corp CIIC Put 20 Jan 2021 10900.00000000 20.00000000 USD 2021-01-18 XXXX 1273.43000000 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450Y103 2446.00000000 NS USD 572853.20000000 0.117801240118 Long EC US N 1 N N N MEDALLIA, INC. 5493009P6W6C5BK60J60 584021109 -16357.00000000 NS USD -543379.54000000 -0.11174029169 Short EC US N 1 N N N Spartacus Acquisition Corp N/A 84677L208 12989.00000000 NS USD 137423.62000000 0.028259723184 Long EC US N 1 N N N ZILLOW GROUP, INC. 2549002XEELQDIR6FU05 98954M101 7819.00000000 NS USD 1062914.86000000 0.218577270142 Long EC US N 1 N N N N/A N/A N/A -156.00000000 NC USD -369720.00000000 -0.07602903238 N/A DE US N 1 WELLS FARGO BROKERAGE SERVICES, LLC N/A Put Written Put Option 3580 Jan 2021 on S&P 500 Index N/A N/A -15600.00000000 580.00000000 USD 2021-01-25 XXXX 67008.93000000 N N N CHP Merger Corp N/A 12558Y106 20872.00000000 NS USD 214146.72000000 0.044037022370 Long EC US N 1 N N N SARACEN DEVELOPMENT LLC N/A 80313LAA5 384429.00000000 PA USD 439978.99000000 0.090477055287 Long DBT CORP US Y 3 2025-10-15 Fixed 14.00000000 N N Y N N N Luminar Technologies Inc N/A N/A 22.00000000 NC USD 1232.00000000 0.000253347852 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased Luminar Technologies Inc LAZR Put 25 Jan 2021 2200.00000000 25.00000000 USD 2021-01-18 XXXX -848.89000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 400000.00000000 PA USD 464904.60000000 0.095602745025 Long DBT NUSS BH N 2 2026-01-26 Fixed 7.00000000 N N N N N N IAMGOLD CORPORATION 254900E7II30XAB9LA72 450913AF5 85000.00000000 PA USD 86275.00000000 0.017741547033 Long DBT NUSS CA Y 2 2028-10-15 Fixed 5.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -196.06000000 -0.00004031767 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 42000.00000000 CAD 32784.35000000 USD 2021-03-17 -196.06000000 N N N OPEN LENDING CORPORATION N/A 68373J104 39880.00000000 NS USD 1394204.80000000 0.286703564576 Long EC US N 1 N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBD8 17449.00000000 PA USD 18626.11000000 0.003830263768 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N FG New America Acquisition Corp N/A 30259V205 5471.00000000 NS USD 58102.02000000 0.011948069783 Long EC US N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 7095.81000000 0.001459178752 N/A DFE IL N 2 STATE STREET BANK N/A 176555.43000000 USD 589300.00000000 ILS 2021-01-20 7095.81000000 N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AN9 25000.00000000 PA USD 26992.50000000 0.005550723944 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 9296.00000000 0.001911624702 N/A DFE CA N 2 WESTPAC BANKING CORP N/A 522052.64000000 USD 676800.00000000 CAD 2021-01-20 9296.00000000 N N N ALLEGHENY TECHNOLOGIES INCORPORATED ZW1LRE7C3H17O2ZN9B45 01741R102 125835.00000000 NS USD 2110252.95000000 0.433951341240 Long EC US N 1 N N N FOXTROT ESCROW ISSUER, LLC N/A 35166FAA0 161000.00000000 PA USD 183540.00000000 0.037743072066 Long DBT CORP US Y 2 2026-11-15 Fixed 12.25000000 N N N N N N RP ESCROW ISSUER, LLC N/A 74969PAA6 65000.00000000 PA USD 67928.90000000 0.013968864379 Long DBT CORP US Y 2 2025-12-15 Fixed 5.25000000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466L302 -8880.00000000 NS USD -1976066.40000000 -0.40635728748 Short EC US N 1 N N N PUERTO RICO COMWLTH N/A 74514LZL4 5000.00000000 PA USD 3700.00000000 0.000760866114 Long DBT MUN PR N 2 2030-07-01 Fixed 5.37500000 Y N N N N N BRK: JP MORGAN N/A N/A 33809316.00000000 NC 3308.85000000 0.000680430227 N/A DIR XX N 2 BRK: JP MORGAN N/A Y 2023-03-15 0.00000000 MXN 0.00000000 MXN -33809316.00000000 MXN 3308.85000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 N/A 8707000.00000000 PA 507685.08000000 0.104400101131 Long DBT CORP US N 2 2021-09-16 Fixed 0.00000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 25394.92000000 0.005222198407 N/A DFE AU N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 340552.85000000 USD 474200.00000000 AUD 2021-01-20 25394.92000000 N N N ICH US INTERMEDIATE HOLDINGS II, INC. N/A U5522TAB7 277789.20000000 PA USD 277094.72000000 0.056981617011 Long LON US N 3 2026-12-24 Floating 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -13031.08000000 -0.00267970465 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 5539500.00000000 CNY 836997.78000000 USD 2021-02-18 -13031.08000000 N N N SABRE CORPORATION 529900VKCYZW8GZ4WW58 78573M104 96476.00000000 NS USD 1159641.52000000 0.238468091212 Long EC US N 1 N N N UNIVISION COMMUNICATIONS INC. 549300YQDE2JSGTL8V47 914906AU6 401000.00000000 PA USD 430694.05000000 0.088567704957 Long DBT CORP US Y 2 2027-06-01 Fixed 6.62500000 N N N N N N TEAM HEALTH HOLDINGS, INC. 549300PVTQ4UDTTMQT11 88047PAA2 165000.00000000 PA USD 141900.00000000 0.029180243686 Long DBT CORP US Y 2 2025-02-01 Fixed 6.37500000 N N N N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAG1 284000.00000000 PA USD 295360.00000000 0.060737679882 Long DBT NUSS MO Y 2 2026-01-15 Fixed 5.50000000 N N N N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 9266.00000000 NS USD 2660824.56000000 0.547170606545 Long EC US N 1 N N N Kakao Corp. 988400FTKUBQXKVZP434 N/A 2662.00000000 NS 954477.58000000 0.196278283143 Long EC KR N 1 N N N SHELF DRILLING HOLDINGS, LTD. 54930078ZJ3XP4MRYB68 822538AE4 145000.00000000 PA USD 66700.00000000 0.013716154009 Long DBT NUSS AE Y 2 2025-02-15 Fixed 8.25000000 N N N N N N NCSOFT CORPORATION N/A N/A 1144.00000000 NS 980451.07000000 0.201619458390 Long EC KR N 1 N N N CERIDIAN HCM HOLDING INC. 549300T64GVCHFJ8L449 15677J108 14126.00000000 NS USD 1505266.56000000 0.309542248305 Long EC US N 1 N N N FIDELITY NATIONAL FINANCIAL, INC. 549300CAZYIH39SYQ287 31620R303 38891.00000000 NS USD 1520249.19000000 0.312623268703 Long EC US N 1 N N N FAST Acquisition Corp N/A 311875108 3048.00000000 NS USD 31211.52000000 0.006418321067 Long EC US N 1 N N N CORSAIR GAMING, INC. 549300Y7YT18L8G0H525 22041X102 -19556.00000000 NS USD -708318.32000000 -0.14565821836 Short EC US N 1 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 48119.41000000 0.009895250950 N/A DFE CA N 2 WESTPAC BANKING CORP N/A 1646339.46000000 USD 2158300.00000000 CAD 2021-01-20 48119.41000000 N N N WYNN RESORTS FINANCE, LLC N/A 983133AB5 265000.00000000 PA USD 287193.75000000 0.059058376394 Long DBT CORP US Y 2 2025-04-15 Fixed 7.75000000 N N N N N N AMC ENTERTAINMENT HOLDINGS, INC. 549300ZO77UNR6NRBR11 00165AAH1 30000.00000000 PA USD 3825.00000000 0.000786571050 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 26214.00000000 NS USD 753914.64000000 0.155034622370 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1239.99000000 -0.00025499091 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 32770.75000000 GBP 43568.22000000 USD 2021-03-17 -1239.99000000 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 19035473.40000000 NS USD 19035473.40000000 3.914445049380 Long STIV RF US N 2 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 460.00000000 NS USD 805864.80000000 0.165717626798 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 9127964N6 359000.00000000 PA USD 358949.04000000 0.073814097662 Long DBT UST US N 2 2021-03-18 None 0.00000000 N N N N N N Ribbit LEAP Ltd N/A G7552B121 58788.00000000 NS USD 880056.36000000 0.180974341388 Long EC US N 1 N N N CCO HOLDINGS, LLC N/A 1248EPCB7 85000.00000000 PA USD 93181.25000000 0.019161744764 Long DBT CORP US Y 2 2029-06-01 Fixed 5.37500000 N N N N N N GOLDEN NUGGET, LLC 91D14OD6M4H1RVBN7R43 38113YAE9 25000.00000000 PA USD 24820.50000000 0.005104074971 Long DBT CORP US Y 2 2024-10-15 Fixed 6.75000000 N N N N N N OASIS PETROLEUM INC. 529900FA4V2YNIKZ0M71 674215207 762.77000000 NS USD 28268.26000000 0.005813070580 Long EC US N 1 N N N AXALTA COATING SYSTEMS, LLC 549300G80QONCHILSF69 05453GAC9 425000.00000000 PA USD 425000.00000000 0.087396783417 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N TTM TECHNOLOGIES, INC. 549300SC4BDOIS008048 87305R109 8365.00000000 NS USD 115395.18000000 0.023729806009 Long EC US N 1 N N N HARVEST MIDSTREAM I, L.P. 549300DW5M17KJOXCY66 417558AA1 95000.00000000 PA USD 101056.25000000 0.020781155751 Long DBT CORP US Y 2 2028-09-01 Fixed 7.50000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 37415.31000000 0.007694065281 N/A DFE AU N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 684216.41000000 USD 935100.00000000 AUD 2021-01-20 37415.31000000 N N N Atlantic Avenue Acquisition Corp N/A 04906P101 51770.00000000 NS USD 521841.60000000 0.107311240690 Long EC US N 1 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A TR7302215 386539.25120000 NC USD 27866.28000000 0.005730407618 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -4865.00000000 USD 27866.28000000 N N N Novo Banco, S.A. N/A N/A 280000.00000000 PA 299434.77000000 0.061575613508 Long DBT NUSS PT N 2 2043-01-23 Fixed 3.50000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BB2 118000.00000000 PA USD 122130.00000000 0.025114750961 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HAR2 155000.00000000 PA USD 186000.00000000 0.038248945213 Long DBT NUSS US Y 2 2024-05-15 Fixed 12.25000000 N N N N N N JinkoSolar Holding Co., Ltd. 529900Y93WNCS05FG852 47759T100 -7363.00000000 NS USD -455548.81000000 -0.09367882513 Short EC US N 1 N N N UNITED STATES CELLULAR CORPORATION N/A 911684108 2933.00000000 NS USD 90013.77000000 0.018510385791 Long EC US N 1 N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411105 80249.00000000 NS USD 1138733.31000000 0.234168537562 Long EC US N 1 N N N BRUNSWICK CORPORATION YM4O38W15AX4YLLQKU27 117043109 -11288.00000000 NS USD -860597.12000000 -0.17697275319 Short EC US N 1 N N N POLYMER PROCESS HOLDINGS N/A 73178EAC6 350311.58990000 PA USD 343890.37000000 0.070717440438 Long LON US N 3 2026-05-01 Floating 6.14300040 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 5374.73000000 0.001105256738 N/A DFE CN N 2 WESTPAC BANKING CORP N/A 970236.51000000 USD 6357900.00000000 CNY 2021-02-18 5374.73000000 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 -7903.00000000 NS USD -994829.64000000 -0.20457626019 Short EC US N 1 N N N JAGUAR HOLDING COMPANY II N/A 47010LAA0 205000.00000000 PA USD 218837.50000000 0.045001631979 Long DBT CORP US Y 2 2028-06-15 Fixed 5.00000000 N N N N N N TOWNSQUARE MEDIA, INC. 549300XBA8C68H0DR538 892231AB7 342000.00000000 PA USD 358186.86000000 0.073657363356 Long DBT CORP US Y 2 2026-02-01 Fixed 6.87500000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NBG3 445000.00000000 PA USD 552912.50000000 0.113700644732 Long DBT NUSS BR N 2 2050-06-03 Fixed 6.75000000 N N N N N N CONSOLIDATED COMMUNICATIONS HOLDINGS, INC. 529900F6S64KOO8CXH48 209034107 2966.00000000 NS USD 14503.74000000 0.002982541702 Long EC US N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 8129.89000000 0.001671826436 N/A DFE IL N 2 STATE STREET BANK N/A 159066.60000000 USD 536500.00000000 ILS 2021-01-20 8129.89000000 N N N DIAMOND SPORTS GROUP, LLC 5493002K6DHWNZH8YA34 25277LAA4 475000.00000000 PA USD 385937.50000000 0.079363990823 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N FINANCE OF AMERICA FUNDING LLC N/A 317386AA8 220000.00000000 PA USD 217250.00000000 0.044675179288 Long DBT CORP US Y 2 2025-11-15 Fixed 7.87500000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 12728.13000000 0.002617406166 N/A DFE CA N 2 WESTPAC BANKING CORP N/A 341268.77000000 USD 450900.00000000 CAD 2021-01-20 12728.13000000 N N N VERITAS US INC. 549300RFUWCPWS8FQ104 92346LAE3 563000.00000000 PA USD 577778.75000000 0.118814127710 Long DBT CORP US Y 2 2025-09-01 Fixed 7.50000000 N N N N N N URBAN ONE, INC. 549300PLGIGPBRQUP240 91705JAA3 530000.00000000 PA USD 514100.00000000 0.105719262011 Long DBT CORP US Y 2 2022-12-15 Fixed 8.75000000 N N N N N N HOUGHTON MIFFLIN HARCOURT PUBLISHERS INC. 549300DDRF1LRKBXUN11 44157TAA3 515000.00000000 PA USD 524012.50000000 0.107757663459 Long DBT CORP US Y 2 2025-02-15 Fixed 9.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16349.59000000 -0.00336212135 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 993300.00000000 ILS 293205.44000000 USD 2021-01-20 -16349.59000000 N N N HURTIGRUTEN GROUP AS N/A N/A 137919.42000000 PA 158837.93000000 0.032663350980 Long LON NO N 2 2023-06-11 Floating 7.99999920 N N N N N N PLUG POWER INC. 549300JPDKRSJ8JSM954 72919P202 -14234.00000000 NS USD -482674.94000000 -0.09925702868 Short EC US N 1 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953BX8 557000.00000000 PA USD 593205.00000000 0.121986373899 Long DBT CORP US N 2 2022-03-15 Fixed 7.75000000 N N N N N N DICK'S SPORTING GOODS, INC. 529900SSBV5I4LWSK313 253393102 -15460.00000000 NS USD -869006.60000000 -0.17870207437 Short EC US N 1 N N N VIDA CAPITAL, INC. N/A 92648EAB0 194750.00000000 PA USD 185012.50000000 0.038045876216 Long LON US N 3 2026-10-01 Floating 6.14549880 N N N N N N FXI HOLDINGS, INC. 549300VLKCUZW3MSVS50 36120RAA7 123000.00000000 PA USD 123922.50000000 0.025483359748 Long DBT CORP US Y 2 2024-11-01 Fixed 7.87500000 N N N N N N DYNATRACE, INC. N/A 268150109 26048.00000000 NS USD 1127096.96000000 0.231775644478 Long EC US N 1 N N N SAILPOINT TECHNOLOGIES HOLDINGS, INC. 529900809B15HNZH5H79 78781P105 12882.00000000 NS USD 685837.68000000 0.141035311008 Long EC US N 1 N N N MARINEMAX, INC. 254900TIXTN8WY3FNN63 567908108 -6527.00000000 NS USD -228640.81000000 -0.04701757965 Short EC US N 1 N N N TEMENOS AG 5067007NW6550481FH64 N/A -6288.00000000 NS -879587.31000000 -0.18087788618 Short EC CH N 1 N N N H & R BLOCK, INC. 549300CE3KUCWLZBG404 093671105 -46949.00000000 NS USD -744611.14000000 -0.15312145537 Short EC US N 1 N N N WELBILT, INC. 549300UR3W71YLZWI068 949090104 62821.00000000 NS USD 829237.20000000 0.170523915223 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122157 2073.00000000 NS USD 1430.58000000 0.000294183742 Long EC US N 1 N N N MOUNTAIN PROVINCE DIAMONDS INC. 549300Y5548SJTH51N28 62426EAA3 430000.00000000 PA USD 365500.00000000 0.075161233738 Long DBT NUSS CA Y 2 2022-12-15 Fixed 8.00000000 N N N N N N BRK: MORGAN STANLEY N/A N/A 153986.00000000 NC -1750.04000000 -0.00035987733 N/A DE GB N 2 BRK: MORGAN STANLEY N/A Y 2022-12-09 0.00000000 GBP 0.00000000 GBP -392096.73000000 GBP -1750.04000000 N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 -6677.00000000 NS USD -701018.23000000 -0.14415703157 Short EC US N 1 N N N PTC INC. 54930050SSMU8SKDJ030 69370C100 -5181.00000000 NS USD -619699.41000000 -0.12743467086 Short EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 -8458.00000000 NS USD -527525.46000000 -0.10848006676 Short EC US N 1 N N N CINCINNATI BELL INC. 549300JYVZOCUJOHL272 14987RAA6 567000.00000000 PA USD 604563.75000000 0.124322181460 Long DBT CORP US Y 2 2025-10-15 Fixed 8.00000000 N N N N N N BRK: BANK OF AMERICA MERRILL LYNCH N/A TRS843145 22922000000.00000000 NC USD 184007.13000000 0.037839132442 N/A DE US N 2 BRK: BANK OF AMERICA MERRILL LYNCH N/A Y 2021-05-21 0.00000000 USD 0.00000000 USD -1534571.86000000 USD 184007.13000000 N N N N/A N/A N/A 3945.00000000 NS USD 41422.50000000 0.008518101790 Long EC US N 3 N N N ADVISOR GROUP HOLDINGS, INC. N/A 00775KAB4 192062.49990000 PA USD 189982.46000000 0.039067896258 Long LON US N 2 2026-07-31 Floating 5.15000160 N N N N N N BRK: MORGAN STANLEY N/A N/A 53557.00000000 NC 12640.77000000 0.002599441500 N/A DE GB N 2 BRK: MORGAN STANLEY N/A Y 2022-11-09 0.00000000 GBP 0.00000000 GBP -353547.64600000 GBP 12640.77000000 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 27504375.28000000 NS USD 27504375.28000000 5.655985716179 Long STIV RF US N 2 N N N R.R. DONNELLEY & SONS COMPANY N/A 74971KAK1 283375.58960000 PA USD 274307.57000000 0.056408468905 Long LON US N 2 2024-01-15 Floating 5.14550160 N N N N N N AVIANCA DIP TRANCHE A N/A N/A 191622.98000000 PA USD 188748.64000000 0.038814174142 Long LON US N 3 2021-11-10 Floating 11.00000160 N N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 2819.18000000 0.000579734738 N/A DFE JP N 2 UBS WARBURG N/A 567888.28000000 USD 58879100.00000000 JPY 2021-02-17 2819.18000000 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 105000.00000000 PA USD 124162.50000000 0.025532713226 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N Technology Select Sector SPDR Fund N/A 81369Y803 -1186.00000000 NS USD -154203.72000000 -0.03171037439 Short EC RF US N 1 N N N CHECK POINT SOFTWARE TECHNOLOGIES LTD. 2549003ZVBH73EPNS513 M22465104 -5792.00000000 NS USD -769814.72000000 -0.15830430671 Short EC US N 1 N N N N/A N/A N/A 48604.49000000 PA USD 48604.49000000 0.009995002554 Long LON US N 3 2021-08-17 Floating 0.00000000 N N N N N N PROG Holdings, Inc 549300DHYTLBOVRXIG52 74319R101 37800.00000000 NS USD 2036286.00000000 0.418740815336 Long EC US N 1 N N N SWISS FRANC N/A N/A 1.00000000 NC 470.27000000 0.000096706083 N/A DFE CH N 2 STATE STREET BANK N/A 210046.23000000 USD 185600.00000000 CHF 2021-03-17 470.27000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 15954.95000000 0.003280967787 N/A DFE US N 2 BANK OF AMERICA N/A 133124219.10000000 RUB 1801008.15000000 USD 2021-03-17 15954.95000000 N N N BRK: BARCLAYS N/A N/A 2385867.00000000 NC -5601.95000000 -0.00115198214 N/A DIR XX N 2 BRK: BARCLAYS N/A Y 2031-03-17 0.00000000 PLN 0.00000000 PLN -2385867.00000000 PLN -5601.95000000 N N N N/A N/A CDS841672 336000.00000000 NC USD -29880.73000000 -0.00614465808 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 0.00000000 USD -1233.48000000 USD 336000.00000000 USD -28647.25000000 N N N VORNADO REALTY TRUST N/A 929042109 59687.00000000 NS USD 2228712.58000000 0.458311319185 Long EC US N 1 N N N BCPE ULYSSES MERGER SUB, LLC N/A 05552BAA4 296000.00000000 PA USD 305620.00000000 0.062847541054 Long DBT CORP US Y 2 2029-01-15 Fixed 6.25000000 N N N N N N EVERI PAYMENTS INC. 5493006Q4MDLHOY1JV70 30034VAB4 180000.00000000 PA USD 186750.00000000 0.038403174831 Long DBT CORP US Y 2 2025-12-15 Fixed 7.