0001752724-23-222662.txt : 20230929 0001752724-23-222662.hdr.sgml : 20230929 20230929095907 ACCESSION NUMBER: 0001752724-23-222662 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230929 DATE AS OF CHANGE: 20230929 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Saba Capital Income & Opportunities Fund CENTRAL INDEX KEY: 0000826020 IRS NUMBER: 956874587 STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05410 FILM NUMBER: 231292491 BUSINESS ADDRESS: STREET 1: SABA CAPITAL INCOME & OPPORTUNITIES FUND STREET 2: 7337 E. DOUBLETREE RANCH ROAD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 4804773000 MAIL ADDRESS: STREET 1: SABA CAPITAL INCOME & OPPORTUNITIES FUND STREET 2: 7337 E. DOUBLETREE RANCH ROAD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 FORMER COMPANY: FORMER CONFORMED NAME: Voya PRIME RATE TRUST DATE OF NAME CHANGE: 20140421 FORMER COMPANY: FORMER CONFORMED NAME: ING PRIME RATE TRUST DATE OF NAME CHANGE: 20020205 FORMER COMPANY: FORMER CONFORMED NAME: PILGRIM AMERICA PRIME RATE TRUST DATE OF NAME CHANGE: 19960518 NPORT-P 1 primary_doc.xml NPORT-P false 0000826020 XXXXXXXX Saba Capital Income & Opportunities Fund 811-05410 0000826020 549300MGSUUJ7E55N746 405 Lexington Avenue 58th Floor New York 10174 212-542-4644 Saba Capital Income & Opportunities Fund 549300MGSUUJ7E55N746 2023-10-31 2023-07-31 N 1193269110.05 824065567.08 369203542.97 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 68400000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 17572383.76000000 EUR GBP USD N Markit iBoxx USD Liquid High Yield Index IBOXHY Blackrock Munivest Fund Inc 68LQJ5NLUNQI2T9OLL41 BlackRock MuniVest Fund, Inc. 09253R105 18.00000000 NS USD 122.94000000 0.000033298705 Long EC RF US N 1 N N N Revelstone Capital Acquisition Corp N/A Revelstone Capital Acquisition Corp. 76137R114 53.00000000 NC USD 4.82000000 0.000001305512 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Revelstone Capital Acquisition Revelstone Capital Acquisition 1.00000000 11.50000000 USD 2028-05-24 XXXX -5.11000000 N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa, Inc. 92826C839 -236.00000000 NS USD -56104.28000000 -0.01519602968 Short EC CORP US N 1 N N N Voya Emerging Markets High Dividend Equity Fund 549300MBU0OQHUKI2Y86 Voya Emerging Markets High Dividend Equity Fund 92912P108 55378.00000000 NS USD 300148.76000000 0.081296283774 Long EC RF US N 1 N N N Corner Growth Acquisition Corp N/A Corner Growth Acquisition Corp. 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Morgan 7H6GLXDRUGQFU57RNE97 Gamma Communications PLC Gamma Communications PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -2624.32000000 GBP 12.11000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAZ4 224000.00000000 PA USD 118560.96000000 0.032112627914 Long DBT CORP US N 2 2037-01-31 Variable 0.00000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 Airbnb, Inc. 009066101 -567.00000000 NS USD -86291.73000000 -0.02337240030 Short EC CORP US N 1 N N N N/A N/A TD.TR BROKER SWEEP N/A 11467015.86000000 NS USD 11467015.86000000 3.105879149413 Long STIV RF US N 1 N N N J.P. Morgan N/A Recv Hsl Ln Trs:0906506 N/A 1.00000000 NC 268156.57000000 0.072631093364 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Henderson Smaller Companies Investment Trust PLC Henderson Smaller Companies Investment Trust PLC Y Underlying Performance 2023-12-18 0.00000000 GBP 0.00000000 GBP 211431.22000000 GBP -3183.92000000 N N N J.P. 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Canna-Global Acquisition Corp. 1.00000000 11.50000000 USD 2028-02-09 XXXX -36806.24000000 N N N Pono Capital Three Inc N/A Pono Capital Three, Inc. G71704111 11690.00000000 NC USD 467.60000000 0.000126651005 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Pono Capital Three Inc Pono Capital Three Inc 1.00000000 11.50000000 USD 2028-04-03 XXXX -211.06000000 N N N Cslm Acquisition Corp N/A CSLM Acquisition Corp. G2365L119 38488.00000000 NC USD 865.98000000 0.000234553545 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Consilium Acquisition Corp I L Consilium Acquisition Corp I L 1.00000000 11.50000000 USD 2027-06-01 XXXX -6050.15000000 N N N Artemis Strategic Investment Corp N/A Artemis Strategic Investment Corp. N/A 12038.00000000 NS USD 6861.66000000 0.001858503291 Long EC CORP US N 3 N N N Platinum Capital Ltd 7KW5LRH3I6FMWUBNKK59 Platinum Capital, Ltd. 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G6759A118 31088.00000000 NC USD 624.87000000 0.000169248104 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Nova Vision Acquisition Corp Nova Vision Acquisition Corp 1.00000000 11.50000000 USD 2028-12-31 XXXX -6041.65000000 N N N Bioplus Acquisition Corp N/A BioPlus Acquisition Corp. G11217125 45412.00000000 NC USD 6584.74000000 0.001783498594 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased BioPlus Acquisition Corp. BioPlus Acquisition Corp. 1.00000000 11.50000000 USD 2028-07-19 XXXX -7113.40000000 N N N Duet Acquisition Corp N/A DUET Acquisition Corp. 26431Q106 5996.00000000 NS USD 63437.68000000 0.017182305318 Long EC CORP US N 1 N N N Axon Enterprise Inc 549300QP2IEEGFE16681 Axon Enterprise, Inc. 05464C101 -1884.00000000 NS USD -350292.12000000 -0.09487777857 Short EC CORP US N 1 N N N Progyny Inc N/A Progyny, Inc. 74340E103 -4555.00000000 NS USD -190216.80000000 -0.05152084903 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Jmi Ln Trs:bf7l8p1 N/A 1.00000000 NC 281703.11000000 0.076300218501 N/A DE CORP GB N 2 J.P. 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CDS USD 5Y 6/28 Y Underlying Performance 2028-06-20 0.00000000 USD 153218.52000000 USD 2434000.00000000 USD 46366.73000000 N N N Gmp Borrower Llc N/A GMP Borrower LLC 36262VAB4 32443.30000000 PA USD 28915.09000000 0.007831747704 Long LON CORP US N 2 2027-10-28 Floating 9.81865000 N N N N N N Nuveen New Jersey Quality Municipal Income Fund 5493006CFPL75HL16F31 Nuveen New Jersey Quality Municipal Income Fund 67069Y102 12711.00000000 NS USD 147447.60000000 0.039936669841 Long EC RF US N 1 N N N Blackrock Muniyield Michigan Quality Fund Inc J3H1DOS8Q2FL9RVLS329 BlackRock MuniYield Michigan Quality Fund, Inc. 09254V105 3742.00000000 NS USD 41611.04000000 0.011270487727 Long EC RF US N 1 N N N Nuveen Multi-asset Income Fund 549300VLJPKC3DNIJ668 Nuveen Multi-Asset Income Fund 670750108 226394.00000000 NS USD 2738235.43000000 0.741660117336 Long EC RF US N 1 N N N Denbury Inc 549300KCWA5W52MS5559 Denbury, Inc. 24790A101 -706.00000000 NS USD -62064.46000000 -0.01681036414 Short EC CORP US N 1 N N N Deep Medicine Acquisition Corp N/A Deep Medicine Acquisition Corp. 243733110 15116.00000000 NC USD 3098.78000000 0.000839314805 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Deep Medicine Acquisition Corp Deep Medicine Acquisition Corp 1.00000000 11.50000000 USD 2023-10-26 XXXX -2246.27000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFA7 231000.00000000 PA USD 124825.47000000 0.033809391154 Long DBT CORP US N 2 2034-09-30 Variable 0.14000000 N N N N N N J.P. Morgan N/A Recv Mgam Ln Trs:0602729 N/A 1.00000000 NC -1156.17000000 -0.00031315246 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Morgan Advanced Materials PLC Morgan Advanced Materials PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -907.50000000 GBP 8.47000000 N N N Chenghe Acquisition Co N/A Chenghe Acquisition Co. G2086M123 400.00000000 NC USD 47.78000000 0.000012941370 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Chenghe Acquisition Co Chenghe Acquisition Co 1.00000000 11.50000000 USD 2027-04-28 XXXX -8.06000000 N N N Shopify Inc 549300HGQ43STJLLP808 Shopify, Inc. N/A -4260.00000000 NS -286455.24000000 -0.07758734861 Short EC CORP CA N 1 N N N Nabors Energy Transition Corp N/A Nabors Energy Transition Corp. 629567108 152733.00000000 NS USD 1640352.42000000 0.444294875072 Long EC CORP US N 1 N N N Cf Acquisition Corp Vii N/A CF Acquisition Corp. VII 12521H115 4928.00000000 NC USD 493.29000000 0.000133609227 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased CF Acquisition Corp VII CF Acquisition Corp VII 1.00000000 11.50000000 USD 2026-03-15 XXXX -1519.82000000 N N N Center Coast Brookfield Mlp & Energy Infrastructure Fund 549300M8EZMVV1SP6N14 Center Coast Brookfield MLP & Energy Infrastructure Fund 151461209 146912.00000000 NS USD 3038140.16000000 0.822890304778 Long EC RF US N 1 N N N Knightswan Acquisition Corp N/A KnightSwan Acquisition Corp. 499103117 4497.00000000 NC USD 314.79000000 0.000085261912 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased KnightSwan Acquisition Corp KnightSwan Acquisition Corp 1.00000000 11.50000000 USD 2028-07-21 XXXX -359.13000000 N N N Newcourt Acquisition Corp N/A Newcourt Acquisition Corp. G6448C129 30398.00000000 NC USD 462.05000000 0.000125147769 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Newcourt Acquisition Corp Newcourt Acquisition Corp 1.00000000 11.50000000 USD 2028-04-12 XXXX -14960.21000000 N N N Abrdn Emerging Markets Equity 549300MSYUW07RYUZD27 abrdn Emerging Markets Equity 00301W105 1818.00000000 NS USD 9980.82000000 0.002703338088 Long EC RF US N 1 N N N Rigel Resource Acquisition Corp N/A Rigel Resource Acquisition Corp. G7573M114 31854.00000000 NC USD 4459.56000000 0.001207886566 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Rigel Resource Acquisition Corp. Rigel Resource Acquisition Corp. 1.00000000 11.50000000 USD 2026-11-05 XXXX -13915.63000000 N N N Vahanna Tech Edge Acquisition I Corp N/A Vahanna Tech Edge Acquisition I Corp. G9320Z117 55430.00000000 NC USD 3636.21000000 0.000984879497 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Vahanna Tech Edge Acquisition I Corp. Vahanna Tech Edge Acquisition I Corp. 1.00000000 11.50000000 USD 2028-11-30 XXXX -19416.65000000 N N N Liberty Interactive Llc 549300SZUIU7Z32Q0664 Liberty Interactive LLC 530715AJ0 157000.00000000 PA USD 58875.00000000 0.015946488358 Long DBT CORP US N 2 2030-02-01 Fixed 8.25000000 N N N N N N Ftac Zeus Acquisition Corp N/A FTAC Zeus Acquisition Corp. 30320F106 71310.00000000 NS USD 745902.60000000 0.202030184759 Long EC CORP US N 1 N N N N/A N/A Forward Contracts: GBP 08/07/2023 N/A 1.00000000 NC -1283386.00000000 -0.34760934027 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -1000000.00000000 GBP -1290859.00000000 USD 2023-08-07 7473.00000000 N N N N/A N/A BR.OP BROKER SWEEP N/A 280000.00000000 NS USD 280000.00000000 0.075838925528 Long STIV RF US N 1 N N N Arisz Acquisition Corp N/A Arisz Acquisition Corp. 040450124 34348.00000000 NC USD 2991.71000000 0.000810314542 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Arisz Acquisition Corp. Arisz Acquisition Corp. 1.00000000 11.50000000 USD 2026-11-16 XXXX -3094.32000000 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 Ameren Corp. 023608102 -169.00000000 NS USD -14478.23000000 -0.00392147645 Short EC CORP US N 1 N N N Evergreen Corp N/A Evergreen Corp. G3312W117 70092.00000000 NC USD 2926.34000000 0.000792608861 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Evergreen Corp. Evergreen Corp. 1.00000000 11.50000000 USD 2027-02-15 XXXX -7116.44000000 N N N Blackrock Muniholdings Fund Inc MZBVMGS24JR92TGE6Z32 BlackRock MuniHoldings Fund, Inc. 09253N104 2264.00000000 NS USD 26805.76000000 0.007260428701 Long EC RF US N 1 N N N Blackrock Muniyield Pennsylvania Quality Fund O1KCIUJBK2RN0MOX1Z59 BlackRock MuniYield Pennsylvania Quality Fund 09255G107 4675.00000000 NS USD 54650.75000000 0.014802336283 Long EC RF US N 1 N N N Charter Comm Opt Llc/cap 549300TPZNMN50BJ3745 Charter Communications Operating LLC / Charter Communications Operating Capital 161175CE2 5000000.00000000 PA USD 3312542.50000000 0.897213085593 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N J.P. Morgan N/A Recv Dnlm Ln Trs:b1ckq73 N/A 1.00000000 NC -283762.40000000 -0.07685798400 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Dunelm Group PLC Dunelm Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -218995.53000000 GBP -2714.25000000 N N N BOAS N/A Selina Hospitality PLC N/A 218500.00000000 NC USD 39330.00000000 0.010652660503 N/A DE CORP US N 3 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased BOAS PIPE WARRANTS BOAS PIPE WARRANTS 1.00000000 0.01000000 USD 2049-12-31 XXXX 39330.00000000 N N N Ault Disruptive Technologies Corp N/A Ault Disruptive Technologies Corp. 05150A112 18483.00000000 NC USD 1700.44000000 0.000460569794 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Ault Disruptive Technologies C Ault Disruptive Technologies C 1.00000000 11.50000000 USD 2028-06-20 XXXX -2092.52000000 N N N A Spac I Acquisition Corp N/A A SPAC I Acquisition Corp. G0542S130 1.00000000 NC USD 0.03000000 0.000000008125 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased A SPAC I Acquisition Corp A SPAC I Acquisition Corp 1.00000000 11.50000000 USD 2027-05-21 XXXX -0.01000000 N N N Delivery Hero Ag 529900C3EX1FZGE48X78 Delivery Hero SE BR2983285 1100000.00000000 PA 810601.43000000 0.219554076723 Long DBT CORP DE N 2 2029-03-10 Fixed 2.12500000 N N N N Y Delivery Hero SE Delivery Hero SE NPV EUR XXXX N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YBH3 40000.00000000 PA USD 21503.48000000 0.005824288636 Long DBT CORP US N 2 2037-04-28 Variable 0.40000000 N N N N N N Nuveen Credit Strategies Income Fund W4CSTD4RDGQSJ4FOVO30 Nuveen Credit Strategies Income Fund 67073D102 70814.00000000 NS USD 359735.12000000 0.097435446341 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Nfc Ln Trs:3002605 N/A 1.00000000 NC -179.28000000 -0.00004855858 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Next Fifteen Communications Group PLC Next Fifteen Communications Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -142.56000000 GBP 3.67000000 N N N Qualcomm Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525103 -468.00000000 NS USD -61855.56000000 -0.01675378288 Short EC CORP US N 1 N N N Agrinam Acquisition Corp N/A Agrinam Acquisition Corp. 00857H122 19798.00000000 NC USD 791.92000000 0.000214494149 N/A DE CORP CA N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Agrinam Acquisition Corp Agrinam Acquisition Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX 593.15000000 N N N Haymaker Acquisition Corp 4 N/A Haymaker Acquisition Corp. 4 G4375F124 15873.00000000 NS USD 160952.22000000 0.043594440807 Long EC CORP KY N 1 N N N J.P. Morgan N/A Mercantile Investment Trust PLC N/A 1.00000000 NC 9906609.26000000 2.683237863945 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Mercantile Investment Trust PL Mercantile Investment Trust PL Y Underlying Performance 2023-10-02 0.00000000 GBP 0.00000000 GBP 7757543.50000000 GBP -49042.62000000 N N N Blackrock Muniholdings California Quality Fund Inc NKJSRCJXMS5PZYPXY795 BlackRock MuniHoldings California Quality Fund, Inc. 09254L107 19672.00000000 NS USD 213441.20000000 0.057811254540 Long EC RF US N 1 N N N Blockchain Coinvestors Acquisition Corp I N/A Blockchain Coinvestors Acquisition Corp. I G11765115 93986.00000000 NC USD 3543.27000000 0.000959706391 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Blockchain Coinvestors Acquisition Corp. I Blockchain Coinvestors Acquisition Corp. I 1.00000000 11.50000000 USD 2028-11-01 XXXX -59485.12000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1385153 630000.00000000 PA USD 280350.00000000 0.075933724184 Long DBT NUSS UA N 2 2041-08-01 Floating 7.75000000 N N N N N N J.P. Morgan N/A Recv Afm Ln Trs:bf16c05 N/A 1.00000000 NC -5485.79000000 -0.00148584435 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Alpha Financial Markets Consulting PLC Alpha Financial Markets Consulting PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -4476.00000000 GBP 258.49000000 N N N Beard Energy Transition Acquisition Corp N/A Beard Energy Transition Acquisition Corp. 07402Q119 60293.00000000 NC USD 4220.51000000 0.001143139084 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Beard Energy Transition Acquisition Corp. Beard Energy Transition Acquisition Corp. 1.00000000 11.50000000 USD 2027-12-31 XXXX -21647.89000000 N N N Vision Sensing Acquisition Corp 5493000VKS3Q4KRJ7514 Vision Sensing Acquisition Corp. 92838J111 49182.00000000 NC USD 1195.12000000 0.000323702202 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Vision Sensing Acquisition Cor Vision Sensing Acquisition Cor 1.00000000 11.50000000 USD 2026-11-01 XXXX -17542.81000000 N N N Tortoise Power And Energy Infrastructure Fund Inc 549300O8GKMVVEB04345 Tortoise Power and Energy Infrastructure Fund, Inc. 89147X104 42068.00000000 NS USD 581379.76000000 0.157468629722 Long EC RF US N 1 N N N Morgan Stanley Emerging Markets Domestic Debt Fund Inc 541YGIXZ6JJP4EZDJI96 Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. 617477104 604311.00000000 NS USD 2961123.90000000 0.802030196183 Long EC RF US N 1 N N N Carlyle Credit Income Fund 549300LVMWHJGZNVXZ22 Carlyle Credit Income Fund 92535C104 38522.00000000 NS USD 303553.36000000 0.082218430938 Long EC RF US N 1 N N N Conocophillips WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 -489.00000000 NS USD -57565.08000000 -0.01559169219 Short EC CORP US N 1 N N N Eg Acquisition Corp N/A EG Acquisition Corp. 26846A118 27981.00000000 NC USD 8366.32000000 0.002266045426 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased EG Acquisition Corp EG Acquisition Corp 1.00000000 11.50000000 USD 2028-05-28 XXXX 2490.31000000 N N N J.P. Morgan N/A Recv Chg Ln Trs:b45c9x4 N/A 1.00000000 NC -193426.60000000 -0.05239023397 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Chemring Group PLC Chemring Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -154441.42000000 GBP 4775.96000000 N N N Be Semiconductor Industries Nv 7245007A1YFLI2GNYX06 BE Semiconductor Industries NV N13107128 -1112.00000000 NS -132840.90000000 -0.03598039686 Short EC CORP NL N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SAM5 10614000.00000000 PA USD 8192474.28000000 2.218958738612 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N Distoken Acquisition Corp N/A Distoken Acquisition Corp. G27740136 5841.00000000 NC USD 1489.46000000 0.000403425164 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Distoken Acquisition Corp Distoken Acquisition Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX 743.50000000 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group ZS0897679 17000000.00000000 PA USD 850000.00000000 0.230225309638 Long DBT CORP KY N 2 2024-04-11 Fixed 10.50000000 Y Y N N N N Industrial Tech Acquisitions Ii Inc N/A Industrial Tech Acquisitions II, Inc. 45635R116 47509.00000000 NC USD 2850.54000000 0.000772078181 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Industrial Tech Acquisitions I Industrial Tech Acquisitions I 1.00000000 11.50000000 USD 2028-12-31 XXXX -8560.54000000 N N N Tkh Group Nv 7245008G22FOV7TYYJ34 TKH Group NV N8661A121 -1725.00000000 NS -90014.84000000 -0.02438081695 Short EC CORP NL N 1 N N N J.P. Morgan N/A Recv Card Ln Trs:bly2f70 N/A 1.00000000 NC -619.55000000 -0.00016780716 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Card Factory PLC Card Factory PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -496.19000000 GBP 17.24000000 N N N N/A N/A QUANTALX NEUROSCIENCE LTD. N/A 3000.00000000 NS USD 3095820.00000000 0.838513080101 Long EC CORP IL N 3 N N N Murphy Canyon Acquisition Corp N/A Murphy Canyon Acquisition Corp. 626642110 51468.00000000 NC USD 1451.40000000 0.000393116487 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Murphy Canyon Acquisition Corp Murphy Canyon Acquisition Corp 1.00000000 11.50000000 USD 2027-02-03 XXXX -5547.67000000 N N N Sizzle Acquisition Corp N/A Sizzle Acquisition Corp. 83014E117 43590.00000000 NC USD 6926.45000000 0.001876051877 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Sizzle Acquisition Corp Sizzle Acquisition Corp 1.00000000 11.50000000 USD 2026-03-12 XXXX -3985.81000000 N N N 10x Genomics Inc 5493003Z6741WNLG7H43 10X Genomics, Inc. 88025U109 -3367.00000000 NS USD -212053.66000000 -0.05743543474 Short EC CORP US N 1 N N N Kla Corp 549300H0BF5JCG96TJ81 KLA Corp. 482480100 -151.00000000 NS USD -77606.45000000 -0.02101996350 Short EC CORP US N 1 N N N Sculptor Capital Management Inc 529900V50QFEXQGSUC34 Sculptor Capital Management, Inc. 811246107 708589.00000000 NS USD 7759049.55000000 2.101564217825 Long EC CORP US N 1 N N N Cie Financiere Richemont Sa 549300YIPGJ6UX2QPS51 Cie Financiere Richemont SA H25662182 -776.00000000 NS -124846.97000000 -0.03381521450 Short EC CORP CH N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet, Inc. 02079K305 -256.00000000 NS USD -33976.32000000 -0.00920259857 Short EC CORP US N 1 N N N Global Technology Acquisition Corp I N/A Global Technology Acquisition Corp. I G3934N115 23734.00000000 NC USD 2055.36000000 0.000556701049 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Global Technology Acquisition Global Technology Acquisition 1.00000000 11.50000000 USD 2026-07-13 XXXX -10367.09000000 N N N Naos Small Cap Opportunities Company Ltd N/A Naos Small Cap Opportunities Company, Ltd. Q6499Q109 61487.00000000 NS 29943.09000000 0.008110184902 Long EC CORP AU N 1 N N N United Homes Group Inc 549300HWN3ECTEH7I380 United Homes Group, Inc. 91060H116 11333.00000000 NC USD 7818.64000000 0.002117704488 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased United Homes Group Inc United Homes Group Inc 1.00000000 11.50000000 USD 2028-01-28 XXXX 2620.47000000 N N N Genesis Energy Lp 549300VJ5D6MDK138782 Genesis Energy LP 371927104 -1072.00000000 NS USD -10494.88000000 -0.00284257293 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Hot Ln Trs:0853657 N/A 1.00000000 NC 209840.74000000 0.056836058048 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Henderson Opportunities Trust PLC Henderson Opportunities Trust PLC Y Underlying Performance 2024-06-03 0.00000000 GBP 0.00000000 GBP 162514.00000000 GBP 1278.22000000 N N N Neuberger Berman New York Municipal Fund Inc 549300QBK683OL6H5P21 Neuberger Berman New York Municipal Fund, Inc. 64124K102 530.00000000 NS USD 5103.90000000 0.001382408185 Long EC RF US N 1 N N N Hexpol Ab 549300MN30TBRLYN3465 Hexpol AB BXBZB0906 -4048.00000000 NS -43954.86000000 -0.01190531912 Short EC CORP SE N 1 N N N Andretti Acquisition Corp N/A Andretti Acquisition Corp. G26735129 24523.00000000 NC USD 5615.77000000 0.001521049867 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Andretti Acquisition Corp. Andretti Acquisition Corp. 1.00000000 11.50000000 USD 2028-03-23 XXXX 1201.20000000 N N N Invesco Pennsylvania Value Municipal Income Trust 549300S5KHBL3XISY922 Invesco Pennsylvania Value Municipal Income Trust 46132K109 2462.00000000 NS USD 24398.42000000 0.006608392704 Long EC RF US N 1 N N N Spree Acquisition Corp 1 Ltd N/A Spree Acquisition Corp. 1, Ltd. G83745128 20337.00000000 NC USD 660.95000000 0.000179020492 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Spree Acquisition Corp 1 Ltd Spree Acquisition Corp 1 Ltd 1.00000000 11.50000000 USD 2028-12-22 XXXX -7232.62000000 N N N 24 Hour Fitness Worldwide Inc N/A 24 Hour Fitness Worldwide N/A 306005.00000000 NS USD 1836.03000000 0.000497294794 Long EC CORP US N 2 N N N Pembina Pipeline Corp 5493002W3L9YICM6FU21 Pembina Pipeline Corp. 706327103 -3934.00000000 NS -124555.04000000 -0.03373614429 Short EC CORP CA N 1 N N N Rf Acquisition Corp N/A RF Acquisition Corp. 74954L120 19704.00000000 NC USD 2169.41000000 0.000587591869 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased RF Acquisition Corp RF Acquisition Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX -818.23000000 N N N IQOR N/A IQOR N/A 4941.00000000 NS USD 3295.65000000 0.000892637696 Long EC CORP US N 2 N N N Jaguar Global Growth Corp I N/A Jaguar Global Growth Corp. I G5S11A155 87589.00000000 NC USD 16203.97000000 0.004388898836 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Jaguar Global Growth Corp I Jaguar Global Growth Corp I 1.00000000 0.01000000 USD 2049-12-31 XXXX 1490.77000000 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 Exact Sciences Corp. 30063P105 -6763.00000000 NS USD -659663.02000000 -0.17867190945 Short EC CORP US N 1 N N N Wam Global Ltd 2549005MW820CHS6A031 WAM Global, Ltd. Q9541P103 3609449.00000000 NS 4848933.34000000 1.313349623081 Long EC CORP AU N 1 N N N Snap Inc 549300JNC0L6VP8A2Q35 Snap, Inc. 83304A106 48321.00000000 NS USD 548926.56000000 0.148678573229 Long EC CORP US N 1 N N N Springbig Holdings Inc N/A SpringBig Holdings, Inc. 85021Q116 24279.00000000 NC USD 488.01000000 0.000132179121 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased SpringBig Holdings, Inc. SpringBig Holdings, Inc. 1.00000000 11.50000000 USD 2027-06-14 XXXX -2182.68000000 N N N Rcf Acquisition Corp 549300OIPQ0V26BHLX71 RCF Acquisition Corp. G7330C110 31463.00000000 NC USD 4417.41000000 0.001196470100 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased RCF Acquisition Corp. RCF Acquisition Corp. 1.00000000 11.50000000 USD 2026-11-10 XXXX -12410.96000000 N N N Black Spade Acquisition Co N/A Black Spade Acquisition Co. G11537118 14266.00000000 NC USD 4707.78000000 0.001275117774 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Black Spade Acquisition Co Black Spade Acquisition Co 1.00000000 11.50000000 USD 2026-07-16 XXXX -1362.20000000 N N N Jpmorgan Us Treasury Plus Money Market Fund 549300WIC5LVF25Z1127 JPMorgan US Treasury Plus Money Market Fund 4812C2734 1233288.77000000 NS USD 1233288.77000000 0.334040339937 Long STIV RF US N 1 N N N Fs Credit Opportunities Corp 549300XFGO8P7BHG1O49 FS Credit Opportunities Corp. 30290Y101 33159.00000000 NS USD 167121.36000000 0.045265372768 Long EC RF US N 1 N N N Eqt Corp 4NT01YGM4X7ZX86ISY52 EQT Corp. 26884L109 -1158.00000000 NS USD -48844.44000000 -0.01322967802 Short EC CORP US N 1 N N N Global Blockchain Acquisition Corp N/A Global Blockchain Acquisition Corp. 37961B112 40470.00000000 NC USD 4249.35000000 0.001150950493 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Global Blockchain Acquisition Corp. Global Blockchain Acquisition Corp. 1.00000000 0.01000000 USD 2049-12-31 XXXX 792.00000000 N N N Bellevue Life Sciences Acquisition Corp N/A Bellevue Life Sciences Acquisition Corp. 079174108 14638.00000000 NS USD 152235.20000000 0.041233407126 Long EC CORP US N 1 N N N Us Treasury N/b 254900HROIFWPRGM1V77 U.S. Treasury Bond 91282CHC8 -9087000.00000000 PA USD -8658207.19000000 -2.34510403674 Short DBT UST US N 1 2033-05-15 Fixed 3.37500000 N N N N N N Zalando Se 529900YRFFGH5AXU4S86 Zalando SE D98423102 -2334.00000000 NS -80580.10000000 -0.02182538643 Short EC CORP DE Y 1 N N N J.P. Morgan N/A Recv Hne Ln Trs:bp6qr38 N/A 1.00000000 NC 1326738.62000000 0.359351540704 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Henderson EuroTrust PLC Henderson EuroTrust PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 1018986.38000000 GBP 19021.34000000 N N N Everest Consolidator Acquisition Corp N/A Everest Consolidator Acquisition Corp. 29978K110 50492.00000000 NC USD 12325.10000000 0.003338294075 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Everest Consolidator Acquisition Corp. Everest Consolidator Acquisition Corp. 1.00000000 11.50000000 USD 2028-07-19 XXXX -10064.42000000 N N N Credit Suisse Ag ANGGYXNX0JLX3X63JN86 Credit Suisse AG 22546VNQ5 420000.00000000 PA USD 241757.46000000 0.065480807159 Long DBT CORP CH N 2 2030-10-30 Variable 0.16000000 N N N N N N Selina Hospitality Plc 549300BAEIWO0QPTC061 Selina Hospitality PLC 81635BAA6 7539000.00000000 PA USD 2678078.97000000 0.725366541300 Long DBT CORP GB Y 2 2026-11-01 Fixed 6.00000000 N N N N Y Selina Hospitality PLC Selina Hospitality PLC CL B COM STK N/A XXXX N N N Capitalworks Emerging Markets Acquisition Corp N/A Capitalworks Emerging Markets Acquisition Corp. G1889L126 69120.00000000 NC USD 4838.40000000 0.001310496633 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Capitalworks Emerging Markets Acquisition Corp. Capitalworks Emerging Markets Acquisition Corp. 1.00000000 11.50000000 USD 2028-04-27 XXXX -17282.25000000 N N N Burtech Acquisition Corp N/A BurTech Acquisition Corp. 123013112 23368.00000000 NC USD 467.36000000 0.000126586000 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased BurTech Acquisition Corp BurTech Acquisition Corp 1.00000000 11.50000000 USD 2026-12-18 XXXX -4420.29000000 N N N Keyarch Acquisition Corp N/A Keyarch Acquisition Corp. G5260A120 16489.00000000 NC USD 2305.16000000 0.000624360205 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Keyarch Acquisition Corp Keyarch Acquisition Corp 1.00000000 11.50000000 USD 2028-07-25 XXXX -1136.42000000 N N N J.P. Morgan N/A Recv Pct Ln Trs:0422002 N/A 1.00000000 NC 5536766.02000000 1.499651378061 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Polar Capital Technology Trust PLC Polar Capital Technology Trust PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 4258394.55000000 GBP 71750.75000000 N N N Nuveen Municipal Credit Income Fund 54930078DL3R0VSYW338 Nuveen Municipal Credit Income Fund 67070X101 19.00000000 NS USD 224.77000000 0.000060879697 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Ocdo Ln Trs:b3mbs74 N/A 1.00000000 NC -321450.87000000 -0.08706603068 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Ocado Group PLC Ocado Group PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -254267.99000000 GBP 4864.23000000 N N N J.P. Morgan N/A Recv Ccc Ln Trs:bv9fp30 N/A 1.00000000 NC -63380.78000000 -0.01716689376 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Computacenter PLC Computacenter PLC Y Underlying Performance 2024-05-24 0.00000000 GBP 0.00000000 GBP -50872.60000000 GBP 1906.63000000 N N N Korea Fund Inc/the 549300M4Y1IG0WPTKC03 Korea Fund, Inc. 500634209 26272.00000000 NS USD 633155.20000000 0.171492178787 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Look Ln Trs:b17mmz4 N/A 1.00000000 NC -66304.37000000 -0.01795875778 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Lookers PLC Lookers PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -50839.71000000 GBP -1059.17000000 N N N Genmab A/s 529900MTJPDPE4MHJ122 Genmab A/S 459573903 -376.00000000 NS -154618.59000000 -0.04187895618 Short EC CORP DK N 1 N N N J.P. Morgan N/A Recv Oxig Ln Trs:0665045 N/A 1.00000000 NC -368219.09000000 -0.09973335765 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Oxford Instruments PLC Oxford Instruments PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -297081.75000000 GBP 13041.10000000 N N N J.P. Morgan N/A Recv Eot Ln Trs:0019772 N/A 1.00000000 NC 6908092.81000000 1.871079771994 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 European Opportunities Trust PLC European Opportunities Trust PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 5422728.00000000 GBP -51171.06000000 N N N Bleuacacia Ltd N/A bleuacacia, Ltd. G11728139 201609.00000000 NC USD 14737.62000000 0.003991733091 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased bleuacacia, Ltd. bleuacacia, Ltd. 1.00000000 0.01000000 USD 2049-12-31 XXXX -22589.23000000 N N N Distoken Acquisition Corp N/A Distoken Acquisition Corp. G27740102 5841.00000000 NC USD 327.10000000 0.000088596116 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Distoken Acquisition Corp Distoken Acquisition Corp 1.00000000 11.50000000 USD 2028-03-30 XXXX -52.92000000 N N N Blackrock Muniholdings New York Quality Fund Inc YP1D2S6Y4JY0A7W3DV93 BlackRock MuniHoldings New York Quality Fund, Inc. 09255C106 1799.00000000 NS USD 18781.56000000 0.005087047607 Long EC RF US N 1 N N N Goldman Sachs N/A AT&T, Inc. N/A 1.00000000 NC USD 65119.47000000 0.017637823699 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 AT&T, Inc. AT&T, Inc. Y Underlying Performance 2024-06-20 61801.93000000 USD 0.00000000 USD -15847000.00000000 USD 3317.54000000 N N N Vahanna Tech Edge Acquisition I Corp N/A Vahanna Tech Edge Acquisition I Corp. G9320Z109 132585.00000000 NS USD 1417333.65000000 0.383889504038 Long EC CORP VG N 1 N N N Blackrock Innovation And Growth Term Trust 549300G3XFQ7175KM723 BlackRock Innovation and Growth Term Trust 09260Q108 328888.00000000 NS USD 2700170.48000000 0.731350099806 Long EC RF US N 1 N N N Hashicorp Inc 549300XGOB9ZFQHMIP56 HashiCorp, Inc. 418100103 -5297.00000000 NS USD -156844.17000000 -0.04248176188 Short EC CORP US N 1 N N N Uta Acquisition Corp N/A UTA Acquisition Corp. G9473A117 44060.00000000 NC USD 1343.83000000 0.000363980797 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased UTA Acquisition Corp. UTA Acquisition Corp. 1.00000000 11.50000000 USD 2026-10-30 XXXX -17582.67000000 N N N Pegasus Digital Mobility Acquisition Corp N/A Pegasus Digital Mobility Acquisition Corp. N/A 4456.00000000 NS USD 4767.92000000 0.001291406892 Long EC CORP US N 3 N N N Infint Acquisition Corp N/A InFinT Acquisition Corp. G47862126 55058.00000000 NC USD 2059.17000000 0.000557733000 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased InFinT Acquisition Corp. InFinT Acquisition Corp. 1.00000000 11.50000000 USD 2027-05-19 XXXX -16590.41000000 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group N/A 13307000.00000000 PA USD 665350.00000000 0.180212246786 Long DBT CORP KY N 2 2022-03-23 Fixed 8.25000000 Y Y N N N N Financials Acquisition Corp 254900SWRQCI5ZUQEF15 Financials Acquisition Corp. N/A 28696.00000000 NC 1104.81000000 0.000299241440 N/A DE CORP GB N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Financials Acquisition Corp Financials Acquisition Corp 1.00000000 1150.00000000 GBP 2027-04-04 XXXX 351.77000000 N N N Tortoise Energy Independence Fund Inc 5493005UTWHF1U2B2H30 Tortoise Energy Independence Fund, Inc. 89148K200 27292.00000000 NS USD 849599.96000000 0.230116957482 Long EC RF US N 1 N N N Jaws Mustang Acquisition Corp N/A Jaws Mustang Acquisition Corp. G50737124 19820.00000000 NC USD 868.12000000 0.000235133171 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Jaws Mustang Acquisition Corp. Jaws Mustang Acquisition Corp. 1.00000000 11.50000000 USD 2026-01-30 XXXX -19194.85000000 N N N Us Treasury N/b 254900HROIFWPRGM1V77 U.S. Treasury Note 91282CHA2 -124498000.00000000 PA USD -120714431.08000000 -32.6959026744 Short DBT UST US N 1 2028-04-30 Fixed 3.50000000 N N N N N N J.P. Morgan N/A Recv Grf Sq Trs:byy3dx6 N/A 1.00000000 NC -175671.03000000 -0.04758107914 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Grifols SA Grifols SA Y Underlying Performance 2024-05-28 0.00000000 EUR 0.00000000 EUR -157977.60000000 EUR -1973.83000000 N N N Mountain & Co I Acquisition Corp N/A Mountain & Co. I Acquisition Corp. G6301J112 62660.00000000 NC USD 9408.40000000 0.002548296239 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Mountain & Co I Acquisition Co Mountain & Co I Acquisition Co 1.00000000 11.50000000 USD 2023-08-24 XXXX -24631.70000000 N N N Relx Plc 549300WSX3VBUFFJOO66 RELX PLC 414881904 -9362.00000000 NS -314262.63000000 -0.08511907211 Short EC CORP GB N 1 N N N Mountain Crest Acquisition Corp V N/A Mountain Crest Acquisition Corp. V 62404B115 8917.00000000 NC USD 1408.89000000 0.000381602513 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Mountain Crest Acquisition Cor Mountain Crest Acquisition Cor 1.00000000 0.01000000 USD 2049-12-31 XXXX -1815.23000000 N N N Templeton Global Income Fund QU1AAXOSV5K4OVMXJP19 Templeton Global Income Fund 880198106 826356.00000000 NS USD 3545067.24000000 0.960193180022 Long EC RF US N 1 N N N Valuence Merger Corp I N/A Valuence Merger Corp. I G9R16L100 54174.00000000 NS USD 582912.24000000 0.157883706995 Long EC CORP KY N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFJ8 231000.00000000 PA USD 134027.82000000 0.036301878070 Long DBT CORP US N 2 2034-11-28 Variable 11.00000000 N N N N N N Eve Mobility Acquisition Corp N/A EVe Mobility Acquisition Corp. G3218G117 27110.00000000 NC USD 2048.16000000 0.000554750906 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased EVe Mobility Acquisition Corp EVe Mobility Acquisition Corp 1.00000000 11.50000000 USD 2028-12-31 XXXX -8080.14000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond N/A 11534000.00000000 PA USD 3662045.00000000 0.991876992983 Long DBT NUSS UA N 2 2029-09-01 Fixed 7.75000000 N N N N N N J.P. Morgan N/A JPMorgan European Discovery Trust PLC N/A 1.00000000 NC 34619483.58000000 9.376801560870 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 JPMorgan European Discovery Tr JPMorgan European Discovery Tr Y Underlying Performance 2023-10-02 0.00000000 GBP 0.00000000 GBP 26975847.80000000 GBP 0.00000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YBJ9 25000.00000000 PA USD 13195.78000000 0.003574120631 Long DBT CORP US N 2 2037-05-31 Variable 0.00000000 N N N N N N J.P. Morgan N/A Invesco Select Trust PLC TRS N/A 1.00000000 NC 30800.43000000 0.008342398275 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Invesco Select Trust PLC Invesco Select Trust PLC Y Underlying Performance 2024-06-03 0.00000000 GBP 0.00000000 GBP 23175.00000000 GBP 1058.77000000 N N N Energem Corp N/A Energem Corp. G30449121 45714.00000000 NC USD 2742.84000000 0.000742907280 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Energem Corp. Energem Corp. 1.00000000 11.50000000 USD 2026-11-16 XXXX -10826.19000000 N N N Juniper Ii Corp N/A Juniper II Corp. 48203N111 9381.00000000 NC USD 527.21000000 0.000142796571 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Juniper II Corp Juniper II Corp 1.00000000 11.50000000 USD 2028-12-31 XXXX -6212.58000000 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040W108 -194.00000000 NS USD -14032.02000000 -0.00380061899 Short EC CORP US N 1 N N N Ppl Corp 9N3UAJSNOUXFKQLF3V18 PPL Corp. 69351T106 -2068.00000000 NS USD -56932.04000000 -0.01542023122 Short EC CORP US N 1 N N N Axios Sustainable Growth Acquisition Corp N/A AXIOS SUSTAINABLE GROWTH ACQUISITION Corp. G0703K124 43990.00000000 NC USD 26.39000000 0.000007147818 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Axios Sustainable Growth Acqui Axios Sustainable Growth Acqui 1.00000000 0.01000000 USD 2049-12-31 XXXX -6018.63000000 N N N Benevolentai 2221003P54KEDC3P4Z33 BenevolentAI N/A 7014.00000000 NC 77.12000000 0.000020888206 N/A DE CORP NL N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Odyssey Acquisition SA Odyssey Acquisition SA 1.00000000 11.50000000 EUR 2026-06-30 XXXX -172.53000000 N N N NPC International, Inc. 549300VENVGR7A6TZR37 NPC International, Inc. 62936DAS9 605000.00000000 PA USD 0.01000000 0.000000002708 Long LON CORP US N 3 2025-04-18 Floating 0.00000000 N N N N N N Hubspot Inc 529900BLNVEW0MVKJB37 HubSpot, Inc. 443573100 -16.00000000 NS USD -9288.80000000 -0.00251590218 Short EC CORP US N 1 N N N J.P. Morgan N/A Aberdeen Diversified Income and Growth Trust PLC N/A 1.00000000 NC 105729.42000000 0.028637162891 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Aberdeen Diversified Income an Aberdeen Diversified Income an Y Underlying Performance 2023-10-02 0.00000000 GBP 0.00000000 GBP 79894.70000000 GBP 3196.47000000 N N N Goldman Sachs N/A Home Depot N/A 1.00000000 NC USD 231115.10000000 0.062598288776 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Home Depot Home Depot Y Underlying Performance 2027-12-20 199799.07000000 USD 0.00000000 USD -7604000.00000000 USD 31316.03000000 N N N Hnr Acquisition Corp 254900A4Y0IPOJDRUY39 HNR Acquisition Corp. 40472A128 44874.00000000 NC USD 4536.76000000 0.001228796442 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased HNR Acquisition Corp HNR Acquisition Corp 1.00000000 11.50000000 USD 2028-07-29 XXXX -2775.91000000 N N N Healthcare Ai Acquisition Corp N/A Healthcare AI Acquisition Corp. G4373K117 18681.00000000 NC USD 1082.56000000 0.000293214954 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Healthcare AI Acquisition Corp Healthcare AI Acquisition Corp 1.00000000 11.50000000 USD 2026-12-14 XXXX -4723.14000000 N N N J.P. Morgan N/A Recv Ont Ln Trs:bp6s8z3 N/A 1.00000000 NC -228882.16000000 -0.06199348959 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Oxford Nanopore Technologies PLC Oxford Nanopore Technologies PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -165627.74000000 GBP -16323.62000000 N N N J.P. Morgan N/A Recv Page Ln Trs:3023231 N/A 1.00000000 NC -406.39000000 -0.00011007207 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Pagegroup PLC Pagegroup PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -320.21000000 GBP 4.55000000 N N N A Spac I Acquisition Corp N/A A SPAC I Acquisition Corp. G0542S114 2.00000000 NC USD 0.30000000 0.000000081255 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased A SPAC I Acquisition Corp A SPAC I Acquisition Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX 0.13000000 N N N Varonis Systems Inc 549300SHIVNRRH7STS26 Varonis Systems, Inc. 922280102 -1416.00000000 NS USD -40639.20000000 -0.01100726165 Short EC CORP US N 1 N N N Black Mountain Acquisition Corp N/A Black Mountain Acquisition Corp. 09216A116 46279.00000000 NC USD 2318.58000000 0.000627995056 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Black Mountain Acquisition Corp Black Mountain Acquisition Corp 1.00000000 11.50000000 USD 2027-10-15 XXXX -21133.93000000 N N N First Trust High Yield Opportunities 2027 Term Fund 549300VWTG40J7RZE994 First Trust High Yield Opportunities 2027 Term Fund 33741Q107 2599.00000000 NS USD 36386.00000000 0.009855268372 Long EC RF US N 1 N N N Morgan Stanley N/A Britol-Myers Squibb N/A 1.00000000 NC USD 295785.81000000 0.080114564345 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Britol-Mysers Squibb Britol-Mysers Squibb Y Underlying Performance 2027-12-20 257109.31000000 USD 0.00000000 USD -10000000.00000000 USD 38676.50000000 N N N Monterey Innovation Acquisition Corp N/A Monterey Innovation Acquisition Corp. 61240F116 24230.00000000 NC USD 579.10000000 0.000156851149 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Monterey Bio Acquisition Corp Monterey Bio Acquisition Corp 1.00000000 11.50000000 USD 2026-10-01 XXXX -10317.37000000 N N N Iris Acquisition Corp N/A Iris Acquisition Corp. 89601Y119 27683.00000000 NC USD 733.60000000 0.000198697984 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Tribe Capital Growth Corp I Tribe Capital Growth Corp I 1.00000000 11.50000000 USD 2026-03-05 XXXX -11886.95000000 N N N 24 Hour Fitness Worldwide Inc N/A 24 Hour Fitness Worldwide, Inc. N/A 407959.