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AQ2 144000.00000000 PA USD 157135.68000000 0.032313301157 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AC2 80000.00000000 PA USD 80800.00000000 0.016615670823 Long DBT NUSS CA Y 2 2024-03-31 Fixed 7.00000000 N N N N N N ArcLight Clean Transition Corp N/A G04561125 1623.50000000 NC USD 3815.23000000 0.000784561952 N/A DE US N 2 ARCLIGHT CLEAN TRANSITION CORP WT N/A Call Purchased ArcLight Clean Transition Corp ArcLight Clean Transition Equity Warrant Exp 22nd Sep 2027 1623.50000000 11.50000000 USD 2027-09-25 XXXX 1448.14000000 N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751200 21096.00000000 NS 7948.26000000 0.001634476135 Long EC CA N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2404.32000000 -0.00049442313 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 588100.00000000 ILS 180872.95000000 USD 2021-01-20 -2404.32000000 N N N Maxeda DIY Holding B.V. 724500KEZU4CPEQLGZ87 N/A 1004000.00000000 PA 1277588.13000000 0.262722571986 Long DBT NUSS NL N 2 2026-10-01 Fixed 5.87500000 N N N N N N SALESFORCE.COM INC N/A 79466L302 3398.00000000 NS USD 756156.94000000 0.155495727799 Long EC US N 1 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 00B995WC8 106.00000000 NC USD 1272.00000000 0.000261573431 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased ADVANCED MICRO DEVICES, INC. AMD Put 72.5 Jan 2021 10600.00000000 72.50000000 USD 2021-01-18 XXXX -11478.28000000 N N N N/A N/A N/A 5809.00000000 NS USD 70678.10000000 0.014534208466 Long EC US N 3 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 6669.00000000 NS USD 1483318.98000000 0.305028959138 Long EC US N 1 N N N ABERCROMBIE & FITCH CO. 5493000J7LL72TOGT983 002896207 -23936.00000000 NS USD -487336.96000000 -0.10021572410 Short EC US N 1 N N N BUILDERS FIRSTSOURCE, INC. 549300W0SKP6L3H7DP63 12008R107 57342.00000000 NS USD 2340127.02000000 0.481222527849 Long EC US N 1 N N N NATIONSTAR MORTGAGE HOLDINGS INC. N/A 63861CAD1 35000.00000000 PA USD 36582.70000000 0.007522847785 Long DBT CORP US Y 2 2030-12-15 Fixed 5.12500000 N N N N N N Corporation de Securite Garda World 549300ZF1NDXLMCHNO20 36485MAK5 131000.00000000 PA USD 132310.00000000 0.027208160974 Long DBT NUSS CA Y 2 2027-02-15 Fixed 4.62500000 N N N N N N COMMSCOPE TECHNOLOGIES LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 36000.00000000 PA USD 36810.00000000 0.007569589641 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N CORELOGIC, INC. 54930086CD8K2UIL0516 21871D103 1451.00000000 NS USD 112191.32000000 0.023070965871 Long EC US N 1 N N N KOREAN WON N/A N/A 1.00000000 NC 5244.09000000 0.001078391995 N/A DFE KR N 2 GOLDMAN, SACHS & CO. N/A 297213.33000000 USD 328786300.00000000 KRW 2021-02-17 5244.09000000 N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAG6 85000.00000000 PA USD 89911.30000000 0.018489313912 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 013092AA9 764000.00000000 PA USD 854954.20000000 0.175812345998 Long DBT CORP US Y 2 2026-03-15 Fixed 7.50000000 N N N N N N J. C. PENNEY COMPANY INC. N/A 46611NAJ2 378286.42960000 PA USD 25156.05000000 0.005173077302 Long LON US N 2 2023-06-23 Floating 5.24999880 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 29716.80000000 0.006110947608 N/A DFE US N 2 BANK OF AMERICA N/A 233836698.57000000 RUB 3165216.49000000 USD 2021-03-17 29716.80000000 N N N TOWNSQUARE MEDIA, INC. 549300XBA8C68H0DR538 892231101 5169.00000000 NS USD 34425.54000000 0.007079250502 Long EC US N 1 N N N Quantumscape Corp N/A N/A 16.00000000 NC USD 1600.00000000 0.000329023184 N/A DE US N 1 NATIONAL FINANCIAL SERVICES CORPORATION N/A Put Purchased Quantumscape Corp QS Put 30 Feb 2021 1600.00000000 30.00000000 USD 2021-02-22 XXXX -601.51000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 365000.00000000 PA USD 427699.70000000 0.087951948349 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N TRAVERSE MIDSTREAM PARTNERS LLC N/A 89435TAB0 418671.17010000 PA USD 409774.41000000 0.084265800848 Long LON US N 3 2024-09-27 Floating 6.50000160 N N N N N N Jfrog Ltd N/A M6191J100 -10115.00000000 NS USD -635525.45000000 -0.13068912967 Short EC US N 1 N N N ANTERO MIDSTREAM PARTNERS LP 529900HFO1BDEIT4QU11 03690AAC0 100000.00000000 PA USD 97500.00000000 0.020049850313 Long DBT CORP US N 2 2024-09-15 Fixed 5.37500000 N N N N N N NEW ALBERTSONS L.P. N/A 013104AH7 100000.00000000 PA USD 129000.00000000 0.026527494260 Long DBT CORP US N 2 2030-05-01 Fixed 8.70000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 18920914.32000000 NS USD 18920914.32000000 3.890887178549 Long STIV RF US N 2 N N N TURKISH LIRA N/A N/A 1.00000000 NC 52804.44000000 0.010858678132 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 691019.52000000 USD 5553723.88000000 TRY 2021-01-15 52804.44000000 N N N BED BATH & BEYOND INC. 529900ZBUWWUV7BKGX39 075896100 3136.00000000 NS USD 55695.36000000 0.011453165447 Long EC US N 1 N N N PREMIER BRANDS GROUP HOLDINGS LLC N/A 74053DAB8 61433.83000000 PA USD 40431.45000000 0.008314302773 Long LON US N 2 2024-03-19 Floating 8.23574880 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446R109 78905.00000000 NS USD 1184364.05000000 0.243552019682 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 1657.00000000 NS USD 74879.83000000 0.015398250081 Long EC US N 1 N N N TRYON PARK CLO, LTD. N/A 89852TAR9 250000.00000000 PA USD 247545.00000000 0.050905027649 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 2.93688000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 1044.00000000 NS USD 43472.16000000 0.008939592828 Long EC US N 1 N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAH2 140000.00000000 PA USD 159425.00000000 0.032784075756 Long DBT CORP US N 2 2025-02-01 Fixed 7.87500000 N N N N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 G47567105 24678.00000000 NS USD 2216824.74000000 0.455866709825 Long EC US N 1 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 1547.68000000 0.000318264126 N/A DFE CN N 2 WESTPAC BANKING CORP N/A 241913.97000000 USD 1586600.00000000 CNY 2021-02-18 1547.68000000 N N N JACOBS ENTERTAINMENT, INC. 5493004U9JIWY3HSUO63 469815AH7 300000.00000000 PA USD 307125.00000000 0.063157028487 Long DBT CORP US Y 2 2024-02-01 Fixed 7.87500000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 33025.51000000 0.006791349046 N/A DFE AU N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 422827.19000000 USD 590700.00000000 AUD 2021-01-20 33025.51000000 N N N Lightspeed POS Inc 254900T8MDWRTGMFZ257 53227R106 23749.00000000 NS 1674733.25000000 0.344391292075 Long EC CA N 1 N N N HEXION HOLDINGS CORPORATION 549300LBB370MUHGLV84 42830K103 9735.00000000 NS USD 119253.75000000 0.024523280377 Long EC US N 1 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BE6 55000.00000000 PA USD 58575.00000000 0.012045333149 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N WINDSTREAM ESCROW, LLC N/A 97382WAA1 134000.00000000 PA USD 134938.00000000 0.027748581554 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75000000 N N N N N N PUERTO RICO COMWLTH N/A 74514LB89 45000.00000000 PA USD 31387.50000000 0.006454509504 Long DBT MUN PR N 2 2041-07-01 Fixed 5.00000000 Y N N N N N BOYD GAMING CORPORATION 254900787YGRYS2A1Z35 103304BQ3 781000.00000000 PA USD 810287.50000000 0.166627108572 Long DBT CORP US N 2 2026-08-15 Fixed 6.00000000 N N N N N N TOURMALINE OIL CORP. N/A 89156V106 5763.00000000 NS 77624.08000000 0.015962576253 Long EC CA N 1 N N N THE WE COMPANY MC LLC N/A 96208LAA9 410000.00000000 PA USD 276245.70000000 0.056807024971 Long DBT CORP US Y 2 2025-05-01 Fixed 7.87500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HW3 816494.00000000 PA USD 299245.05000000 0.061536599584 Long DBT NUSS AR N 2 2046-07-09 Fixed 0.12500000 N N N N N N CUMULUS MEDIA NEW HOLDINGS INC. 5493001D9VBAVY1OKJ46 23110AAA4 199000.00000000 PA USD 203477.50000000 0.041843009406 Long DBT CORP US Y 2 2026-07-01 Fixed 6.75000000 N N N N N N ONVOY, LLC N/A 68339FAE5 49982.21000000 PA USD 48654.68000000 0.010005323600 Long LON US N 2 2024-02-10 Floating 5.50000080 N N N N N N SPX 20210115 C 3670 N/A 99C396AX8 8416.00000000 NC USD 937963.11000000 0.192882255948 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Purchased N/A N/A N/A 8416.00000000 670.00000000 USD 2021-01-15 XXXX 685516.77000000 N N N COMMSCOPE, INC. 549300Z6K4JXMFE8QY54 20338QAD5 150000.00000000 PA USD 158040.00000000 0.032499265061 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N N/A N/A CDS841673 336000.00000000 NC USD -29880.73000000 -0.00614465808 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 0.00000000 USD -1204.81000000 USD 336000.00000000 USD -28675.92000000 N N N AMERICAN GREETINGS N/A 02639DAL0 241255.31990000 PA USD 241255.32000000 0.049611621059 Long LON US N 2 2024-04-06 Floating 5.50000080 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4602.12000000 -0.00094637761 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 63985300.00000000 JPY 615599.07000000 USD 2021-02-17 -4602.12000000 N N N N/A N/A N/A 2777.00000000 NS USD 36101.00000000 0.007423791242 Long EC US N 3 N N N Endo Designated Activity Company N/A 29273DAC4 243000.00000000 PA USD 206550.00000000 0.042474836740 Long DBT NUSS US Y 2 2028-06-30 Fixed 6.00000000 N N N N N N IHEARTMEDIA, INC. N/A 45174J509 3073.00000000 NS USD 39887.54000000 0.008202453398 Long EC US N 1 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AL9 490000.00000000 PA USD 510212.50000000 0.104919838492 Long DBT NUSS ZM Y 2 2025-04-01 Fixed 7.50000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BD8 445000.00000000 PA USD 464468.75000000 0.095513117053 Long DBT CORP US Y 2 2030-12-01 Fixed 4.62500000 N N N N N N ANTERO MIDSTREAM PARTNERS LP 529900HFO1BDEIT4QU11 03690EAA6 195000.00000000 PA USD 201353.10000000 0.041406148873 Long DBT CORP US Y 2 2026-05-15 Fixed 7.87500000 N N N N N N THE ODP CORPORATION N/A 88337F105 1044.00000000 NS USD 30589.20000000 0.006290347499 Long EC US N 1 N N N Murata Manufacturing Co., Ltd. 529900QZG6DL8ZRI7140 N/A 6600.00000000 NS 595786.72000000 0.122517277484 Long EC JP N 1 N N N PUERTO RICO COMWLTH N/A 74514LC21 5000.00000000 PA USD 3650.00000000 0.000750584139 Long DBT MUN PR N 2 2032-07-01 Fixed 5.00000000 Y N N N N N BRK: JP MORGAN N/A CDS849858 275000.00000000 NC USD -1332.34000000 -0.00027398171 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 16681.79000000 USD 0.00000000 USD 275000.00000000 USD -18014.13000000 N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751BM2 115000.00000000 PA USD 106662.50000000 0.021934022144 Long DBT NUSS CA Y 2 2025-03-15 Fixed 7.50000000 N N N N N N MCGRAW-HILL GLOBAL EDUCATION HOLDINGS, LLC N/A 58063VAH6 546112.08000000 PA USD 531154.07000000 0.109226252275 Long LON US N 2 2022-05-04 Floating 5.00000040 N N N N N N Ciig Merger Corp N/A N/A 22.00000000 NC USD 2530.00000000 0.000520267910 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased Ciig Merger Corp CIIC Put 20 Feb 2021 2200.00000000 20.00000000 USD 2021-02-22 XXXX -320.07000000 N N N MAVENIR SYSTEMS INC. N/A 57767EAB8 410392.88990000 PA USD 407314.94000000 0.083760036691 Long LON US N 3 2025-05-08 Floating 6.99999840 N N N N N N VanEck Vectors Semiconductor ETF N/A 92189F676 -3691.00000000 NS USD -806188.22000000 -0.16578413472 Short EC RF US N 1 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 4143.17000000 0.000851999367 N/A DFE CN N 2 J P MORGAN CHASE BANK N/A 634169.76000000 USD 4167383.16000000 CNY 2021-03-17 4143.17000000 N N N NGL ENERGY PARTNERS LP 5299005YSRP46BE8Z459 62913TAJ1 85000.00000000 PA USD 60190.63000000 0.012377570479 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N HPX CORP WT N/A G32219126 4117.00000000 NC USD 4405.60000000 0.000905965338 N/A DE US N 2 BARCLAYS CAPITAL (DMA) N/A Call Purchased N/A N/A 4117.00000000 11.50000000 USD 2025-07-17 XXXX 873.85000000 N N N Montes Archimedes Acquisition Corp N/A 612657106 63833.00000000 NS USD 649181.61000000 0.133497375453 Long EC US N 1 N N N EVERI HOLDINGS INC. 5299006DK5S7BG10K532 30034T103 845.00000000 NS USD 11669.45000000 0.002399699751 Long EC US N 1 N N N CAPITOL INVESTMENT MERGER SUB 2, LLC N/A 14065HAA3 155000.00000000 PA USD 169647.50000000 0.034886225446 Long DBT CORP US Y 2 2024-08-01 Fixed 10.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDA7 351000.00000000 PA USD 330168.15000000 0.067895610110 Long DBT NUSS MX Y 2 2060-01-28 Fixed 6.95000000 N N N N N N Sports Entertainment Acquisition Corp. N/A 84918M114 25701.00000000 NC USD 34696.35000000 0.007134939732 N/A DE US N 2 SPORTS ENTERTAINMENT ACQUISITION CORP WT N/A Call Purchased Sports Entertainment Acquisition Corp. Sports Entertainment Acquisition Equity Warrants Exp 30 Oct 2025 25701.00000000 11.50000000 USD 2025-11-02 XXXX 5710.74000000 N N N JAPANESE YEN N/A N/A 1.00000000 NC 5135.26000000 0.001056012249 N/A DFE JP N 2 UBS WARBURG N/A 411339.25000000 USD 42967100.00000000 JPY 2021-02-17 5135.26000000 N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBC0 9357.00000000 PA USD 10011.99000000 0.002058860521 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 10510.31000000 0.002161334792 N/A DFE JP N 2 UBS WARBURG N/A 805966.66000000 USD 84234800.00000000 JPY 2021-02-17 10510.31000000 N N N DOMINO'S PIZZA, INC. 5299004V0Y8MI5D9FF45 25754A201 -1854.00000000 NS USD -710934.84000000 -0.14619627820 Short EC US N 1 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZX9 185000.00000000 PA USD 213592.18000000 0.043922987047 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -34471.91000000 -0.00708878600 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 642700.00000000 AUD 461510.02000000 USD 2021-01-20 -34471.91000000 N N N GUITAR CENTER N/A N/A 34120.18000000 PA USD 33778.98000000 0.006946292233 Long LON US N 2 2021-11-21 Floating 6.99999840 N N N N N N EURO N/A N/A 1.00000000 NC 1586.49000000 0.000326244995 N/A DFE XX N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 257582.49000000 USD 211500.00000000 EUR 2021-03-17 1586.49000000 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 195000.00000000 PA USD 242775.00000000 0.049924127280 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAD9 211000.00000000 PA USD 206353.53000000 0.042434434750 Long DBT NUSS US Y 2 2027-09-15 Fixed 5.87500000 N N N N N N SPARTANNASH COMPANY 549300TV3QCCSQLF5X16 847215100 -38450.00000000 NS USD -669414.50000000 -0.13765805664 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4323.28000000 -0.00088903709 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 423467.43000000 EUR 514587.46000000 USD 2021-03-17 -4323.28000000 N N N ADT INC. N/A 00090Q103 11177.00000000 NS USD 87739.45000000 0.018042695785 Long EC US N 1 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AF4 430000.00000000 PA USD 462440.41000000 0.095096010249 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N N/A N/A N/A 3007.00000000 NS USD 3758.75000000 0.000772947434 Long EC US N 3 N N N SYNIVERSE HOLDINGS INC. N/A 87164GAM5 1214599.31920000 PA USD 1094317.55000000 0.225034903311 Long LON US N 2 2023-03-09 Floating 6.00000120 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20033.07000000 -0.00411959030 N/A DFE US N 2 BANK OF AMERICA N/A 9534779.04000000 ZAR 623147.44000000 USD 2021-03-17 -20033.07000000 N N N BRK: MORGAN STANLEY N/A N/A 265669.09310000 NC USD -41597.22000000 -0.00855403112 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2022-12-16 0.00000000 USD 0.00000000 USD -4321.00000000 USD -41597.22000000 N N N EXTRACTION OIL & GAS, INC. 5493002FL3WIE1JVUP20 30227MAB1 270000.00000000 PA USD 48600.00000000 0.009994079233 Long DBT CORP US Y 2 2026-02-01 Fixed 5.62500000 Y N N N N N FITBIT, INC. 549300GYQQ375BZPXK02 33812L102 16949.00000000 NS USD 115253.20000000 0.023700609314 Long EC US N 1 N N N ALTERYX, INC. 549300XWZG0JHL7I0827 02156B103 4439.00000000 NS USD 540625.81000000 0.111174016062 Long EC US N 1 N N N RADIO ONE N/A 75040LAN7 109889.52000000 PA USD 101647.81000000 0.020902803848 Long LON US N 2 2023-04-18 Floating 5.00000040 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 26446.97000000 0.005438541433 N/A DFE IL N 2 STATE STREET BANK N/A 547911.16000000 USD 1843000.00000000 ILS 2021-01-20 26446.97000000 N N N NEW RESIDENTIAL INVESTMENT CORP. 549300WNTHGEO5LP2G31 64828TAA0 280000.00000000 PA USD 281400.00000000 0.057866952596 Long DBT CORP US Y 2 2025-10-15 Fixed 6.25000000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80874YBE9 140000.00000000 PA USD 153650.00000000 0.031596507699 Long DBT CORP US Y 2 2029-11-15 Fixed 7.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -26.00000000 -0.00000534662 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 10953.04000000 CAD 8574.85000000 USD 2021-03-17 -26.00000000 N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G405 4529.00000000 NS USD 108696.00000000 0.022352190047 Long EP US N 1 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -3890.58000000 -0.00080005688 N/A DFE RU N 2 DEUTSCHE BANK SECURITIES, INC. N/A 641965.68000000 USD 47273068.55000000 RUB 2021-01-15 -3890.58000000 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 1465.42000000 0.000301348222 N/A DFE CN N 2 WESTPAC BANKING CORP N/A 356530.31000000 USD 2333000.00000000 CNY 2021-02-18 1465.42000000 N N N WYNN LAS VEGAS, LLC 2549002X45DR4UI7NA62 983130AU9 15000.00000000 PA USD 15218.25000000 0.003129473174 Long DBT CORP US Y 2 2023-05-30 Fixed 4.25000000 N N N N N N N/A N/A CDS841671 336000.00000000 NC USD -29880.73000000 -0.00614465808 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 0.00000000 USD -1004.00000000 USD 336000.00000000 USD -28876.73000000 N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AL5 289000.00000000 PA USD 318426.10000000 0.065480980932 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N EPIC Y-GRADE SERVICES, LP N/A 29427BAF6 613645.38990000 PA USD 497052.77000000 0.102213678321 Long LON US N 2 2027-06-30 Floating 6.99999840 N N N N N N TGG TS ACQUISITION COMPANY N/A 87242CAB4 183298.32000000 PA USD 180777.97000000 0.037175089625 Long LON US N 2 2025-12-14 Floating 6.64800120 N N N N N N AMN HEALTHCARE SERVICES, INC. 529900W3ARRTCNFH2I39 001744101 11260.00000000 NS USD 768495.00000000 0.158032920170 Long EC US N 1 N N N KRONOS ACQUISITION HOLDINGS INC. N/A 50106GAE2 42000.00000000 PA USD 43814.82000000 0.009010057256 Long DBT CORP CA Y 2 2026-12-31 Fixed 5.00000000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AK3 315000.00000000 PA USD 342168.75000000 0.070363407378 Long DBT NUSS US Y 2 2029-02-15 Fixed 6.25000000 N N N N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 682189AQ8 71000.00000000 PA USD 73485.00000000 0.015111417951 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N SHOPIFY INC. 549300HGQ43STJLLP808 82509L107 919.00000000 NS USD 1040262.05000000 0.213918957838 Long EC US N 1 N N N Far Peak Acquisition Corp N/A G3312L129 3253.00000000 NS USD 33668.55000000 0.006923583464 Long EC US N 1 N N N MDC Partners Inc. 529900SR4J92B5C43M74 552697AQ7 71000.00000000 PA USD 71976.25000000 0.014801159370 Long DBT NUSS US Y 2 2024-05-01 Fixed 6.50000000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734107 112838.00000000 NS USD 2347030.40000000 0.482642135394 Long EC US N 1 N N N 21Vianet Group, Inc. 529900672GYJQ3T38I58 90138A103 49861.00000000 NS USD 1729678.09000000 0.355690120972 Long EC US N 1 N N N RITE AID CORPORATION 529900W353T1JY1DKT44 767754AJ3 345000.00000000 PA USD 330478.95000000 0.067959522863 Long DBT CORP US N 2 2027-02-15 Fixed 7.70000000 N N N N N N HERSCHEND ENTERTAINMENT COMPANY , LLC N/A 42778EAD3 216515.60990000 PA USD 217598.19000000 0.044746780902 Long LON US N 3 2025-08-25 Floating 6.75000000 N N N N N N GUITAR CENTER WARRANTS N/A N/A 1552.49030000 NC USD 0.01000000 0.000000002056 N/A DE US N 3 STIFEL NICOLAUS & CO., INC. N/A Call Purchased N/A N/A 1552.49030000 0.00000000 USD 2049-12-31 XXXX 0.01000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -80672.46000000 -0.01658944356 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 7832200.00000000 BRL 1426656.22000000 USD 2021-02-02 -80672.46000000 N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 013092AG6 938000.00000000 PA USD 949134.06000000 0.195179444413 Long DBT CORP US Y 2 2029-03-15 Fixed 3.50000000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 7550.00000000 NS USD 1568814.50000000 0.322610214302 Long EC US N 1 N N N DIAMOND SPORTS GROUP, LLC 5493002K6DHWNZH8YA34 25277LAC0 385000.00000000 PA USD 232925.00000000 0.047898578299 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N GLASS MOUNTAIN 12/17 TLB N/A 37713KAB1 68075.00000000 PA USD 33186.56000000 0.006824467286 Long LON US N 2 2024-12-23 Floating 5.50000080 N N N N N N CAMPING WORLD HOLDINGS, INC. 549300E828QQI7MWI432 13462K109 -27439.00000000 NS USD -714785.95000000 -0.14698821849 Short EC US N 1 N N N WYNN LAS VEGAS, LLC 2549002X45DR4UI7NA62 983130AV7 95000.00000000 PA USD 99156.25000000 0.020390440719 Long DBT CORP US Y 2 2025-03-01 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4237.01000000 -0.00087129657 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 111977.10000000 GBP 148871.87000000 USD 2021-03-17 -4237.01000000 N N N SPDR S&P 500 ETF Trust N/A 78462F103 -13454.00000000 NS USD -5030181.52000000 -1.03440396436 Short EC RF US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1179.26000000 -0.00024250242 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 1060800.00000000 CNY 161599.08000000 USD 2021-02-18 -1179.26000000 N N N Osprey Technology Acquisition Corp N/A 68839R104 46551.00000000 NS USD 487388.97000000 0.100226419414 Long EC US N 1 N N N GSX Techedu Inc 549300R5BPFFORR9ET36 36257Y109 -6900.00000000 NS USD -356799.00000000 -0.07337196453 Short EC US N 1 N N N PELOTON INTERACTIVE, INC. 5493002YS021166W0339 70614W100 -1536.00000000 NS USD -233041.92000000 -0.04792262166 Short EC US N 1 N N N NOVELIS CORPORATION 549300G5F3W3B52WYL23 670001AE6 626000.00000000 PA USD 674430.49000000 0.138689542269 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723103 -10258.00000000 NS USD -210699.32000000 -0.04332810079 Short EC US N 1 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 200000.00000000 PA USD 210992.00000000 0.043388287357 Long DBT NUSS SA N 2 2032-02-03 Fixed 2.75000000 N N N N N N PEAK 10 HOLDING CORPORATION N/A 70469CAC4 672461.07980000 PA USD 598302.07000000 0.123034532776 Long LON US N 2 2024-08-01 Floating 3.72038040 N N N N N N HEXION INC. 54930030FZF8HYAEHM46 42829LAF1 140000.00000000 PA USD 149800.00000000 0.030804795660 Long DBT CORP US Y 2 2027-07-15 Fixed 7.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -474.30000000 -0.00009753481 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 46458.09000000 EUR 56454.76000000 USD 2021-03-17 -474.30000000 N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BF3 450000.00000000 PA USD 441562.50000000 0.090802687477 Long DBT CORP US Y 2 2031-02-15 Fixed 3.37500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAY7 126000.00000000 PA USD 134347.50000000 0.027627151435 Long DBT NUSS US Y 2 2031-01-15 Fixed 4.12500000 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599106 -12637.00000000 NS USD -694150.41000000 -0.14274473656 Short EC US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 1188000.00000000 PA USD 1076922.00000000 0.221457691273 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAP4 55000.00000000 PA USD 60087.50000000 0.012356362879 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N IHEARTMEDIA, INC. N/A 45174J509 2451.00000000 NS USD 31813.98000000 0.006542210634 Long EC US N 1 N N N AURORA CANNABIS INC. 549300F6VHCLKCUWDT34 05156XAG3 127000.00000000 PA USD 94932.50000000 0.019521870921 Long DBT CORP CA N 2 2024-02-28 Fixed 5.50000000 N N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 460.52000000 0.000094701098 N/A DFE JP N 2 UBS WARBURG N/A 35293.57000000 USD 3688700.00000000 JPY 2021-02-17 460.52000000 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 N/A 82.00000000 NC USD 14760.00000000 0.003035238878 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Call Purchased INTEL CORPORATION INTC Call 55 Apr 2021 8200.00000000 55.00000000 USD 2021-04-19 XXXX 2613.13000000 N N N 1011778 B.C. UNLIMITED LIABILITY COMPANY 549300RHSHNRWI5LLA86 68245XAC3 256000.00000000 PA USD 261120.00000000 0.053696583731 Long DBT NUSS CA Y 2 2024-05-15 Fixed 4.25000000 N N N N N N BRK: MORGAN STANLEY N/A N/A 5329.00000000 NC 38531.69000000 0.007923637095 N/A DE FR N 2 BRK: MORGAN STANLEY N/A Y 2021-11-01 0.00000000 EUR 0.00000000 EUR -87718.17820000 EUR 38531.69000000 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 26888.36000000 0.005529308647 N/A DFE IL N 2 STATE STREET BANK N/A 453789.87000000 USD 1542400.00000000 ILS 2021-01-20 26888.36000000 N N N VECTOR GROUP LTD. 549300TUIF4WWN6NDN50 92240MBF4 210000.00000000 PA USD 213521.70000000 0.043908493576 Long DBT CORP US Y 2 2025-02-01 Fixed 6.12500000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 16903.41000000 0.003476008618 N/A DFE CA N 2 WESTPAC BANKING CORP N/A 504003.54000000 USD 663500.00000000 CAD 2021-01-20 16903.41000000 N N N DIVERSIFIED HEALTHCARE TRUST N/A 25525PAA5 210000.00000000 PA USD 238589.40000000 0.049063402629 Long DBT CORP US N 2 2025-06-15 Fixed 9.75000000 N N N N N N MGM GROWTH PROPERTIES LLC 549300E2UGIBHWE12262 55303A105 70239.00000000 NS USD 2198480.70000000 0.452094450788 Long EC US N 1 N N N Tervita Corporation N/A 88159EAA1 230000.00000000 PA USD 247489.20000000 0.050893552965 Long DBT NUSS CA Y 2 2025-12-01 Fixed 11.00000000 N N N N N N 7GC & Holdings Co Inc N/A 81786A206 1094.00000000 NS USD 11541.70000000 0.002373429306 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2576.50000000 -0.00052983014 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 334600.00000000 EUR 407437.40000000 USD 2021-03-17 -2576.50000000 N N N BRK: CITIGROUP N/A CDS818839 -654000.00000000 NC USD -16253.92000000 -0.00334244782 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2022-12-20 0.00000000 USD -11026.35000000 USD -654000.00000000 USD -5227.57000000 N N N WESTERN GLOBAL AIRLINES LLC N/A 958278AA1 160000.00000000 PA USD 178400.00000000 0.036686085086 Long DBT CORP US Y 2 2025-08-15 Fixed 10.37500000 N N N N N N Burgundy Technology Acquisition Corp N/A G1702T116 24510.00000000 NS USD 255149.10000000 0.052468730898 Long EC US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 1390000.00000000 PA USD 1303125.00000000 0.267973960919 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -11563.93000000 -0.00237800067 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 825100.00000000 BRL 147228.86000000 USD 2021-02-02 -11563.93000000 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353108 -1759.00000000 NS USD -87932.41000000 -0.01808237598 Short EC US N 1 N N N Healthcare Services Acquisition Corp N/A 42227K203 1094.00000000 NS USD 11180.68000000 0.002299189337 Long EC US N 1 N N N ENLINK MIDSTREAM, LLC 54930000GY1H533OBE23 29336TAA8 395000.00000000 PA USD 384137.50000000 0.078993839741 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N NOBLE HOLDING INTERNATIONAL LIMITED 549300GNEZBJHMST9U32 65504LAP2 215000.00000000 PA USD 4085.00000000 0.000840037318 Long DBT NUSS US N 2 2024-01-15 Fixed 7.75000000 Y N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 1320000.00000000 PA USD 1515705.84000000 0.311688976524 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.62500000 N N N N N N Velodyne Lidar Inc 549300JQOKE3P3PB2T84 N/A 2.00000000 NC USD 152.00000000 0.000031257202 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased Velodyne Lidar Inc VLDR Put 15 Feb 2021 200.00000000 15.00000000 USD 2021-02-22 XXXX 11.32000000 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 74144T108 -3355.00000000 NS USD -507913.45000000 -0.10444706302 Short EC US N 1 N N N ENTERCOM MEDIA CORP. 549300S5JUSXRHNCHD80 124847AC8 390000.00000000 PA USD 389025.00000000 0.079998902750 Long DBT CORP US Y 2 2024-11-01 Fixed 7.25000000 N N N N N N BALLY'S CORPORATION 549300NS4D5IK406VT62 90171VAA3 60000.00000000 PA USD 64350.00000000 0.013232901206 Long DBT CORP US Y 2 2027-06-01 Fixed 6.75000000 N N N N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005N100 43876.00000000 NS USD 1564618.16000000 0.321747281083 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1146.36000000 -0.00023573688 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 249797400.00000000 KRW 228647.51000000 USD 2021-02-17 -1146.36000000 N N N ACCEL ENTERTAINMENT, INC. N/A 00436Q106 5449.00000000 NS USD 55034.90000000 0.011317348789 Long EC US N 1 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 532716AN7 5000.00000000 PA USD 5387.50000000 0.001107882754 Long DBT CORP US N 2 2037-07-15 Fixed 7.60000000 N N N N N N REPLAY ACQUISITION CORP. N/A G75130107 26124.00000000 NS USD 271689.60000000 0.055870110889 Long EC US N 1 N N N Palantir Technologies Inc 549300UVN46B3BBDHO85 69608A108 -27257.00000000 NS USD -641902.35000000 -0.13200047213 Short EC US N 1 N N N FG New America Acquisition Corp N/A 30259V106 10928.00000000 NS USD 111247.04000000 0.022876784613 Long EC US N 1 N N N Aspirational Consumer Lifestyle Corp N/A G05436129 1191.00000000 NS USD 12445.95000000 0.002559378815 Long EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 11371078.35000000 NS USD 11371078.35000000 2.338342757122 Long STIV RF US N 2 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EF8 40000.00000000 PA USD 42808.00000000 0.008803015304 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 13884.47000000 0.002855195335 N/A DFE IL N 2 STATE STREET BANK N/A 235835.10000000 USD 801300.00000000 ILS 2021-01-20 13884.47000000 N N N SABRA HEALTH CARE REIT, INC. 549300E3BC7GU7TAZ621 78573L106 127846.00000000 NS USD 2220685.02000000 0.456660535837 Long EC US N 1 N N N GENWORTH FINANCIAL, INC. 549300EMCG286BDNKJ33 37247D106 51946.00000000 NS USD 196355.88000000 0.040378523099 Long EC US N 1 N N N SWISS FRANC N/A N/A 1.00000000 NC 2221.24000000 0.000456774661 N/A DFE CH N 2 STATE STREET BANK N/A 561953.89000000 USD 497400.00000000 CHF 2021-03-17 2221.24000000 N N N PBF HOLDING COMPANY LLC 549300TILVIIV9FLL461 69318FAJ7 42000.00000000 PA USD 23992.50000000 0.004933805473 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N N/A N/A N/A -10.00000000 NC USD -1874400.00000000 -0.38545066079 N/A DE US N 1 J.B. BURKE & CO. N/A Short S&P 500 Future Mar 2021 N/A N/A 2021-03-22 -1826829.30000000 USD -47570.70000000 N N N BRK: JP MORGAN N/A N/A 32810450.00000000 NC 16394.66000000 0.003371389527 N/A DIR XX N 2 BRK: JP MORGAN N/A Y 2031-03-05 0.00000000 MXN 0.00000000 MXN -32810450.00000000 MXN 16394.66000000 N N N N/A N/A 701081507 158.00000000 NS USD 513.50000000 0.000105595878 Long EC US N 1 N N N RED ROCK RESORTS, INC. N/A 75700L108 39797.00000000 NS USD 996516.88000000 0.204923223372 Long EC US N 1 N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 N6596X109 5323.00000000 NS USD 846410.23000000 0.174055368361 Long EC US N 1 N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751BR1 25000.00000000 PA USD 23981.75000000 0.004931594848 Long DBT NUSS CA Y 2 2024-12-01 Fixed 7.50000000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CH3 20000.00000000 PA USD 22000.00000000 0.004524068788 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -14064.13000000 -0.00289214052 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 608300.00000000 CAD 463505.87000000 USD 2021-01-20 -14064.13000000 N N N LIBERTY LATIN AMERICA LTD. 213800YWQHEAX7CAVO83 53069QAB5 265000.00000000 PA USD 251811.73000000 0.051782435832 Long DBT CORP CL N 2 2024-07-15 Fixed 2.00000000 N N N N N N Intelsat (Luxembourg) S.A. 54930027UF5LR7S2XC75 458204AQ7 45000.00000000 PA USD 2025.00000000 0.000416419968 Long DBT NUSS LU N 2 2023-06-01 Fixed 8.12500000 Y N N N N N FG New America Acquisition Corp N/A 30259V114 21579.00000000 NC USD 31287.39000000 0.006433922935 N/A DE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A Call Purchased FG New America Acquisition Corp FG New America Acquisition Equity Warrants Exp 31 Aug 2027 21579.00000000 11.50000000 USD 2027-09-03 XXXX 11073.21000000 N N N WORKHORSE GROUP INC. 5493006JUAG258V8X854 98138J206 -19196.00000000 NS USD -379696.88000000 -0.07808067290 Short EC US N 1 N N N VIRTUSA CORPORATION C77OMXDER63WLJCSKT03 92827P102 15611.00000000 NS USD 798190.43000000 0.164139473262 Long EC US N 1 N N N ENLINK MIDSTREAM PARTNERS, LP 88CPW63VL7KHJWS0NY83 29336UAC1 148000.00000000 PA USD 118770.00000000 0.024423802274 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N WYNN LAS VEGAS, LLC 2549002X45DR4UI7NA62 983130AX3 60000.00000000 PA USD 61845.00000000 0.012717774283 Long DBT CORP US Y 2 2027-05-15 Fixed 5.25000000 N N N N N N EQM Midstream Partners, LP 549300NELT611CL6XM83 26885BAE0 203000.00000000 PA USD 211120.00000000 0.043414609211 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 -3277.00000000 NS USD -577407.40000000 -0.11873776348 Short EC US N 1 N N N Arconic Corporation N/A 03966VAB3 194000.00000000 PA USD 207095.00000000 0.042586910263 Long DBT CORP US Y 2 2025-05-15 Fixed 6.00000000 N N N N N N BANFF MERGER SUB INC. 549300DSDR5SWIGOZV63 05988LAA6 435000.00000000 PA USD 469865.25000000 0.096622850563 Long DBT CORP US Y 2 2026-09-01 Fixed 9.75000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EA9 205000.00000000 PA USD 240618.75000000 0.049480717129 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1079.22000000 -0.00022193025 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 206500.00000000 EUR 251962.83000000 USD 2021-03-17 -1079.22000000 N N N Holicity Inc N/A 435063110 2087.00000000 NC USD 2754.84000000 0.000566503893 N/A DE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A Call Purchased Holicity Inc Holicity Equity Warrant Exp 4th August 2027 2087.00000000 11.50000000 USD 2027-08-07 XXXX 246.27000000 N N N DISH DBS Corporation N/A 25470XAY1 125000.00000000 PA USD 140001.25000000 0.028789785704 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBG6 604000.00000000 PA USD 615959.20000000 0.126665535991 Long DBT NUSS MX N 2 2023-01-30 Fixed 3.50000000 N N N N N N BRK: MORGAN STANLEY N/A N/A 4578.00000000 NC 11515.68000000 0.002368078566 N/A DE NL N 2 BRK: MORGAN STANLEY N/A Y 2021-11-01 0.00000000 EUR 0.00000000 EUR -107327.35470000 EUR 11515.68000000 N N N EURO N/A N/A 1.00000000 NC 14331.65000000 0.002947153202 N/A DFE XX N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 2328727.47000000 USD 1912100.00000000 EUR 2021-03-17 14331.65000000 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 7384.29000000 0.001518501632 N/A DFE CN N 2 WESTPAC BANKING CORP N/A 466710.69000000 USD 3089600.00000000 CNY 2021-02-18 7384.29000000 N N N Landcadia Holdings III Inc N/A 51476H209 4269.00000000 NS USD 47684.73000000 0.009805863576 Long EC US N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 2773843.77000000 NS USD 2773843.77000000 0.570411819294 Long STIV RF US N 2 N N N BURGUNDY TECHNOLOGY ACQUISITION CORP WT N/A G1702T124 28006.00000000 NC USD 53211.40000000 0.010942365179 N/A DE US N 2 BARCLAYS CAPITAL (DMA) N/A Call Purchased N/A N/A 28006.00000000 11.50000000 USD 2025-10-08 XXXX 35980.83000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -94943.59000000 -0.01952415146 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 31970100.00000000 CNY 4810825.45000000 USD 2021-02-18 -94943.59000000 N N N VALARIS DIP N/A N/A 48693.97000000 PA USD 48207.03000000 0.009913269082 Long LON US N 3 2021-08-17 Floating 0.00000000 N N N N N N CARESTREAM HEALTH, INC. N/A 14173VAK9 100792.81990000 PA USD 80634.26000000 0.016581588134 Long LON US N 2 2021-06-07 Floating 10.50000120 N N N N N N DIGICEL LIMITED N/A 25380QAH2 160000.00000000 PA USD 123801.60000000 0.025458497933 Long DBT NUSS JM Y 2 2023-03-01 Fixed 6.75000000 N N N N N N TENCENT MUSIC ENTERTAINMENT GROUP 213800XTZK2GOHQTYK41 88034P109 18424.00000000 NS USD 354477.76000000 0.072894625922 Long EC US N 1 N N N WINNEBAGO INDUSTRIES, INC. 549300B7OYKYJLTE3G11 974637AC4 764000.00000000 PA USD 821300.00000000 0.168891713460 Long DBT CORP US Y 2 2028-07-15 Fixed 6.25000000 N N N N N N OLD REPUBLIC INTERNATIONAL CORPORATION N/A 680223104 71499.00000000 NS USD 1409245.29000000 0.289796483275 Long EC US N 1 N N N TRANSOCEAN INC. DOL4HJ22ADYSIWES4H94 893830AT6 290000.00000000 PA USD 97150.00000000 0.019977876491 Long DBT NUSS US N 2 2038-03-15 Fixed 6.80000000 N N N N N N SPLUNK INC. 549300XGDSGBP6UEI867 848637104 -2586.00000000 NS USD -439335.54000000 -0.09034473655 Short EC US N 1 N N N NORDSTROM, INC. 549300S3IZB5P35KNV16 655664AU4 50000.00000000 PA USD 56002.57000000 0.011516339955 Long DBT CORP US Y 2 2025-05-15 Fixed 8.75000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC 42508.20000000 0.008741364585 N/A DFE ZA N 2 DEUTSCHE BANK SECURITIES, INC. N/A 1454739.52000000 USD 22035666.93000000 ZAR 2021-01-15 42508.20000000 N N N TRILOGY INTERNATIONAL PARTNERS LLC VNDPJZHS0AEJT5JCKI12 89620JAC5 305000.00000000 PA USD 293943.75000000 0.060446442954 Long DBT CORP NZ Y 2 2022-05-01 Fixed 8.87500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDG4 223000.00000000 PA USD 244162.70000000 0.050209493201 Long DBT NUSS MX Y 2 2025-10-16 Fixed 6.87500000 N N N N N N TEGNA INC. 549300YC5EDBGX85AO10 87901J105 3327.00000000 NS USD 46411.65000000 0.009544068054 Long EC US N 1 N N N BOARDRIDERS, INC. N/A N/A 46173.60000000 PA USD 44788.39000000 0.009210261695 Long LON US N 3 2023-10-23 Floating 9.00000000 N N N N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 36168QAF1 91000.00000000 PA USD 96801.25000000 0.019906159719 Long DBT NUSS CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N Z Holdings Corporation 52990078MD2OL792YM35 N/A -92900.00000000 NS -561836.02000000 -0.11553567283 Short EC JP N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670702 -3116.00000000 NS USD -722506.92000000 -0.14857595483 Short EC US N 1 N N N WIX.COM LTD 5493008P6N29Q1AG9464 M98068105 -2993.00000000 NS USD -748130.28000000 -0.15384512952 Short EC US N 1 N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BE8 60000.00000000 PA USD 88500.00000000 0.018199094899 Long DBT CORP CA Y 2 2025-07-01 Fixed 4.00000000 N N N N N N CRESTWOOD EQUITY PARTNERS LP 549300CUY0F1TYDLDL45 226344307 16895.00000000 NS USD 126205.65000000 0.025952865550 Long EP US N 1 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 1060000.00000000 PA USD 1167060.00000000 0.239993623659 Long DBT NUSS ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DB0 170000.00000000 PA USD 7650.00000000 0.001573142101 Long DBT CORP US N 2 2026-10-01 Fixed 7.50000000 Y N N N N N ENLINK MIDSTREAM PARTNERS, LP 88CPW63VL7KHJWS0NY83 29336UAF4 85000.00000000 PA USD 82988.90000000 0.017065795104 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N VECTOR GROUP LTD. 549300TUIF4WWN6NDN50 92240MBJ6 225000.00000000 PA USD 242718.75000000 0.049912560059 Long DBT CORP US Y 2 2026-11-01 Fixed 10.50000000 N N N N N N J.C. PENNEY CORPORATION, INC. N/A N/A 282861.92000000 PA USD 309261.42000000 0.063596360807 Long LON US N 3 2021-04-01 Floating 14.00000040 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 8925.00000000 NS USD 1359634.50000000 0.279594545701 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040H105 11612.00000000 NS USD 1147846.20000000 0.236042507618 Long EC US N 1 N N N ANTERO MIDSTREAM PARTNERS LP 529900HFO1BDEIT4QU11 03690AAF3 20000.00000000 PA USD 19204.00000000 0.003949100773 Long DBT CORP US Y 2 2028-01-15 Fixed 5.75000000 N N N N N N THE FRESH MARKET, INC. 529900QM5ZSBEBR6CS58 35804HAA4 169000.00000000 PA USD 174070.00000000 0.035795666092 Long DBT CORP US Y 2 2023-05-01 Fixed 9.75000000 N N N N N N CHESAPEAKE ENERGY CORPORATION N/A 16516FAH2 143377.32000000 PA USD 119003.18000000 0.024471753290 Long LON US N 2 2024-06-24 Floating 9.00000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1062.32000000 -0.00021845494 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 104053.82000000 EUR 126443.70000000 USD 2021-03-17 -1062.32000000 N N N VENTURE CLO LIMITED N/A 92329YAS5 200000.00000000 PA USD 187100.60000000 0.038475272036 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 3.05687880 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DK8 10000.00000000 PA USD 8475.00000000 0.001742794681 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N DIAMOND RESORTS INTERNATIONAL, INC. 5493008MIJR7VMQP7U77 23422RAA0 250000.00000000 PA USD 250675.00000000 0.051548679254 Long DBT CORP US Y 2 2024-09-01 Fixed 10.75000000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AM1 250000.00000000 PA USD 262250.00000000 0.053928956355 Long DBT CORP US N 2 2026-04-01 Fixed 7.50000000 N N N N N N PINTEREST, INC. N/A 72352L106 22293.00000000 NS USD 1469108.70000000 0.302106764401 Long EC US N 1 N N N CARVANA CO. 5493003WEAK2PJ5WS063 146869102 -2007.00000000 NS USD -480756.78000000 -0.09886257924 Short EC US N 1 N N N REALPAGE, INC. 5493001RSFZX4122A604 75606N109 14703.00000000 NS USD 1282689.72000000 0.263771660354 Long EC US N 1 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 23297.30000000 0.004790844899 N/A DFE CA N 2 WESTPAC BANKING CORP N/A 568110.69000000 USD 753300.00000000 CAD 2021-01-20 23297.30000000 N N N AMERICAN AXLE & MANUFACTURING HOLDINGS, INC. N/A 024061103 -19551.00000000 NS USD -163055.34000000 -0.03353061702 Short EC US N 1 N N N Union Acquisition Corp II N/A G9402Q100 4377.00000000 NS USD 45520.80000000 0.009360874114 Long EC US N 1 N N N Demant A/S 213800RM6L9LN78BVA56 N/A -16968.00000000 NS -671077.64000000 -0.13800006390 Short EC DK N 1 N N N PVH CORP. 123WALMHY1GZXG2YDL90 693656100 -4097.00000000 NS USD -384667.33000000 -0.07910279371 Short EC US N 1 N N N GRAFTECH FINANCE INC. 1Z010BU876CF2HDBIN43 384311AA4 209000.00000000 PA USD 211351.25000000 0.043462163344 Long DBT CORP US Y 2 2028-12-15 Fixed 4.62500000 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 37.76000000 0.000007764947 N/A DFE GB N 2 BANK OF NEW YORK MELLON N/A 2936.44000000 USD 2175.20000000 GBP 2021-03-17 37.76000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -30268.26000000 -0.00622434956 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 958000.00000000 CAD 721847.57000000 USD 2021-01-20 -30268.26000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8363.12000000 -0.00171978773 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 395124600.00000000 KRW 355120.30000000 USD 2021-02-17 -8363.12000000 N N N Scion Tech Growth I N/A G31067120 14608.00000000 NS USD 151046.72000000 0.031061170526 Long EC US N 1 N N N CARESTREAM HEALTH, INC. N/A 14173VAN3 518267.67000000 PA USD 508550.15000000 0.104577993685 Long LON US N 2 2023-05-08 Floating 7.75000080 N N N N N N WARNER MUSIC GROUP CORP. N/A 934550203 -28242.00000000 NS USD -1072913.58000000 -0.22063340182 Short EC US N 1 N N N ARD Finance S.A. 6354006P6QPGGPVJW880 N/A 218000.00000000 PA 271508.74000000 0.055832918931 Long DBT NUSS LU N 2 2027-06-30 Fixed 5.00000000 N N Y N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 7981.00000000 NS USD 1124921.95000000 0.231328376530 Long EC US N 1 N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAA5 375000.00000000 PA USD 391170.00000000 0.080439999457 Long DBT CORP US Y 2 2024-11-15 Fixed 8.12500000 N N N N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 -1707.00000000 NS USD -445885.47000000 -0.09169166082 Short EC US N 1 N N N THE NEW YORK TIMES COMPANY 529900J1WEMMIW7BOH57 650111107 -18278.00000000 NS USD -946252.06000000 -0.19458679140 Short EC US N 1 N N N SALEM MEDIA GROUP, INC. 549300CTHBTS2MIXZL54 794093AG9 395000.00000000 PA USD 359450.00000000 0.073917114822 Long DBT CORP US Y 2 2024-06-01 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7814.35000000 -0.00160693895 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 253300.00000000 CAD 191048.84000000 USD 2021-01-20 -7814.35000000 N N N FAST Acquisition Corp N/A 311875116 1524.00000000 NC USD 2651.91000000 0.000545337420 N/A DE US N 2 FAST ACQUISITION CORP WT N/A Call Purchased FAST Acquisition Corp FAST Acquisition Equity Warrants Exp 25th Aug 2027 1524.00000000 11.50000000 USD 2027-08-28 XXXX 1402.06000000 N N N Avianca Holdings S.A. 529900VB3L5MRBU13P27 N/A 53377.02000000 PA USD -800.66000000 -0.00016464731 Long LON US N 2 2021-11-10 Floating 0.00000000 N N N N N N Dragoneer Growth Opportunities Corp N/A G28302126 63901.00000000 NS USD 893974.99000000 0.183836561368 Long EC US N 1 N N N CENTURYLINK, INC. 8M3THTGWLTYZVE6BBY25 156700BD7 208000.00000000 PA USD 211640.00000000 0.043521541746 Long DBT CORP US Y 2 2029-01-15 Fixed 4.50000000 N N N N N N N/A N/A 530715AL5 227467.98000000 PA USD 174297.34000000 0.035842416174 Long DBT CORP US N 2 2030-02-15 Fixed 3.75000000 N N N N N N NAUTILUS, INC. 549300LLLHX2HF71YE90 63910B102 -14104.00000000 NS USD -255846.56000000 -0.05261215621 Short EC US N 1 N N N FORTUNE BRANDS HOME & SECURITY, INC. 54930032LHW54PQUJD44 34964C106 -4060.00000000 NS USD -348023.20000000 -0.07156731349 Short EC US N 1 N N N Atlas Crest Investment Corp N/A 049284201 11765.00000000 NS USD 124120.75000000 0.025524127777 Long EC US N 1 N N N LADDER CAPITAL FINANCE HOLDINGS LLLP N/A 505742AG1 35000.00000000 PA USD 34912.50000000 0.007179388708 Long DBT CORP US Y 2 2025-10-01 Fixed 5.25000000 N N N N N N SIMPSON MANUFACTURING CO., INC. 529900EJUNNL15LZ8056 829073105 -7645.00000000 NS USD -714425.25000000 -0.14691404433 Short EC US N 1 N N N CARPARTS.COM, INC. 5493005FSRX4Y7E7H678 14427M107 -20667.00000000 NS USD -256064.13000000 -0.05265689720 Short EC US N 1 N N N PARKER DRILLING COMPANY 5493003B4WZ1YZYFR583 701081606 4256.00000000 NS USD 13832.00000000 0.002844405431 Long EC US N 1 N N N PARSLEY ENERGY, LLC 549300QKXAJMQB5TEW86 701885AH8 817000.00000000 PA USD 894206.50000000 0.183884168966 Long DBT CORP US Y 2 2027-10-15 Fixed 5.62500000 N N N N N N ONEMAIN HOLDINGS, INC. 549300E3VEW8SMS5XW09 68268W103 2088.00000000 NS USD 100558.08000000 0.020678712326 Long EC US N 1 N N N RAIN CII CARBON LLC 5493002CIT11OW5J8846 75079RAC2 600000.00000000 PA USD 609000.00000000 0.125234449649 Long DBT CORP US Y 2 2025-04-01 Fixed 7.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10821.80000000 -0.00222538943 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 1414200.00000000 EUR 1722118.01000000 USD 2021-03-17 -10821.80000000 N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 35906AAQ1 85000.00000000 PA USD 41225.00000000 0.008477487991 Long DBT CORP US N 2 2025-01-15 Fixed 6.87500000 Y N N N N N ALEXION PHARMACEUTICALS, INC. M1YXUUZR0EIMU8T0EM75 015351109 828.00000000 NS USD 129366.72000000 0.026602906374 Long EC US N 1 N N N VTB Capital S.A. 529900Z143LRJYE8LK88 N/A 653000.00000000 PA USD 699237.62000000 0.143790867840 Long DBT NUSS RU N 2 2022-10-17 Fixed 6.95000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A TRBH4DMW9 13000.00000000 NC USD 36465.74000000 0.007498796190 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -1078560.24840000 USD 36465.74000000 N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 3379.37000000 0.000694931924 N/A DFE GB N 2 BANK OF NEW YORK MELLON N/A 149729.51000000 USD 111977.10000000 GBP 2021-03-17 3379.37000000 N N N INPHI CORPORATION 549300DCMERAAZFGT726 45772F107 3255.00000000 NS USD 522329.85000000 0.107411644171 Long EC US N 1 N N N N/A N/A N/A 172800.00000000 NC USD -15367.23000000 -0.00316010934 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 0.00000000 USD -1477.68000000 USD 172800.00000000 USD -13889.55000000 N N N Ascendant Digital Acquisition Corp N/A G05155109 8826.00000000 NS USD 90554.76000000 0.018621634699 Long EC US N 1 N N N WILLIAM HILL PLC 213800MDW41W5UZQIX82 N/A 200000.00000000 PA 302531.58000000 0.062212439939 Long DBT NUSS GB N 2 2026-05-01 Fixed 4.75000000 N N N N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138H101 -3992.00000000 NS USD -956523.12000000 -0.19669892694 Short EC US N 1 N N N BLUE RACER MIDSTREAM, LLC N/A 095796AE8 25000.00000000 PA USD 25187.50000000 0.005179544664 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N BED BATH & BEYOND INC. 529900ZBUWWUV7BKGX39 075896AB6 41000.00000000 PA USD 36487.13000000 0.007503194819 Long DBT CORP US N 2 2034-08-01 Fixed 4.91500000 N N N N N N Novo Banco, S.A. N/A N/A 20000.00000000 PA 21405.28000000 0.004401770870 Long DBT NUSS PT N 2 2043-01-02 Fixed 3.50000000 N N N N N N N/A N/A N/A 715.38000000 NS USD 55173.68000000 0.011345887438 Long EC US N 2 N N N MACY'S RETAIL HOLDINGS, LLC 549300JMONK27O4SQQ19 55616XAN7 65000.00000000 PA USD 64675.00000000 0.013299734041 Long DBT CORP US N 2 2021-01-15 Fixed 3.45000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -18456.15000000 -0.00379531328 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 345000.00000000 AUD 247785.90000000 USD 2021-01-20 -18456.15000000 N N N D8 Holdings Corp N/A G2614K128 33544.00000000 NC USD 35221.20000000 0.007242869619 N/A DE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A Call Purchased D8 Holdings Corp D8 Holdings Equity Warrants Exp 5 Aug 2027 33544.00000000 11.50000000 USD 2027-08-08 XXXX 10157.69000000 N N N CBAC BORROWER LLC N/A 14983GAG1 244922.19990000 PA USD 225450.89000000 0.046361606128 Long LON US N 2 2024-07-08 Floating 4.14550080 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153AY8 120000.00000000 PA USD 136545.60000000 0.028079167599 Long DBT NUSS US Y 2 2023-06-01 Fixed 10.87500000 N N N N N N INTERNATIONAL GAME TECHNOLOGY PLC 549300UQ6KHRCZDRGZ76 460599AB9 653000.00000000 PA USD 674215.97000000 0.138645428486 Long DBT NUSS US Y 2 2022-02-15 Fixed 6.25000000 N N N N N N PUERTO RICO COMWLTH N/A 74514LXB8 5000.00000000 PA USD 3581.25000000 0.000736446424 Long DBT MUN PR N 2 2032-07-01 Fixed 6.00000000 Y N N N N N CONCHO RESOURCES INC. SYHS7HRDXLL4I0IQ8776 3YS999DG7 69.00000000 NC USD 4830.00000000 0.000993238738 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased CONCHO RESOURCES INC. CXO Put 55 Jan 2021 6900.00000000 55.00000000 USD 2021-01-18 XXXX -4121.08000000 N N N N/A N/A 10Z993SY3 19.00000000 NC USD 101707.00000000 0.020914975649 N/A DE US N 1 WELLS FARGO BROKERAGE SERVICES, LLC N/A Put Purchased Put Option 3680 Jan 2021 on S&P 500 Index N/A N/A 1900.00000000 680.00000000 USD 2021-02-01 XXXX -10292.03000000 N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 G9420RAE6 185000.00000000 PA USD 10175.00000000 0.002092381814 Long DBT NUSS SA N 2 2044-01-15 Fixed 5.85000000 Y N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 32123.14000000 0.006605786139 N/A DFE CN N 2 WESTPAC BANKING CORP N/A 1267234.09000000 USD 8467700.00000000 CNY 2021-02-18 32123.14000000 N N N LANAI HOLDINGS II INC. N/A 51374RAB7 1123344.76990000 PA USD 1081691.15000000 0.222438416849 Long LON US N 2 2022-08-29 Floating 5.74999920 N N N N N N AMERICAN GAMING N/A 00124TAS6 129675.00000000 PA USD 136158.75000000 0.027999615962 Long LON US N 3 2024-02-15 Floating 14.00000040 N N N N N N PUERTO RICO COMWLTH N/A 74514LB71 325000.00000000 PA USD 237250.00000000 0.048787969095 Long DBT MUN PR N 2 2039-07-01 Fixed 5.50000000 Y N N N N N NUANCE COMMUNICATIONS, INC. AEMSOT3SS15TNMJCE605 67020Y100 13017.00000000 NS USD 573919.53000000 0.118020519676 Long EC US N 1 N N N ACE Convergence Acquisition Corp N/A G0083D120 20030.00000000 NS USD 204706.60000000 0.042095760904 Long EC US N 1 N N N LG CHEM LTD 988400IES4EIG7O06940 N/A 1116.00000000 NS 846528.58000000 0.174079705794 Long EC KR N 1 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 1706513.13000000 NS USD 1706513.13000000 0.350926490403 Long STIV RF US N 2 N N N N/A N/A N/A 25646.00000000 NS USD 26415.38000000 0.005432045281 Long EP US N 3 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX62 1070000.00000000 PA USD 1253804.60000000 0.257831738997 Long DBT NUSS EG Y 2 2050-05-29 Fixed 8.87500000 N N N N N N N/A N/A 530715AG6 217351.44000000 PA USD 166273.85000000 0.034192469779 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBC0 17380.00000000 PA USD 18596.60000000 0.003824195347 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAE3 42000.00000000 PA 34120.88000000 0.007016600374 Long DBT NUSS CA N 2 2025-12-15 Fixed 7.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6499.14000000 -0.00133647983 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 2223200.00000000 CNY 334647.92000000 USD 2021-02-18 -6499.14000000 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 -1728.00000000 NS USD -311886.72000000 -0.06413622616 Short EC US N 1 N N N THE MIDDLEBY CORPORATION JDFO86U9VQRBKW5KYA35 596278101 16986.00000000 NS USD 2189835.12000000 0.450316578123 Long EC US N 1 N N N BRK: JP MORGAN N/A N/A 31148130.00000000 NC 10542.39000000 0.002167931707 N/A DIR XX N 2 BRK: JP MORGAN N/A Y 2026-03-11 0.00000000 MXN 0.00000000 MXN -31148130.00000000 MXN 10542.39000000 N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AK7 433000.00000000 PA USD 459069.89000000 0.094402898234 Long DBT NUSS JO Y 2 2025-07-07 Fixed 4.95000000 N N N N N N MONITRONICS INTERNATIONAL N/A 60945HAB0 102657.95020000 PA USD 90544.31000000 0.018619485766 Long LON US N 3 2024-03-29 Floating 7.75000080 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GCX6 80000.00000000 PA USD 84800.00000000 0.017438228785 Long DBT CORP US Y 2 2027-02-01 Fixed 6.25000000 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454LAN0 38000.00000000 PA USD 30590.00000000 0.006290512011 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N Cumulus Media Inc 549300OW8SUYVNKSAC51 231082801 5075.00000000 NS USD 44254.00000000 0.009100370007 Long EC US N 1 N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 341000.00000000 PA USD 319885.28000000 0.065781045963 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N THE E.W. SCRIPPS COMPANY 549300U1OW41QPKYW028 811054AG0 1315000.00000000 PA USD 1342266.53000000 0.276023005201 Long DBT CORP US Y 2 2025-05-15 Fixed 5.12500000 N N N N N N MSG National 10/20 N/A N/A 310000.00000000 PA USD 311550.00000000 0.064066983232 Long LON US N 2 2049-12-31 Floating 6.99999840 N N N N N N ACE CONVERGENCE ACQUISITION CORP WT N/A G0083D104 11820.00000000 NC USD 16429.80000000 0.003378615699 N/A DE US N 2 BARCLAYS CAPITAL (DMA) N/A Call Purchased N/A N/A 11820.00000000 11.50000000 USD 2027-10-03 XXXX 4773.47000000 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 -1088.00000000 NS USD -469025.92000000 -0.09645025117 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5765.48000000 -0.00118561036 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 27832900.00000000 JPY 264015.20000000 USD 2021-02-17 -5765.48000000 N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AL1 148000.00000000 PA USD 154618.56000000 0.031795681883 Long DBT NUSS US Y 2 2031-02-15 Fixed 5.25000000 N N N N N N Sandbridge Acquisition Corp N/A 799793203 8226.00000000 NS USD 84727.80000000 0.017423381614 Long EC US N 1 N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. N/A 18453H106 7401.00000000 NS USD 12211.65000000 0.002511197482 Long EC US N 1 N N N ACON S2 Acquisition Corp N/A G00748122 3066.00000000 NS USD 32193.00000000 0.006620152114 Long EC US N 1 N N N ASHTON WOODS USA L.L.C. N/A 045086AK1 200000.00000000 PA USD 210500.00000000 0.043287112727 Long DBT CORP US Y 2 2028-01-15 Fixed 6.62500000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DCD5 50000.00000000 PA USD 55625.00000000 0.011438696653 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N LAREDO PETROLEUM, INC 549300X0PTWU2QSLSL14 516806AG1 160000.00000000 PA USD 136000.00000000 0.027966970693 Long DBT CORP US N 2 2028-01-15 Fixed 10.12500000 N N N N N N Ciig Merger Corp N/A N/A 27.00000000 NC USD 1485.00000000 0.000305374643 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased Ciig Merger Corp CIIC Put 17.5 Feb 2021 2700.00000000 17.50000000 USD 2021-02-22 XXXX -9.06000000 N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBA8 100000.00000000 PA USD 105182.00000000 0.021629572878 Long DBT NUSS US Y 2 2026-03-15 Fixed 5.87500000 N N N N N N ARCHES BUYER INC. N/A 039524AA1 236000.00000000 PA USD 238997.20000000 0.049147262413 Long DBT CORP US Y 2 2028-06-01 Fixed 4.25000000 N N N N N N Velodyne Lidar Inc 549300JQOKE3P3PB2T84 N/A 20.00000000 NC USD 3100.00000000 0.000637482420 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased Velodyne Lidar Inc VLDR Put 17.5 Feb 2021 2000.00000000 17.50000000 USD 2021-02-22 XXXX 74.80000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 10625000.00000000 PA 673259.23000000 0.138448684960 Long DBT NUSS US N 2 2021-01-14 Fixed 0.