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 2 N N N Vam Investments Spac Bv 724500WU54AQ8OJ2SU41 VAM Investments Spac BV N/A 12639.00000000 NC 4724.86000000 0.001279743948 N/A DE CORP NL N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased VAM Investments Spac BV VAM Investments Spac BV 1.00000000 11.50000000 EUR 2026-07-27 XXXX 4724.86000000 N N N Abrdn Global Infrastructure In 549300ZRYJVK3J3YXY67 abrdn Global Infrastructure In 00326W106 2754.00000000 NS USD 50480.82000000 0.013672896959 Long EC RF US N 1 N N N Altc Acquisition Corp N/A AltC Acquisition Corp. 02156V109 38589.00000000 NS USD 398624.37000000 0.107968728250 Long EC CORP US N 1 N N N Integrated Rail And Resources Acquisition Corp 549300G3080C4RIDLA64 Integrated Rail and Resources Acquisition Corp. 45827R114 48874.00000000 NC USD 21211.32000000 0.005745156135 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Integrated Rail and Resources Acquisition Corp. Integrated Rail and Resources Acquisition Corp. 1.00000000 11.50000000 USD 2026-11-12 XXXX 2136.45000000 N N N Morgan Stanley Emerging Markets Debt Fund Inc 879N34XPZOOCKFD26737 Morgan Stanley Emerging Markets Debt Fund, Inc. 61744H105 92804.00000000 NS USD 610650.32000000 0.165396657650 Long EC RF US N 1 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group ZS0897661 7018000.00000000 PA USD 350900.00000000 0.095042424884 Long DBT CORP KY N 2 2023-04-11 Fixed 10.00000000 Y Y N N N N Nabors Energy Transition Corp N/A Nabors Energy Transition Corp. 629567116 87846.00000000 NC USD 15250.07000000 0.004130531867 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Nabors Energy Transition Corp. Nabors Energy Transition Corp. 1.00000000 11.50000000 USD 2026-11-17 XXXX -35966.15000000 N N N J.P. Morgan N/A Recv Inch Ln Trs:b61tvq0 N/A 1.00000000 NC -115430.97000000 -0.03126485977 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Inchcape PLC Inchcape PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -93076.83000000 GBP 4019.28000000 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 Advanced Micro Devices, Inc. 007903107 -84.00000000 NS USD -9609.60000000 -0.00260279192 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Rdw Ln Trs:bg11k36 N/A 1.00000000 NC -4525.02000000 -0.00122561662 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Redrow PLC Redrow PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -3566.86000000 GBP 52.51000000 N N N Nb Global Corporate Income Trust 549300MGXSZDLIE6V496 NB Global Corporate Income Trust Q66316102 5283248.00000000 NS 5092466.80000000 1.379311465711 Long EC CORP AU N 1 N N N J.P. Morgan N/A Recv Pia At Trs:byw6809 N/A 1.00000000 NC 206739.17000000 0.055995987562 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 PENGANA INTERNATIO NPV PENGANA INTERNATIO NPV Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 306340.00000000 AUD 970.61000000 N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix, Inc. 64110L106 -85.00000000 NS USD -37312.45000000 -0.01010620041 Short EC CORP US N 1 N N N Rose Hill Acquisition Corp N/A Rose Hill Acquisition Corp. G7637J123 41528.00000000 NC USD 884.55000000 0.000239583291 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Rose Hill Acquisition Corp Rose Hill Acquisition Corp 1.00000000 11.50000000 USD 2026-10-14 XXXX -18258.91000000 N N N Mfs Investment Grade Municipal Trust TQV30XJRB3S7V50XRW52 MFS Investment Grade Municipal Trust 59318B108 57289.00000000 NS USD 435969.29000000 0.118083723274 Long EC RF US N 1 N N N Abrdn Diversified Income And Growth Plc 2138003QINEGCHYGW702 Abrdn Diversified Income and Growth PLC G5487A101 7080.00000000 NS 7814.07000000 0.002116466688 Long EC CORP GB N 1 N N N Japan Smaller Capitalization Fund Inc 5493000KJSHWEB3YKZ37 Japan Smaller Capitalization Fund, Inc. 47109U104 7794.00000000 NS USD 58065.30000000 0.015727178437 Long EC RF US N 1 N N N Guggenheim Active Allocation Fund/de 549300WVFF2XZ68PVT94 Guggenheim Active Allocation Fund 40170T106 846.00000000 NS USD 12004.74000000 0.003251523510 Long EC RF US N 1 N N N Naspers Ltd 21380044BQ8812EEKT59 Naspers, Ltd. 631512209 -3083.00000000 NS USD -120668.62000000 -0.03268349459 Short EC CORP ZA N 1 N N N Deezer Sa 969500LM904RGABQUN96 Deezer SA N/A 95238.00000000 NC 1047.15000000 0.000283624038 N/A DE CORP FR N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased I2PO SA I2PO SA 1.00000000 11.50000000 EUR 2027-06-07 XXXX -77.13000000 N N N Pennymac Fin Svcs Inc 549300W1D516HBDEU871 PennyMac Financial Services, Inc. 70932MAA5 479000.00000000 PA USD 459241.25000000 0.124387010564 Long DBT CORP US Y 2 2025-10-15 Fixed 5.37500000 N N N N N N J.P. Morgan N/A Recv Cyn Ln Trs:0035392 N/A 1.00000000 NC 420473.49000000 0.113886634623 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 CQS NATURAL RES ORD CQS NATURAL RES ORD Y Underlying Performance 2024-06-17 0.00000000 GBP 0.00000000 GBP 322206.70000000 GBP 6969.17000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1143461 2820000.00000000 PA USD 902400.00000000 0.244418022844 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N 10x Capital Venture Acquisition Corp Iii N/A 10X Capital Venture Acquisition Corp. III G87077114 55754.00000000 NC USD 1672.62000000 0.000453034655 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased 10X Capital Venture Acquisitio 10X Capital Venture Acquisitio 1.00000000 11.50000000 USD 2028-06-30 XXXX -10534.99000000 N N N J.P. Morgan N/A Target Corp N/A 1.00000000 NC USD 126533.10000000 0.034271908384 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Target Corp Target Corp Y Underlying Performance 2027-12-20 95149.92000000 USD 0.00000000 USD -5000000.00000000 USD 31383.18000000 N N N N/A N/A Forward Contracts: AUD 08/08/2023 N/A 1.00000000 NC -29426557.00000000 -7.97028023167 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -43800000.00000000 AUD -29137827.00000000 USD 2023-08-08 -288730.00000000 N N N Bat Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBT1 3000000.00000000 PA USD 2134681.50000000 0.578185540373 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N Slam Corp N/A Slam Corp. G8210L105 26398.00000000 NS USD 283250.54000000 0.076719345031 Long EC CORP KY N 1 N N N A Spac Ii Acquisition Corp N/A A SPAC II Acquisition Corp. G0543H133 68843.00000000 NC USD 5810.35000000 0.001573752503 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased A SPAC II Acquisition Corp. A SPAC II Acquisition Corp. 1.00000000 0.01000000 USD 2049-12-31 XXXX -1608.12000000 N N N Invesco Trust For Investment Grade New York Municipals FNS6N81D3V131ZZWNT79 Invesco Trust for Investment Grade New York Municipals 46131T101 407.00000000 NS USD 4192.10000000 0.001135444141 Long EC RF US N 1 N N N Descartes Systems Group Inc/the 875500NEPA7JI5EOMN45 Descartes Systems Group, Inc. 249906108 -313.00000000 NS -24412.88000000 -0.00661230924 Short EC CORP CA N 1 N N N Liberty Resources Acquisition Corp N/A Liberty Resources Acquisition Corp. 53118A113 22928.00000000 NC USD 685.55000000 0.000185683483 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Liberty Resources Acquisition Corp. Liberty Resources Acquisition Corp. 1.00000000 11.50000000 USD 2028-10-31 XXXX -7656.44000000 N N N Churchill Capital Corp Vii N/A Churchill Capital Corp. VII 17144M110 26731.00000000 NC USD 3499.09000000 0.000947740092 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Churchill Capital Corp. VII Churchill Capital Corp. VII 1.00000000 11.50000000 USD 2028-02-29 XXXX -9619.63000000 N N N Morgan Stanley N/A Sherwin-Williams Co. N/A 1.00000000 NC USD 32244.16000000 0.008733437317 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Sherwin Williams Co Sherwin Williams Co Y Underlying Performance 2027-12-20 4375.48000000 USD 0.00000000 USD -2039000.00000000 USD 27868.68000000 N N N Dexcom Inc 549300YSK3QDSFR5EU59 Dexcom, Inc. 252131107 -908.00000000 NS USD -113100.48000000 -0.03063363885 Short EC CORP US N 1 N N N N/A N/A JP.CS BROKER SWEEP N/A 65860000.00000000 NS USD 65860000.00000000 17.83839869742 Long STIV RF US N 1 N N N Prospector Capital Corp N/A Prospector Capital Corp. G7273A113 21521.00000000 NC USD 2483.52000000 0.000672669601 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Prospector Capital Corp. Prospector Capital Corp. 1.00000000 11.50000000 USD 2025-01-01 XXXX -6849.70000000 N N N Apx Acquisition Corp I N/A APx Acquisition Corp. I G0440J125 3981.00000000 NC USD 373.02000000 0.000101033700 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased APx Acquisition Corp I APx Acquisition Corp I 1.00000000 11.50000000 USD 2028-08-19 XXXX -722.92000000 N N N Blackline Inc 529900P9N7PK9LV5EK56 BlackLine, Inc. 09239B109 -815.00000000 NS USD -47335.20000000 -0.01282089538 Short EC CORP US N 1 N N N Vam Investments Spac Bv 724500WU54AQ8OJ2SU41 VAM Investments Spac BV N/A 25279.00000000 NS 265436.45000000 0.071894339871 Long EC CORP NL N 1 N N N Shopify Inc 549300HGQ43STJLLP808 Shopify, Inc. 82509L107 -1008.00000000 NS USD -68120.64000000 -0.01845070051 Short EC CORP CA N 1 N N N Schroder British Opportunities Trust Plc 5493003UY8LIHFW6HM02 Schroder British Opportunities Trust PLC G78542100 1453746.00000000 NS 1296638.22000000 0.351198747869 Long EC CORP GB N 1 N N N Antero Midstream Corp 529900HFO1BDEIT4QU11 Antero Midstream Corp. 03676B102 -22615.00000000 NS USD -270023.10000000 -0.07313664918 Short EC CORP US N 1 N N N Enterprise Products Partners Lp K4CDIF4M54DJZ6TB4Q48 Enterprise Products Partners LP 293792107 -43801.00000000 NS USD -1161164.51000000 -0.31450524571 Short EC CORP US N 1 N N N Bluescape Opportunities Acquisition Corp N/A Bluescape Opportunities Acquisition Corp. G1195N113 49310.00000000 NC USD 1617.37000000 0.000438070010 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Bluescape Opportunities Acquis Bluescape Opportunities Acquis 1.00000000 11.50000000 USD 2026-01-31 XXXX -17785.61000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAM3 2289000.00000000 PA USD 1283467.48000000 0.347631409405 Long DBT CORP US N 2 2036-08-31 Variable 0.40000000 N N N N N N Quadro Acquisition One Corp N/A Quadro Acquisition One Corp. G52807107 39461.00000000 NS USD 417891.99000000 0.113187426815 Long EC CORP KY N 1 N N N Carmell Therapeutics Corp N/A Carmell Therapeutics Corp. 142922111 3816.00000000 NC USD 954.00000000 0.000258394053 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Carmell Therapeutics Corp Carmell Therapeutics Corp 1.00000000 11.50000000 USD 2028-07-12 XXXX -3679.08000000 N N N Datadog Inc 549300F6JNO0KRPO1K63 Datadog, Inc. 23804L103 -1033.00000000 NS USD -120571.76000000 -0.03265725974 Short EC CORP US N 1 N N N Globalink Investment Inc N/A Globalink Investment, Inc. 37892F125 14771.00000000 NC USD 276.22000000 0.000074815100 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Globalink Investment Inc Globalink Investment Inc 1.00000000 11.50000000 USD 2026-12-03 XXXX -3309.84000000 N N N Israel Acquisitions Corp N/A Israel Acquisitions Corp. G49667101 8683.00000000 NS USD 90737.35000000 0.024576511175 Long EC CORP KY N 1 N N N J.P. Morgan N/A Recv Wkp Ln Trs:b67g5x0 N/A 1.00000000 NC -121.08000000 -0.00003279491 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Workspace Group PLC Workspace Group PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -97.19000000 GBP 3.65000000 N N N Bioplus Acquisition Corp N/A BioPlus Acquisition Corp. G11217117 78809.00000000 NS USD 843256.30000000 0.228398756202 Long EC CORP KY N 1 N N N Dt Midstream Inc N/A DT Midstream, Inc. 23345M107 -8833.00000000 NS USD -472742.16000000 -0.12804377666 Short EC CORP US N 1 N N N Redwoods Acquisition Corp N/A Redwoods Acquisition Corp. 758083125 32327.00000000 NC USD 4587.20000000 0.001242458282 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Redwoods Acquisition Corp. Redwoods Acquisition Corp. 1.00000000 0.01000000 USD 2049-12-31 XXXX 358.49000000 N N N Aura Fat Projects Acquisition Corp N/A Aura FAT Projects Acquisition Corp. G06362126 58439.00000000 NC USD 1683.04000000 0.000455856947 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Aura FAT Projects Acquisition Corp. Aura FAT Projects Acquisition Corp. 1.00000000 11.50000000 USD 2027-06-02 XXXX -2715.33000000 N N N Cslm Acquisition Corp N/A CSLM Acquisition Corp. G2365L127 76977.00000000 NC USD 7809.32000000 0.002115180135 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Consilium Acquisition Corp I L Consilium Acquisition Corp I L 1.00000000 11.50000000 USD 2027-06-01 XXXX -9480.25000000 N N N A Spac Ii Acquisition Corp N/A A SPAC II Acquisition Corp. G0543H117 34421.00000000 NC USD 841.59000000 0.000227947433 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased A SPAC II Acquisition Corp. A SPAC II Acquisition Corp. 1.00000000 11.50000000 USD 2027-05-03 XXXX -2653.66000000 N N N J.P. Morgan N/A Recv Cvsg Ln Trs:b286382 N/A 1.00000000 NC -60996.52000000 -0.01652110906 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 CVS Group PLC CVS Group PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -47575.20000000 GBP 59.16000000 N N N Goldman Sachs N/A Proctor & Gamble N/A 1.00000000 NC USD 657377.24000000 0.178052798386 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Proctor & Gamble Proctor & Gamble Y Underlying Performance 2027-12-20 561399.83000000 USD 0.00000000 USD -22172000.00000000 USD 95977.41000000 N N N Compass Pathways Plc 213800N7CUZIC6QSTZ31 Compass Pathways PLC 20451W101 81444.00000000 NS USD 759058.08000000 0.205593390002 Long EC CORP GB N 1 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1143438 635000.00000000 PA USD 209550.00000000 0.056757310158 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N LONGVIEW POWER LLC N/A Longview Power LLC N/A 61813.00000000 NS USD 772662.50000000 0.209278192127 Long EC CORP US N 2 N N N Cboe Futures Exchange 254900O9GJPIWCP8RH13 CBOE VIX FUTURE Nov23 N/A 43.00000000 NC USD 764939.90000000 0.207186500391 N/A DE CORP US N 1 Goldman Sachs 784F5XWPLTWKTBV3E584 Long CBOE VIX FUTURE Nov23 VIX 2023-11-15 764939.90000000 USD -12866.67000000 N N N C5 Acquisition Corp N/A C5 Acquisition Corp. 12530D113 72059.00000000 NC USD 2882.36000000 0.000780696733 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased C5 Acquisition Corp C5 Acquisition Corp 1.00000000 11.50000000 USD 2028-05-19 XXXX -16755.42000000 N N N J.P. Morgan N/A Recv Knos Ln Trs:bz0d672 N/A 1.00000000 NC -19031.07000000 -0.00515462821 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Kainos Group PLC Kainos Group PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -14704.68000000 GBP -159.80000000 N N N Trelleborg Ab 213800XY16PAWG2PAD14 Trelleborg AB 490238003 -2535.00000000 NS -67502.71000000 -0.01828333213 Short EC CORP SE N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QHW7 80000.00000000 PA USD 51510.56000000 0.013951805441 Long DBT CORP US N 2 2030-10-30 Variable 9.45000000 N N N N N N Williams Cos Inc/the D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. 969457100 -45217.00000000 NS USD -1557725.65000000 -0.42191514129 Short EC CORP US N 1 N N N Cloudflare Inc 5493007DY18BGNLDWU14 Cloudflare, Inc. 18915M107 -4206.00000000 NS USD -289246.62000000 -0.07834340311 Short EC CORP US N 1 N N N J.P. Morgan N/A Markit iTraxx Europe Subordinated Financials Series 39 N/A 1.00000000 NC 386231.64000000 0.104612116366 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 iTraxx Europe Financials SB Series 39 2I667ECE0 Y Underlying Performance 2028-06-20 1051892.11126500 EUR 0.00000000 EUR 20000000.00000000 EUR -770329.23000000 N N N Bravida Holding Ab 549300H88IJGPNNL3T61 Bravida Holding AB N/A -3360.00000000 NS -27004.10000000 -0.00731414974 Short EC CORP SE Y 1 N N N Fuchs Se 529900SNF9E1P5ZO4P98 FUCHS SE D27462379 -1103.00000000 NS -45599.56000000 -0.01235079155 Short EP CORP DE N 1 N N N J.P. Morgan N/A Recv Vg1 At Trs:bf5v8z3 N/A 1.00000000 NC 543835.14000000 0.147299545292 N/A DE CORP AU N 2 J.P. 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G7308P101 59259.00000000 NS USD 636441.66000000 0.172382327341 Long EC CORP KY N 1 N N N Eaton Vance California Municipal Bond Fund 549300FJGD8HWP11TO17 Eaton Vance California Municipal Bond Fund 27828A100 59833.00000000 NS USD 534308.69000000 0.144719274821 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Smsn Li Trs:4942818 N/A 1.00000000 NC USD -83021.00000000 -0.02248651227 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Samsung Electronics Co., Ltd. Samsung Electronics Co., Ltd. Y Underlying Performance 2024-05-24 0.00000000 USD 0.00000000 USD -85287.24000000 USD 2266.24000000 N N N Forbion European Acquisition Corp N/A Forbion European Acquisition Corp. G3619H102 22181.00000000 NS USD 239332.99000000 0.064824131446 Long EC CORP KY N 1 N N N Civitas Resources Inc IIVIHPH28S64K95M2381 Civitas Resources, Inc. 17888H103 -386.00000000 NS USD -28895.96000000 -0.00782656628 Short EC CORP US N 1 N N N Cartica Acquisition Corp N/A Cartica Acquisition Corp. G1995D117 74354.00000000 NC USD 5204.78000000 0.001409731867 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Cartica Acquisition Corp Cartica Acquisition Corp 1.00000000 11.50000000 USD 2028-04-30 XXXX -32227.56000000 N N N J.P. Morgan N/A Recv Anni Ln Trs:0604877 N/A 1.00000000 NC 622366.83000000 0.168570113112 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Aberdeen New India Investment Aberdeen New India Investment Y Underlying Performance 2023-12-18 0.00000000 GBP 0.00000000 GBP 479813.60000000 GBP 6597.53000000 N N N J.P. Morgan N/A Recv Dsy Fp Trs:bm8h5y5 N/A 1.00000000 NC -199234.85000000 -0.05396341768 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Dassault Systemes SE Dassault Systemes SE Y Underlying Performance 2024-04-29 0.00000000 EUR 0.00000000 EUR -181087.60000000 EUR -128.09000000 N N N Accretion Acquisition Corp N/A Accretion Acquisition Corp. 00438Y123 37215.00000000 NC USD 2739.02000000 0.000741872620 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Accretion Acquisition Corp. Accretion Acquisition Corp. 1.00000000 0.01000000 USD 2049-12-31 XXXX -9332.82000000 N N N Morgan Stanley N/A FNCL 5.5 8/23 TBA MSFTA N/A 1.00000000 NC USD 2475468.14000000 0.670488728273 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Long Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac 2023-08-15 264602000.00000000 USD 2475468.14000000 N N N J.P. Morgan N/A Recv Usa Ln Trs:bdfghw4 N/A 1.00000000 NC 8020658.87000000 2.172421966885 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Baillie Gifford US Growth Trus Baillie Gifford US Growth Trus Y Underlying Performance 2023-12-18 0.00000000 GBP 0.00000000 GBP 6196749.18000000 GBP 68054.08000000 N N N Technology & Telecommunication Acquisition Corp N/A Technology & Telecommunication Acquisition Corp. G87119114 52993.00000000 NC USD 1976.64000000 0.000535379477 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Technology & Telecommunication Technology & Telecommunication 1.00000000 11.50000000 USD 2027-02-15 XXXX -6967.66000000 N N N Lamf Global Ventures Corp I N/A LAMF Global Ventures Corp. I G5338L124 63179.00000000 NC USD 4466.76000000 0.001209836710 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased LAMF Global Ventures Corp. I LAMF Global Ventures Corp. I 1.00000000 11.50000000 USD 2026-11-11 XXXX -26137.64000000 N N N Byte Acquisition Corp N/A BYTE Acquisition Corp. G1R25Q113 20143.00000000 NC USD 4451.60000000 0.001205730574 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased BYTE Acquisition Corp BYTE Acquisition Corp 1.00000000 11.50000000 USD 2028-12-31 XXXX -662.43000000 N N N Arcadis Nv 7245000UZH70GO047N03 Arcadis NV N/A -127.00000000 NS -5571.52000000 -0.00150906460 Short EC CORP NL N 1 N N N N/A N/A CHINOS INTERMEDIATE 2 LLC, TL N/A 3000000.00000000 PA USD 2892495.00000000 0.783441831768 Long LON CORP LU N 2 2027-09-10 Floating 13.63073000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537101 -298.00000000 NS USD -25252.52000000 -0.00683972851 Short EC CORP US N 1 N N N Deezer Sa 969500LM904RGABQUN96 Deezer SA N/A 8179.00000000 NS 22527.10000000 0.006101539497 Long EC CORP FR N 1 N N N Transition Sa 894500FOM6WHY0KFW309 Transition SA N/A 33822.00000000 NS 368155.91000000 0.099716245147 Long EC CORP FR N 1 N N N Verde Clean Fuels Inc N/A Verde Clean Fuels, Inc. 923372114 327.00000000 NC USD 83.39000000 0.000022586457 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased CENAQ Energy Corp CENAQ Energy Corp 1.00000000 11.50000000 USD 2027-12-31 XXXX 17.01000000 N N N Mars Acquisition Corp N/A Mars Acquisition Corp. G5870E108 10247.00000000 NS USD 106415.10000000 0.028822881585 Long EC CORP KY N 1 N N N J.P. Morgan N/A Recv Ergo Ln Trs:bn7zcy6 N/A 1.00000000 NC -36836.00000000 -0.00997715235 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Ergomed PLC Ergomed PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -25240.65000000 GBP -4443.38000000 N N N Fusion Acquisition Corp Ii N/A Fusion Acquisition Corp. II 36118N110 20782.00000000 NC USD 103.91000000 0.000028144366 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Fusion Acquisition Corp II Fusion Acquisition Corp II 1.00000000 11.50000000 USD 2027-12-31 XXXX -6857.94000000 N N N Blackrock Smaller Cos Trust Plc 549300MS535KC2WH4082 BlackRock Smaller Cos. Trust PLC G1314X109 71210.00000000 NS 1180725.61000000 0.319803434306 Long EC CORP GB N 1 N N N Blue World Acquisition Corp N/A Blue World Acquisition Corp. G1263E110 46604.00000000 NC USD 4660.40000000 0.001262284744 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Blue World Acquisition Corp. Blue World Acquisition Corp. 1.00000000 0.01000000 USD 2049-12-31 XXXX -671.26000000 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 -55.00000000 NS USD -18475.60000000 -0.00500417733 Short EC CORP US N 1 N N N Blackrock Muniholdings Quality Fund Ii Inc V04K6JK5YHD4O5SHSC34 BlackRock MuniHoldings Quality Fund II, Inc. 09254C107 1024.00000000 NS USD 10168.32000000 0.002754123082 Long EC RF US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QES9 10000.00000000 PA USD 5477.88000000 0.001483701904 Long DBT CORP US N 2 2034-08-29 Variable 1.68500000 N N N N N N Excelfin Acquisition Corp N/A ExcelFin Acquisition Corp. 30069X110 22349.00000000 NC USD 1090.63000000 0.000295400740 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ExcelFin Acquisition Corp ExcelFin Acquisition Corp 1.00000000 11.50000000 USD 2026-10-21 XXXX -11572.97000000 N N N Hearts And Minds Investments Ltd/fund 2549002S6SA5DJZXRD63 Hearts and Minds Investments, Ltd. Q4524H103 836372.00000000 NS 1337062.63000000 0.362147832939 Long EC CORP AU N 1 N N N J.P. Morgan N/A Recv Imi Ln Trs:bglp8l2 N/A 1.00000000 NC -112807.64000000 -0.03055432217 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 IMI PLC IMI PLC Y Underlying Performance 2024-05-24 0.00000000 GBP 0.00000000 GBP -88764.20000000 GBP 1107.99000000 N N N Lifezone Metals Ltd N/A Lifezone Metals, Ltd. G5568L117 52557.00000000 NC USD 46775.73000000 0.012669361085 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Lifezone Metals Ltd Lifezone Metals Ltd 1.00000000 11.50000000 USD 2028-07-05 XXXX 22055.06000000 N N N Southport Acquisition Corp N/A Southport Acquisition Corp. 84465L113 6161.00000000 NC USD 446.06000000 0.000120816825 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Southport Acquisition Corp Southport Acquisition Corp 1.00000000 11.50000000 USD 2028-05-24 XXXX -1589.45000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QDN1 266000.00000000 PA USD 152043.74000000 0.041181549553 Long DBT CORP US N 2 2033-10-31 Variable 0.08000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding, Ltd. 01609W102 -37.00000000 NS USD -3779.92000000 -0.00102380382 Short EC CORP CN N 1 N N N Screaming Eagle Acquisition Corp N/A Screaming Eagle Acquisition Corp. G79407121 22674.00000000 NC USD 3933.94000000 0.001065520652 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Screaming Eagle Acquisition Co Screaming Eagle Acquisition Co 1.00000000 11.50000000 USD 2027-12-15 XXXX -10429.32000000 N N N Goldman Sachs N/A International Business Machines N/A 1.00000000 NC USD 133742.61000000 0.036224627998 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 International Business Machines International Business Machines Y Underlying Performance 2027-06-20 111479.87000000 USD 0.00000000 USD -5750000.00000000 USD 22262.74000000 N N N Western Acquisition Ventures Corp 5493003I8CYRIJL4WQ06 Western Acquisition Ventures Corp. 95758L115 29980.00000000 NC USD 899.40000000 0.000243605462 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Western Acquisition Ventures C Western Acquisition Ventures C 1.00000000 11.50000000 USD 