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3118.82000000 -0.00064135255 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 231800.00000000 CAD 178864.95000000 USD 2021-01-20 -3118.82000000 N N N AT HOME HOLDING III INC. N/A 046507AA7 209000.00000000 PA USD 226242.50000000 0.046524392405 Long DBT CORP US Y 2 2025-09-01 Fixed 8.75000000 N N N N N N JACK IN THE BOX INC. 5493002OJW26P0SUUP68 466367109 8345.00000000 NS USD 774416.00000000 0.159250511592 Long EC US N 1 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAN0 217000.00000000 PA USD 226005.50000000 0.046475655846 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N ALLIANCE DATA SYSTEMS CORPORATION 549300G8S4PO686J7H97 018581108 15783.00000000 NS USD 1169520.30000000 0.240499558497 Long EC US N 1 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAR0 300000.00000000 PA USD 327435.00000000 0.067333566537 Long DBT NUSS SA Y 2 2055-01-21 Fixed 3.75000000 N N N N N N BRK: MORGAN STANLEY N/A N/A 16413.00000000 NC 4511.03000000 0.000927645910 N/A DE GB N 2 BRK: MORGAN STANLEY N/A Y 2022-12-21 0.00000000 GBP 0.00000000 GBP -60218.22750000 GBP 4511.03000000 N N N Switchback Energy Acquisition Corp N/A N/A 33.00000000 NC USD 2706.00000000 0.000556460461 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased Switchback Energy Acquisition Corp SBE Put 20 Feb 2021 3300.00000000 20.00000000 USD 2021-02-22 XXXX -768.23000000 N N N GUITAR CENTER, INC. N/A 402040AN9 10000.00000000 PA USD 10000.00000000 0.002056394903 Long DBT CORP US Y 3 2022-05-15 Fixed 10.00000000 Y N N N N N POLYMER ADDITIVES, INC N/A 73175EAC9 590158.40990000 PA USD 489241.32000000 0.100607335724 Long LON US N 2 2025-07-31 Floating 6.21438120 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 53.99000000 0.000011102476 N/A DFE GB N 2 BANK OF NEW YORK MELLON N/A 2467.20000000 USD 1843.89000000 GBP 2021-03-17 53.99000000 N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751BT7 115000.00000000 PA USD 105735.60000000 0.021743414900 Long DBT NUSS CA Y 2 2027-04-15 Fixed 7.87500000 N N N N N N ARDAGH PACKAGING FINANCE PLC 6354001JXMLKNZDZR978 03969AAL4 147000.00000000 PA USD 152328.75000000 0.031324806522 Long DBT NUSS US Y 2 2025-02-15 Fixed 6.00000000 N N N N N N CENTURY CASINOS, INC TL N/A N/A 186139.00000000 PA USD 167990.45000000 0.034545470529 Long LON US N 2 2026-12-07 Floating 6.64999920 N N N N N N TWIN RIVER WORLDWIDE HOLDINGS, INC. N/A 90171XAD3 250629.09000000 PA USD 266919.98000000 0.054889288663 Long LON US N 3 2026-05-11 Floating 9.00000000 N N N N N N E.Merge Technology Acquisition Corp N/A 26873Y104 48800.00000000 NS USD 499224.00000000 0.102660168952 Long EC US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 122000.00000000 PA USD 128405.00000000 0.026405138764 Long DBT NUSS FR Y 2 2026-05-01 Fixed 7.37500000 N N N N N N MDGH ? GMTN B.V. 213800L53ZH5KG593W13 N/A 200000.00000000 PA USD 240000.00000000 0.049353477694 Long DBT NUSS AE N 2 2028-11-07 Fixed 4.50000000 N N N N N N LIFESCAN GLOBAL CORPORATION N/A 53227PAC4 952906.91000000 PA USD 905261.56000000 0.186157525871 Long LON US N 2 2024-10-01 Floating 6.23387880 N N N N N N SINCLAIR TELEVISION GROUP, INC. 549300CQGEN0CH65UD62 829259BA7 789000.00000000 PA USD 807328.47000000 0.166018615151 Long DBT CORP US Y 2 2030-12-01 Fixed 4.12500000 N N N N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 80000.00000000 PA USD 85062.19000000 0.017492145403 Long DBT CORP US N 2 2026-12-15 Fixed 1.75000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZX4 45000.00000000 PA USD 47275.65000000 0.009721740574 Long DBT CORP US N 2 2024-11-01 Fixed 4.06300000 N N N N N N BRK: DEUTSCHE BANK N/A N/A 10613000000.00000000 NC USD 79007.46000000 0.016247053811 N/A DE US N 2 BRK: DEUTSCHE BANK N/A Y 2032-06-15 0.00000000 USD 0.00000000 USD -784006.95760000 USD 79007.46000000 N N N CIFC FUNDING LTD N/A 12552FAL7 250000.00000000 PA USD 243354.25000000 0.050043243955 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 3.41775000 N N N N N N MERCADOLIBRE, INC. 549300DKPDN9M5S8GB14 58733R102 625.00000000 NS USD 1047012.50000000 0.215307116935 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 13010.00000000 NC -900.48000000 -0.00018517424 N/A DE CA N 2 BRK: MORGAN STANLEY N/A Y 2021-08-23 0.00000000 CAD 0.00000000 CAD -565911.31000000 CAD -900.48000000 N N N THL CREDIT WIND RIVER CLO LLC N/A 88432GAU1 250000.00000000 PA USD 243247.50000000 0.050021291939 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 2.83687920 N N N N N N BRK: CITIGROUP N/A CDS846486 1709000.00000000 NC USD 95036.52000000 0.019543261541 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2024-06-20 113982.31000000 USD 0.00000000 USD 1709000.00000000 USD -18945.79000000 N N N Baffinland Iron Mines Corporation N/A 056623AA9 715000.00000000 PA USD 773987.50000000 0.159162395071 Long DBT NUSS CA Y 2 2026-07-15 Fixed 8.75000000 N N N N N N Syniverse 3/18 2nd Lien Cov-Lite N/A N/A 139694.91000000 PA USD 90613.10000000 0.018633631707 Long LON US N 2 2024-03-11 Floating 10.00000080 N N N N N N N/A N/A N/A 834.00000000 NS USD 2502.00000000 0.000514510004 Long EC US N 2 N N N BRIGHT BIDCO B.V. N/A N1603LAD9 452739.51990000 PA USD 257966.45000000 0.053048089316 Long LON US N 2 2024-06-30 Floating 4.50000000 N N N N N N Fusion Acquisition Corp N/A 36118H105 10213.00000000 NS USD 115406.90000000 0.023732216103 Long EC US N 1 N N N HPX Corp N/A G32219100 5860.00000000 NS USD 58717.20000000 0.012074575085 Long EC US N 1 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 5287.82000000 0.001087384610 N/A DFE BR N 2 GOLDMAN, SACHS & CO. N/A 158893.65000000 USD 853100.00000000 BRL 2021-02-02 5287.82000000 N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 16792.00000000 NS USD 765547.28000000 0.157426752531 Long EC US N 1 N N N BRK: CITIGROUP N/A CDS823418 2938000.00000000 NC USD -54716.24000000 -0.01125181970 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2023-12-20 0.00000000 USD -18271.70000000 USD 2938000.00000000 USD -36444.54000000 N N N NHN KCP Corp. N/A N/A 12037.00000000 NS 759030.19000000 0.156086581465 Long EC KR N 1 N N N CENGAGE LEARNING INC. N/A 15134NAE6 238823.77000000 PA USD 228537.63000000 0.046996361769 Long LON US N 2 2023-06-07 Floating 5.24999880 N N N N N N GENWORTH FINANCIAL, INC. 549300EMCG286BDNKJ33 40S999AV0 158.00000000 NC USD 158.00000000 0.000032491039 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Call Purchased GENWORTH FINANCIAL, INC. GNW Call 4 Dec 2020 15800.00000000 4.00000000 USD 2021-01-03 XXXX -3324.50000000 N N N CC Neuberger Principal Holdings II N/A G3166T129 85.00000000 NS USD 845.75000000 0.000173919599 Long EC US N 1 N N N SPENCER SPIRIT IH LLC N/A 84823UAB8 215283.51000000 PA USD 213399.78000000 0.043883422009 Long LON US N 2 2026-06-19 Floating 6.14800080 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 263.00000000 NS USD 856572.59000000 0.176145150892 Long EC US N 1 N N N SPX 20210115 C 3720 N/A 99C395AX0 -8416.00000000 NC USD -611769.67000000 -0.12580400317 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Call Written N/A N/A N/A -8416.00000000 720.00000000 USD 2021-01-15 XXXX -436527.51000000 N N N BWX TECHNOLOGIES, INC. 549300NP85N265KWMS58 05605H100 10066.00000000 NS USD 606778.48000000 0.124777617409 Long EC US N 1 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 600000.00000000 PA USD 830250.00000000 0.170732186899 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N REFINITIV US HOLDINGS INC. 549300NF240HXJO7N016 31740LAA1 267000.00000000 PA USD 285022.50000000 0.058611881650 Long DBT CORP US Y 2 2026-05-15 Fixed 6.25000000 N N N N N N PARTS EUROPE S.A. 969500DL3O9K7T2M4M15 N/A 395000.00000000 PA 502975.08000000 0.103431539131 Long DBT NUSS FR N 2 2025-07-16 Fixed 6.50000000 N N N N N N PUERTO RICO COMWLTH N/A 74514LWX1 5000.00000000 PA USD 3725.00000000 0.000766007101 Long DBT MUN PR N 2 2040-07-01 Fixed 6.50000000 Y N N N N N Merger Fund; Institutional Class Shares N/A 589509207 2877796.14600000 NS USD 49929763.13000000 10.26753104553 Long EC US N 1 N N N EURO N/A N/A 1.00000000 NC -158.25000000 -0.00003254244 N/A DFE XX N 2 BANK OF NEW YORK MELLON N/A 128091.88000000 USD 104402.78000000 EUR 2021-03-17 -158.25000000 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 N/A 89.00000000 NC USD 267.00000000 0.000054905743 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased ADVANCED MICRO DEVICES, INC. AMD Put 55 Jan 2021 8900.00000000 55.00000000 USD 2021-01-18 XXXX -1805.43000000 N N N CVR PARTNERS, LP 529900LE0OS06MYQRP11 126633205 2572.00000000 NS USD 41203.44000000 0.008473054404 Long EC US N 1 N N N MARVELL TECHNOLOGY GROUP LTD. 8DF36O58U3QIHUCGZB18 50Z999EJ4 66.00000000 NC USD 5082.00000000 0.001045059890 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Call Purchased MARVELL TECHNOLOGY GROUP LTD. MRVL Call 55 Feb 2021 6600.00000000 55.00000000 USD 2021-02-22 XXXX -1177.16000000 N N N BRK: MORGAN STANLEY N/A N/A 203897.38780000 NC -83616.37000000 -0.01719482771 N/A DE NL N 2 BRK: MORGAN STANLEY N/A Y 2021-11-01 0.00000000 EUR 0.00000000 EUR -18570.00000000 EUR -83616.37000000 N N N INTELSAT JACKSON HOLDINGS S.A. 8XJ8KF85PBKK1TLMFN29 45824TAY1 90000.00000000 PA USD 64800.00000000 0.013325438977 Long DBT NUSS LU Y 2 2025-07-15 Fixed 9.75000000 Y N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 20V99V388 54.00000000 NC USD 864.00000000 0.000177672519 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased DUPONT DE NEMOURS, INC. DD Put 60 Jan 2021 5400.00000000 60.00000000 USD 2021-01-18 XXXX -5568.25000000 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 784.51000000 0.000161326236 N/A DFE CA N 2 WESTPAC BANKING CORP N/A 19235.27000000 USD 25500.00000000 CAD 2021-01-20 784.51000000 N N N TeamViewer AG 3912000FZ0R0KEK9JS42 N/A -17841.00000000 NS -956785.27000000 -0.19675283533 Short EC DE N 1 N N N Tervita Corporation N/A 88159EAA1 84000.00000000 PA USD 90387.36000000 0.018587210648 Long DBT NUSS CA Y 2 2025-12-01 Fixed 11.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAK6 405000.00000000 PA USD 487417.50000000 0.100232286309 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N ICBC STANDARD BANK PLC F01VVKN4DRF2NWKGQ283 85312EDE0 22920954.00000000 PA 1429934.05000000 0.294050909338 Long DBT NUSS GB N 2 2021-03-04 Fixed 0.00000000 N N N N N N PAPA JOHN'S INTERNATIONAL, INC. HZYLD3DK5XOX0WBVNB56 698813102 -4140.00000000 NS USD -351279.00000000 -0.07223683454 Short EC US N 1 N N N CRESTWOOD MIDSTREAM PARTNERS LP 549300VJQPPSEJPBNA66 226373AP3 285000.00000000 PA USD 289987.50000000 0.059632881720 Long DBT CORP US N 2 2025-04-01 Fixed 5.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 19.00000000 NC USD 361.00000000 0.000074235856 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased MORGAN STANLEY MS Put 60 Jan 2021 1900.00000000 60.00000000 USD 2021-01-18 XXXX -2767.65000000 N N N Alussa Energy Acquisition Corp N/A G0232J101 10365.00000000 NS USD 104271.90000000 0.021442420378 Long EC US N 1 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BK2 148000.00000000 PA USD 163584.40000000 0.033639412652 Long DBT CORP US Y 2 2025-12-15 Fixed 8.00000000 N N N N N N NGL ENERGY PARTNERS LP 5299005YSRP46BE8Z459 62913TAM4 90000.00000000 PA USD 57037.50000000 0.011729162433 Long DBT CORP US N 2 2025-03-01 Fixed 6.12500000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -3411.26000000 -0.00070148976 N/A DFE PA N 2 BARCLAYS CAPITAL (DMA) N/A 302680.94000000 USD 1113700.00000000 PLN 2021-03-17 -3411.26000000 N N N INSTALLED BUILDING PRODUCTS, INC. 549300I95Y9P9YM5FI86 45780RAA9 196000.00000000 PA USD 208740.00000000 0.042925187224 Long DBT CORP US Y 2 2028-02-01 Fixed 5.75000000 N N N N N N LENDINGTREE, INC. 549300ISY5YHUJZTON08 52603B107 5576.00000000 NS USD 1526653.04000000 0.313940153153 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12812.62000000 -0.00263478064 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 1674800.00000000 EUR 2039462.58000000 USD 2021-03-17 -12812.62000000 N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 36168QAJ3 364000.00000000 PA USD 377650.00000000 0.077659753547 Long DBT NUSS CA Y 2 2025-06-01 Fixed 4.25000000 N N N N N N AYR Strategies Inc 549300UX1QHS12D4DZ65 00249N209 3955.00000000 NS 93907.97000000 0.019311187094 Long EC CA N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123101 -4221.00000000 NS USD -768306.42000000 -0.15799414067 Short EC US N 1 N N N BCE Inc. 5493001I9203PRB5KR45 05534B760 -18970.00000000 NS -810468.68000000 -0.16666436633 Short EC CA N 1 N N N Endo Designated Activity Company N/A 29273DAB6 114000.00000000 PA USD 127252.50000000 0.026168139251 Long DBT NUSS US Y 2 2027-07-31 Fixed 9.50000000 N N N N N N BAUSCH HEALTH AMERICAS, INC. KOO0397YRO83WY5MGD97 91911XAW4 547000.00000000 PA USD 608356.99000000 0.125102221401 Long DBT CORP US Y 2 2027-01-31 Fixed 8.50000000 N N N N N N UNITI GROUP INC. 549300V3NU625PJUVA84 20341WAE5 50000.00000000 PA USD 50500.00000000 0.010384794264 Long DBT CORP US Y 2 2024-12-15 Fixed 7.12500000 N N N N N N Aon plc 635400FALWQYX5E6QC64 G0403H108 -26112.00000000 NS USD -5516682.24000000 -1.13444772449 Short EC US N 1 N N N Lionheart Acquisition Corporation II N/A 53625R203 3004.00000000 NS USD 31271.64000000 0.006430684113 Long EC US N 1 N N N RINGCENTRAL, INC. 549300C8EH0H1614VE84 76680R206 2823.00000000 NS USD 1069832.31000000 0.219999771035 Long EC US N 1 N N N ENPHASE ENERGY, INC. 5493008U7KIGMI59Z314 29355A107 -1360.00000000 NS USD -238639.20000000 -0.04907364347 Short EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 145000.00000000 PA USD 163198.95000000 0.033560148910 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N D8 Holdings Corp N/A G2614K110 64030.00000000 NS USD 650544.80000000 0.133777701150 Long EC US N 1 N N N ANAPLAN, INC. N/A 03272L108 -5880.00000000 NS USD -422478.00000000 -0.08687816062 Short EC US N 1 N N N JOHN MENZIES PLC 5493008LNN1X4R79PJ89 N/A 8438.00000000 NS 30277.42000000 0.006226233219 Long EC GB N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 10767.16000000 0.002214153295 N/A DFE US N 2 BANK OF AMERICA N/A 86661301.31000000 RUB 1172802.40000000 USD 2021-03-17 10767.16000000 N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 426281101 -3506.00000000 NS USD -567936.94000000 -0.11679026291 Short EC US N 1 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 39511.01000000 0.008125023961 N/A DFE CN N 2 WESTPAC BANKING CORP N/A 1754365.22000000 USD 11690400.00000000 CNY 2021-02-18 39511.01000000 N N N Akumin Inc. N/A 01021FAA7 185000.00000000 PA USD 194250.00000000 0.039945471008 Long DBT NUSS US Y 2 2025-11-01 Fixed 7.00000000 N N N N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 78440X101 37969.00000000 NS USD 2262193.02000000 0.465196219805 Long EC US N 1 N N N N/A N/A 402040AL3 763240.00000000 PA USD 70981.32000000 0.014596562472 Long DBT CORP US N 2 2022-04-15 Fixed 13.00000000 Y N N N N N NATIONSTAR MORTGAGE HOLDINGS INC. N/A 63861CAD1 84000.00000000 PA USD 87798.48000000 0.018054834684 Long DBT CORP US Y 2 2030-12-15 Fixed 5.12500000 N N N N N N A. O. SMITH CORPORATION 549300XG4US7UJNECY36 831865209 -6817.00000000 NS USD -373707.94000000 -0.07684911033 Short EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 -17251.00000000 NS USD -834085.85000000 -0.17152098913 Short EC US N 1 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 527467.87880000 NC USD -22234.33000000 -0.00457225629 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -4541.00000000 USD -22234.33000000 N N N BAUSCH HEALTH AMERICAS, INC. KOO0397YRO83WY5MGD97 91911XAV6 61000.00000000 PA USD 68015.00000000 0.013986569939 Long DBT CORP US Y 2 2026-04-01 Fixed 9.25000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CZ1 506000.00000000 PA USD 545837.38000000 0.112245720661 Long DBT NUSS TR N 2 2025-10-14 Fixed 6.