2027-01-12 XXXX -3859.33000000 N N N Upwork Inc 5493004QJ6WWBXVE2S70 Upwork, Inc. 91688F104 -19049.00000000 NS USD -198681.07000000 -0.05381342454 Short EC CORP US N 1 N N N Cleveland-cliffs Steel O05HJM8THRTZG4688Q91 Cleveland-Cliffs Steel Corp. 001546AU4 880000.00000000 PA USD 869000.00000000 0.235371522442 Long DBT CORP US N 2 2027-03-15 Fixed 7.00000000 N N N N N N Bayer Ag 549300J4U55H3WP1XT59 Bayer AG D0712D163 -2132.00000000 NS -124567.87000000 -0.03373961934 Short EC CORP DE N 1 N N N N/A N/A GS.FU BROKER SWEEP N/A 10748982.24000000 NS USD 10748982.24000000 2.911397370006 Long STIV RF US N 1 N N N Nextera Energy Inc N/A NextEra Energy, Inc. 65339F101 -918.00000000 NS USD -67289.40000000 -0.01822555641 Short EC CORP US N 1 N N N Alset Capital Acquisition Corp N/A Alset Capital Acquisition Corp. 02115M125 26594.00000000 NC USD 9573.84000000 0.002593106209 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Alset Capital Acquisition Corp Alset Capital Acquisition Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX 5659.19000000 N N N J.P. Morgan N/A Recv Caml Ln Trs:b67kbv2 N/A 1.00000000 NC -2695.52000000 -0.00073009050 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Central Asia Metals PLC Central Asia Metals PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -2084.37000000 GBP -20.54000000 N N N J.P. Morgan N/A Recv Snr Ln Trs:0795823 N/A 1.00000000 NC -1595.00000000 -0.00043201102 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Senior PLC Senior PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -1275.66000000 GBP 42.12000000 N N N Armada Acquisition Corp I N/A Armada Acquisition Corp. I 04208V111 19.00000000 NC USD 1.22000000 0.000000330441 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Armada Acquisition Corp I Armada Acquisition Corp I 1.00000000 11.50000000 USD 2026-08-13 XXXX 0.02000000 N N N Centralnic Group Plc 213800M4IINBWMXEKV82 CentralNic Group PLC N/A -9.00000000 NS -14.78000000 -0.00000400321 Short EC CORP GB N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFP4 69000.00000000 PA USD 40805.08000000 0.011052190797 Long DBT CORP US N 2 2035-01-30 Variable 0.16000000 N N N N N N Bitwise 10 Crypto Index Fund N/A Bitwise 10 Crypto Index Fund 091749101 327836.00000000 NS USD 4134667.63000000 1.119888394553 Long EC CORP US N 1 N N N Forbion European Acquisition Corp N/A Forbion European Acquisition Corp. G3619H110 7393.00000000 NC USD 3918.29000000 0.001061281798 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Forbion European Acquisition C Forbion European Acquisition C 1.00000000 11.50000000 USD 2028-05-23 XXXX 968.00000000 N N N Clearbridge Energy Midstream Opportunity Fund Inc 549300U6RAJWN6OONX12 ClearBridge Energy Midstream Opportunity Fund, Inc. 18469P209 68686.00000000 NS USD 2206194.32000000 0.597555024053 Long EC RF US N 1 N N N Clean Earth Acquisitions Corp N/A Clean Earth Acquisitions Corp. 184493104 99174.00000000 NS USD 1039343.52000000 0.281509627897 Long EC CORP US N 1 N N N Relativity Acquisition Corp N/A Relativity Acquisition Corp. 75944B114 45142.00000000 NC USD 2126.19000000 0.000575885589 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Relativity Acquisition Corp Relativity Acquisition Corp 1.00000000 11.50000000 USD 2027-02-11 XXXX -5230.15000000 N N N Duolingo Inc N/A Duolingo, Inc. 26603R106 -1314.00000000 NS USD -203919.66000000 -0.05523231395 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Feml Ln Trs:b4l0pd4 N/A 1.00000000 NC 9074200.64000000 2.457777237727 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Fidelity Emerging Markets, Ltd. Fidelity Emerging Markets, Ltd. Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 7060172.06000000 GBP 13521.16000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFE9 357000.00000000 PA USD 188498.14000000 0.051055344291 Long DBT CORP US N 2 2034-10-31 Variable 2.05100000 N N N N N N N/A N/A TD.PL BROKER SWEEP N/A 7742144.68000000 NS USD 7742144.68000000 2.096985477907 Long STIV RF US N 1 N N N Credit Suisse High Yield Bond Fund 549300R9HE7C1IL42N58 Credit Suisse High Yield Bond Fund 22544F103 5819.00000000 NS USD 10939.72000000 0.002963059322 Long EC RF US N 1 N N N European Opportunities Trust Plc 549300XN7RXQWHN18849 European Opportunities Trust PLC G6394A101 664443.00000000 NS 6906980.53000000 1.870778507280 Long EC CORP GB N 1 N N N N/A N/A R.R. Donnelley & Sons Company, TLB N/A 10608351.25000000 PA USD 10603418.37000000 2.871970914661 Long LON CORP US N 2 2028-03-17 Floating 12.66865000 N N N N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YBC4 747000.00000000 PA USD 377268.62000000 0.102184452772 Long DBT CORP US N 2 2037-03-31 Variable 9.00000000 N N N N N N J.P. Morgan N/A Baillie Gifford European Growth Trust PLC N/A 1.00000000 NC 509760.98000000 0.138070446426 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Baillie Gifford European Growt Baillie Gifford European Growt Y Underlying Performance 2023-10-02 0.00000000 GBP 0.00000000 GBP 395983.63000000 GBP 1574.96000000 N N N N/A N/A REAL VIEW IMAGING LTD. 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Morgan 7H6GLXDRUGQFU57RNE97 Grafton Group PLC Grafton Group PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -102270.20000000 GBP 1686.28000000 N N N Diamond Sports Gr/diamon 5493002K6DHWNZH8YA34 Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAF3 4000000.00000000 PA USD 130000.00000000 0.035210929709 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 Y Y N N N N Hellofresh Se 391200ZAF4V6XD2M9G57 HelloFresh SE N/A -2395.00000000 NS -68334.52000000 -0.01850863061 Short EC CORP DE N 1 N N N Liv Capital Acquisition Corp Ii N/A LIV Capital Acquisition Corp. 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Morgan Chase & Co. N/A -2000000.00000000 GBP -2574108.00000000 USD 2023-08-07 7335.00000000 N N N Tortoise Energy Infrastructure Corp 5493008P735YB22YPB89 Tortoise Energy Infrastructure Fund, Inc. 89147L886 14818.00000000 NS USD 455357.14000000 0.123334986532 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Rmmc Ln Trs:bndmjp1 N/A 1.00000000 NC 863182.31000000 0.233795781875 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 River & Mercantile UK Micro Cap Investment Company Ltd. River & Mercantile UK Micro Cap Investment Company Ltd. Y Underlying Performance 2023-12-18 0.00000000 GBP 0.00000000 GBP 679630.95000000 GBP -9022.81000000 N N N DWAC SPONSOR N/A Digital World Acquisition Corp. 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G8675N125 18073.00000000 NC USD 859.37000000 0.000232763205 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Target Global Acquisition I Co Target Global Acquisition I Co 1.00000000 11.50000000 USD 2027-12-31 XXXX -6867.52000000 N N N Yotta Acquisition Corp N/A Yotta Acquisition Corp. 98741Y129 29452.00000000 NC USD 2588.83000000 0.000701193162 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Yotta Acquisition Corp Yotta Acquisition Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX 71.65000000 N N N Jaguar Global Growth Corp I N/A Jaguar Global Growth Corp. I G5S11A130 43794.00000000 NC USD 2485.31000000 0.000673154428 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Jaguar Global Growth Corp I Jaguar Global Growth Corp I 1.00000000 11.50000000 USD 2027-02-11 XXXX -4440.35000000 N N N Morgan Stanley N/A Recv Cre Ln Trs:bn133n2 N/A 1.00000000 NC -14754.23000000 -0.00399623196 N/A DE CORP GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Conduit Holdings Ltd Conduit Holdings Ltd Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -11115.54000000 GBP -489.09000000 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 Monolithic Power Systems, Inc. 609839105 -120.00000000 NS USD -67138.80000000 -0.01818476590 Short EC CORP US N 1 N N N Blackrock Muniholdings New Jersey Quality Fund Inc FDX8Y56FK6PN1WE5XX39 BlackRock MuniHoldings New Jersey Quality Fund, Inc. 09254X101 3842.00000000 NS USD 43030.40000000 0.011654926075 Long EC RF US N 1 N N N Blackrock Science And Technology Term Trust 549300NQ3IL1NKVC9M67 BlackRock Science and Technology Term Trust 09260K101 9706.00000000 NS USD 181211.02000000 0.049081603752 Long EC RF US N 1 N N N Blue World Acquisition Corp N/A Blue World Acquisition Corp. G1263E136 23302.00000000 NC USD 1631.14000000 0.000441799660 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Blue World Acquisition Corp. Blue World Acquisition Corp. 1.00000000 11.50000000 USD 2029-01-10 XXXX -91.22000000 N N N Dws Strategic Municipal Income Trust HW9ZECORLBPA6LHYL567 DWS Strategic Municipal Income Trust 23342Q101 59.00000000 NS USD 502.09000000 0.000135992736 Long EC RF US N 1 N N N J.P. Morgan N/A Templeton EM Investment Trust PLC TRS N/A 1.00000000 NC 3153963.63000000 0.854261474477 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Templeton EM Investment Trust PLC Templeton EM Investment Trust PLC Y Underlying Performance 2024-06-19 0.00000000 GBP 0.00000000 GBP 2412800.00000000 GBP 57494.13000000 N N N Patria Latin American Opportunity Acquisition Corp N/A Patria Latin American Opportunity Acquisition Corp. G69454117 46145.00000000 NC USD 3714.67000000 0.001006130648 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Patria Latin American Opportun Patria Latin American Opportun 1.00000000 11.50000000 USD 2027-03-10 XXXX -2543.49000000 N N N Voya Infrastructure Industrials And Materials Fund CDDOXZNDBE7I8PJXIJ33 Voya Infrastructure Industrials and Materials Fund 92912X101 15769.00000000 NS USD 162263.01000000 0.043949472611 Long EC RF US N 1 N N N Earthstone Energy Hol 549300HGVO86L8G72J25 Earthstone Energy Holdings LLC 27034RAC7 1000000.00000000 PA USD 1031875.00000000 0.279486754568 Long DBT CORP US Y 2 2031-07-15 Fixed 9.87500000 N N N N N N J.P. Morgan N/A Recv Mntc Ln Trs:bmh3tr5 N/A 1.00000000 NC USD 47933.65000000 0.012982987545 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Schiehallion Fund, Ltd. Schiehallion Fund, Ltd. Y Underlying Performance 2024-05-07 0.00000000 USD 0.00000000 USD 47812.29000000 USD 121.36000000 N N N Silverspac Inc N/A SILVERspac, Inc. G8136V112 18449.00000000 NC USD 521.18000000 0.000141163325 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased SILVERspac Inc SILVERspac Inc 1.00000000 11.50000000 USD 2026-09-10 XXXX -10351.74000000 N N N N/A N/A Forward Contracts: EUR 08/07/2023 N/A 1.00000000 NC 1099764.00000000 0.297874714623 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 1112216.00000000 USD 1000000.00000000 EUR 2023-08-07 -12452.00000000 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 GEO Group, Inc. 9XB999WP0 1680.00000000 NC USD 58800.00000000 0.015926174360 N/A DE CORP US N 1 Credit Suisse N/A Put Purchased GEO Group Inc GEO Group Inc 100.00000000 6.00000000 USD 2024-01-19 XXXX -34068.00000000 N N N Bleuacacia Ltd N/A bleuacacia, Ltd. G11728113 100804.00000000 NC USD 3079.56000000 0.000834109005 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased bleuacacia, Ltd. bleuacacia, Ltd. 1.00000000 11.50000000 USD 2026-10-30 XXXX -44593.50000000 N N N N/A N/A Forward Contracts: AUD 08/08/2023 N/A 1.00000000 NC 1007759.00000000 0.272954856254 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 1012337.00000000 USD 1500000.00000000 AUD 2023-08-08 -4578.00000000 N N N Novocure Ltd 213800YPP55UMHWA4826 Novocure, Ltd. G6674U108 -8253.00000000 NS USD -269377.92000000 -0.07296190004 Short EC CORP JE N 1 N N N N/A N/A TRAVELPORT FINANCE (LUXEMBOURG) S.A R.L, TL N/A 388936.49000000 PA USD 249891.69000000 0.067683990242 Long LON CORP LU N 2 2026-05-29 Floating 4.86500000 N N N N N N Cartesian Growth Corp Ii N/A CARTESIAN GROWTH Corp. II G19305120 5984.00000000 NC USD 1077.12000000 0.000291741512 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased CARTESIAN GROWTH CORP II CARTESIAN GROWTH CORP II 1.00000000 11.50000000 USD 2028-07-12 XXXX 137.87000000 N N N Platinum Capital Ltd 7KW5LRH3I6FMWUBNKK59 Platinum Capital, Ltd. N/A 42880.00000000 NC 460.84000000 0.000124820037 N/A DE CORP AU N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Platinum Capital Ltd Platinum Capital Ltd 1.00000000 1.37000000 AUD 2024-03-28 XXXX 460.84000000 N N N Ecofin Sustainable And Social 549300JEEQF7C836SM26 Ecofin Sustainable and Social 27901F109 37011.00000000 NS USD 478182.12000000 0.129517207812 Long EC RF US N 1 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 Marathon Oil Corp. 565849106 -1727.00000000 NS USD -45368.29000000 -0.01228815130 Short EC CORP US N 1 N N N Barclays N/A AT&T, Inc. 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Morgan 7H6GLXDRUGQFU57RNE97 Ipsos Ipsos Y Underlying Performance 2024-05-28 0.00000000 EUR 0.00000000 EUR -45876.20000000 EUR -1041.89000000 N N N Phoenix Biotech Acquisition Corp N/A Phoenix Biotech Acquisition Corp. 71902K113 21939.00000000 NC USD 1658.59000000 0.000449234583 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Phoenix Biotech Acquisition Co Phoenix Biotech Acquisition Co 1.00000000 11.50000000 USD 2026-09-01 XXXX -8476.95000000 N N N Energy Transfer Lp MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273V100 -67115.00000000 NS USD -891958.35000000 -0.24158986742 Short EC CORP US N 1 N N N Roblox Corp N/A ROBLOX Corp. 771049103 -5900.00000000 NS USD -231575.00000000 -0.06272285421 Short EC CORP US N 1 N N N BNY Mellon Liquidity Funds plc N/A BNY Mellon U.S. Treasury Fund G1206E136 246753.78000000 NS USD 246753.78000000 0.066834076947 Long STIV RF IE N 1 N N N J.P. Morgan N/A Herald Investment Trust PLC N/A 1.00000000 NC 4659058.64000000 1.261921432963 N/A DE CORP GB N 2 J.P. 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Financial Strategies Acquisition Corp. 1.00000000 11.50000000 USD 2028-03-31 XXXX -1306.52000000 N N N N/A N/A Forward Contracts: AUD 08/08/2023 N/A 1.00000000 NC -839799.00000000 -0.22746233506 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -1250000.00000000 AUD -846590.00000000 USD 2023-08-08 6791.00000000 N N N L Catterton Asia Acquisition Corp N/A L Catterton Asia Acquisition Corp. G5346G125 1609.00000000 NS USD 16974.95000000 0.004597721317 Long EC CORP KY N 1 N N N Moran Foods Llc N/A Moran Foods LLC 61647DAN2 927417.44000000 PA USD 857861.13000000 0.232354522683 Long LON CORP US N 2 2026-06-30 Floating 12.21464000 N N N N N N Athena Technology Acquisition Corp Ii 5493008CK2CE7TGDP465 Athena Technology Acquisition Corp. II 04687C113 36968.00000000 NC USD 1234.73000000 0.000334430701 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Athena Technology Acquisition Athena Technology Acquisition 1.00000000 11.50000000 USD 2028-10-17 XXXX -15344.68000000 N N N Investcorp Europe Acquisition Corp I N/A Investcorp Europe Acquisition Corp. I G4923T113 24645.00000000 NC USD 7147.05000000 0.001935802116 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Investcorp Europe Acquisition Investcorp Europe Acquisition 1.00000000 11.50000000 USD 2028-11-23 XXXX -1194.96000000 N N N Compute Health Acquisition Corp N/A Compute Health Acquisition Corp. 204833115 26926.00000000 NC USD 15078.56000000 0.004084077817 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Compute Health Acquisition Cor Compute Health Acquisition Cor 1.00000000 11.50000000 USD 2027-12-31 XXXX 1615.56000000 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787107 -583.00000000 NS USD -131565.61000000 -0.03563498035 Short EC CORP US N 1 N N N Neste Oyj 5493009GY1X8GQ66AM14 Neste Oyj B06YV4907 -2333.00000000 NS -85829.77000000 -0.02324727691 Short EC CORP FI N 1 N N N Pershing Square Holdings Ltd U7LC4KOKCTZ0YWGI2G56 Pershing Square Holdings, Ltd. G7016V101 175609.00000000 NS USD 6760946.50000000 1.831224707545 Long EC CORP GG N 1 N N N Swiftmerge Acquisition Corp N/A Swiftmerge Acquisition Corp. G63836111 132.00000000 NC USD 12.09000000 0.000003274616 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Swiftmerge Acquisition Corp Swiftmerge Acquisition Corp 1.00000000 11.50000000 USD 2028-06-17 XXXX -14.27000000 N N N Taiwan Fund Inc/the/md 549300B0OHIYIAWV0Z83 Taiwan Fund, Inc. 874036106 3223.00000000 NS USD 107390.36000000 0.029087033980 Long EC RF US N 1 N N N N/A N/A Forward Contracts: GBP 08/07/2023 N/A 1.00000000 NC 2566773.00000000 0.695218951408 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 2538636.00000000 USD 2000000.00000000 GBP 2023-08-07 28137.00000000 N N N Enviva Inc 549300WH5VXDEFM5KR81 Enviva, Inc. 29415B103 -1138.00000000 NS USD -15328.86000000 -0.00415187239 Short EC CORP US N 1 N N N Israel Acquisitions Corp N/A Israel Acquisitions Corp. G49667119 8683.00000000 NC USD 1255.13000000 0.000339956109 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Israel Acquisitions Corp Israel Acquisitions Corp 1.00000000 11.50000000 USD 2028-02-28 XXXX 113.43000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YBW0 58000.00000000 PA USD 30964.23000000 0.008386764046 Long DBT CORP US N 2 2037-08-31 Variable 0.30000000 N N N N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond N/A 3462000.00000000 PA USD 1073220.00000000 0.290685184482 Long DBT NUSS UA N 2 2028-09-01 Fixed 7.75000000 N N N N N N Bellevue Life Sciences Acquisi N/A Bellevue Life Sciences Acquisi 079174124 14638.00000000 NC USD 3513.12000000 0.000951540164 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Bellevue Life Sciences Acquisi Bellevue Life Sciences Acquisi 1.00000000 0.01000000 USD 2045-12-31 XXXX 1804.40000000 N N N Pra Group Inc 549300Q5HW3JSSB86K27 PRA Group, Inc. 69354NAE6 500000.00000000 PA USD 458750.00000000 0.124253953878 Long DBT CORP US Y 2 2028-02-01 Fixed 8.37500000 N N N N N N Gamco Natural Resources Gold & Income Trust 23EBEGZ81713Q1VCP222 GAMCO Natural Resources Gold & Income Trust 36465E101 17606.00000000 NS USD 93135.74000000 0.025226123035 Long EC RF US N 1 N N N J.P. Morgan N/A Aberforth Smaller Companies Trust PLC N/A 1.00000000 NC 2560769.27000000 0.693592821293 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Aberforth Smaller Companies Tr Aberforth Smaller Companies Tr Y Underlying Performance 2023-10-02 0.00000000 GBP 0.00000000 GBP 2011039.32000000 GBP -20100.23000000 N N N J.P. Morgan N/A RR Donnelley & Sons N/A 1.00000000 NC USD -382103.37000000 -0.10349396079 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 RR Donnelley & Sons Company RR Donnelley & Sons Company Y Underlying Performance 2026-12-20 0.00000000 USD 689316.73000000 USD 8244000.00000000 USD 307213.36000000 N N N St Energy Transition I Ltd N/A ST Energy Transition I, Ltd. G8465L115 42980.00000000 NC USD 20406.90000000 0.005527276319 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ST Energy Transition I Ltd ST Energy Transition I Ltd 1.00000000 11.50000000 USD 2026-12-02 XXXX 4394.03000000 N N N N/A N/A HAAT DELIVERY LTD. N/A 64188.00000000 NS USD 1000000.00000000 0.270853305457 Long EC CORP IL N 3 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1143412 5592000.00000000 PA USD 1887300.00000000 0.511181443389 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N Banyan Acquisition Corp N/A Banyan Acquisition Corp. 06690B115 45560.00000000 NC USD 9248.68000000 0.002505035549 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Banyan Acquisition Corp Banyan Acquisition Corp 1.00000000 11.50000000 USD 2028-09-30 XXXX 2420.31000000 N N N Barclays N/A Unilever PLC N/A 1.00000000 NC 193690.92000000 0.052461825919 N/A DCR CORP FR N 2 Barclays AC28XWWI3WIBK2824319 Unilever PLC Unilever PLC Y Underlying Performance 2027-12-20 139013.34605000 EUR 0.00000000 EUR -5747000.00000000 EUR 40845.02000000 N N N Proof Acquisition Corp I N/A PROOF Acquisition Corp. I 74349W112 20757.00000000 NC USD 2078.81000000 0.000563052559 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased PROOF Acquisition Corp. I PROOF Acquisition Corp. I 1.00000000 11.50000000 USD 2028-12-03 XXXX -4419.97000000 N N N Sanlorenzo Spa/ameglia 8156006C71E895860132 Sanlorenzo SpA/Ameglia N/A -8.00000000 NS -310.50000000 -0.00008409995 Short EC CORP IT N 1 N N N Jpmorgan European Discovery Trust Plc 54930049CEWDI46Y3U28 JPMorgan European Discovery Trust PLC G5S953184 14209.00000000 NS 72667.02000000 0.019682102564 Long EC CORP GB N 1 N N N Mars Acquisition Corp N/A Mars Acquisition Corp. G5870E124 10247.00000000 NC USD 2012.00000000 0.000544956850 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Mars Acquisition Corp Mars Acquisition Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX 82.34000000 N N N Alset Capital Acquisition Corp N/A Alset Capital Acquisition Corp. 02115M117 13297.00000000 NC USD 543.85000000 0.000147303570 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Alset Capital Acquisition Corp Alset Capital Acquisition Corp 1.00000000 11.50000000 USD 2027-02-02 XXXX -1674.38000000 N N N J.P. Morgan N/A Recv Tep Ln Trs:0879471 N/A 1.00000000 NC -52575.92000000 -0.01424036171 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Telecom Plus PLC Telecom Plus PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -40869.20000000 GBP -126.39000000 N N N Crescera Capital Acquisition Corp N/A Crescera Capital Acquisition Corp. G26507114 63791.00000000 NC USD 204.13000000 0.000055289285 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Crescera Capital Acquisition C Crescera Capital Acquisition C 1.00000000 11.50000000 USD 2028-11-19 XXXX -29800.85000000 N N N Blackrock California Municipal Income Trust LE6236HQD6DXEGUHE217 BlackRock California Municipal Income Trust 09248E102 173989.00000000 NS USD 2016532.51000000 0.546184495895 Long EC RF US N 1 N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31423YVM8 9135459.82000000 PA USD 1539166.94000000 0.416888453349 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 3.00000000 N N N N N N Somalogic Inc 549300D3W3Q8CN30YO25 SomaLogic, Inc. 83444K105 437676.00000000 NS USD 1072306.20000000 0.290437678732 Long EC CORP US N 1 N N N Artemis Strategic Investment Corp N/A Artemis Strategic Investment Corp. 04303A103 142048.00000000 NS USD 1507839.52000000 0.408403318091 Long EC CORP US N 1 N N N Nvidia Corp 549300S4KLFTLO7GSQ80 NVIDIA Corp. 67066G104 -244.00000000 NS USD -114018.76000000 -0.03088235803 Short EC CORP US N 1 N N N Future Health Esg Corp N/A Future Health ESG Corp. 36118W110 37402.00000000 NC USD 1013.59000000 0.000274534201 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Future Health ESG Corp Future Health ESG Corp 1.00000000 11.50000000 