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 166.91000000 0.000034323287 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 99590.53000000 CAD 78370.16000000 USD 2021-03-17 166.91000000 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 11183.00000000 NS USD 2510136.18000000 0.516183124874 Long EC US N 1 N N N RH 5493008MTS3OGGMHGK69 74967X103 -1117.00000000 NS USD -499879.84000000 -0.10279503555 Short EC US N 1 N N N AMERICAN TIRE DISTRIBUTORS, INC. N/A 03021BAE4 496043.30000000 PA USD 471489.15000000 0.096956788532 Long LON US N 2 2024-09-02 Floating 8.49999960 N N N N N N DOUBLE EAGLE III MIDCO 1 LLC 549300FEYGKVZFALT135 25858GAA2 123000.00000000 PA USD 130426.74000000 0.026820888347 Long DBT CORP US Y 2 2025-12-15 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -51144.95000000 -0.01051742145 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 955800.00000000 AUD 686461.29000000 USD 2021-01-20 -51144.95000000 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 12610069.22000000 NS USD 12610069.22000000 2.593128208231 Long STIV RF US N 2 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 26161.16000000 0.005379767610 N/A DFE CN N 2 WESTPAC BANKING CORP N/A 1192758.28000000 USD 7943500.00000000 CNY 2021-02-18 26161.16000000 N N N N/A N/A N/A 480000.00000000 NC USD -42686.75000000 -0.00877808151 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 0.00000000 USD -3160.59000000 USD 480000.00000000 USD -39526.16000000 N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 N/A 37582.00000000 NS 1127384.87000000 0.231834850144 Long EC HK N 1 N N N SNAP INC. 549300JNC0L6VP8A2Q35 83304A106 -7521.00000000 NS USD -376576.47000000 -0.07743899338 Short EC US N 1 N N N BRK: HSBC N/A N/A 2385125.00000000 NC -3443.73000000 -0.00070816688 N/A DIR XX N 2 BRK: HSBC N/A Y 2031-03-17 0.00000000 PLN 0.00000000 PLN -2385125.00000000 PLN -3443.73000000 N N N 1236904 B.C. LTD. N/A C6902AAC4 262237.31000000 PA USD 251913.03000000 0.051803267112 Long LON US N 2 2027-03-04 Floating 5.64549840 N N N N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 -26055.00000000 NS USD -768101.40000000 -0.15795198046 Short EC US N 1 N N N Tailwind Acquisition Corp N/A 87403Q110 19812.00000000 NC USD 27736.80000000 0.005703781417 N/A DE US N 2 TAILWIND ACQUISITION CORP WT N/A Call Purchased Tailwind Acquisition Corp Tailwind Acquisition Equity Warrants Exp 7th Sept 2027 19812.00000000 11.50000000 USD 2027-09-10 XXXX 7717.41000000 N N N HIG Acquisition Corp N/A G44898115 10338.00000000 NS USD 107825.34000000 0.022173147969 Long EC US N 1 N N N GOLDEN ENTERTAINMENT, INC. 549300P8YYCKQVJ0Y638 381013AA9 130000.00000000 PA USD 139587.50000000 0.028704702365 Long DBT CORP US Y 2 2026-04-15 Fixed 7.62500000 N N N N N N VARIAN MEDICAL SYSTEMS, INC. TK3LAKL7I0QNTCVWSY07 92220P105 6088.00000000 NS USD 1065460.88000000 0.219100832397 Long EC US N 1 N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AJ0 520000.00000000 PA USD 583050.00000000 0.119898104874 Long DBT CORP US N 2 2030-02-01 Fixed 8.25000000 N N N N N N Watford Holdings Ltd. 549300MO8DIJLRKMF459 G94787101 5959.00000000 NS USD 206181.40000000 0.042399038024 Long EC US N 1 N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAC5 240000.00000000 PA USD 275100.00000000 0.056571423807 Long DBT CORP US Y 2 2027-08-01 Fixed 9.75000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HX1 100237.00000000 PA USD 43478.80000000 0.008940958274 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX39 200000.00000000 PA USD 219557.20000000 0.045149630720 Long DBT NUSS EG Y 2 2059-11-20 Fixed 8.15000000 N N N N N N E.Merge Technology Acquisition Corp N/A 26873Y112 12439.00000000 NC USD 18658.50000000 0.003836924431 N/A DE US N 2 E.MERGE TECHNOLOGY ACQUISITION CORP WT N/A Call Purchased E.Merge Technology Acquisition Corp E Merge Technology Acquisition Equity Warrant Exp 30 July 2025 12439.00000000 11.50000000 USD 2025-08-02 XXXX 7967.83000000 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 501797AW4 60000.00000000 PA USD 66750.00000000 0.013726435983 Long DBT CORP US Y 2 2030-10-01 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3385.24000000 -0.00069613902 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 331585.67000000 EUR 402934.95000000 USD 2021-03-17 -3385.24000000 N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 -6077.00000000 NS USD -847802.27000000 -0.17434162675 Short EC US N 1 N N N VAREX IMAGING CORPORATION 549300CWYWPVCT8E9W67 92214XAC0 225000.00000000 PA USD 239625.00000000 0.049276362885 Long DBT CORP US Y 2 2027-10-15 Fixed 7.87500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 -19028.00000000 NS USD -1117895.00000000 -0.22988335811 Short EC US N 1 N N N N/A N/A 48J999W15 19.00000000 NC USD 45258.00000000 0.009306832056 N/A DE US N 1 WELLS FARGO BROKERAGE SERVICES, LLC N/A Put Purchased Put Option 3480 Jan 2021 on S&P 500 Index N/A N/A 1900.00000000 480.00000000 USD 2021-02-01 XXXX -1323.27000000 N N N PUERTO RICO COMWLTH N/A 74514LA98 5000.00000000 PA USD 3662.50000000 0.000753154633 Long DBT MUN PR N 3 2026-07-01 Fixed 5.50000000 Y N N N N N JD.COM, INC. 549300HVTWB0GJZ16V92 47215P106 6977.00000000 NS USD 613278.30000000 0.126114237081 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A 28249H104 2325.00000000 NC USD 41869.93000000 0.008610111068 N/A DE US N 2 BRK: MORGAN STANLEY N/A Y 2022-12-16 0.00000000 USD 0.00000000 USD -264053.57140000 USD 41869.93000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAQ2 772000.00000000 PA USD 814429.12000000 0.167478789198 Long DBT NUSS SA Y 2 2032-02-03 Fixed 2.75000000 N N N N N N Aequi Acquisition Corp N/A 00775W201 19650.00000000 NS USD 198465.00000000 0.040812241461 Long EC US N 1 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AT2 130000.00000000 PA USD 141050.00000000 0.029005450120 Long DBT NUSS ZM Y 2 2027-10-15 Fixed 6.87500000 N N N N N N IG Acquisition Corp N/A 449534205 8852.00000000 NS USD 95601.60000000 0.019659464304 Long EC US N 1 N N N VISHAY INTERTECHNOLOGY, INC. 5493009O8F3QQJTCQR75 928298108 117470.00000000 NS USD 2432803.70000000 0.500280513096 Long EC US N 1 N N N Ciig Merger Corp N/A 12559C103 14579.00000000 NS USD 409961.48000000 0.084304269828 Long EC US N 1 N N N East Resources Acquisition Co N/A 274681105 26774.00000000 NS USD 271756.10000000 0.055883785915 Long EC US N 1 N N N LENNOX INTERNATIONAL INC. S7DWAC87RDMPBF77GJ92 526107107 -2390.00000000 NS USD -654788.30000000 -0.13465033232 Short EC US N 1 N N N BED BATH & BEYOND INC. 529900ZBUWWUV7BKGX39 075896AA8 61000.00000000 PA USD 60764.24000000 0.012495527347 Long DBT CORP US N 2 2024-08-01 Fixed 3.74900000 N N N N N N SWISS FRANC N/A N/A 1.00000000 NC 355.50000000 0.000073104838 N/A DFE CH N 2 STATE STREET BANK N/A 89476.97000000 USD 79200.00000000 CHF 2021-03-17 355.50000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -715.13000000 -0.00014705896 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 149700.00000000 CHF 169081.85000000 USD 2021-03-17 -715.13000000 N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAC7 413000.00000000 PA USD 435244.18000000 0.089503391372 Long DBT NUSS CA Y 2 2025-12-15 Fixed 7.00000000 N N N N N N Churchill Capital IV Corp N/A 171439102 38624.00000000 NS USD 386626.24000000 0.079505622966 Long EC US N 1 N N N CNX RESOURCES CORPORATION 549300JK3KH8PWM3B226 12653CAF5 150000.00000000 PA USD 170307.71000000 0.035021990694 Long DBT CORP US Y 2 2026-05-01 Fixed 2.25000000 N N N N N N TRIUMPH GROUP, INC. 5493007L6S47Q14SL582 896818AL5 70000.00000000 PA USD 66675.00000000 0.013711013022 Long DBT CORP US N 2 2022-06-01 Fixed 5.25000000 N N N N N N TRANSOCEAN INC. DOL4HJ22ADYSIWES4H94 893830BQ1 80000.00000000 PA USD 57200.00000000 0.011762578850 Long DBT NUSS US Y 2 2027-01-30 Fixed 11.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1779.42000000 -0.00036591902 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 14460600.00000000 JPY 138385.30000000 USD 2021-02-17 -1779.42000000 N N N BRK: CITI N/A CDS842959 1273000.00000000 NC USD -21416.97000000 -0.00440417479 N/A DCR XX N 2 BRK: CITI N/A Y 2023-06-20 0.00000000 USD 0.00000000 USD 1273000.00000000 USD -21416.97000000 N N N SCVX Corp N/A G79448208 5296.00000000 NS USD 54548.80000000 0.011217387433 Long EC US N 1 N N N BRK: BARCLAYS N/A N/A 4843781.00000000 NC -21696.03000000 -0.00446156055 N/A DIR XX N 2 BRK: BARCLAYS N/A Y 2031-03-17 0.00000000 PLN 0.00000000 PLN -4843781.00000000 PLN -21696.03000000 N N N Property Solutions Acquisition Corp N/A 74348Q108 67715.00000000 NS USD 677150.00000000 0.139248780920 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 -477.00000000 NS USD -350552.07000000 -0.07208734903 Short EC US N 1 N N N BowX Acquisition Corp N/A 103085106 17583.00000000 NS USD 180401.58000000 0.037097688977 Long EC US N 1 N N N Nextgen Acquisition Corp N/A G65305107 33715.00000000 NS USD 339510.05000000 0.069816673665 Long EC US N 1 N N N ALASKA COMMUNICATIONS SYSTEMS GROUP, INC. 5493007NQ48764MYK786 01167P101 11667.00000000 NS USD 43051.23000000 0.008853032998 Long EC US N 1 N N N PRIME SECURITY SERVICES BORROWER, LLC 549300O6QPZVWXV2DC15 74166MAE6 105000.00000000 PA USD 112726.95000000 0.023181112551 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAA0 55000.00000000 PA USD 57321.00000000 0.011787461228 Long DBT CORP US Y 2 2026-09-01 Fixed 5.50000000 N N N N N N Broadstone Acquisition Corp N/A G1739V100 41648.00000000 NS USD 418562.40000000 0.086072958634 Long EC US N 1 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 501797AM6 80000.00000000 PA USD 89130.00000000 0.018328647778 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAG4 115000.00000000 PA USD 140875.00000000 0.028969463209 Long DBT CORP US N 2 2030-02-01 Fixed 8.75000000 N N N N N N CSTN MERGER SUB, INC. N/A 21925AAE5 675000.00000000 PA USD 594000.00000000 0.122149857293 Long DBT CORP US Y 2 2024-08-15 Fixed 6.75000000 N N N N N N ACE Convergence Acquisition Corp N/A G0083D112 7942.00000000 NS USD 86488.38000000 0.017785426388 Long EC US N 1 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 2788444.86000000 NC USD -35293.26000000 -0.00725768800 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -406.00000000 USD -35293.26000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1679.29000000 -0.00034532833 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 18002600.00000000 JPY 172817.57000000 USD 2021-02-17 -1679.29000000 N N N CALLON PETROLEUM COMPANY 549300EFOWPEB0WLZW21 144577AH6 86000.00000000 PA USD 54610.00000000 0.011229972570 Long DBT CORP US N 2 2023-04-15 Fixed 6.25000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 -16275.00000000 NS USD -2404305.75000000 -0.49442020918 Short EC US N 1 N N N ENDO PHARMACEUTICALS N/A L2968EAB8 119563.52990000 PA USD 117471.17000000 0.024156711534 Long LON LU N 2 2024-04-29 Floating 5.00000040 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 7672.79000000 0.001577828625 N/A DFE BR N 2 GOLDMAN, SACHS & CO. N/A 165072.83000000 USD 897600.00000000 BRL 2021-02-02 7672.79000000 N N N LAMAR ADVERTISING COMPANY 529900Y8WW4MKVPTB543 512816109 13536.00000000 NS USD 1126465.92000000 0.231645877734 Long EC US N 1 N N N CNX RESOURCES CORPORATION 549300JK3KH8PWM3B226 12653CAC2 140000.00000000 PA USD 149800.00000000 0.030804795660 Long DBT CORP US Y 2 2027-03-14 Fixed 7.25000000 N N N N N N NEXI SPA 5493000P70CQRQG8SN85 N/A 50762.00000000 NS 1014879.76000000 0.208699356657 Long EC IT N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3112.80000000 -0.00064011460 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 429100.00000000 EUR 522700.01000000 USD 2021-03-17 -3112.80000000 N N N TILRAY, INC. 549300Y4V60733TO1478 88688TAB6 88000.00000000 PA USD 73920.00000000 0.015200871129 Long DBT CORP CA N 2 2023-10-01 Fixed 5.00000000 N N N N N N CLEARWAY ENERGY, INC. 549300LHAZ9HA9G3XC48 18539C204 37504.00000000 NS USD 1197502.72000000 0.246253849086 Long EC US N 1 N N N Ciig Merger Corp N/A N/A 16.00000000 NC USD 640.00000000 0.000131609273 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased Ciig Merger Corp CIIC Put 22.5 Jan 2021 1600.00000000 22.50000000 USD 2021-01-18 XXXX -5.37000000 N N N iShares Russell 2000 ETF N/A 464287655 -15187.00000000 NS USD -2977563.22000000 -0.61230458317 Short EC RF US N 1 N N N Rakuten, Inc. 529900IMXUCQKUL1H943 N/A -77000.00000000 NS -741324.04000000 -0.15244549780 Short EC JP N 1 N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AA3 1810000.00000000 PA USD 1945750.00000000 0.400123038433 Long DBT NUSS PY N 2 2023-01-25 Fixed 4.62500000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556V106 128549.00000000 NS USD 2409008.26000000 0.495387230940 Long EC US N 1 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 20150.84000000 0.004143808468 N/A DFE CN N 2 WESTPAC BANKING CORP N/A 1023039.19000000 USD 6798300.00000000 CNY 2021-02-18 20150.84000000 N N N COOPER?S HAWK INTERMEDIATE HOLDING, LLC N/A 21686PAG6 94287.50000000 PA USD 90516.00000000 0.018613664112 Long LON US N 3 2026-10-31 Floating 6.64549920 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738108 14079.00000000 NS USD 1603034.94000000 0.329647288145 Long EC US N 1 N N N ASCENDANT DIGITAL ACQUISITION CORP WT N/A G05155117 7516.00000000 NC USD 12852.36000000 0.002642952760 N/A DE US N 2 ASCENDANT DIGITAL ACQUISITION CORP WT N/A Call Purchased N/A N/A 7516.00000000 11.50000000 USD 2026-01-03 XXXX 4191.25000000 N N N CCO HOLDINGS, LLC N/A 1248EPBT9 15000.00000000 PA USD 15917.85000000 0.003273338562 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N CSN Inova Ventures. 222100R8R68DM7VM3661 12642KAB0 350000.00000000 PA USD 378875.00000000 0.077911661922 Long DBT NUSS BR Y 2 2028-01-28 Fixed 6.75000000 N N N N N N SWISS FRANC N/A N/A 1.00000000 NC 631.71000000 0.000129904522 N/A DFE CH N 2 STATE STREET BANK N/A 157822.79000000 USD 139700.00000000 CHF 2021-03-17 631.71000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5431.68000000 -0.00111696790 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 101500.00000000 AUD 72897.50000000 USD 2021-01-20 -5431.68000000 N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 12900.76000000 0.002652905712 N/A DFE AU N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 212903.37000000 USD 292600.00000000 AUD 2021-01-20 12900.76000000 N N N TUTOR PERINI CORPORATION 549300FHXYVPW8LJ6D98 901109AF5 435000.00000000 PA USD 426300.00000000 0.087664114754 Long DBT CORP US Y 2 2025-05-01 Fixed 6.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -51003.65000000 -0.01048836459 N/A DFE US N 2 BANK OF AMERICA N/A 36814101213.25000000 IDR 2580910.07000000 USD 2021-03-17 -51003.65000000 N N N NATIONSTAR MORTGAGE HOLDINGS INC. N/A 63861CAC3 115000.00000000 PA USD 120750.00000000 0.024830968465 Long DBT CORP US Y 2 2028-08-15 Fixed 5.50000000 N N N N N N ADVANCED MICRO DEVICES N/A 007903107 10766.00000000 NS USD 987349.86000000 0.203038122050 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12996.47000000 -0.00267258746 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 908900.00000000 ILS 270255.89000000 USD 2021-01-20 -12996.47000000 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 -7998.00000000 NS USD -476680.80000000 -0.09802439679 Short EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 470.00000000 NS USD 1530757.10000000 0.314784109960 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CJ2 10000.00000000 PA USD 8714.65000000 0.001792076184 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636Q104 1694.00000000 NS USD 604656.36000000 0.124341225733 Long EC US N 1 N N N BRK: HSBC N/A N/A 13692698.00000000 NC 18701.96000000 0.003845861523 N/A DIR XX N 2 BRK: HSBC N/A Y 2026-03-17 0.00000000 CNY 0.00000000 CNY -13692698.00000000 CNY 18701.96000000 N N N BLUE RACER MIDSTREAM, LLC N/A 095796AH1 140000.00000000 PA USD 149100.00000000 0.030660848017 Long DBT CORP US Y 2 2025-12-15 Fixed 7.62500000 N N N N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 -1974.00000000 NS USD -602741.16000000 -0.12394738498 Short EC US N 1 N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22542D258 448.00000000 NS USD 11258.24000000 0.002315138736 Long EC RF US N 1 N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAB3 510000.00000000 PA USD 532950.00000000 0.109595566405 Long DBT CORP US Y 2 2025-04-15 Fixed 8.25000000 N N N N N N BRK: CITIGROUP N/A CDS846208 458000.00000000 NC USD -8529.62000000 -0.00175402671 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2023-12-20 2821.95000000 USD 0.00000000 USD 458000.00000000 USD -11351.57000000 N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470M109 47761.00000000 NS USD 1544590.74000000 0.317628852640 Long EC US N 1 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 131066000.00000000 PA 1913789.76000000 0.393550750967 Long DBT NUSS RU N 2 2024-07-17 Fixed 7.40000000 N N N N N N NEXTGEN ACQUISITION CORP WT N/A G65305123 8594.33330000 NC USD 12805.56000000 0.002633328832 N/A DE US N 2 NEXTGEN ACQUISITION CORP WT N/A Call Purchased N/A N/A 8594.33330000 11.50000000 USD 2026-01-03 XXXX 842.60000000 N N N SIJ, LLC N/A N/A 366198.50000000 PA USD 362536.52000000 0.074551825221 Long LON US N 3 2026-07-15 Floating 10.16666748 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -27735.44000000 -0.00570350174 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 5587900.00000000 CNY 829720.33000000 USD 2021-02-18 -27735.44000000 N N N Sciplay Corp 549300B8E2F1A3EW6869 809087109 3813.00000000 NS USD 52810.05000000 0.010859831769 Long EC US N 1 N N N GOLDEN NUGGET INC. N/A 51508PAG9 252506.78000000 PA USD 243234.73000000 0.050018665923 Long LON US N 2 2023-10-04 Floating 3.49999920 N N N N N N Churchill Capital Corp II N/A N/A 55.00000000 NC USD 2200.00000000 0.000452406878 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Call Purchased Churchill Capital Corp II CCX Call 10 Jan 2021 5500.00000000 10.00000000 USD 2021-01-18 XXXX -150.71000000 N N N CHUKCHANSI ECONOMIC DEVELOPMENT AUTHORITY 5493004YGQX08T1Y2F88 171276AK4 24851.23000000 PA USD 12922.64000000 0.002657405104 Long DBT CORP US Y 2 2020-05-30 Fixed 10.25000000 Y N N N N N AMERICAN AIRLINES GROUP INC. N/A 02376RAC6 234000.00000000 PA USD 210368.34000000 0.043260038232 Long DBT CORP US Y 2 2022-06-01 Fixed 5.00000000 N N N N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 36168QAM6 341000.00000000 PA USD 347180.63000000 0.071394047827 Long DBT NUSS CA Y 2 2028-09-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 20000.00000000 PA USD 20673.60000000 0.004251308568 Long DBT CORP US N 2 2022-01-07 Fixed 5.59600000 N N N N N N EURO N/A N/A 1.00000000 NC 463.97000000 0.000095410554 N/A DFE XX N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 75509.92000000 USD 62000.00000000 EUR 2021-03-17 463.97000000 N N N BLUE RACER MIDSTREAM, LLC N/A 095796AH1 127000.00000000 PA USD 135255.00000000 0.027813769273 Long DBT CORP US Y 2 2025-12-15 Fixed 7.62500000 N N N N N N BRK: MORGAN STANLEY N/A N/A 3006.00000000 NC 8262.13000000 0.001699020202 N/A DE FR N 2 BRK: MORGAN STANLEY N/A Y 2022-12-15 0.00000000 EUR 0.00000000 EUR -378316.05290000 EUR 8262.13000000 N N N SPDR S&P 500 ETF Trust N/A 78462F103 -8204.00000000 NS USD -3067311.52000000 -0.63076037785 Short EC RF US N 1 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBA8 84000.00000000 PA USD 84009.24000000 0.017275617301 Long DBT NUSS US Y 2 2029-07-15 Fixed 3.12500000 N N N N N N TERRIER MEDIA BUYER, INC. N/A 88146LAA1 330000.00000000 PA USD 363825.00000000 0.074816787592 Long DBT CORP US Y 2 2027-12-15 Fixed 8.87500000 N N N N N N N/A N/A N/A 7182.00000000 NS USD 0.01000000 0.000000002056 Long EC US N 3 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CA8 60000.00000000 PA USD 63300.00000000 0.013016979741 Long DBT CORP US N 2 2026-05-15 Fixed 7.25000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS, INC. 5493007X5NC5XI1BB106 12543DBA7 376000.00000000 PA USD 389160.00000000 0.080026664081 Long DBT CORP US Y 2 2024-06-30 Fixed 8.12500000 N N N N N N PG&E CORPORATION 8YQ2GSDWYZXO2EDN3511 69331C108 189566.00000000 NS USD 2361992.36000000 0.485718905224 Long EC US N 1 N N N MONITRONICS INTERNATIONAL, INC. N/A 609453105 9199.00000000 NS USD 87390.50000000 0.017970937885 Long EC US N 3 N N N Base Inc N/A N/A 15500.00000000 NS 1465252.55000000 0.301313787680 Long EC JP N 1 N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 73.81000000 0.000015178250 N/A DFE GB N 2 BANK OF NEW YORK MELLON N/A 2647.25000000 USD 1990.06000000 GBP 2021-03-17 73.81000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -42114.56000000 -0.00866041665 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 1369500.00000000 CAD 1033065.64000000 USD 2021-01-20 -42114.56000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -639.47000000 -0.00013150028 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 828600.00000000 BRL 158826.91000000 USD 2021-02-02 -639.47000000 N N N PUERTO RICO COMWLTH N/A 74514LC47 5000.00000000 PA USD 3600.00000000 0.000740302165 Long DBT MUN PR N 2 2020-07-01 Fixed 5.00000000 Y N N N N N NOBLE HOLDING INTERNATIONAL LIMITED 549300GNEZBJHMST9U32 65504LAL1 180000.00000000 PA USD 2610.00000000 0.000536719069 Long DBT NUSS US N 2 2045-04-01 Fixed 8.95000000 Y N N N N N SIGNET JEWELERS LIMITED 549300N3XPGE91WV7M22 G81276100 27878.00000000 NS USD 760233.06000000 0.156333939038 Long EC US N 1 N N N SCIENTIFIC GAMES INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80874YAW0 407000.00000000 PA USD 419979.23000000 0.086364314833 Long DBT CORP US Y 2 2025-10-15 Fixed 5.00000000 N N N N N N StoneCo Ltd. 549300O1A9LEF0XZCR35 G85158106 17589.00000000 NS USD 1476068.88000000 0.303538052269 Long EC US N 1 N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67573LAJ8 250000.00000000 PA USD 250005.00000000 0.051410900795 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 4.14450000 N N N N N N MAXIM INTEGRATED PRODUCTS, INC. SO0H5YEO14Y4PVKQH532 57772K101 23007.00000000 NS USD 2039570.55000000 0.419416248524 Long EC US N 1 N N N Foley Trasimene Acquisition Corp N/A 34431F104 6675.00000000 NS USD 74626.50000000 0.015346155429 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -38440.87000000 -0.00790496091 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 12870500.00000000 CNY 1936520.12000000 USD 2021-02-18 -38440.87000000 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EE1 70000.00000000 PA USD 72982.70000000 0.015008125235 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BE6 278000.00000000 PA USD 296070.00000000 0.060883683920 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N MCGRAW-HILL GLOBAL EDUCATION HOLDINGS, LLC 549300GFUEPUHPGB8P06 580638AC8 285000.00000000 PA USD 259350.00000000 0.053332601833 Long DBT CORP US Y 2 2024-05-15 Fixed 7.87500000 N N N N N N Avanti Acquisition Corp 549300N1STADABPJNC94 G0682V117 4611.00000000 NS USD 49983.24000000 0.010278528001 Long EC US N 1 N N N BowX Acquisition Corp N/A 103085114 6867.00000000 NC USD 12223.26000000 0.002513584957 N/A DE US N 2 BOWX ACQUISITION CORP WT N/A Call Purchased BowX Acquisition Corp BowX Acquisition Equity Warrant Exp 7th Aug 2027 6867.00000000 11.50000000 USD 2026-01-03 XXXX 5385.09000000 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730109 -2657.00000000 NS USD -254195.19000000 -0.05227256933 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20479.43000000 -0.00421137954 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 663700.00000000 CAD 500584.53000000 USD 2021-01-20 -20479.43000000 N N N MASHANTUCKET (WESTERN) PEQUOT TRIBE N/A 57475BAH4 567913.43000000 PA USD 553715.59000000 0.113865791750 Long LON US N 2 2021-01-31 Floating 8.37500040 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CE3 60000.00000000 PA USD 59943.00000000 0.012326647972 Long DBT CORP US N 2 2023-02-15 Fixed 2.70000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 65170.00000000 NS USD 1994853.70000000 0.410220698278 Long EC US N 1 N N N Prime Impact Acquisition I N/A G61074111 2595.00000000 NS USD 27532.95000000 0.005661861807 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -468.18000000 -0.00009627629 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 42605800.00000000 JPY 412504.30000000 USD 2021-02-17 -468.18000000 N N N JCPENNEY BORROWER LLC N/A N/A 381900.00000000 PA USD 381900.00000000 0.078533721381 Long LON US N 2 2025-12-07 Floating 0.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -13332.33000000 -0.00274165354 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 240200.00000000 AUD 172033.88000000 USD 2021-01-20 -13332.33000000 N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HAP6 291000.00000000 PA USD 276450.00000000 0.056849037119 Long DBT NUSS US Y 2 2024-12-15 Fixed 3.62500000 N N N N N N PLURALSIGHT, INC. 254900B3VHPCKNREOX50 72941B106 8111.00000000 NS USD 170006.56000000 0.034960062362 Long EC US N 1 N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AD9 715000.00000000 PA USD 700888.01000000 0.144130253199 Long DBT CORP US N 2 2023-01-13 Floating 2.07412920 N N N N N N MGIC INVESTMENT CORPORATION 254900S8483WM4M98R28 552848AB9 340000.00000000 PA USD 439450.00000000 0.090368274053 Long DBT CORP US Y 2 2063-04-01 Fixed 9.00000000 N N N N N N HIBBETT SPORTS, INC. 529900RD6P643J1CZM55 428567101 -10453.00000000 NS USD -482719.54000000 -0.09926620020 Short EC US N 1 N N N ENLINK MIDSTREAM, LLC 54930000GY1H533OBE23 29336TAC4 80000.00000000 PA USD 81616.00000000 0.016783472647 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N HPX Corp N/A G32219118 27275.00000000 NS USD 287751.25000000 0.059173020410 Long EC US N 1 N N N PRIDE INTERNATIONAL LLC N/A 74153QAJ1 50000.00000000 PA USD 3500.00000000 0.000719738216 Long DBT CORP US N 2 2040-08-15 Fixed 7.87500000 Y N N N N N Mudrick Capital Acquisition Corporation II N/A 62477L206 51998.00000000 NS USD 540779.20000000 0.111205559103 Long EC US N 1 N N N ANTERO MIDSTREAM PARTNERS LP 529900HFO1BDEIT4QU11 03690AAD8 80000.00000000 PA USD 78600.00000000 0.016163263944 Long DBT CORP US Y 2 2027-03-01 Fixed 5.75000000 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 N/A 100000.00000000 PA 121743.81000000 0.025035335047 Long DBT NUSS US N 2 2024-08-15 Fixed 3.50000000 N N N N N N BlueCrest B L+700 7/2/24 TL N/A N/A 210000.00000000 PA USD 200550.00000000 0.041240999798 Long LON US N 2 2024-07-02 Floating 0.00000000 N N N N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 28470RAH5 613000.00000000 PA USD 652845.00000000 0.134250713106 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. N/A 11133T103 -4607.00000000 NS USD -705792.40000000 -0.14513878945 Short EC US N 1 N N N Zanite Acquisition Corp N/A 98907K202 2435.00000000 NS USD 25616.20000000 0.005267702313 Long EC US N 1 N N N N/A N/A 08U999WJ7 -38.00000000 NC USD -125020.00000000 -0.02570904908 N/A DE US N 1 WELLS FARGO BROKERAGE SERVICES, LLC N/A Put Written Put Option 3580 Jan 2021 on S&P 500 Index N/A N/A -3800.00000000 580.00000000 USD 2021-02-01 XXXX 17861.30000000 N N N TS Innovation Acquisitions Corp N/A 87284T209 130.00000000 NS USD 1370.20000000 0.000281767229 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16985.22000000 -0.00349283198 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 920528300.00000000 KRW 829828.09000000 USD 2021-02-17 -16985.22000000 N N N DOCUSIGN, INC. 549300Q7PVDWRZ39JG09 256163106 5263.00000000 NS USD 1169964.90000000 0.240590985814 Long EC US N 1 N N N KRONOS ACQUISITION HOLDINGS INC. N/A 50106GAF9 63000.00000000 PA USD 65962.26000000 0.013564445531 Long DBT CORP CA Y 2 2027-12-31 Fixed 7.00000000 N N N N N N ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 02154CAE3 202000.00000000 PA USD 213170.60000000 0.043836293550 Long DBT NUSS LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N ZSCALER, INC. 529900MZ0RTK1BWRNF46 98980G102 -3279.00000000 NS USD -654849.09000000 -0.13466283315 Short EC US N 1 N N N CENVEO CORPORATION N/A N/A 390040.30000000 PA USD 362737.48000000 0.074593150533 Long LON US N 3 2023-06-07 Floating 10.50000120 N N N N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 35906AAW8 125000.00000000 PA USD 65000.00000000 0.013366566875 Long DBT CORP US N 2 2022-09-15 Fixed 10.50000000 Y N N N N N ARCBEST CORPORATION 5493006S3KBNE8ZS3J23 03937C105 -21202.00000000 NS USD -904689.34000000 -0.18603985484 Short EC US N 1 N N N Hudson Executive Investment Corp N/A 443761200 11699.00000000 NS USD 133368.60000000 0.027425850938 Long EC US N 1 N N N UNITI GROUP INC. 549300V3NU625PJUVA84 20341WAA3 170000.00000000 PA USD 173400.00000000 0.035657887634 Long DBT CORP US Y 2 2023-04-15 Fixed 6.00000000 N N N N N N COTY INC. 549300BO9IWPF3S48F93 222070203 331054.00000000 NS USD 2323999.08000000 0.477905986486 Long EC US N 1 N N N NIELSEN HOLDINGS PLC 549300ZVCBHQE0XHG367 G6518L108 52591.00000000 NS USD 1097574.17000000 0.225704592988 Long EC US N 1 N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DA2 55000.00000000 PA USD 2475.00000000 0.000508957738 Long DBT CORP US N 2 2024-10-01 Fixed 7.00000000 Y N N N N N Lions Gate Entertainment Corp. 5493000JSMHPHZURLM72 535919401 4689.00000000 NS USD 53313.93000000 0.010963449396 Long EC US N 1 N N N The Mattamy Corporation 5493008TNY7A82WCXU31 57701RAM4 500000.00000000 PA USD 530000.00000000 0.108988929908 Long DBT NUSS CA Y 2 2030-03-01 Fixed 4.62500000 N N N N N N BRK: MORGAN STANLEY N/A N/A 86401.00000000 NC -21.78000000 -0.00000447882 N/A DE GB N 2 BRK: MORGAN STANLEY N/A Y 2022-11-03 0.00000000 GBP 0.00000000 GBP -233385.04000000 GBP -21.78000000 N N N LD HOLDINGS GROUP LLC N/A 521088AA2 150000.00000000 PA USD 157875.00000000 0.032465334545 Long DBT CORP US Y 2 2025-11-01 Fixed 6.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CF0 120000.00000000 PA USD 104595.60000000 0.021508985881 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N RMG US 01/15/21 P20 N/A N/A 22.00000000 NC USD 4070.00000000 0.000836952725 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased N/A N/A 2200.00000000 20.00000000 USD 2021-01-18 XXXX 1525.57000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -55606.57000000 -0.01143490671 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 1804600.00000000 CAD 1361166.11000000 USD 2021-01-20 -55606.57000000 N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBD8 31502.00000000 PA USD 33627.12000000 0.006915063820 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N LAREDO PETROLEUM, INC 549300X0PTWU2QSLSL14 516806AF3 90000.00000000 PA USD 78750.00000000 0.016194109868 Long DBT CORP US N 2 2025-01-15 Fixed 9.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8400.96000000 -0.00172756913 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 222023.48000000 GBP 295176.89000000 USD 2021-03-17 -8400.96000000 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BC5 180000.00000000 PA USD 208209.60000000 0.042816116039 Long DBT NUSS US Y 2 2023-04-01 Fixed 11.50000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AE7 52000.00000000 PA USD 55644.90000000 0.011442788879 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AE8 100000.00000000 PA USD 103250.00000000 0.021232277383 Long DBT NUSS CA Y 2 2027-02-01 Fixed 7.12500000 N N N N N N AMC ENTERTAINMENT HOLDINGS, INC. N/A 00164DAQ6 176945.53960000 PA USD 113200.91000000 0.023278577444 Long LON US N 2 2026-04-22 Floating 3.22999920 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DC6 95000.00000000 PA USD 99174.30000000 0.020394152512 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N MONTES ARCHIMEDES ACQUISITION CORP WT N/A 612657114 27738.00000000 NC USD 39942.72000000 0.008213800585 N/A DE US N 2 MONTES ARCHIMEDES ACQUISITION CORP WT N/A Call Purchased N/A N/A 27738.00000000 11.50000000 USD 2026-01-03 XXXX 4972.50000000 N N N Eldorado Gold Corporation 5493004PWQ01YDD1IH62 284902AE3 129000.00000000 PA USD 142222.50000000 0.029246562422 Long DBT NUSS TR Y 2 2024-06-01 Fixed 9.50000000 N N N N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 21665.00000000 NS USD 2444461.95000000 0.502677909685 Long EC US N 1 N N N THE HOUSE OF HIS ROYAL MAJESTY THE CUSTOMER II HOHR NV 549300FAK0S1P2U98B26 N/A 205000.00000000 PA 253462.66000000 0.052121932236 Long DBT NUSS BE N 2 2027-01-15 Fixed 7.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5127.26000000 -0.00105436713 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 2811600.00000000 CNY 426309.00000000 USD 2021-02-18 -5127.26000000 N N N Digicel Group 0.5 Ltd N/A 25381YAD3 29649.00000000 PA USD 26535.86000000 0.005456820727 Long DBT NUSS JM N 2 2024-04-01 Fixed 10.00000000 N N N N N N JAPANESE YEN N/A N/A 1.00000000 NC 14332.81000000 0.002947391744 N/A DFE JP N 2 UBS WARBURG N/A 1203716.85000000 USD 125664500.00000000 JPY 2021-02-17 14332.81000000 N N N N/A N/A 184ESC9Q6 505000.00000000 PA USD 454.50000000 0.000093463148 Long DBT CORP US N 3 2022-09-15 Fixed 0.00000000 N N N N N N Omnichannel Acquisition Corp N/A 68218L207 520.00000000 NS USD 5356.00000000 0.001101405110 Long EC US N 1 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 1541.05000000 0.000316900736 N/A DFE CA N 2 WESTPAC BANKING CORP N/A 590573.52000000 USD 754200.00000000 CAD 2021-01-20 1541.05000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -814.62000000 -0.00016751804 N/A DFE US N 2 BARCLAYS CAPITAL INC. N/A 100000.00000000 CAD 77708.93000000 USD 2021-03-05 -814.62000000 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 3200.25000000 0.000658097779 N/A DFE IL N 2 STATE STREET BANK N/A 230532.03000000 USD 750000.00000000 ILS 2021-01-20 3200.25000000 N N N Kins Technology Group Inc. N/A 49714K208 30868.00000000 NS USD 317631.72000000 0.065317625033 Long EC US N 1 N N N FACTSET RESEARCH SYSTEMS INC. 549300ZSJE7NBK6K9P30 303075105 -1218.00000000 NS USD -404985.00000000 -0.08328090901 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1152.75000000 0.000237050922 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 417896100.00000000 KRW 385584.15000000 USD 2021-02-17 1152.75000000 N N N TWC Tech Holdings II Corp N/A 90117G204 3326.00000000 NS USD 35754.50000000 0.007352537159 Long EC US N 1 N N N PUERTO RICO COMWLTH N/A 74514LA64 30000.00000000 PA USD 21975.00000000 0.004518927801 Long DBT MUN PR N 3 2023-07-01 Fixed 5.25000000 Y N N N N N RITE AID CORPORATION 529900W353T1JY1DKT44 767754CL6 91000.00000000 PA USD 97370.00000000 0.020023117179 Long DBT CORP US Y 2 2026-11-15 Fixed 8.00000000 N N N N N N PELOTON INTERACTIVE, INC. 5493002YS021166W0339 70614W100 -6617.00000000 NS USD -1003931.24000000 -0.20644790858 Short EC US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78410G104 8853.00000000 NS USD 2497696.89000000 0.513625115617 Long EC US N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC 8416.32000000 0.001730727755 N/A DFE JP N 2 UBS WARBURG N/A 650177.36000000 USD 67946200.00000000 JPY 2021-02-17 8416.32000000 N N N TRIUMPH GROUP, INC. 5493007L6S47Q14SL582 896818AP6 290000.00000000 PA USD 264987.50000000 0.054491894460 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N MARVELL TECHNOLOGY GROUP LTD. 8DF36O58U3QIHUCGZB18 G5876H105 -7560.00000000 NS USD -359402.40000000 -0.07390732638 Short EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 N/A 130.00000000 NC USD 18720.00000000 0.003849571260 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Call Purchased INTEL CORPORATION INTC Call 55 Mar 2021 13000.00000000 55.00000000 USD 2021-03-22 XXXX 2716.43000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2524.60000000 -0.00051915745 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 419975300.00000000 KRW 383819.50000000 USD 2021-02-17 -2524.60000000 N N N MEREDITH CORPORATION 549300YC8BC386CCTS24 589433AB7 147000.00000000 PA USD 143325.00000000 0.029473279960 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N EAST VALLEY TOURIST DEVELOPMENT AUTHORITY N/A 27571VAD5 130636.81000000 PA USD 125411.34000000 0.025789524047 Long LON US N 3 2022-03-07 Floating 9.00000000 N N N N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 N/A 89.00000000 NC USD 445.00000000 0.000091509573 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased ADVANCED MICRO DEVICES, INC. AMD Put 65 Jan 2021 8900.00000000 65.00000000 USD 2021-01-18 XXXX -4564.43000000 N N N GO Acquisition Corp N/A 362019101 25404.00000000 NS USD 258866.76000000 0.053233228606 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17168.63000000 -0.00353054832 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 619780100.00000000 KRW 552980.10000000 USD 2021-02-17 -17168.63000000 N N N COGENT COMMUNICATIONS HOLDINGS, INC. N/A 19239V302 -9638.00000000 NS USD -577027.06000000 -0.11865955056 Short EC US N 1 N N N VERITAS US INC. 549300RFUWCPWS8FQ104 92346LAA1 300000.00000000 PA USD 304500.00000000 0.062617224824 Long DBT CORP US Y 2 2024-02-01 Fixed 10.50000000 N N N N N N Rmg Acquisition Corporation II N/A G76083115 1094.00000000 NS USD 12198.10000000 0.002508411067 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BA9 75000.00000000 PA USD 99693.28000000 0.020500875294 Long DBT CORP US Y 2 2023-06-15 Fixed 4.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1315.12000000 0.000270440606 N/A DFE US N 2 BANK OF AMERICA N/A 10438796.80000000 RUB 141288.21000000 USD 2021-03-17 1315.12000000 N N N AMERICAN GREETINGS CORPORATION 549300WMJOT8C9DNMF90 026375AR6 265000.00000000 PA USD 261025.00000000 0.053677047980 Long DBT CORP US Y 2 2025-04-15 Fixed 8.75000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BJ0 135000.00000000 PA USD 155250.00000000 0.031925530883 Long DBT NUSS US Y 2 2027-08-01 Fixed 9.87500000 N N N N N N Quantumscape Corp N/A N/A 16.00000000 NC USD 880.00000000 0.000180962751 N/A DE US N 1 NATIONAL FINANCIAL SERVICES CORPORATION N/A Put Purchased Quantumscape Corp QS Put 25 Feb 2021 1600.00000000 25.00000000 USD 2021-02-22 XXXX -317.21000000 N N N DIALOG SEMICONDUCTOR PLC 529900QA2LORU6646N15 N/A 16565.00000000 NS 905786.01000000 0.186265373502 Long EC DE N 1 N N N BRIGHTSTAR ESCROW CORP. N/A 10947XAA0 123000.00000000 PA USD 131456.25000000 0.027032596259 Long DBT CORP US Y 2 2025-10-15 Fixed 9.75000000 N N N N N N N/A N/A N/A 5206.00000000 NS USD 62472.00000000 0.012846710243 Long EC US N 3 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 777000.00000000 PA USD 773892.00000000 0.159142756499 Long DBT NUSS ZA N 2 2021-01-26 Fixed 5.75000000 N N N N N N Luminar Technologies Inc N/A N/A 22.00000000 NC USD 2090.00000000 0.000429786534 N/A DE US N 1 GOLDMAN SACHS & CO N/A Put Purchased Luminar Technologies Inc LAZR Put 20 Feb 2021 2200.00000000 20.00000000 USD 2021-02-22 XXXX -631.86000000 N N N NUSTAR LOGISTICS, L.P. N62BF2PKP51FIIOIUN20 67059TAH8 128000.00000000 PA USD 144998.40000000 0.029817397083 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAX0 271000.00000000 PA USD 261853.75000000 0.053847471707 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N APX GROUP, INC. 549300OMQVKPRU98OE64 00213MAU8 310000.00000000 PA USD 325500.00000000 0.066935654123 Long DBT CORP US N 2 2024-11-01 Fixed 8.50000000 N N N N N N BlueCity Holdings Ltd N/A 09610L106 2002.00000000 NS USD 20220.20000000 0.004158071623 Long EC US N 1 N N N Burgundy Technology Acquisition Corp N/A G1702T132 66.00000000 NS USD 744.48000000 0.000153094487 Long EC US N 1 N N N MONITRONICS INTERNATIONAL, INC. SCAKOG18M6QWWML8YF46 609453AG0 495000.00000000 PA USD 0.01000000 0.000000002056 Long DBT CORP US N 3 2020-04-01 Fixed 9.12500000 Y N N N N N ASCENT RESOURCES UTICA HOLDINGS, LLC 549300EGLQ2M2CL7JZ89 04364VAG8 325000.00000000 PA USD 307937.50000000 0.063324110573 Long DBT CORP US Y 2 2026-11-01 Fixed 7.00000000 N N N N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 30087.00000000 NS USD 1157747.76000000 0.238078659370 Long EC US N 1 N N N XILINX, INC. 6EY4K7ZMF9UX1CU6KC79 983919101 56168.00000000 NS USD 7962937.36000000 1.637494380748 Long EC US N 1 N N N N/A N/A N/A 3070.00000000 NS USD 59404.50000000 0.012215911107 Long EC US N 1 N N N Federal National Mortgage Association N/A 313586752 133608.00000000 NS USD 1146356.64000000 0.235736195259 Long EP US N 1 N N N ENVISION HEALTHCARE CORPORATION N/A 29373UAC5 655347.05980000 PA USD 544678.60000000 0.112007429732 Long LON US N 2 2025-10-10 Floating 3.89549880 N N N N N N N/A N/A N/A 78.00000000 NC USD 132444.00000000 0.027235716665 N/A DE US N 1 WELLS FARGO BROKERAGE SERVICES, LLC N/A Put Purchased Put Option 3480 Jan 2021 on S&P 500 Index N/A N/A 7800.00000000 480.00000000 USD 2021-01-25 XXXX -1539.52000000 N N N Clarios Global LP 549300474L1ZLXZY2P98 N/A 100000.00000000 PA 126748.16000000 0.026064427030 Long DBT NUSS US N 2 2026-05-15 Fixed 4.