USD 2026-09-09 XXXX -17446.03000000 N N N J.P. Morgan N/A Recv Ate Fp Trs:5608915 N/A 1.00000000 NC -43930.73000000 -0.01189878343 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Alten SA Alten SA Y Underlying Performance 2024-05-28 0.00000000 EUR 0.00000000 EUR -44011.50000000 EUR 4460.14000000 N N N Shoulderup Technology Acquisition Corp N/A ShoulderUp Technology Acquisition Corp. 82537G112 94845.00000000 NC USD 5605.34000000 0.001518224867 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ShoulderUp Technology Acquisition Corp. ShoulderUp Technology Acquisition Corp. 1.00000000 11.50000000 USD 2026-11-17 XXXX -40814.81000000 N N N Eureking Sa 96950078TLFWTM2QE234 Eureking SA N/A 59955.00000000 NS 678984.61000000 0.183905225973 Long EP CORP FR N 1 N N N Bitcoin Depot Inc N/A Bitcoin Depot, Inc. 09174P105 7151.00000000 NS USD 26959.27000000 0.007302007392 Long EC CORP US N 1 N N N Costar Group Inc N/A CoStar Group, Inc. 22160N109 -2236.00000000 NS USD -187756.92000000 -0.05085458240 Short EC CORP US N 1 N N N Alsp Orchid Acquisition Corp I N/A ALSP Orchid Acquisition Corp. I G0231L123 52397.00000000 NC USD 1577.15000000 0.000427176290 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ALSP Orchid Acquisition Corp I ALSP Orchid Acquisition Corp I 1.00000000 11.50000000 USD 2028-11-30 XXXX -22158.91000000 N N N Marketaxess Holdings Inc 5493002U1CA1XJOVID83 MarketAxess Holdings, Inc. 57060D108 -1305.00000000 NS USD -351332.10000000 -0.09515946059 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Scp Ln Trs:0610841 N/A 1.00000000 NC 331656.52000000 0.089830264718 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Schroder UK Mid Cap Fund PLC Schroder UK Mid Cap Fund PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 256590.72000000 GBP 2360.54000000 N N N Clearbridge Mlp & Midstream Fund Inc 549300KS1WIARK4T8791 ClearBridge MLP & Midstream Fund, Inc. 184692200 17796.00000000 NS USD 668595.72000000 0.181091360776 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Bemo Ln Trs:3227334 N/A 1.00000000 NC 247847.18000000 0.067130227951 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 BARINGS EMERGING ORD BARINGS EMERGING ORD Y Underlying Performance 2024-06-10 0.00000000 GBP 0.00000000 GBP 187500.00000000 GBP 7218.85000000 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167735 -817.00000000 NS USD -68905.78000000 -0.01866335827 Short EC CORP US N 1 N N N Rr Donnelley & Sons Co SU4X0P4WWRGOQDTSV032 RR Donnelley & Sons Co. 257867BG5 3628000.00000000 PA USD 3646140.00000000 0.987569071160 Long DBT CORP US Y 2 2028-07-31 Fixed 9.75000000 N N N N N N Pepperlime Health Acquisition Corp N/A PepperLime Health Acquisition Corp. G70021111 11876.00000000 NC USD 358.06000000 0.000096981734 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased PepperLime Health Acquisition PepperLime Health Acquisition 1.00000000 11.50000000 USD 2026-10-01 XXXX -4876.65000000 N N N J.P. Morgan N/A Recv Smwh Ln Trs:b2pdgw1 N/A 1.00000000 NC -9944.26000000 -0.00269343569 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 WH Smith PLC WH Smith PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -7821.33000000 GBP 93.25000000 N N N Denali Therapeutics Inc 549300ZTQ2HO18L3Q830 Denali Therapeutics, Inc. 24823R105 -556.00000000 NS USD -15807.08000000 -0.00428139986 Short EC CORP US N 1 N N N Zyversa Therapeutics Inc N/A ZyVersa Therapeutics, Inc. 98987D110 7100.00000000 NC USD 497.00000000 0.000134614092 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ZyVersa Therapeutics, Inc. ZyVersa Therapeutics, Inc. 1.00000000 11.50000000 USD 2026-12-20 XXXX -835.66000000 N N N Neuberger Berman Energy Infrastructure And Income Fund Inc 549300P5ICT7WWGP8224 Neuberger Berman Energy Infrastructure and Income Fund, Inc. 64129H104 268634.00000000 NS USD 1915360.42000000 0.518781700899 Long EC RF US N 1 N N N Pioneer Municipal High Income Opportunities Fund Inc 5493005BKX8X756MKL25 Pioneer Municipal High Income Opportunities Fund, Inc. 723760104 22618.00000000 NS USD 246536.20000000 0.066775144684 Long EC RF US N 1 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group N/A 15065000.00000000 PA USD 753250.00000000 0.204020252335 Long DBT CORP KY N 2 2023-06-28 Fixed 7.50000000 Y Y N N N N Nogin Inc N/A Nogin, Inc. 65528N113 8372.00000000 NC USD 123.91000000 0.000033561433 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Nogin Inc Nogin Inc 1.00000000 11.50000000 USD 2027-08-26 XXXX -1563.38000000 N N N Energy Transition Partners Bv 724500Y8U5ELNMGRA511 Energy Transition Partners BV N/A 16852.00000000 NC 4632.22000000 0.001254652098 N/A DE CORP NL N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Energy Transition Partners BV Energy Transition Partners BV 1.00000000 11.50000000 EUR 2026-07-16 XXXX 4035.81000000 N N N J.P. Morgan N/A Recv Htg Ln Trs:0447889 N/A 1.00000000 NC -12732.28000000 -0.00344858012 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Hunting PLC Hunting PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -9601.69000000 GBP -409.94000000 N N N Grayscale Bitcoin Trust Btc 549300XZGUJEF0EHBE41 Grayscale Bitcoin Trust BTC 389637109 505971.00000000 NS USD 9679225.23000000 2.621650147811 Long EC CORP US N 1 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 Crowdstrike Holdings, Inc. 22788C105 -473.00000000 NS USD -76465.18000000 -0.02071084675 Short EC CORP US N 1 N N N N/A N/A Forward Contracts: EUR 08/07/2023 N/A 1.00000000 NC -7368421.00000000 -1.99576118385 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -6700000.00000000 EUR -7317337.00000000 USD 2023-08-07 -51084.00000000 N N N Pennymac Fin Svcs Inc 549300W1D516HBDEU871 PennyMac Financial Services, Inc. 70932MAC1 666000.00000000 PA USD 563602.50000000 0.152653600089 Long DBT CORP US Y 2 2031-09-15 Fixed 5.75000000 N N N N N N Everest Consolidator Acquisition Corp N/A Everest Consolidator Acquisition Corp. 29978K102 100984.00000000 NS USD 1080528.80000000 0.292664797121 Long EC CORP US N 1 N N N Arbe Robotics Ltd N/A Arbe Robotics, Ltd. M1R95N100 68769.00000000 NS USD 202868.55000000 0.054947617340 Long EC CORP IL N 1 N N N J.P. Morgan N/A Recv Wise Ln Trs:bl9yr75 N/A 1.00000000 NC -22501.80000000 -0.00609468690 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Wise PLC Wise PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -14469.98000000 GBP -3931.74000000 N N N Covia Holdings Corp N/A Covia Equity N/A 169353.00000000 NS USD 2145194.45000000 0.581033007631 Long EC CORP US N 2 N N N J.P. Morgan N/A Recv Ipx Ln Trs:0490526 N/A 1.00000000 NC -4967.15000000 -0.00134536899 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Impax Asset Management Group PLC Impax Asset Management Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -3983.25000000 GBP 144.76000000 N N N Spring Valley Acquisition Corp Ii N/A Spring Valley Acquisition Corp. II G83752108 26917.00000000 NS USD 285051.03000000 0.077207013699 Long EC CORP KY N 1 N N N N/A N/A Cineworld N/A 88914.00000000 NC 0.00000000 0.000000 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Cineworld Cineworld 1.00000000 0.41000000 GBP 2025-11-23 XXXX 0.00000000 N N N Nogin Inc N/A Nogin, Inc. 65528N204 11264.00000000 NS USD 10588.16000000 0.002867838134 Long EC CORP US N 1 N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 Alnylam Pharmaceuticals, Inc. 02043Q107 -5010.00000000 NS USD -978954.00000000 -0.26515292679 Short EC CORP US N 1 N N N Metals Acquisition Ltd 984500A55FX8DC465F12 Metals Acquisition, Ltd. G60409102 8891.00000000 NC USD 12891.95000000 0.003491827271 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Metals Acquisition Ltd Metals Acquisition Ltd 1.00000000 11.50000000 USD 2028-06-16 XXXX 7415.05000000 N N N Uta Acquisition Corp N/A UTA Acquisition Corp. G9473A109 82968.00000000 NS USD 882779.52000000 0.239103750982 Long EC CORP KY N 1 N N N J.P. Morgan N/A Recv Bmy Ln Trs:3314775 N/A 1.00000000 NC -33.26000000 -0.00000900858 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 BLOOMSBURY PUB BLOOMSBURY PUB Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -26.19000000 GBP 0.35000000 N N N Hhg Capital Corp N/A HHG Capital Corp. G4R23P129 17425.00000000 NC USD 372.90000000 0.000101001197 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased HHG Capital Corp HHG Capital Corp 1.00000000 11.50000000 USD 2027-12-31 XXXX -6077.23000000 N N N Barclays N/A Unisys Corp. CDS USD 5Y 6/28 N/A 1.00000000 NC USD 32427.48000000 0.008783090145 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 Unisys Corp. CDS USD 5Y 6/28 Unisys Corp. CDS USD 5Y 6/28 Y Underlying Performance 2028-06-20 38292.22000000 USD 0.00000000 USD 286000.00000000 USD -5864.74000000 N N N Redwoods Acquisition Corp N/A Redwoods Acquisition Corp. 758083117 32327.00000000 NC USD 2219.25000000 0.000601091198 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Redwoods Acquisition Corp. Redwoods Acquisition Corp. 1.00000000 11.50000000 USD 2027-03-15 XXXX -1822.76000000 N N N European Smaller Companies/the 213800N1B1HCQG2W4V90 European Smaller Companies G9T57B100 2626.00000000 NS 5425.83000000 0.001469603990 Long EC CORP GB N 1 N N N J.P. Morgan N/A Recv Ckn Ln Trs:0201836 N/A 1.00000000 NC -23094.54000000 -0.00625523249 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Clarkson PLC Clarkson PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -18382.50000000 GBP 496.66000000 N N N Gores Holdings Ix Inc N/A Gores Holdings IX, Inc. 38287A101 121537.00000000 NS USD 1251831.10000000 0.339062591309 Long EC CORP US N 1 N N N Morgan Stanley N/A Recv Atg Ln Trs:bmvqdz6 N/A 1.00000000 NC -3312.02000000 -0.00089707156 N/A DE CORP GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Auction Technology Group PLC Auction Technology Group PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -2765.96000000 GBP 237.68000000 N N N Plains All American Pipeline Lp 5521FA2ITF25TVH63740 Plains All American Pipeline LP 726503105 -23149.00000000 NS USD -344457.12000000 -0.09329734954 Short EC CORP US N 1 N N N Finnovate Acquisition Corp N/A Finnovate Acquisition Corp. G3R34K111 71462.00000000 NC USD 2186.74000000 0.000592285757 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Finnovate Acquisition Corp Finnovate Acquisition Corp 1.00000000 11.50000000 USD 2026-09-30 XXXX -30085.02000000 N N N Fortune Rise Acquisition Corp N/A Fortune Rise Acquisition Corp. 34969G102 29156.00000000 NS USD 314301.68000000 0.085129648938 Long EC CORP US N 1 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group G2119WAY2 1800000.00000000 PA USD 90000.00000000 0.024376797491 Long DBT CORP KY N 2 2024-01-22 Fixed 12.00000000 Y Y N N N N Integrated Wellness Acquisition Corp N/A Integrated Wellness Acquisition Corp. G4828B100 58193.00000000 NS USD 631394.05000000 0.171015165488 Long EC CORP KY N 1 N N N Apollo Tactical Income Fund Inc 549300JOTMM1DVBHF402 Apollo Tactical Income Fund, Inc. 037638103 28054.00000000 NS USD 361616.06000000 0.097944905157 Long EC RF US N 1 N N N Bff Bank Spa 815600522538355AE429 BFF Bank SpA N/A -12822.00000000 NS -144644.00000000 -0.03917730551 Short EC CORP IT Y 1 N N N Duet Acquisition Corp N/A DUET Acquisition Corp. 26431Q114 5996.00000000 NC USD 174.48000000 0.000047258484 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased DUET Acquisition Corp DUET Acquisition Corp 1.00000000 11.50000000 USD 2028-07-19 XXXX -721.62000000 N N N Mff Capital Investments Ltd 549300OYTXE8HSZSYH82 MFF Capital Investments, Ltd. Q6S61B118 3142746.00000000 NS 6079629.01000000 1.646687613313 Long EC CORP AU N 1 N N N Rrd Parent Inc N/A RRD Parent, Inc. 16208CAA7 185107.00010000 PA USD 313393.56000000 0.084883681635 Long DBT CORP US Y 2 2031-10-15 Fixed 10.00000000 N N Y N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp. 30231G102 -248.00000000 NS USD -26595.52000000 -0.00720348450 Short EC CORP US N 1 N N N Alpha Partners Technology Merger Corp N/A Alpha Partners Technology Merger Corp. G63290111 19691.00000000 NS USD 205770.95000000 0.055733741974 Long EC CORP KY N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 Zillow Group, Inc. 98954M200 -8516.00000000 NS USD -461226.56000000 -0.12492473834 Short EC CORP US N 1 N N N Jupiter Acquisition Corp N/A Jupiter Acquisition Corp. 482082112 1531.00000000 NC USD 61.24000000 0.000016587056 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Jupiter Acquisition Corp Jupiter Acquisition Corp 1.00000000 11.50000000 USD 2028-08-17 XXXX -627.36000000 N N N Tlgy Acquisition Corp N/A TLGY Acquisition Corp. G8656T125 68311.00000000 NC USD 6270.95000000 0.001698507535 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased TLGY Acquisition Corp. TLGY Acquisition Corp. 1.00000000 11.50000000 USD 2028-01-14 XXXX -12543.76000000 N N N On Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 ON Semiconductor Corp. 682189105 -464.00000000 NS USD -49996.00000000 -0.01354158185 Short EC CORP US N 1 N N N Prysmian Spa 529900X0H1IO3RS1A464 Prysmian SpA B1W4V6907 -1992.00000000 NS -79395.27000000 -0.02150447131 Short EC CORP IT N 1 N N N N/A N/A TD.SE BROKER SWEEP N/A 96018.89000000 NS USD 96018.89000000 0.026007033742 Long STIV RF US N 1 N N N Tc Energy Corp 549300UGKOFV2IWJJG27 TC Energy Corp. 89353D107 -14786.00000000 NS -529925.58000000 -0.14353209498 Short EC CORP CA N 1 N N N Integrated Rail And Resources Acquisition Corp 549300G3080C4RIDLA64 Integrated Rail and Resources Acquisition Corp. 45827R106 153090.00000000 NS USD 1651841.10000000 0.447406622025 Long EC CORP US N 1 N N N Four Leaf Acquisition Corp N/A Four Leaf Acquisition Corp. 35088F206 3750.00000000 NS USD 39375.00000000 0.010664848902 Long EC CORP US N 1 N N N J.P. Morgan N/A Recv Spie Fp Trs:byzfys3 N/A 1.00000000 NC -69467.27000000 -0.01881543970 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Spie SA Spie SA Y Underlying Performance 2024-05-28 0.00000000 EUR 0.00000000 EUR -64477.44000000 EUR 1426.01000000 N N N Henderson Opportunities Trust Plc 2138005D884NPGHFQS77 Henderson Opportunities Trust PLC G4401K105 111656.00000000 NS 1411444.41000000 0.382294383917 Long EC CORP GB N 1 N N N J.P. Morgan N/A Recv Rch Ln Trs:0903994 N/A 1.00000000 NC -88.31000000 -0.00002391905 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Reach PLC Reach PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -68.45000000 GBP -0.46000000 N N N Mountain & Co I Acquisition Corp N/A Mountain & Co. I Acquisition Corp. G6301J104 58395.00000000 NS USD 641177.10000000 0.173664936918 Long EC CORP KY N 1 N N N Aes Corp/the 2NUNNB7D43COUIRE5295 AES Corp. 00130H105 -1507.00000000 NS USD -32596.41000000 -0.00882884539 Short EC CORP US N 1 N N N Arista Networks Inc 635400H1WKBLOQERUU95 Arista Networks, Inc. 040413106 -402.00000000 NS USD -62346.18000000 -0.01688666893 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEG5 89000.00000000 PA USD 51022.28000000 0.013819553189 Long DBT CORP US N 2 2034-05-30 Variable 3.81200000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group ZS0897653 2253000.00000000 PA USD 112650.00000000 0.030511624859 Long DBT CORP KY N 2 2022-04-11 Fixed 9.50000000 Y Y N N N N Flame Acquisition Corp N/A Flame Acquisition Corp. 33850F116 5451.00000000 NC USD 1865.88000000 0.000505379765 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Flame Acquisition Corp. Flame Acquisition Corp. 1.00000000 11.50000000 USD 2028-12-31 XXXX 307.69000000 N N N Iconic Sports Acquisition Corp N/A Iconic Sports Acquisition Corp. G4712C115 19665.00000000 NC USD 3952.67000000 0.001070593734 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Iconic Sports Acquisition Corp Iconic Sports Acquisition Corp 1.00000000 11.50000000 USD 2026-10-12 XXXX -7218.36000000 N N N Principal Real Estate Income Fund 549300HK3LIJEGLGMK36 Principal Real Estate Income Fund 74255X104 51780.00000000 NS USD 504337.20000000 0.136601397685 Long EC RF US N 1 N N N Denali Capital Acquisition Corp 549300L7MIQ7V1UUZB95 Denali Capital Acquisition Corp. G6256B106 27621.00000000 NS USD 298859.22000000 0.080947007603 Long EC CORP KY N 1 N N N Gardiner Healthcare Acquisitions Corp 549300IPQDY7ERMEMH57 Gardiner Healthcare Acquisitions Corp. 365506112 14786.00000000 NC USD 887.16000000 0.000240290218 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Gardiner Healthcare Acquisitions Corp. Gardiner Healthcare Acquisitions Corp. 1.00000000 11.50000000 USD 2028-07-30 XXXX -3650.22000000 N N N Spring Valley Acquisition Corp Ii N/A Spring Valley Acquisition Corp. II G83752116 13573.00000000 NC USD 1628.76000000 0.000441155029 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Spring Valley Acquisition Corp Spring Valley Acquisition Corp 1.00000000 11.50000000 USD 2026-02-25 XXXX -1071.34000000 N N N Rcf Acquisition Corp 549300OIPQ0V26BHLX71 RCF Acquisition Corp. 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III 20607V114 54452.00000000 NC USD 2178.08000000 0.000589940167 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Concord Acquisition Corp III Concord Acquisition Corp III 1.00000000 11.50000000 USD 2028-12-31 XXXX -37496.84000000 N N N Van Lanschot Kempen Nv 724500D8WOYCL1BUCB80 Van Lanschot Kempen NV N/A -8.00000000 NS -262.12000000 -0.00007099606 Short EC CORP NL N 1 N N N Financial Strategies Acquisition Corp N/A Financial Strategies Acquisition Corp. 31772T115 6820.00000000 NC USD 110.48000000 0.000029923873 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Financial Strategies Acquisition Corp. Financial Strategies Acquisition Corp. 1.00000000 11.50000000 USD 2028-03-31 XXXX -2004.47000000 N N N Esgen Acquisition Corp N/A ESGEN Acquisition Corp. G3R95N111 61117.00000000 NC USD 3667.02000000 0.000993224488 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ESGEN Acquisition Corp ESGEN Acquisition Corp 1.00000000 11.50000000 USD 2026-10-20 XXXX -28598.52000000 N N N Spring Valley Acquisition Corp Ii N/A Spring Valley Acquisition Corp. II G83752132 27147.00000000 NC USD 4369.31000000 0.001183442056 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Spring Valley Acquisition Corp Spring Valley Acquisition Corp 1.00000000 11.50000000 USD 2026-09-10 XXXX 91.19000000 N N N Zapp Electric Vehicles Group Ltd N/A Zapp Electric Vehicles Group, Ltd. G9889X115 11642.00000000 NC USD 466.84000000 0.000126445157 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Zapp Electric Vehicles Group L Zapp Electric Vehicles Group L 1.00000000 11.50000000 USD 2028-03-03 XXXX -4164.50000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFS8 36000.00000000 PA USD 19472.36000000 0.005274153071 Long DBT CORP US N 2 2035-02-27 Variable 1.68500000 N N N N N N Clearbridge Mlp & Midstream Total Return Fund Inc 549300FO806NCJW4RO34 ClearBridge MLP & Midstream Total Return Fund, Inc. 18469Q207 69138.00000000 NS USD 2334790.26000000 0.632385659470 Long EC RF US N 1 N N N Ftac Emerald Acquisition Corp N/A FTAC Emerald Acquisition Corp. 29103K118 27108.00000000 NC USD 1190.04000000 0.000322326267 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased FTAC Emerald Acquisition Corp FTAC Emerald Acquisition Corp 1.00000000 11.50000000 USD 2028-08-22 XXXX -11207.53000000 N N N Moran Foods Llc N/A Moran Foods LLC 61647DAR3 817109.18000000 PA USD 592404.16000000 0.160454624902 Long LON CORP US N 2 2026-12-31 Floating 16.46464000 N N N N N N Pinterest Inc N/A Pinterest, Inc. 72352L106 -2480.00000000 NS USD -71895.20000000 -0.01947305256 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Qq/ Ln Trs:b0wmwd0 N/A 1.00000000 NC -219921.81000000 -0.05956654918 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 QinetiQ Group PLC QinetiQ Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -182952.63000000 GBP 14870.65000000 N N N Investcorp India Acquisition Corp N/A Investcorp India Acquisition Corp. G49219127 37472.00000000 NC USD 1948.54000000 0.000527768499 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Investcorp India Acquisition C Investcorp India Acquisition C 1.00000000 11.50000000 USD 2027-06-28 XXXX -5470.17000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond BK6339091 2239000.00000000 PA USD 682895.00000000 0.184964368030 Long DBT NUSS UA N 2 2035-03-15 Fixed 7.25300000 N N N N N N Morgan Stanley N/A Southern Co. N/A 1.00000000 NC USD 15133.09000000 0.004098847448 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Southern Co. Southern Co. Y Underlying Performance 2026-06-20 14141.20000000 USD 0.00000000 USD -847000.00000000 USD 991.89000000 N N N Keyarch Acquisition Corp N/A Keyarch Acquisition Corp. G5260A112 24350.00000000 NC USD 1582.75000000 0.000428693069 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Keyarch Acquisition Corp Keyarch Acquisition Corp 1.00000000 11.50000000 USD 2028-07-25 XXXX -2659.51000000 N N N Kensington Capital Acquisition Corp V N/A Kensington Capital Acquisition Corp. V G5251K103 58885.00000000 NS USD 627125.25000000 0.169858946898 Long EC CORP KY N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QDZ4 478000.00000000 PA USD 278407.28000000 0.075407532051 Long DBT CORP US N 2 2034-02-28 Variable 5.80000000 N N N N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond N/A 4146000.00000000 PA USD 1357815.00000000 0.367768680949 Long DBT NUSS UA N 2 2030-11-01 Fixed 9.75000000 N N N N N N N/A N/A CAESARS ENTERTAINMENT, INC (BI CLAIM) N/A 2320.00000000 NS USD 2320000.00000000 0.628379668661 Long EC CORP US N 3 N N N Wayfair Inc 54930027N9ZAVYFDHK53 Wayfair, Inc. 94419L101 -3110.00000000 NS USD -242175.70000000 -0.06559408884 Short EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599105 -508.00000000 NS USD -32070.04000000 -0.00868627634 Short EC CORP US N 1 N N N Agrinam Acquisition Corp N/A Agrinam Acquisition Corp. 00857H114 19798.00000000 NC USD 197.98000000 0.000053623537 N/A DE CORP CA N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Agrinam Acquisition Corp Agrinam Acquisition Corp 1.00000000 11.50000000 USD 2027-06-30 XXXX -0.79000000 N N N Plains Gp Holdings Lp 549300O56BSKRD8FAM12 Plains GP Holdings LP 72651A207 -34856.00000000 NS USD -546890.64000000 -0.14812713756 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Sspg Ln Trs:bgbn7c0 N/A 1.00000000 NC -151.76000000 -0.00004110469 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 SSP Group Plc SSP Group Plc Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -120.88000000 GBP 3.37000000 N N N Nio Inc 