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -23779.81000000 -0.00489006801 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 774300.00000000 CAD 584115.06000000 USD 2021-01-20 -23779.81000000 N N N CANON INC. 529900JH1GSC035SSP77 N/A -44800.00000000 NS -858292.41000000 -0.17649881380 Short EC JP N 1 N N N EURO N/A N/A 1.00000000 NC 2947.60000000 0.000606142961 N/A DFE XX N 2 BANK OF NEW YORK MELLON N/A 573006.55000000 USD 470018.84000000 EUR 2021-03-17 2947.60000000 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A TR6966515 1121828.80990000 NC USD -258402.89000000 -0.05313783861 N/A DE US N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-12-15 0.00000000 USD 0.00000000 USD -1335000.00000000 USD -258402.89000000 N N N PUERTO RICO COMWLTH N/A 74514LB89 660000.00000000 PA USD 460350.00000000 0.094666139402 Long DBT MUN PR N 2 2041-07-01 Fixed 5.00000000 Y N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 056732AL4 541000.00000000 PA USD 589690.00000000 0.121263551090 Long DBT NUSS BS Y 2 2032-10-15 Fixed 8.95000000 N N N N N N China Mobile Limited 529900U2JJ7GK68NI589 16941M109 -26995.00000000 NS USD -770437.30000000 -0.15843233375 Short EC US N 1 N N N NUSTAR LOGISTICS, L.P. N62BF2PKP51FIIOIUN20 67059TAG0 128000.00000000 PA USD 136320.00000000 0.028032775330 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N AGROFRESH INC. N/A 00854XAD6 313533.53980000 PA USD 310006.29000000 0.063749535494 Long LON US N 2 2024-12-31 Floating 7.25000040 N N N N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 17275R102 -12578.00000000 NS USD -562865.50000000 -0.11574737458 Short EC US N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC 9427.95000000 0.001938758833 N/A DFE JP N 2 UBS WARBURG N/A 738334.32000000 USD 77145600.00000000 JPY 2021-02-17 9427.95000000 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 50J99WH74 71.00000000 NC USD 639.00000000 0.000131403634 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased ADVANCED MICRO DEVICES, INC. AMD Put 70 Jan 2021 7100.00000000 70.00000000 USD 2021-01-18 XXXX -7333.28000000 N N N AUTONATION, INC. N/A 05329W102 -11415.00000000 NS USD -796652.85000000 -0.16382328609 Short EC US N 1 N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 28470RAH5 140000.00000000 PA USD 149100.00000000 0.030660848017 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N N/A N/A 173074GX7 11150000.00000000 PA 683903.83000000 0.140637635079 Long DBT CORP US N 2 2021-04-22 Fixed 0.00000000 N N N N N N TRIUMPH GROUP, INC. 5493007L6S47Q14SL582 896818AS0 55000.00000000 PA USD 60362.50000000 0.012412913738 Long DBT CORP US Y 2 2024-06-01 Fixed 8.87500000 N N N N N N BRK: JP MORGAN N/A N/A 50000.00000000 NC USD 3257.44000000 0.000669858301 N/A DCR XX N 2 BRK: JP MORGAN N/A Y 2025-06-20 2972.95000000 USD 0.00000000 USD 50000.00000000 USD 284.49000000 N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G504 1900.00000000 NS USD 45087.00000000 0.009271667703 Long EP US N 1 N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 N/A 15700.00000000 NS 1141987.53000000 0.234837733705 Long EC HK N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 579000.00000000 PA USD 667297.50000000 0.137222717841 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N Churchill Capital Corp II N/A 17143G106 63497.00000000 NS USD 657193.95000000 0.135145028967 Long EC US N 1 N N N RADIOLOGY PARTNERS, INC. 549300SFTAG2177WUZ08 75041VAA2 55000.00000000 PA USD 61737.50000000 0.012695668038 Long DBT CORP US Y 2 2028-02-01 Fixed 9.25000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NBD0 595000.00000000 PA USD 754162.50000000 0.155085592174 Long DBT NUSS BR N 2 2049-03-19 Fixed 6.90000000 N N N N N N EURO N/A N/A 1.00000000 NC 7700.20000000 0.001583465203 N/A DFE XX N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 1230429.05000000 USD 1010400.00000000 EUR 2021-03-17 7700.20000000 N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BW8 70000.00000000 PA USD 84243.60000000 0.017323810972 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N FLEXENTIAL INTERMEDIATE CORPORATION 549300M6D163XS0DO113 33938DAA7 240000.00000000 PA USD 250800.00000000 0.051574384190 Long DBT CORP US Y 2 2024-08-01 Fixed 11.25000000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734107 3505.00000000 NS USD 72904.00000000 0.014991941407 Long EC US N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 17191.91000000 0.003535335611 N/A DFE IL N 2 STATE STREET BANK N/A 309628.15000000 USD 1048700.00000000 ILS 2021-01-20 17191.91000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 195000.00000000 PA USD 209625.00000000 0.043107178173 Long DBT NUSS GB N 2 2169-12-15 Fixed 7.75000000 N N N Y Y BARCLAYS PLC GBP XXXX N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 710.29000000 0.000146063673 N/A DFE IL N 2 STATE STREET BANK N/A 17738.98000000 USD 59200.00000000 ILS 2021-01-20 710.29000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10877.09000000 -0.00223675924 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 1065416.40000000 EUR 1294668.44000000 USD 2021-03-17 -10877.09000000 N N N Prevail Therapeutics Inc N/A N/A 97.00000000 NC USD 485.00000000 0.000099735152 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased Prevail Therapeutics Inc PRVL Put 15 Jan 2021 9700.00000000 15.00000000 USD 2021-01-18 XXXX -27.71000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8754.05000000 -0.00180017838 N/A DFE US N 2 BARCLAYS CAPITAL INC. N/A 390000.00000000 EUR 469005.65000000 USD 2021-03-05 -8754.05000000 N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579102 -6955.00000000 NS USD -516408.75000000 -0.10619403218 Short EC US N 1 N N N BRK: STATE STREET N/A CDS841995 1522000.00000000 NC USD -43901.20000000 -0.00902782039 N/A DCR XX N 2 BRK: STATE STREET N/A Y 2024-12-20 0.00000000 USD -35531.47000000 USD 1522000.00000000 USD -8369.73000000 N N N PAYCOM SOFTWARE, INC. 254900LSB0HNJUDC6Q18 70432V102 -1697.00000000 NS USD -767468.25000000 -0.15782177982 Short EC US N 1 N N N ENTERPRISE DEVELOPMENT AUTHORITY N/A 29390WAA4 412000.00000000 PA USD 464015.00000000 0.095419808135 Long DBT CORP US Y 2 2024-07-15 Fixed 12.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAL4 419000.00000000 PA USD 521655.00000000 0.107272868361 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N CONSOLIDATED COMMUNICATIONS, INC. 549300WW675Y48HDVX34 20903XAF0 419000.00000000 PA USD 448330.00000000 0.092194352728 Long DBT CORP US Y 2 2028-10-01 Fixed 6.50000000 N N N N N N QEP RESOURCES, INC. Q6JQDZPXKEDQKVK58165 74733VAC4 200000.00000000 PA USD 210500.00000000 0.043287112727 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N NEW GOLD INC. 5493005G0GNCHP0H6L96 644532AA1 41000.00000000 PA USD 42845.00000000 0.008810623965 Long DBT NUSS CA Y 2 2025-05-15 Fixed 6.37500000 N N N N N N CC Neuberger Principal Holdings I N/A G1992Y114 25445.00000000 NS USD 275823.80000000 0.056720265670 Long EC US N 1 N N N CINEMARK HOLDINGS, INC. 549300LL2QMPTYIE0K55 17243V102 65185.00000000 NS USD 1134870.85000000 0.233374263256 Long EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 -4800.00000000 NS USD -534048.00000000 -0.10982135856 Short EC US N 1 N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 -97808.00000000 NS USD -8969971.68000000 -1.84458040512 Short EC US N 1 N N N GO Acquisition Corp N/A 362019119 6218.00000000 NC USD 9327.00000000 0.001917999526 N/A DE US N 2 GO ACQUISITION CORP WT N/A Call Purchased GO Acquisition Corp GO Acquisition Equity Warrants Exp 31st Aug 2027 6218.00000000 11.50000000 USD 2027-09-03 XXXX 1717.60000000 N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 35906AAM0 75000.00000000 PA USD 36375.00000000 0.007480136463 Long DBT CORP US N 2 2023-01-15 Fixed 7.12500000 Y N N N N N TEAM HEALTH HOLDINGS INC. N/A 87817JAE8 857583.89010000 PA USD 761568.80000000 0.156608619931 Long LON US N 2 2024-02-06 Floating 3.75000120 N N N N N N Freddie Mac N/A 313400624 134140.00000000 NS USD 1175066.40000000 0.241640055674 Long EP US N 1 N N N CLEVELAND-CLIFFS INC. 549300TM2WLI2BJMDD86 185899AJ0 184000.00000000 PA USD 216430.00000000 0.044506554905 Long DBT CORP US Y 2 2025-10-17 Fixed 9.87500000 N N N N N N CF Acquisition IV Corp N/A 12520T201 1094.00000000 NS USD 11257.26000000 0.002314937209 Long EC US N 1 N N N ARCHROCK PARTNERS, L.P. 549300YFKOM2XNCKQU76 03959KAC4 84000.00000000 PA USD 87440.64000000 0.017981248649 Long DBT CORP US Y 2 2028-04-01 Fixed 6.25000000 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 31742.75000000 0.006527562933 N/A DFE IL N 2 STATE STREET BANK N/A 530648.28000000 USD 1804600.00000000 ILS 2021-01-20 31742.75000000 N N N PUERTO RICO COMWLTH N/A 74514LE86 5710000.00000000 PA USD 3911350.00000000 0.804328020751 Long DBT MUN PR N 2 2035-07-01 Fixed 8.00000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -32250.55000000 -0.00663198666 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 261406900.00000000 JPY 2501532.55000000 USD 2021-02-17 -32250.55000000 N N N VONAGE HOLDINGS CORP. 529900W7N0N4WLN1JY21 92886T201 70532.00000000 NS USD 908099.50000000 0.186741118406 Long EC US N 1 N N N JC PENNEY 12/20 OPCO TAKEBACK N/A 70812UAB0 159606.16000000 PA USD 135931.78000000 0.027952941967 Long LON US N 2 2026-12-07 Floating 0.00000000 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAB7 50000.00000000 PA USD 52255.50000000 0.010745794390 Long DBT CORP US Y 2 2025-10-01 Fixed 6.50000000 N N N N N N USA COMPRESSION PARTNERS, LP N/A 91740PAF5 225000.00000000 PA USD 240205.50000000 0.049395736609 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N Cirsa Finance International S.a r.l. 254900KUJN6DHWH2K029 50200RAA1 20000.00000000 PA USD 20050.00000000 0.004123071782 Long DBT NUSS ES Y 2 2023-12-20 Fixed 7.87500000 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 14082.00000000 NS USD 2088501.42000000 0.429478367695 Long EC US N 1 N N N ContextLogic Inc 549300YZDCRQ367LIE74 21077C107 2587.00000000 NS USD 47186.88000000 0.009703485956 Long EC US N 1 N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BA4 50000.00000000 PA USD 54812.50000000 0.011271614567 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N PUERTO RICO COMWLTH N/A 74514LZY6 5000.00000000 PA USD 3381.25000000 0.000695318526 Long DBT MUN PR N 2 2019-07-01 Fixed 4.25000000 Y N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 6669014.84000000 NS USD 6669014.84000000 1.371412813126 Long STIV RF US N 2 N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345102 51921.00000000 NS USD 757008.18000000 0.155670776359 Long EC US N 1 N N N RED LOBSTER MANAGEMENT LLC N/A 75676JAB9 399140.60000000 PA USD 391157.79000000 0.080437488599 Long LON US N 2 2021-07-28 Floating 6.24999960 N N N N N N TRIUMPH GROUP, INC. 5493007L6S47Q14SL582 896818AQ4 20000.00000000 PA USD 19800.00000000 0.004071661909 Long DBT CORP US Y 2 2024-09-15 Fixed 6.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9024.88000000 -0.00185587172 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 72569500.00000000 JPY 694381.85000000 USD 2021-02-17 -9024.88000000 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 -5351.00000000 NS USD -505455.46000000 -0.10394160321 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -33079.46000000 -0.00680244329 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 1071200.00000000 CAD 807908.51000000 USD 2021-01-20 -33079.46000000 N N N N/A N/A 402040AP4 8958.00000000 PA USD 833.09000000 0.000171316203 Long DBT CORP US N 3 2022-04-15 Fixed 13.00000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10416.94000000 -0.00214213423 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 447827200.00000000 KRW 401548.71000000 USD 2021-02-17 -10416.94000000 N N N WYNN LAS VEGAS, LLC 2549002X45DR4UI7NA62 983130AU9 385000.00000000 PA USD 390601.75000000 0.080323144816 Long DBT CORP US Y 2 2023-05-30 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 10R99FNH7 54.00000000 NC USD 432.00000000 0.000088836259 N/A DE US N 1 CS FIRST BOSTON (UK EQUITIES) LTD N/A Put Purchased MORGAN STANLEY MS Put 57.5 Jan 2021 5400.00000000 57.50000000 USD 2021-01-18 XXXX -6447.91000000 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BC5 65000.00000000 PA USD 70525.00000000 0.014502725060 Long DBT NUSS US Y 2 2023-06-15 Fixed 9.12500000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 17195497.68000000 NS USD 17195497.68000000 3.536073379983 Long STIV RF US N 2 N N N BOARDRIDERS, INC. N/A N/A 248483.53000000 PA USD 209036.77000000 0.042986214856 Long LON US N 3 2024-04-23 Floating 10.24999920 N N N N N N COOPER-STANDARD AUTOMOTIVE INC. ITCH5B3Q4RTX2PH9UN62 216762AF1 127000.00000000 PA USD 117166.39000000 0.024094036730 Long DBT CORP US Y 2 2026-11-15 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -40.28000000 -0.00000828315 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 7974.30000000 CAD 6221.52000000 USD 2021-03-17 -40.28000000 N N N GARRETT MOTION INC. 549300LS5WT7EMBNV724 366505105 199562.00000000 NS USD 884059.66000000 0.181797577960 Long EC US N 1 N N N GETTY IMAGES N/A 37427UAJ9 222243.07510000 PA USD 218353.82000000 0.044902168270 Long LON US N 2 2026-02-19 Floating 4.68749880 N N N N N N Fiat Chrysler Automobiles N.V. 549300LKT9PW7ZIBDF31 N31738102 18570.00000000 NS USD 335931.30000000 0.069080741339 Long EC US N 1 N N N GENWORTH MORTGAGE HOLDINGS, INC. N/A 37255LAA5 120000.00000000 PA USD 129900.00000000 0.026712569802 Long DBT CORP US Y 2 2025-08-15 Fixed 6.50000000 N N N N N N CNX MIDSTREAM PARTNERS LP N/A 12654TAA8 280000.00000000 PA USD 284900.00000000 0.058586690813 Long DBT CORP US Y 2 2026-03-15 Fixed 6.50000000 N N N N N N SKYWEST, INC. 529900UYS2KGS6Z42P09 830879102 17048.00000000 NS USD 687204.88000000 0.141316461319 Long EC US N 1 N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBE6 25000.00000000 PA USD 26250.00000000 0.005398036622 Long DBT CORP US Y 2 2027-08-15 Fixed 5.25000000 N N N N N N REVLON CONSUMER PRODUCTS CORPORATION N/A 761520AY1 898966.87000000 PA USD 320032.21000000 0.065811260574 Long LON US N 2 2023-09-07 Floating 4.25000160 N N N N N N Logitech international S.A. 549300SN6PRK6IJJC215 H50430232 -9917.00000000 NS USD -963833.23000000 -0.19820217424 Short EC US N 1 N N N SEA LIMITED 529900OM6JLLW44YKI15 81141R100 6333.00000000 NS USD 1260583.65000000 0.259225779384 Long EC US N 1 N N N GRAND CANYON EDUCATION, INC. 529900XFER799IYOSW74 38526M106 -6417.00000000 NS USD -597486.87000000 -0.12286689546 Short EC US N 1 N N N Libbey EXIT L+800 11/12/27 TL N/A N/A 137004.65000000 PA USD 128099.35000000 0.026342285053 Long LON US N 2 2027-11-12 Floating 0.00000000 N N N N N N Broadstone Acquisition Corp N/A G1739V118 152.00000000 NS USD 1594.48000000 0.000327888054 Long EC US N 1 N N N BUILDERS FIRSTSOURCE, INC. 549300W0SKP6L3H7DP63 12008RAM9 1027000.00000000 PA USD 1113997.17000000 0.229081810338 Long DBT CORP US Y 2 2027-06-01 Fixed 6.75000000 N N N N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G603 4605.00000000 NS USD 108678.00000000 0.022348488537 Long EP US N 1 N N N DOMINION DIAMOND MINES ULC 549300514YCQANUHXW83 66727WAA0 460000.00000000 PA USD 3105.00000000 0.000638510617 Long DBT NUSS US Y 2 2022-11-01 Fixed 7.12500000 Y N N N N N Atlantic Avenue Acquisition Corp N/A 04906P119 24544.00000000 NC USD 26998.40000000 0.005551937217 N/A DE US N 2 ATLANTIC AVENUE ACQUISITION CORP WT N/A Call Purchased Atlantic Avenue Acquisition Corp Atlantic Avenue Acquisition Equity Warrants Exp 6 Oct 2027 24544.00000000 11.50000000 USD 2027-10-09 XXXX 11003.82000000 N N N CENGAGE LEARNING, INC. 549300BYGM0FWUSVXJ88 15137NAA1 395000.00000000 PA USD 369325.00000000 0.075947804789 Long DBT CORP US Y 2 2024-06-15 Fixed 9.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -11296.37000000 -0.00232297977 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 1106484.73000000 EUR 1344573.69000000 USD 2021-03-17 -11296.37000000 N N N FTAC Olympus Acquisition Corp N/A G37288100 31689.00000000 NS USD 326396.70000000 0.067120051054 Long EC US N 1 N N N Golden Falcon Acquisition Corp N/A 38102H208 2327.00000000 NS USD 24200.80000000 0.004976640179 Long EC US N 1 N N N PARK HOTELS & RESORTS INC. 5493005UZ5TQN0H6HS73 700517105 90227.00000000 NS USD 1547393.05000000 0.318205118240 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1037.39000000 -0.00021332835 N/A DFE US N 2 BANK OF NEW YORK MELLON N/A 101612.77000000 EUR 123477.40000000 USD 2021-03-17 -1037.39000000 N N N Tailwind Acquisition Corp N/A 87403Q102 31293.00000000 NS USD 325134.27000000 0.066860445592 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -22611.83000000 -0.00464988519 N/A DFE US N 2 MORGAN STANLEY SMITH BARNEY LLC N/A 688500.00000000 GBP 918790.17000000 USD 2021-03-17 -22611.83000000 N N N MONITRONICS INTERNATIONAL, INC. N/A 609453105 9238.00000000 NS USD 87761.00000000 0.018047127316 Long EC US N 3 N N N GTCR (AP) FINANCE INC. N/A 40060QAA3 225000.00000000 PA USD 244338.75000000 0.050245696033 Long DBT CORP US Y 2 2027-05-15 Fixed 8.00000000 N N N N N N EUTELSAT COMMUNICATIONS S.A. 549300EFWH9UR17YSK05 N/A 4935.00000000 NS 55914.18000000 0.011498163480 Long EC FR N 1 N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364W105 -80231.00000000 NS USD -1166558.74000000 -0.23989054480 Short EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409V104 -7003.00000000 NS USD -2302096.19000000 -0.47340188734 Short EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 -7291.00000000 NS USD -842839.60000000 -0.17332110582 Short EC US N 1 N N N 2020-12-31 SEI INSTITUTIONAL MANAGED TRUST Peter Rodriguez Peter Rodriguez CFO XXXX