549300JBU4TV5OCKJV96 NIO, Inc. 62914V106 -18935.00000000 NS USD -289705.50000000 -0.07846769228 Short EC CORP KY N 1 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 Generac Holdings, Inc. 368736104 -109.00000000 NS USD -16753.30000000 -0.00453768668 Short EC CORP US N 1 N N N Nuveen New York Amt-free Quality Municipal Income Fund 549300V4X2BF3UXSCQ58 Nuveen New York AMT-Free Quality Municipal Income Fund 670656107 926.00000000 NS USD 9630.40000000 0.002608425672 Long EC RF US N 1 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAP6 40000.00000000 PA USD 22486.64000000 0.006090580772 Long DBT CORP US N 2 2036-09-30 Variable 0.40000000 N N N N N N Federated Hermes Premier Municipal Income Fund C0TUI5ZPEIY028NN4Q23 Federated Hermes Premier Municipal Income Fund 31423P108 1993.00000000 NS USD 21245.38000000 0.005754381398 Long EC RF US N 1 N N N New America High Income Fund Inc/the V5LSTDFQKWGSW30MQ381 New America High Income Fund, Inc. 641876800 5107.00000000 NS USD 34727.60000000 0.009406085250 Long EC RF US N 1 N N N Goldman Sachs N/A British American Tobacco PLC N/A 1.00000000 NC 30513.31000000 0.008264630873 N/A DCR CORP GB N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Bat Intl Finance Bat Intl Finance Y Underlying Performance 2027-12-20 9982.39915000 EUR 0.00000000 EUR -2381000.00000000 EUR 19537.61000000 N N N Enlink Midstream Llc 54930000GY1H533OBE23 EnLink Midstream LLC 29336T100 -15453.00000000 NS USD -179254.80000000 -0.04855175509 Short EC CORP US N 1 N N N BENSON HILL INC N/A Benson Hill Inc. N/A 187607.00000000 NC USD 34707.30000000 0.009400586928 N/A DE CORP US N 3 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Benson Hill Inc Benson Hill Inc 1.00000000 3.90000000 USD 2027-03-25 XXXX -105997.95000000 N N N Sps Commerce Inc 2549006XVF9GCCETDQ72 SPS Commerce, Inc. 78463M107 -318.00000000 NS USD -57364.02000000 -0.01553723443 Short EC CORP US N 1 N N N Shuaa Partners Acquisition Corp I N/A SHUAA Partners Acquisition Corp. I G81173117 22958.00000000 NC USD 1402.73000000 0.000379934057 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased SHUAA Partners Acquisition Corp SHUAA Partners Acquisition Corp 1.00000000 11.50000000 USD 2027-03-02 XXXX -2036.84000000 N N N Aurora Technology Acquisition Corp N/A Aurora Technology Acquisition Corp. G06984135 63578.00000000 NC USD 8773.76000000 0.002376401897 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Aurora Technology Acquisition Aurora Technology Acquisition 1.00000000 11.50000000 USD 2028-02-07 XXXX -1008.35000000 N N N Kayne Anderson Nextgen Energy & Infrastructure Inc 549300MHDTCUZBV2Y068 Kayne Anderson NextGen Energy & Infrastructure, Inc. 48661E108 103652.00000000 NS USD 781536.08000000 0.211681630602 Long EC RF US N 1 N N N Infosys Ltd 335800TYLGG93MM7PR89 Infosys, Ltd. 456788108 -8959.00000000 NS USD -149256.94000000 -0.04042673556 Short EC CORP IN N 1 N N N Dte Energy Co 549300IX8SD6XXD71I78 DTE Energy Co. 233331107 -649.00000000 NS USD -74180.70000000 -0.02009208779 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEW0 88000.00000000 PA USD 47904.21000000 0.012975013623 Long DBT CORP US N 2 2034-09-30 Variable 0.00000000 N N N N N N Eaton Vance California Municipal Income Trust 5493000EWT76UUJKIW67 Eaton Vance California Municipal Income Trust 27826F101 7671.00000000 NS USD 78014.07000000 0.021130368731 Long EC RF US N 1 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group G2119WAZ9 6500000.00000000 PA USD 325000.00000000 0.088027324273 Long DBT CORP KY N 2 2023-01-22 Fixed 11.50000000 Y Y N N N N Axios Sustainable Growth Acquisition Corp N/A AXIOS SUSTAINABLE GROWTH ACQUISITION Corp. G0703K116 43990.00000000 NC USD 87.98000000 0.000023829673 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Axios Sustainable Growth Acqui Axios Sustainable Growth Acqui 1.00000000 11.50000000 USD 2027-02-16 XXXX -6755.84000000 N N N Nuveen Real Asset Income And Growth Fund RQLXTE3CBG56EZF1BQ60 Nuveen Real Asset Income and Growth Fund 67074Y105 25.00000000 NS USD 290.75000000 0.000078750598 Long EC RF US N 1 N N N Harvey Gulf N/A Harvey Gulf Intl. Marine N/A 24044.00000000 NS USD 841540.00000000 0.227933890674 Long EC CORP US N 2 N N N Cf Acquisition Corp Vii N/A CF Acquisition Corp. VII 12521H107 21449.00000000 NS USD 227144.91000000 0.061522949691 Long EC CORP US N 1 N N N Grayscale Ethereum Classic Tr Etc 54930092HET8DVEQYD83 Grayscale Ethereum Classic Trust 38963Q107 815799.00000000 NS USD 5612697.12000000 1.520217567483 Long EC RF US N 1 N N N New Providence Acquisition Corp Ii N/A New Providence Acquisition Corp. II 64823D110 21526.00000000 NC USD 1291.56000000 0.000349823295 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased New Providence Acquisition Corp. II New Providence Acquisition Corp. II 1.00000000 11.50000000 USD 2027-12-31 XXXX -10329.39000000 N N N Polestar Automotive Holding Uk Plc 894500HDA1DJKHYN4D83 Polestar Automotive Holding UK PLC 731105201 10409.00000000 NS USD 46632.32000000 0.012630518013 Long EC CORP GB N 1 N N N Templeton Emerging Markets Fund/united States CZCIR4LW4R7Y5KBS5R36 Templeton Emerging Markets Fund/United States 880191101 1314.00000000 NS USD 16615.53000000 0.004500371222 Long EC RF US N 1 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond AZ1688045 805000.00000000 PA 257697.36000000 0.069798181763 Long DBT NUSS UA N 2 2028-06-20 Fixed 6.75000000 N N N N N N Heineken Holding Nv 724500M1WJLFM9TYBS04 Heineken Holding NV N39338194 -2528.00000000 NS -207215.39000000 -0.05612497332 Short EC CORP NL N 1 N N N Pimco Energy & Tactical Credit Opportunities Fund 549300BX5QVFQJENPV35 PIMCO Energy & Tactical Credit Opportunities Fund 69346N107 254162.00000000 NS USD 4257213.50000000 1.153080348512 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Dplm Ln Trs:0182663 N/A 1.00000000 NC -392403.00000000 -0.10628364962 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Diploma PLC Diploma PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -303120.30000000 GBP -3393.23000000 N N N N/A N/A Forward Contracts: GBP 08/07/2023 N/A 1.00000000 NC -15913991.00000000 -4.31035706536 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -12400000.00000000 GBP -15739541.00000000 USD 2023-08-07 -174450.00000000 N N N Papaya Growth Opportunity Corp I 549300U6L3FU6EKJUM40 Papaya Growth Opportunity Corp. I 69882P110 76584.00000000 NC USD 5648.07000000 0.001529798428 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Papaya Growth Opportunity Corp Papaya Growth Opportunity Corp 1.00000000 11.50000000 USD 2028-12-31 XXXX -8970.86000000 N N N Tortoise Pipeline & Energy Fund Inc 549300L8CO08RZOP4B19 Tortoise Pipeline & Energy Fund, Inc. 89148H207 7795.00000000 NS USD 227925.80000000 0.061734456329 Long EC RF US N 1 N N N Ix Acquisition Corp N/A IX Acquisition Corp. G5000D111 112.00000000 NC USD 3.48000000 0.000000942569 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased IX Acquisition Corp IX Acquisition Corp 1.00000000 11.50000000 USD 2026-11-24 XXXX -0.97000000 N N N Blackstone Long-short Credit Income Fund 549300SM8M5F2TV58W35 Blackstone Long-Short Credit Income Fund 09257D102 1715.00000000 NS USD 19876.85000000 0.005383710524 Long EC RF US N 1 N N N Fortune Rise Acquisition Corp N/A Fortune Rise Acquisition Corp. 34969G110 15616.00000000 NC USD 858.88000000 0.000232630486 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Fortune Rise Acquisition Corp. Fortune Rise Acquisition Corp. 1.00000000 11.50000000 USD 2027-12-06 XXXX -5157.64000000 N N N J.P. Morgan N/A Recv Nbi At Trs:bf1h4w4 N/A 1.00000000 NC 409653.00000000 0.110955869140 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 NB GLOBAL CORPORAT NPV NB GLOBAL CORPORAT NPV Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 612000.00000000 AUD -1427.36000000 N N N Arisz Acquisition Corp N/A Arisz Acquisition Corp. 040450116 34348.00000000 NC USD 923.96000000 0.000250257620 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Arisz Acquisition Corp. Arisz Acquisition Corp. 1.00000000 11.50000000 USD 2026-11-16 XXXX -8820.32000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFU3 527000.00000000 PA USD 285481.70000000 0.077323662092 Long DBT CORP US N 2 2035-03-31 Variable 2.02200000 N N N N N N Brembo Spa 549300BLWVJN2BAT0A44 Brembo SpA T2204N108 -5840.00000000 NS -82639.69000000 -0.02238323319 Short EC CORP IT N 1 N N N R.r. Donnelley & Sons SU4X0P4WWRGOQDTSV032 RR Donnelley & Sons Co. 257867AG6 106000.00000000 PA USD 104410.00000000 0.028279793622 Long DBT CORP US N 2 2029-04-15 Fixed 6.62500000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc. 032654105 -313.00000000 NS USD -62452.89000000 -0.01691557169 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QGR9 80000.00000000 PA USD 51977.68000000 0.014078326438 Long DBT CORP US N 2 2030-07-31 Variable 0.16000000 N N N N N N Barclays N/A IBM Corp. N/A 1.00000000 NC USD 240968.69000000 0.065267166198 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 International Business Machines Corp. International Business Machines Corp. Y Underlying Performance 2027-12-20 202763.52000000 USD 0.00000000 USD -10000000.00000000 USD 38205.17000000 N N N Kairous Acquisition Corp Ltd N/A Kairous Acquisition Corp. ltd G52131136 13555.00000000 NC USD 1314.84000000 0.000356128760 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Kairous Acquisition Corp. ltd Kairous Acquisition Corp. ltd 1.00000000 11.50000000 USD 2023-11-24 XXXX -1491.05000000 N N N J.P. Morgan N/A Recv Bim Fp Trs:bf0lbx7 N/A 1.00000000 NC -179244.38000000 -0.04854893280 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 BioMerieux NPV BioMerieux NPV Y Underlying Performance 2024-04-29 0.00000000 EUR 0.00000000 EUR -164626.92000000 EUR 1763.78000000 N N N Grayscale Ethereum Trust 549300YMS6XEU1J84B77 Grayscale Ethereum Trust 389638107 870483.00000000 NS USD 9331577.76000000 2.527488681428 Long EC CORP US N 1 N N N Fg Merger Corp N/A FG Merger Corp. 30324Y119 1112.00000000 NC USD 133.44000000 0.000036142665 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased FG Merger Corp. FG Merger Corp. 1.00000000 11.50000000 USD 2027-06-17 XXXX -8.91000000 N N N J.P. Morgan N/A Recv Mff At Trs:b1j87t9 N/A 1.00000000 NC 706090.98000000 0.191247075886 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 MFF CAPITAL INV NPV MFF CAPITAL INV NPV Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 1029300.00000000 AUD 14710.23000000 N N N Liv Capital Acquisition Corp Ii N/A LIV Capital Acquisition Corp. II G5510R113 43759.00000000 NC USD 1093.98000000 0.000296308099 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased LIV Capital Acquisition Corp I LIV Capital Acquisition Corp I 1.00000000 11.50000000 USD 2027-02-16 XXXX -8869.24000000 N N N Bitcoin Depot Inc N/A Bitcoin Depot, Inc. 09174P113 116268.00000000 NC USD 30229.68000000 0.008187808750 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Bitcoin Depot Inc Bitcoin Depot Inc 1.00000000 11.50000000 USD 2028-07-03 XXXX 10449.47000000 N N N N/A N/A Forward Contracts: GBP 08/07/2023 N/A 1.00000000 NC -5133546.00000000 -1.39043790281 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -4000000.00000000 GBP -5234114.00000000 USD 2023-08-07 100568.00000000 N N N Distoken Acquisition Corp N/A Distoken Acquisition Corp. G27740110 5419.00000000 NS USD 56493.08000000 0.015301337453 Long EC CORP KY N 1 N N N Mercato Partners Acquisition Corp N/A Mercato Partners Acquisition Corp. 58759A116 15665.00000000 NC USD 834.94000000 0.000226146258 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Mercato Partners Acquisition C Mercato Partners Acquisition C 1.00000000 11.50000000 USD 2026-12-28 XXXX -7767.96000000 N N N J.P. Morgan N/A Recv Ker Fp Trs:5505072 N/A 1.00000000 NC -211282.24000000 -0.05722649308 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Kering SA Kering SA Y Underlying Performance 2024-04-30 0.00000000 EUR 0.00000000 EUR -197225.80000000 EUR 5568.56000000 N N N Smx Security Matters Plc N/A SMX Security Matters PLC G8267K117 36580.00000000 NC USD 735.26000000 0.000199147601 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased SMX Security Matters PLC SMX Security Matters PLC 1.00000000 11.50000000 USD 2028-03-07 XXXX -15493.50000000 N N N Clean Earth Acquisitions Corp N/A Clean Earth Acquisitions Corp. 184493120 99120.00000000 NC USD 15849.29000000 0.004292832585 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Clean Earth Acquisitions Corp Clean Earth Acquisitions Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX 2497.83000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFV1 114000.00000000 PA USD 65164.91000000 0.017650131273 Long DBT CORP US N 2 2035-03-31 Variable 0.10000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEF7 66000.00000000 PA USD 39070.68000000 0.010582422824 Long DBT CORP US N 2 2034-04-30 Variable 0.00000000 N N N N N N Northview Acquisition Corp N/A NorthView Acquisition Corp. 66718N111 19197.00000000 NC USD 599.91000000 0.000162487606 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased NorthView Acquisition Corp. NorthView Acquisition Corp. 1.00000000 11.50000000 USD 2027-08-02 XXXX -4483.08000000 N N N Nuveen California Quality Municipal Income Fund 549300ZT6V9X5U9BHR46 Nuveen California Quality Municipal Income Fund 67066Y105 33042.00000000 NS USD 358505.70000000 0.097102453870 Long EC RF US N 1 N N N Battery Future Acquisition Corp N/A Battery Future Acquisition Corp. G0888J124 36968.00000000 NC USD 3696.80000000 0.001001290499 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Battery Future Acquisition Cor Battery Future Acquisition Cor 1.00000000 11.50000000 USD 2028-05-26 XXXX -8666.04000000 N N N Snowflake Inc 254900CJNSY1K7T53Z16 Snowflake, Inc. 833445109 -1913.00000000 NS USD -339959.23000000 -0.09207908116 Short EC CORP US N 1 N N N Denali Capital Acquisition Corp 549300L7MIQ7V1UUZB95 Denali Capital Acquisition Corp. G6256B114 27621.00000000 NC USD 1512.25000000 0.000409597911 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Denali Capital Acquisition Corp. Denali Capital Acquisition Corp. 1.00000000 11.50000000 USD 2027-04-07 XXXX -1234.74000000 N N N Goldman Sachs N/A Pfizer, Inc. N/A 1.00000000 NC USD 846781.49000000 0.229353565566 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Pfizer, Inc. Pfizer, Inc. Y Underlying Performance 2027-12-20 755897.97000000 USD 0.00000000 USD -29774000.00000000 USD 90883.52000000 N N N Climaterock N/A ClimateRock G2311X134 23557.00000000 NC USD 2295.63000000 0.000621778973 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ClimateRock ClimateRock 1.00000000 0.01000000 USD 2027-06-01 XXXX -462.71000000 N N N Inception Growth Acquisition Ltd N/A Inception Growth Acquisition, Ltd. 45333D120 7394.00000000 NC USD 1552.74000000 0.000420564761 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Inception Growth Acquisition, Ltd. Inception Growth Acquisition, Ltd. 1.00000000 11.50000000 USD 2049-12-31 XXXX -97.01000000 N N N Pearl Holdings Acquisition Corp N/A Pearl Holdings Acquisition Corp. G44525114 18484.00000000 NC USD 1386.30000000 0.000375483937 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Pearl Holdings Acquisition Cor Pearl Holdings Acquisition Cor 1.00000000 11.50000000 USD 2026-12-15 XXXX -4574.79000000 N N N Sagaliam Acquisition Corp N/A Sagaliam Acquisition Corp. 78661R114 84310.00000000 NC USD 17738.82000000 0.004804618031 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Sagaliam Acquisition Corp Sagaliam Acquisition Corp 1.00000000 0.01000000 USD 2049-12-31 XXXX -2280.78000000 N N N Latamgrowth Spac N/A LatAmGrowth SPAC G5380L121 37849.00000000 NC USD 1527.21000000 0.000413649876 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased LatAmGrowth SPAC LatAmGrowth SPAC 1.00000000 11.50000000 USD 2028-01-25 XXXX -6366.37000000 N N N Nuveen Pennsylvania Quality Municipal Income Fund 5493000C1CS4Q000GF67 Nuveen Pennsylvania Quality Municipal Income Fund 670972108 3583.00000000 NS USD 40487.90000000 0.010966281546 Long EC RF US N 1 N N N N/A N/A Forward Contracts: GBP 08/07/2023 N/A 1.00000000 NC 1283386.00000000 0.347609340277 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 1273167.00000000 USD 1000000.00000000 GBP 2023-08-07 10219.00000000 N N N J.P. Morgan N/A Recv Ausc Ln Trs:0295958 N/A 1.00000000 NC 2246533.10000000 0.608480915954 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Abrdn UK Smaller Cos Growth Trust PLC Abrdn UK Smaller Cos Growth Trust PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP 1752563.67000000 GBP -2621.39000000 N N N Battery Future Acquisition Corp N/A Battery Future Acquisition Corp. G0888J108 23189.00000000 NS USD 248354.19000000 0.067267553285 Long EC CORP KY N 1 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond N/A 2011000.00000000 PA USD 613355.00000000 0.166129229168 Long DBT NUSS UA N 2 2034-09-25 Fixed 7.37500000 N N N N N N Chicago Mercantile Exchange N/A NASDAQ 100 E-MINI Sep23 N/A -40.00000000 NC USD -12686000.00000000 -3.43604503303 N/A DE CORP US N 1 Goldman Sachs 784F5XWPLTWKTBV3E584 Short NASDAQ 100 E-MINI Sep23 NDX 2023-09-15 -12686000.00000000 USD -699124.40000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEL4 25000.00000000 PA USD 14753.88000000 0.003996137166 Long DBT CORP US N 2 2034-07-31 Variable 0.08000000 N N N N N N J.P. Morgan N/A Recv Vrla Fp Trs:bkt7807 N/A 1.00000000 NC -72970.56000000 -0.01976431737 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Verallia SA Verallia SA Y Underlying Performance 2024-05-28 0.00000000 EUR 0.00000000 EUR -63338.08000000 EUR -3330.01000000 N N N Mongodb Inc 549300TPTG69WKWE1Z37 MongoDB, Inc. 60937P106 -83.00000000 NS USD -35142.20000000 -0.00951838103 Short EC CORP US N 1 N N N Schroder Uk Mid Cap Fund Plc 549300SOEWCYZTK2SP87 Schroder UK Mid Cap Fund PLC G7889V105 570790.00000000 NS 4116784.69000000 1.115044741142 Long EC CORP GB N 1 N N N Bny Mellon Municipal Income Inc 549300BKYDDROJTY1E24 BNY Mellon Municipal Income, Inc. 05589T104 1378.00000000 NS USD 8805.42000000 0.002384977112 Long EC RF US N 1 N N N Moran Foods Llc N/A Moran Foods LLC 61647DAP7 462403.03000000 PA USD 374546.45000000 0.101447144029 Long LON CORP US N 2 2026-06-30 Floating 12.21464000 N N N N N N J.P. Morgan N/A Recv Alesk Fp Trs:5267639 N/A 1.00000000 NC -4984.06000000 -0.00134994912 N/A DE CORP FR N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Esker SA Esker SA Y Underlying Performance 2024-08-20 0.00000000 EUR 0.00000000 EUR -4533.00000000 EUR 0.00000000 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M102 -562.00000000 NS USD -179053.20000000 -0.04849715107 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Supp Ln Trs:bvg1cf2 N/A 1.00000000 NC 12102.76000000 0.003278072551 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Schroders Capital Global Innovation Trust Schroders Capital Global Innovation Trust Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 9159.21000000 GBP 348.28000000 N N N Growth For Good Acquisition Corp N/A Growth For Good Acquisition Corp. G41522114 51285.00000000 NC USD 5346.46000000 0.001448106363 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Growth For Good Acquisition Co Growth For Good Acquisition Co 1.00000000 11.50000000 USD 2026-11-12 XXXX -12872.99000000 N N N Pacira Biosciences Inc 549300P56LERYBDHCF69 Pacira BioSciences, Inc. 695127100 -4237.00000000 NS USD -154014.95000000 -0.04171545829 Short EC CORP US N 1 N N N Adtalem Global Education 549300Z467EZLMODV621 Adtalem Global Education, Inc. 00737WAA7 6195000.00000000 PA USD 5792325.00000000 1.568870372533 Long DBT CORP US Y 2 2028-03-01 Fixed 5.50000000 N N N N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAV3 103000.00000000 PA USD 56600.35000000 0.015330391887 Long DBT CORP US N 2 2036-11-29 Variable 2.39100000 N N N N N N Oxus Acquisition Corp N/A Oxus Acquisition Corp. G6859L121 20287.00000000 NC USD 2028.70000000 0.000549480100 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Oxus Acquisition Corp Oxus Acquisition Corp 1.00000000 11.50000000 USD 2026-08-26 XXXX -4395.51000000 N N N Blackrock Municipal Income Trust Ii 17UVWS2OK706BUPLKK60 BlackRock Municipal Income Trust II 09249N101 1418.00000000 NS USD 14818.10000000 0.004013531365 Long EC RF US N 1 N N N N/A N/A Forward Contracts: GBP 08/07/2023 N/A 1.00000000 NC 3721821.00000000 1.008067520170 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 3723435.00000000 USD 2900000.00000000 GBP 2023-08-07 -1614.00000000 N N N J.P. Morgan N/A Recv Wgb At Trs:bf4k442 N/A 1.00000000 NC 356000.97000000 0.096424039470 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 WAM GLOBAL LTD NPV WAM GLOBAL LTD NPV Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 526025.00000000 AUD 2670.01000000 N N N Metal Sky Star Acquisition Corp N/A Metal Sky Star Acquisition Corp. G6053N113 40420.00000000 NC USD 5640.61000000 0.001527777863 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Metal Sky Star Acquisition Corp. Metal Sky Star Acquisition Corp. 1.00000000 0.01000000 USD 2049-12-31 XXXX 398.85000000 N N N Cardio Diagnostics Holdings Inc N/A Cardio Diagnostics Holdings, Inc. 14159C111 19933.00000000 NC USD 3139.45000000 0.000850330409 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Cardio Diagnostics Holdings In Cardio Diagnostics Holdings In 1.00000000 11.50000000 USD 2026-12-01 XXXX -3749.95000000 N N N J.P. Morgan N/A Recv Gns Ln Trs:0207458 N/A 1.00000000 NC -221750.75000000 -0.06006192362 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Genus PLC Genus PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -174195.20000000 GBP 1802.85000000 N N N Archrock Inc 549300K3RIHMHDVFTL28 Archrock, Inc. 03957W106 -2988.00000000 NS USD -34840.08000000 -0.00943655083 Short EC CORP US N 1 N N N Dws Municipal Income Trust TEL2CK71Z3LE1OCHIB43 DWS Municipal Income Trust 233368109 3827.00000000 NS USD 33486.25000000 0.009069861499 Long EC RF US N 1 N N N Main Street Capital Corp 5493001FS9QJLJNF3E20 Main Street Capital Corp. 56035L104 -4043.00000000 NS USD -170897.61000000 -0.04628818256 Short EC RF US N 1 N N N Vgi Partners Global Investments Ltd 549300JHME36HG5U2Y72 VGI Partners Global Investments, Ltd. Q9395Z108 3653052.00000000 NS 4244995.81000000 1.149771146791 Long EC CORP AU N 1 N N N Ftac Zeus Acquisition Corp N/A FTAC Zeus Acquisition Corp. 30320F114 135656.00000000 NC USD 4612.30000000 0.001249256700 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased FTAC Zeus Acquisition Corp. FTAC Zeus Acquisition Corp. 1.00000000 11.50000000 USD 2027-12-31 XXXX -76273.56000000 N N N Concord Acquisition Corp Ii N/A Concord Acquisition Corp. II 20607U116 25741.00000000 NC USD 893.21000000 0.000241928880 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Concord Acquisition Corp II Concord Acquisition Corp II 1.00000000 11.50000000 USD 2028-12-31 XXXX -11931.34000000 N N N Goldenstone Acquisition Ltd N/A Goldenstone Acquisition, Ltd. 38136Y102 5405.00000000 NS USD 57617.30000000 0.015605836156 Long EC CORP US N 1 N N N J.P. Morgan N/A JPMorgan Mid Cap Investment Trust PLC N/A 1.00000000 NC 2792504.79000000 0.756359152877 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 JPMorgan Mid Cap Investment Tr JPMorgan Mid Cap Investment Tr Y Underlying Performance 2023-10-02 0.00000000 GBP 0.00000000 GBP 2204268.02000000 GBP -36344.97000000 N N N J.P. Morgan N/A Recv Basc Ln Trs:0346340 N/A 1.00000000 NC 177902.11000000 0.048185374541 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Brown Advisory US Smaller Companies PLC Brown Advisory US Smaller Companies PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP 139496.78000000 GBP -1121.23000000 N N N Transition Sa 894500FOM6WHY0KFW309 Transition SA N/A 33822.00000000 NC 18593.73000000 0.005036173231 N/A DE CORP FR N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Transition SA Transition SA 1.00000000 11.50000000 EUR 2026-06-16 XXXX 18593.73000000 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456B101 -9040.00000000 NS USD -160098.40000000 -0.04336318083 Short EC CORP US N 1 N N N WESTERN ASSET INTER MUNI FD INC 5493000MG5MROBD48K57 Western Asset Intermediate Muni Fund 958435109 18474.00000000 NS USD 142065.06000000 0.038478791091 Long EC RF US N 1 N N N Innovative International Acquisition Corp 549300U6QXNGB66F1K14 Innovative International Acquisition Corp. G4809M125 71433.00000000 NC USD 4536.00000000 0.001228590593 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Innovative International Acquisition Corp. Innovative International Acquisition Corp. 1.00000000 11.50000000 USD 2028-07-01 XXXX -28862.28000000 N N N Climaterock N/A ClimateRock G2311X118 11778.00000000 NC USD 287.38000000 0.000077837822 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ClimateRock ClimateRock 1.00000000 11.50000000 USD 2027-06-01 XXXX -767.61000000 N N N Home Plate Acquisition Corp N/A Home Plate Acquisition Corp. 43734R111 4107.00000000 NC USD 85.43000000 0.000023138997 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Home Plate Acquisition Corp Home Plate Acquisition Corp 1.00000000 11.50000000 USD 2026-09-30 XXXX -2327.02000000 N N N 24 Hour Fitness Worldwide Inc N/A 24 Hour Fitness Worldwide, Inc. N/A 286877.22000000 PA USD 51996.50000000 0.014083423897 Long LON CORP US N 2 2025-12-29 Floating 10.52871000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 Deere & Co. 244199105 -261.00000000 NS USD -112125.60000000 -0.03036958938 Short EC CORP US N 1 N N N Blackstone Strategic Credit 2027 Term Fund 549300YESIF051NRED20 Blackstone Strategic Credit 2027 Term Fund 09257R101 1348.00000000 NS USD 15016.72000000 0.004067328249 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Psny Trs:731105201 N/A 1.00000000 NC USD 3122560.00000000 0.845755697488 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Polestar Automotive Holding UK PLC Polestar Automotive Holding UK PLC Y Underlying Performance 2023-12-26 0.00000000 USD 0.00000000 USD 2620720.00000000 USD 501840.00000000 N N N Aurora Technology Acquisition Corp N/A Aurora Technology Acquisition Corp. G06984127 63578.00000000 NC USD 1112.62000000 0.000301356804 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Aurora Technology Acquisition Aurora Technology Acquisition 1.00000000 11.50000000 USD 2028-02-07 XXXX -3613.13000000 N N N New Energy One Acquisition Corp Plc 213800NRR4DCRPRUZ804 New Energy One Acquisition Corp. PLC N/A 222976.00000000 NC 71539.12000000 0.019376607121 N/A DE CORP GB N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased New Energy One Acquisition Cor New Energy One Acquisition Cor 1.00000000 11.50000000 GBP 2027-03-07 XXXX 65725.49000000 N N N Ap Acquisition Corp N/A AP Acquisition Corp. G04058114 9857.00000000 NC USD 615.57000000 0.000166729169 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased AP Acquisition Corp AP Acquisition Corp 1.00000000 11.50000000 USD 2026-12-07 XXXX -2702.66000000 N N N Inception Growth Acquisition Ltd N/A Inception Growth Acquisition, Ltd. 45333D112 2402.00000000 NC USD 74.58000000 0.000020200239 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Inception Growth Acquisition, Ltd. Inception Growth Acquisition, Ltd. 1.00000000 11.50000000 USD 2026-10-15 XXXX -496.47000000 N N N Achari Ventures Holdings Corp I 549300WXLNJWTBJTI395 Achari Ventures Holdings Corp. I 00444X119 38384.00000000 NC USD 1045.96000000 0.000283301723 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Achari Ventures Holdings Corp Achari Ventures Holdings Corp 1.00000000 11.50000000 USD 2026-10-15 XXXX -13425.81000000 N N N Barclays N/A NextEra Energy Capital Holdings, Inc. N/A 1.00000000 NC USD 64243.56000000 0.017400580580 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 NextEra Energy Capital Hldgs NextEra Energy Capital Hldgs Y Underlying Performance 2028-06-20 28379.52000000 USD 0.00000000 USD -5393000.00000000 USD 35864.04000000 N N N Omnilit Acquisition Corp N/A OmniLit Acquisition Corp. 68218C116 31515.00000000 NC USD 1723.87000000 0.000466915887 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased OmniLit Acquisition Corp. OmniLit Acquisition Corp. 1.00000000 11.50000000 USD 2026-11-08 XXXX -6802.55000000 N N N Hnr Acquisition Corp 254900A4Y0IPOJDRUY39 HNR Acquisition Corp. 40472A102 44874.00000000 NS USD 476786.25000000 0.129139131809 Long EC CORP US N 1 N N N Chicago Mercantile Exchange N/A S&P 500 Emini Future N/A -382.00000000 NC USD -88136950.00000000 -23.8721842404 N/A DE CORP US N 1 Goldman Sachs 784F5XWPLTWKTBV3E584 Short S&P500 EMINI FUT Sep23 SPX 2023-09-15 -88136950.00000000 USD -3778404.02000000 N N N Morgan Stanley N/A FNCL 6 8/23 TBA MSFTA N/A 1.00000000 NC USD 550838.40000000 0.149196401412 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Long Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac 2023-08-15 105628000.00000000 USD 550838.40000000 N N N Melexis Nv 549300QRPSGOJRPUFO80 Melexis NV N/A -2272.00000000 NS -244561.63000000 -0.06624032587 Short EC CORP BE N 1 N N N Blue Ocean Acquisition Corp 54930022IRZD99B5AQ81 Blue Ocean Acquisition Corp. G1330L105 50459.00000000 NS USD 536379.17000000 0.145280071172 Long EC CORP KY N 1 N N N Hcm Acquisition Corp N/A HCM ACQUISITION Corp. G4365A127 10493.00000000 NC USD 236.09000000 0.000063945756 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased HCM ACQUISITION CORP HCM ACQUISITION CORP 1.00000000 11.50000000 USD 2027-12-31 XXXX -1348.14000000 N N N Genesis Growth Tech Acquisition Corp N/A Genesis Growth Tech Acquisition Corp. G3R23D128 6030.00000000 NC USD 15.08000000 0.000004084467 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Genesis Growth Tech Acquisition Genesis Growth Tech Acquisition 1.00000000 11.50000000 USD 2028-05-19 XXXX -1400.24000000 N N N Mfs High Income Municipal Trust 0G9TCUWY2FBUXSJY2691 MFS High Income Municipal Trust 59318D104 2100.00000000 NS USD 7644.00000000 0.002070402666 Long EC RF US N 1 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAA9 10000.00000000 PA USD 5777.32000000 0.001564806218 Long DBT CORP US N 2 2036-04-28 Variable 0.20000000 N N N N N N Credicorp Ltd 529900UYAEYQCQ2BKB17 Credicorp, Ltd. G2519Y108 -961.00000000 NS USD -150925.05000000 -0.04087854866 Short EC CORP BM N 1 N N N Aib Acquisition Corp N/A AIB Acquisition Corp. G0R45S117 41417.00000000 NC USD 5086.01000000 0.001377562620 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased AIB Acquisition Corp AIB Acquisition Corp 1.00000000 11.50000000 USD 2049-12-31 XXXX -2448.58000000 N N N Fabrinet 5493004TETZ6IYF7CV44 Fabrinet G3323L100 -51.00000000 NS USD -6305.64000000 -0.00170790343 Short EC CORP KY N 1 N N N Shockwave Medical Inc 549300LDXO56IC5Y1538 Shockwave Medical, Inc. 82489T104 -591.00000000 NS USD -154014.60000000 -0.04171536349 Short EC CORP US N 1 N N N Rf Acquisition Corp N/A RF Acquisition Corp. 74954L112 19704.00000000 NC USD 315.26000000 0.000085389213 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased RF Acquisition Corp RF Acquisition Corp 1.00000000 11.50000000 USD 2028-05-01 XXXX -2335.07000000 N N N Jd.com Inc 549300HVTWB0GJZ16V92 JD.com, Inc. 47215P106 -3742.00000000 NS USD -154582.02000000 -0.04186905108 Short EC CORP KY N 1 N N N Appian Corp 529900NIARIFW7HGU386 Appian Corp. 03782L101 -264.00000000 NS USD -13601.28000000 -0.00368395164 Short EC CORP US N 1 N N N Clean Earth Acquisitions Corp N/A Clean Earth Acquisitions Corp. 184493112 49587.00000000 NC USD 3247.95000000 0.000879717993 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Clean Earth Acquisitions Corp Clean Earth Acquisitions Corp 1.00000000 11.50000000 USD 2028-02-24 XXXX -5409.94000000 N N N Workday Inc 549300J0DYC0N31V7G13 Workday, Inc. 98138H101 -985.00000000 NS USD -233573.05000000 -0.06326403265 Short EC CORP US N 1 N N N Futuretech Ii Acquisition Corp N/A FutureTech II Acquisition Corp. 36119D103 52279.00000000 NS USD 560692.28000000 0.151865357382 Long EC CORP US N 1 N N N Morgan Stanley N/A Danone SA N/A 1.00000000 NC 35756.29000000 0.009684709337 N/A DCR CORP FR N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Danone SA Danone SA Y Underlying Performance 2027-12-20 25473.57613500 EUR 0.00000000 EUR -1264000.00000000 EUR 7747.96000000 N N N Goldman Sachs N/A Target Corp N/A 1.00000000 NC USD 253066.21000000 0.068543819478 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Target Corp Target Corp Y Underlying Performance 2027-12-20 194677.25000000 USD 0.00000000 USD -10000000.00000000 USD 58388.96000000 N N N Credit Suisse Ag ANGGYXNX0JLX3X63JN86 Credit Suisse AG 22546VH58 10000.00000000 PA USD 7022.82000000 0.001902154010 Long DBT CORP CH N 2 2030-07-31 Variable 0.16000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 79466L302 -239.00000000 NS USD -53777.39000000 -0.01456578384 Short EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co., Ltd. 874039100 -4546.00000000 NS USD -450735.90000000 -0.12208330840 Short EC CORP TW N 1 N N N J.P. Morgan N/A European Smaller Companies Trust PLC N/A 1.00000000 NC 4972561.27000000 1.346834656568 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 European Smaller Companies/The European Smaller Companies/The Y Underlying Performance 2023-10-02 0.00000000 GBP 0.00000000 GBP 3910768.88000000 GBP -46328.22000000 N N N Rigel Resource Acquisition Corp N/A Rigel Resource Acquisition Corp. G7573M106 17835.00000000 NS USD 191904.60000000 0.051977995242 Long EC CORP KY N 1 N N N Abrdn Global Dynamic Dividend 2549008871AD4OJQWG76 abrdn Global Dynamic Dividend 00302M106 634.00000000 NS USD 6149.80000000 0.001665693657 Long EC RF US N 1 N N N Delivery Hero Ag 529900C3EX1FZGE48X78 Delivery Hero SE BR2982592 300000.00000000 PA 269976.91000000 0.073124138470 Long DBT CORP DE N 2 2026-04-30 Fixed 1.00000000 N N N N Y Delivery Hero SE Delivery Hero SE NPV EUR XXXX N N N Onyx Acquisition Co I N/A Onyx Acquisition Co. I G6755Q117 24790.00000000 NC USD 1016.39000000 0.000275292591 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Onyx Acquisition Co I Onyx Acquisition Co I 1.00000000 11.50000000 USD 2028-11-30 XXXX -11804.36000000 N N N Novo Nordisk A/s 549300DAQ1CVT6CXN342 Novo Nordisk A/S K72807132 -3053.00000000 NS -492000.86000000 -0.13326005921 Short EC CORP DK N 1 N N N Northview Acquisition Corp N/A NorthView Acquisition Corp. 66718N129 38482.00000000 NC USD 5387.48000000 0.001459216766 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased NorthView Acquisition Corp. NorthView Acquisition Corp. 1.00000000 0.01000000 USD 2049-12-31 XXXX -4613.51000000 N N N Nuveen Massachusetts Quality Municipal Income Fund 549300RK5RSCWBBL2616 Nuveen Massachusetts Quality Municipal Income Fund 67061E104 655.00000000 NS USD 6864.40000000 0.001859245429 Long EC RF US N 1 N N N Pgim Short Duration High Yield Opportunities Fund 549300WGY7DHGMQJU952 PGIM Short Duration High Yield Opportunities Fund 69355J104 1433.00000000 NS USD 21881.91000000 0.005926787653 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Smt Ln Trs:bldyk61 N/A 1.00000000 NC 13648272.71000000 3.696679777287 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Scottish Mortgage Investment Trust PLC Scottish Mortgage Investment Trust PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 10305331.24000000 GBP 422914.67000000 N N N Morgan Stanley N/A Recv Big Ln Trs:bn2tr93 N/A 1.00000000 NC -2015.00000000 -0.00054576941 N/A DE CORP GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Big Technologies plc Big Technologies plc Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -1551.90000000 GBP -23.37000000 N N N EVERYWARE GLOBAL N/A Everyware Global N/A 43777.00000000 NS USD 0.04000000 0.000000010834 Long EC CORP US N 3 N N N Pengana International Equities Ltd 549300CHRVZUD361YS09 Pengana International Equities, Ltd. Q7377W101 4054812.00000000 NS 2900652.07000000 0.785651201141 Long EC CORP AU N 1 N N N J.P. Morgan N/A Recv Mgf At Trs:bmck9d7 N/A 1.00000000 NC 2277062.79000000 0.616749983405 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 MAGELLAN GLOBAL FU NPV MAGELLAN GLOBAL FU NPV Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 3240000.00000000 AUD 100754.99000000 N N N J.P. Morgan N/A Recv Soi Fp Trs:bz6t5c2 N/A 1.00000000 NC -132810.61000000 -0.03597219271 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Soitec Soitec Y Underlying Performance 2024-05-24 0.00000000 EUR 0.00000000 EUR -121061.25000000 EUR 296.87000000 N N N Lf Capital Acquisition Corp Ii 549300RP8AZAKHNILS36 LF Capital Acquisition Corp. II 50202D102 166778.00000000 NS USD 1797032.95000000 0.486732314523 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFQ2 175000.00000000 PA USD 91854.70000000 0.024879149116 Long DBT CORP US N 2 2035-01-30 Variable 4.76500000 N N N N N N Neuberger Berman Next Generation Connectivity Fund Inc 549300GRTFKXVB9LQE61 Neuberger Berman Next Generation Connectivity Fund, Inc. 64133Q108 165408.00000000 NS USD 1827758.40000000 0.495054404217 Long EC RF US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 -618.00000000 NS USD -82614.24000000 -0.02237633998 Short EC CORP US N 1 N N N Kairous Acquisition Corp Ltd N/A Kairous Acquisition Corp. ltd G52131128 6746.00000000 NC USD 41.15000000 0.000011145613 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Kairous Acquisition Corp. ltd Kairous Acquisition Corp. ltd 1.00000000 11.50000000 USD 2026-09-15 XXXX -1554.81000000 N N N Ross Acquisition Corp Ii N/A Ross Acquisition Corp. II G7641C114 28225.00000000 NC USD 1975.75000000 0.000535138418 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Ross Acquisition Corp II Ross Acquisition Corp II 1.00000000 11.50000000 USD 2026-02-12 XXXX -10417.50000000 N N N Valuence Merger Corp I N/A Valuence Merger Corp. I G9R16L118 60778.00000000 NC USD 3895.87000000 0.001055209267 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Valuence Merger Corp I Valuence Merger Corp I 1.00000000 11.50000000 USD 2027-03-01 XXXX -5721.30000000 N N N J.P. Morgan N/A Recv Expn Ln Trs:b19nlv4 N/A 1.00000000 NC -109515.07000000 -0.02966251870 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Experian PLC Experian PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -86809.96000000 GBP 1892.59000000 N N N Blackrock New York Municipal Income Trust PJKTUMDJPIZ89SB71052 BlackRock New York Municipal Income Trust 09248L106 2289.00000000 NS USD 23691.15000000 0.006416826287 Long EC RF US N 1 N N N Interpump Group Spa 815600C79D0F31F4D395 Interpump Group SpA T5513W107 -1239.00000000 NS -67405.96000000 -0.01825712707 Short EC CORP IT N 1 N N N Gigcapital5 Inc 549300EQ1NNV387FGF92 GigCapital5, Inc. 37519U117 3954.00000000 NC USD 69.20000000 0.000018743048 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased GigCapital5 Inc GigCapital5 Inc 1.00000000 11.50000000 USD 2028-12-31 XXXX -988.40000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 -97.00000000 NS USD -19055.65000000 -0.00516128579 Short EC CORP US N 1 N N N Beard Energy Transition Acquisition Corp N/A Beard Energy Transition Acquisition Corp. 07402Q101 120587.00000000 NS USD 1270986.98000000 0.344251024726 Long EC CORP US N 1 N N N Nuveen New York Quality Municipal Income Fund 549300B795LQBEIHRS62 Nuveen New York Quality Municipal Income Fund 67066X107 1105.00000000 NS USD 11900.85000000 0.003223384560 Long EC RF US N 1 N N N Morgan Stanley N/A Verizon CDS USD 4Y 12/27 N/A 1.00000000 NC USD 22873.16000000 0.006195270992 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Verizon Communications, Inc. Verizon Communications, Inc. Y Underlying Performance 2027-12-20 0.00000000 USD 4885.03000000 USD -7000000.00000000 USD 27758.19000000 N N N Tortoise Midstream Energy Fund Inc 549300YD59DIX0JIF033 Tortoise Midstream Energy Fund, Inc. 89148B200 56207.00000000 NS USD 2002655.41000000 0.542425837490 Long EC RF US N 1 N N N J.P. Morgan N/A Baker Steel Resources Trust, Ltd. TRS N/A 1.00000000 NC 181915.02000000 0.049272284479 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Baker Steel Resources Trust, Ltd. Baker Steel Resources Trust, Ltd. Y Underlying Performance 2024-06-03 0.00000000 GBP 0.00000000 GBP 143500.00000000 GBP -2245.86000000 N N N Pdd Holdings Inc 5493000573DS7005T657 PDD Holdings, Inc. 722304102 -3852.00000000 NS USD -345986.64000000 -0.09371162508 Short EC CORP KY N 1 N N N Doordash Inc 549300NUQ43FGGSK5051 DoorDash, Inc. 25809K105 -2486.00000000 NS USD -225703.94000000 -0.06113265820 Short EC CORP US N 1 N N N Watsco Inc 549300F1Y3LN5BX5WN75 Watsco, Inc. 942622200 -110.00000000 NS USD -41600.90000000 -0.01126774127 Short EC CORP US N 1 N N N Miller/howard High Dividend Fund 549300ZCY8ROSDMUUZ28 Miller/Howard High Dividend Fund 600379101 333513.00000000 NS USD 3495216.24000000 0.946690871892 Long EC RF US N 1 N N N Atlantic Coastal Acquisition Corp Ii N/A Atlantic Coastal Acquisition Corp. II 04845A116 80774.00000000 NC USD 2600.92000000 0.000704467779 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Atlantic Coastal Acquisition C Atlantic Coastal Acquisition C 1.00000000 11.50000000 USD 2028-06-02 XXXX -10629.99000000 N N N J.P. Morgan N/A Markit CDX High Yield Index Series 40 N/A 1.00000000 NC USD -4787433.01000000 -1.29669205541 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 CDX.NA.HY Series 40 2I65BRZI4 Y Underlying Performance 2028-06-20 0.00000000 USD 3479350.62000000 USD 116861000.00000000 USD -1308082.39000000 N N N Integrated Wellness Acquisition Corp N/A Integrated Wellness Acquisition Corp. G4828B118 1475.00000000 NC USD 1180.00000000 0.000319606900 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Integrated Wellness Acquisition Corp. Integrated Wellness Acquisition Corp. 1.00000000 11.50000000 USD 2028-10-31 XXXX 638.17000000 N N N Perception Capital Corp Ii N/A Perception Capital Corp. II G7007D110 58258.00000000 NC USD 5831.63000000 0.001579516261 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Perception Capital Corp. II Perception Capital Corp. II 1.00000000 11.50000000 USD 2028-12-31 XXXX -19653.28000000 N N N Centerpoint Energy Inc 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189T107 -1383.00000000 NS USD -41614.47000000 -0.01127141675 Short EC CORP US N 1 N N N Doximity Inc N/A Doximity, Inc. 26622P107 -4288.00000000 NS USD -153210.24000000 -0.04149749993 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEH3 460000.00000000 PA USD 258272.98000000 0.069954090343 Long DBT CORP US N 2 2034-06-30 Variable 0.10000000 N N N N N N J.P. Morgan N/A Recv Icp Ln Trs:byt1dj1 N/A 1.00000000 NC -211288.23000000 -0.05722811549 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Intermediate Capital Group PLC Intermediate Capital Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -167743.17000000 GBP 3985.15000000 N N N J.P. Morgan N/A Recv Bowl Ln Trs:bd0nvk6 N/A 1.00000000 NC -230.49000000 -0.00006242897 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Hollywood Bowl Group PLC Hollywood Bowl Group PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -186.80000000 GBP 9.24000000 N N N Pioneer Municipal High Income Advantage Fund Inc UE8ZNXHQH48NNA19I459 Pioneer Municipal High Income Advantage Fund, Inc. 723762100 959.00000000 NS USD 7710.36000000 0.002088376492 Long EC RF US N 1 N N N Agrinam Acquisition Corp N/A Agrinam Acquisition Corp. 00857H106 19798.00000000 NS USD 209363.85000000 0.056706890815 Long EC CORP CA N 1 N N N Netease Inc 5299004AF4DSJDB0PA32 NetEase, Inc. 64110W102 -2396.00000000 NS USD -260541.04000000 -0.07056840189 Short EC CORP KY N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEP5 161000.00000000 PA USD 88286.28000000 0.023912630764 Long DBT CORP US N 2 2034-08-29 Variable 0.10000000 N N N N N N Pono Capital Two Inc N/A Pono Capital Two, Inc. 73245B115 9738.00000000 NC USD 534.62000000 0.000144803594 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Pono Capital Two Inc Pono Capital Two Inc 1.00000000 11.50000000 USD 2027-09-23 XXXX -49.53000000 N N N Chenghe Acquisition Co N/A Chenghe Acquisition Co. G2086M107 392.00000000 NS USD 4205.38000000 0.001139041073 Long EC CORP KY N 1 N N N Asml Holding Nv 724500Y6DUVHQD6OXN27 ASML Holding NV N/A -970.00000000 NS -695584.39000000 -0.18840133125 Short EC CORP NL N 1 N N N Powerup Acquisition Corp N/A PowerUp Acquisition Corp. G7207P129 70545.00000000 NC USD 4613.64000000 0.001249619644 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased PowerUp Acquisition Corp. PowerUp Acquisition Corp. 1.00000000 11.50000000 USD 2027-02-18 XXXX -9358.33000000 N N N Barclays N/A RR Donnelley & Sons N/A 1.00000000 NC USD -73891.60000000 -0.02001378410 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 RR Donnelley & Sons Company RR Donnelley & Sons Company Y Underlying Performance 2027-12-20 0.00000000 USD 222928.51000000 USD 1628000.00000000 USD 149036.91000000 N N N Ellsworth Growth And Income Fund Ltd 549300GYFOXHCDQTI772 Ellsworth Growth and Income Fund, Ltd. 289074106 116478.00000000 NS USD 1027335.96000000 0.278257340581 Long EC RF US N 1 N N N J.P. Morgan N/A Danone SA N/A 1.00000000 NC 282882.01000000 0.076619527462 N/A DCR CORP FR N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Danone SA Danone SA Y Underlying Performance 2027-12-20 210442.21094500 EUR 0.00000000 EUR -10000000.00000000 EUR 51499.70000000 N N N Futuretech Ii Acquisition Corp N/A FutureTech II Acquisition Corp. 36119D111 48383.00000000 NC USD 2893.30000000 0.000783659868 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased FutureTech II Acquisition Corp. FutureTech II Acquisition Corp. 1.00000000 11.50000000 USD 2027-02-16 XXXX -4038.38000000 N N N J.P. Morgan N/A Recv Emg Ln Trs:bj1dlw9 N/A 1.00000000 NC -157442.94000000 -0.04264394071 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Man Group PLC Man Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -120677.53000000 GBP -2571.30000000 N N N Morgan Stanley N/A Britol-Myers Squibb N/A 1.00000000 NC USD 565293.92000000 0.153111726786 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Britol-Mysers Squibb Britol-Mysers Squibb Y Underlying Performance 2028-06-20 532714.61000000 USD 0.00000000 USD -18119000.00000000 USD 32579.31000000 N N N J.P. Morgan N/A Recv Dscv Ln Trs:0005588 N/A 1.00000000 NC -5294.02000000 -0.00143390281 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 DiscoverIE Group PLC DiscoverIE Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -4192.10000000 GBP 85.92000000 N N N N/A N/A MS.TB BROKER SWEEP N/A 3644218.00000000 NS USD 3644218.00000000 0.987048491107 Long STIV RF US N 1 N N N J.P. Morgan N/A Recv Bby Ln Trs:0096162 N/A 1.00000000 NC -71358.84000000 -0.01932777768 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Balfour Beatty PLC Balfour Beatty PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -56526.53000000 GBP 1184.54000000 N N N J.P. Morgan N/A Recv Sk Fp Trs:4792132 N/A 1.00000000 NC -3473.23000000 -0.00094073582 N/A DE CORP FR N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 SEB SA SEB SA Y Underlying Performance 2024-08-20 0.00000000 EUR 0.00000000 EUR -3065.90000000 EUR -102.26000000 N N N Fat Projects Acquisition Corp N/A Fat Projects Acquisition Corp. N/A 4886.00000000 NS USD 4250.82000000 0.001151348647 Long EC CORP US N 3 N N N Pioneer Municipal High Income Fund Trust 1SKUXW31ZFWF61CETQ82 Pioneer Municipal High Income Fund Trust 723763108 701.00000000 NS USD 6084.68000000 0.001648055690 Long EC RF US N 1 N N N Star Holdings 549300NXTGWF12PTMW64 Star Holdings 85512G106 34210.00000000 NS USD 533333.90000000 0.144455249727 Long EC CORP US N 1 N N N Grayscale Litecoin Trust N/A Grayscale Litecoin Trust 38963W104 82456.00000000 NS USD 432069.44000000 0.117027436011 Long EC CORP US N 1 N N N J.P. Morgan N/A Recv Four Ln Trs:0664097 N/A 1.00000000 NC -388455.94000000 -0.10521457537 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 4imprint Group PLC 4imprint Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -303030.00000000 GBP 437.94000000 N N N Fg Merger Corp N/A FG Merger Corp. 30324Y101 1483.00000000 NS USD 15749.46000000 0.004265793300 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QED2 276000.00000000 PA USD 153823.63000000 0.041663638642 Long DBT CORP US N 2 2034-03-31 Variable 0.00000000 N N N N N N Nxg Nextgen Infrastructure Income Fund 549300MVVZW681ZGYD76 NXG NextGen Infrastructure Income Fund 231647207 23563.00000000 NS USD 933801.69000000 0.252923274378 Long EC RF US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard, Inc. 57636Q104 -152.00000000 NS USD -59930.56000000 -0.01623239027 Short EC CORP US N 1 N N N Cts Eventim Ag & Co Kgaa 529900FDHSN08UBJII80 CTS Eventim AG & Co. KGaA D1648T108 -378.00000000 NS -25788.79000000 -0.00698497901 Short EC CORP DE N 1 N N N Adyen Nv 724500973ODKK3IFQ447 Adyen NV N/A -75.00000000 NS -139345.79000000 -0.03774226782 Short EC CORP NL Y 1 N N N Blue Ocean Acquisition Corp 54930022IRZD99B5AQ81 Blue Ocean Acquisition Corp. G1330L121 16257.00000000 NC USD 1029.07000000 0.000278727011 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Blue Ocean Acquisition Corp. Blue Ocean Acquisition Corp. 1.00000000 11.50000000 USD 2028-10-21 XXXX -4595.04000000 N N N Infineon Technologies Ag TSI2PJM6EPETEQ4X1U25 Infineon Technologies AG D35415104 -3491.00000000 NS -153208.65000000 -0.04149706927 Short EC CORP DE N 1 N N N J.P. Morgan N/A Recv Crst Ln Trs:b8vzxt9 N/A 1.00000000 NC -52741.33000000 -0.01428516356 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Crest Nicholson Holdings plc Crest Nicholson Holdings plc Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -42290.57000000 GBP 1532.32000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933Y105 -2789.00000000 NS USD -297446.85000000 -0.08056446252 Short EC CORP US N 1 N N N Atlantica Sustainable Infrastructure Plc 549300ITBBGKJ651R879 Atlantica Sustainable Infrastructure PLC G0751N103 -81.00000000 NS USD -1953.72000000 -0.00052917151 Short EC CORP GB N 1 N N N Global Blockchain Acquisition Corp N/A Global Blockchain Acquisition Corp. 37961B120 40470.00000000 NC USD 801.31000000 0.000217037462 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Global Blockchain Acquisition Corp. Global Blockchain Acquisition Corp. 1.00000000 11.50000000 USD 2027-05-10 XXXX -1844.62000000 N N N J.P. Morgan N/A Recv Gaw Ln Trs:0371847 N/A 1.00000000 NC -139343.69000000 -0.03774169903 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Games Workshop Group PLC Games Workshop Group PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -108950.80000000 GBP 478.44000000 N N N N/A N/A Forward Contracts: GBP 08/07/2023 N/A 1.00000000 NC -1411725.00000000 -0.38237038264 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -1100000.00000000 GBP -1394964.00000000 USD 2023-08-07 -16761.00000000 N N N Pono Capital Three Inc N/A Pono Capital Three, Inc. G71704103 11690.00000000 NS USD 122277.40000000 0.033119237972 Long EC CORP KY N 1 N N N Earthstone Energy Inc 54930081UTV7CK45XG14 Earthstone Energy, Inc. 27032D304 463294.00000000 NS USD 7403438.12000000 2.005245686551 Long EC CORP US N 1 N N N Dhc Acquisition Corp N/A DHC Acquisition Corp. G2758T117 25249.00000000 NC USD 1545.24000000 0.000418533361 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased DHC Acquisition Corp. DHC Acquisition Corp. 1.00000000 11.50000000 USD 2027-12-31 XXXX -7736.78000000 N N N Blackrock Virginia Municipal Bond Trust 4IZPPYU1X29MB3106N40 BlackRock Virginia Municipal Bond Trust 092481100 125.00000000 NS USD 1347.50000000 0.000364974829 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Kpc Ln Trs:bk96bb6 N/A 1.00000000 NC 2831270.90000000 0.766859081910 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Keystone Positive Change Investment Trust PLC Keystone Positive Change Investment Trust PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 2216137.20000000 GBP -12811.18000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFB5 32000.00000000 PA USD 16912.67000000 0.004580852573 Long DBT CORP US N 2 2034-10-08 Variable 2.87000000 N N N N N N Eaton Vance New York Municipal Bond Fund 5493003LD9U89XVQ7W91 Eaton Vance New York Municipal Bond Fund 27827Y109 54699.00000000 NS USD 530580.30000000 0.143709428065 Long EC RF US N 1 N N N Goldman Sachs N/A Britol-Myers Squibb N/A 1.00000000 NC USD 295785.81000000 0.080114564345 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Britol-Mysers Squibb Britol-Mysers Squibb Y Underlying Performance 2027-12-20 268823.26000000 USD 0.00000000 USD -10000000.00000000 USD 26962.55000000 N N N Mercadolibre Inc 549300DKPDN9M5S8GB14 MercadoLibre, Inc. 58733R102 -639.00000000 NS USD -791113.95000000 -0.21427582835 Short EC CORP US N 1 N N N Western Midstream Partners Lp L6D8A6MLSY454J2JXJ60 Western Midstream Partners LP 958669103 -8228.00000000 NS USD -232605.56000000 -0.06300198479 Short EC CORP US N 1 N N N Infinite Acquisition Corp N/A Infinite Acquisition Corp. G48028107 24755.00000000 NS USD 262650.55000000 0.071139769647 Long EC CORP KY N 1 N N N Digital Health Acquisition Corp N/A Digital Health Acquisition Corp. 253893119 17736.00000000 NC USD 576.42000000 0.000156125262 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Digital Health Acquisition Corp. Digital Health Acquisition Corp. 1.00000000 11.50000000 USD 2023-10-14 XXXX -6594.78000000 N N N Athena Consumer Acquisition Corp 549300I3J7Y1D6R3A720 Athena Consumer Acquisition Corp. 04684M114 33717.00000000 NC USD 5057.55000000 0.001369854135 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Athena Consumer Acquisition Co Athena Consumer Acquisition Co 1.00000000 11.50000000 USD 2028-07-31 XXXX -12330.15000000 N N N J.P. Morgan N/A Recv Vsvs Ln Trs:b82yxw8 N/A 1.00000000 NC -25151.47000000 -0.00681235878 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Vesuvius PLC Vesuvius PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -20139.23000000 GBP 694.23000000 N N N Aerovironment Inc 529900PGHVI29YLZ6221 AeroVironment, Inc. 008073108 -312.00000000 NS USD -29721.12000000 -0.00805006359 Short EC CORP US N 1 N N N Blackrock Health Sciences Term Trust 549300FGMK4EGHSK8N86 BlackRock Health Sciences Term Trust 09260E105 19691.00000000 NS USD 321750.94000000 0.087147305633 Long EC RF US N 1 N N N Cf Acquisition Corp Iv N/A CF Acquisition Corp. IV 12520T110 13333.00000000 NC USD 1131.97000000 0.000306597816 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased CF Acquisition Corp. IV CF Acquisition Corp. IV 1.00000000 11.50000000 USD 2025-12-14 XXXX -4141.84000000 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250N105 -9217.00000000 NS -339071.53000000 -0.09183864468 Short EC CORP CA N 1 N N N J.P. Morgan N/A Recv Futr Ln Trs:byzn904 N/A 1.00000000 NC -53331.01000000 -0.01444488034 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Future PLC Future PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP -39697.56000000 GBP -2385.10000000 N N N Eureking Sa 96950078TLFWTM2QE234 Eureking SA N/A 59955.00000000 NC 3296.04000000 0.000892743328 N/A DE CORP FR N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased EUREKING EUREKING 1.00000000 11.50000000 EUR 2027-05-12 XXXX 2664.44000000 N N N Finserv Acquisition Corp Ii N/A FinServ Acquisition Corp. II 31809Y111 22794.00000000 NC USD 841.10000000 0.000227814715 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased FinServ Acquisition Corp II FinServ Acquisition Corp II 1.00000000 11.50000000 USD 2026-02-17 XXXX -8644.16000000 N N N Nubia Brand International Corp N/A Nubia Brand International Corp. 67022R111 29262.00000000 NC USD 2045.41000000 0.000554006059 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Nubia Brand International Corp Nubia Brand International Corp 1.00000000 11.50000000 USD 2026-11-16 XXXX -2046.59000000 N N N Fintech Ecosystem Development Corp N/A Fintech Ecosystem Development Corp. 318136124 54704.00000000 NC USD 6017.44000000 0.001629843514 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Fintech Ecosystem Development Corp. Fintech Ecosystem Development Corp. 1.00000000 11.50000000 USD 2028-12-31 XXXX -6609.93000000 N N N Chain Bridge I N/A Chain Bridge I G2061X110 33367.00000000 NC USD 2218.91000000 0.000600999108 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Chain Bridge I Chain Bridge I 1.00000000 11.50000000 USD 2028-12-31 XXXX -10624.77000000 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group G2119WAC0 10811000.00000000 PA USD 540550.00000000 0.146409754264 Long DBT CORP KY N 2 2024-03-29 Fixed 9.50000000 Y Y N N N N Pagseguro Digital Ltd N/A Pagseguro Digital, Ltd. G68707101 260971.00000000 NS USD 2964630.56000000 0.802979986635 Long EC CORP KY N 1 N N N Investcorp Europe Acquisition Corp I N/A Investcorp Europe Acquisition Corp. I G4923T105 55193.00000000 NS USD 593600.72000000 0.160778717133 Long EC CORP KY N 1 N N N J.P. Morgan N/A Recv Bwy Ln Trs:0090498 N/A 1.00000000 NC -4720.88000000 -0.00127866595 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Bellway PLC Bellway PLC Y Underlying Performance 2024-08-20 0.00000000 GBP 0.00000000 GBP -3718.40000000 GBP 51.13000000 N N N First Trust/abrdn Global Oppor 2HCZRZBY990FDYBUS727 First Trust/abrdn Global Oppor 337319107 351.00000000 NS USD 2288.52000000 0.000619853206 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Mgns Ln Trs:0808561 N/A 1.00000000 NC -13149.16000000 -0.00356149344 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Morgan Sindall Group PLC Morgan Sindall Group PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -10428.54000000 GBP 234.32000000 N N N Uber Technologies Inc 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353TAG5 2500000.00000000 PA USD 2496875.00000000 0.676286847063 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N Abrdn Smaller Companies Income 213800J6D2TVHRGKBG24 Abrdn Smaller Companies Income G9768J104 161889.00000000 NS 565108.35000000 0.153061464539 Long EC RF GB N 1 N N N J.P. Morgan N/A Markit iTraxx Europe Subordinated Financials Series 39 N/A 1.00000000 NC 482789.54000000 0.130765142749 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 iTraxx Europe Financials SB Series 39 2I667ECE0 Y Underlying Performance 2028-06-20 1336495.79804500 EUR 0.00000000 EUR 25000000.00000000 EUR -986694.57000000 N N N Artemis Strategic Investment Corp N/A Artemis Strategic Investment Corp. 04303A111 52405.00000000 NC USD 2172.19000000 0.000588344841 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Artemis Strategic Investment Corp Artemis Strategic Investment Corp 1.00000000 11.50000000 USD 2027-12-31 XXXX -25244.02000000 N N N J.P. Morgan N/A Recv Brsc Ln Trs:0643610 N/A 1.00000000 NC 2722549.97000000 0.737411658647 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 BlackRock Smaller Cos Trust PLC BlackRock Smaller Cos Trust PLC Y Underlying Performance 2023-12-18 0.00000000 GBP 0.00000000 GBP 2134574.00000000 GBP -16857.89000000 N N N Apeiron Capital Investment Corp N/A Apeiron Capital Investment Corp. 03752A119 49151.00000000 NC USD 761.84000000 0.000206346882 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Apeiron Capital Investment Cor Apeiron Capital Investment Cor 1.00000000 11.50000000 USD 2026-04-02 XXXX -21291.49000000 N N N Infinite Acquisition Corp N/A Infinite Acquisition Corp. G48028123 46166.00000000 NC USD 6514.02000000 0.001764343848 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Infinite Acquisition Corp. Infinite Acquisition Corp. 1.00000000 11.50000000 USD 2028-11-23 XXXX -14910.51000000 N N N Servicenow Inc 549300HJTQM36M0E1G39 ServiceNow, Inc. 81762P102 -9.00000000 NS USD -5247.00000000 -0.00142116729 Short EC CORP US N 1 N N N Kernel Group Holdings Inc N/A Kernel Group Holdings, Inc. G5259L129 1326.00000000 NC USD 92.69000000 0.000025105392 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Kernel Group Holdings Inc Kernel Group Holdings Inc 1.00000000 11.50000000 USD 2027-01-31 XXXX -211.22000000 N N N Benson Hill Inc N/A Benson Hill, Inc. 082490103 136711.00000000 NS USD 190028.29000000 0.051469790476 Long EC CORP US N 1 N N N J.P. Morgan N/A Recv Elis Fp Trs:bvss790 N/A 1.00000000 NC -76048.37000000 -0.02059795238 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Elis SA Elis SA Y Underlying Performance 2024-05-28 0.00000000 EUR 0.00000000 EUR -68761.08000000 EUR -445.20000000 N N N Fat Projects Acquisition Corp N/A Fat Projects Acquisition Corp. G3400W110 37947.00000000 NC USD 1865.10000000 0.000505168500 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Fat Projects Acquisition Corp Fat Projects Acquisition Corp 1.00000000 11.50000000 USD 2026-06-16 XXXX -13126.24000000 N N N Western Asset Municipal Partners Fund Inc 5493001Z97VQ69W5OH84 Western Asset Municipal Partners Fund, Inc. 95766P108 2540.00000000 NS USD 29997.40000000 0.008124894945 Long EC RF US N 1 N N N Mainstay Cbre Global Infrastructure Megatrends Term Fund 549300TWA0SUTWA4FE65 MainStay CBRE Global Infrastructure Megatrends Term Fund 56064Q107 33785.00000000 NS USD 478057.75000000 0.129483521787 Long EC RF US N 1 N N N Metal Sky Star Acquisition Corp N/A Metal Sky Star Acquisition Corp. G6053N121 40420.00000000 NC USD 725.54000000 0.000196514907 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Metal Sky Star Acquisition Corp. Metal Sky Star Acquisition Corp. 1.00000000 11.50000000 USD 2027-04-01 XXXX -1875.18000000 N N N Us Treasury N/b 254900HROIFWPRGM1V77 U.S. Treasury Bond 91282CGM7 -50838000.00000000 PA USD -48947461.88000000 -13.2575818439 Short DBT UST US N 1 2033-02-15 Fixed 3.50000000 N N N N N N Nextera Energy Partners Lp 5493008F4ZOQFNG3WN54 NextEra Energy Partners LP 65341B106 -1951.00000000 NS USD -106231.95000000 -0.02877327480 Short EC CORP US N 1 N N N Broad Capital Acquisition Corp 549300LQ2W8Q2EETCL11 Broad Capital Acquisition Corp. 11125B110 53360.00000000 NC USD 6520.59000000 0.001766123355 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Broad Capital Acquisition Corp Broad Capital Acquisition Corp 1.00000000 11.50000000 USD 2049-12-31 XXXX -4323.50000000 N N N Staar Surgical Co 5299006LRHI7OJ8BY308 STAAR Surgical Co. 852312305 -7346.00000000 NS USD -402340.42000000 -0.10897523267 Short EC CORP US N 1 N N N Nuveen Core Plus Impact Fund 549300N1H1AJ1P7VEI64 Nuveen Core Plus Impact Fund 67080D103 196587.00000000 NS USD 1995358.05000000 0.540449323413 Long EC RF US N 1 N N N Mplx Lp 5493000CZJ19CK4P3G36 MPLX LP 55336V100 -17554.00000000 NS USD -623342.54000000 -0.16883438739 Short EC CORP US N 1 N N N Proshares Bitcoin Strategy Etf 5493004OXDRSMIZWPA26 ProShares Bitcoin Strategy ETF 74347G440 -630000.00000000 NS USD -9752400.00000000 -2.64146977614 Short EC RF US N 1 N N N J.P. Morgan N/A Recv Byit Ln Trs:bmh18q1 N/A 1.00000000 NC -75531.58000000 -0.02045797810 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Bytes Technology Group PLC Bytes Technology Group PLC Y Underlying Performance 2024-05-28 0.00000000 GBP 0.00000000 GBP -59083.08000000 GBP 292.75000000 N N N Morgan Stanley N/A Pfizer, Inc. N/A 1.00000000 NC USD 208325.20000000 0.056425569030 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Pfizer, Inc. Pfizer, Inc. Y Underlying Performance 2027-12-20 178314.46000000 USD 0.00000000 USD -7325000.00000000 USD 30010.74000000 N N N Bellevue Life Sciences Acquisi N/A Bellevue Life Sciences Acquisi 079174116 14638.00000000 NC USD 733.36000000 0.000198632980 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Bellevue Life Sciences Acquisi Bellevue Life Sciences Acquisi 1.00000000 11.50000000 USD 2028-02-10 XXXX -49.80000000 N N N Screaming Eagle Acquisition Corp N/A Screaming Eagle Acquisition Corp. G79407105 67654.00000000 NS USD 701571.98000000 0.190023089799 Long EC CORP KY N 1 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 Palo Alto Networks, Inc. 697435105 -43.00000000 NS USD -10748.28000000 -0.00291120716 Short EC CORP US N 1 N N N Granite Ridge Resources Inc 254900CAHJQKOQ1YZC67 Granite Ridge Resources, Inc. 387432107 38251.00000000 NS USD 278849.79000000 0.075527387347 Long EC CORP US N 1 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 Illumina, Inc. 452327109 -121.00000000 NS USD -23250.15000000 -0.00629737997 Short EC CORP US N 1 N N N Cboe Futures Exchange 254900O9GJPIWCP8RH13 CBOE VIX FUTURE Aug23 N/A 546.00000000 NC USD 8115416.40000000 2.198087357103 N/A DE CORP US N 1 Goldman Sachs 784F5XWPLTWKTBV3E584 Long CBOE VIX FUTURE Aug23 VIX 2023-08-16 8115416.40000000 USD -1241583.78000000 N N N Lf Capital Acquisition Corp Ii 549300RP8AZAKHNILS36 LF Capital Acquisition Corp. II 50202D110 60499.00000000 NC USD 4446.68000000 0.001204397976 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased LF Capital Acquisition Corp. II LF Capital Acquisition Corp. II 1.00000000 11.50000000 USD 2026-01-07 XXXX -24142.86000000 N N N Moderna Inc 549300EI6OKH5K5Q2G38 Moderna, Inc. 60770K107 -835.00000000 NS USD -98246.10000000 -0.02661028093 Short EC CORP US N 1 N N N Silverspac Inc N/A SILVERspac, Inc. G8136V104 55349.00000000 NS USD 575352.86000000 0.155836223935 Long EC CORP KY N 1 N N N Cactus Acquisition Corp 1 Ltd N/A Cactus Acquisition Corp. 1, Ltd. G1745A124 21180.00000000 NC USD 990.17000000 0.000268190817 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Cactus Acquisition Corp. 1, Ltd. Cactus Acquisition Corp. 1, Ltd. 1.00000000 11.50000000 USD 2026-10-29 XXXX -9913.42000000 N N N J.P. Morgan N/A Recv Mct Ln Trs:b15pv03 N/A 1.00000000 NC 1732.70000000 0.000469307522 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Middlefield Canadian Income PLC Middlefield Canadian Income PLC Y Underlying Performance 2024-03-15 0.00000000 GBP 0.00000000 GBP 1356.60000000 GBP -8.29000000 N N N N/A N/A Stone Ridge Opportunities Fund LP N/A 29527.00000000 NS USD 33604678.70000000 9.101938304728 Long EC CORP KY N N/A N N N Recursion Pharmaceuticals Inc N/A Recursion Pharmaceuticals, Inc. 75629V104 -16329.00000000 NS USD -230565.48000000 -0.06244942238 Short EC CORP US N 1 N N N Uber Technologies Inc 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353T100 -1375.00000000 NS USD -68007.50000000 -0.01842005617 Short EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 Constellation Energy Corp. 21037T109 -15.00000000 NS USD -1449.75000000 -0.00039266957 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFZ2 25000.00000000 PA USD 16505.28000000 0.004470509645 Long DBT CORP US N 2 2030-04-30 Variable 2.02200000 N N N N N N Abrdn Japan Equity Fund Inc 549300TENE1BGI09O157 abrdn Japan Equity Fund, Inc. 00306J109 46838.00000000 NS USD 283838.28000000 0.076878536353 Long EC RF US N 1 N N N Blackrock Capital Allocation Term Trust 5493007LDARS47M53X11 BlackRock Capital Allocation Term Trust 09260U109 67144.00000000 NS USD 1032003.28000000 0.279521499630 Long EC RF US N 1 N N N Growth For Good Acquisition Corp N/A Growth For Good Acquisition Corp. G41522130 75556.00000000 NC USD 12156.96000000 0.003292752800 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Growth For Good Acquisition Co Growth For Good Acquisition Co 1.00000000 11.50000000 USD 2026-11-12 XXXX 1951.25000000 N N N J.P. Morgan N/A Edinburgh Worldwide Investment Trust PLC N/A 1.00000000 NC 16653959.29000000 4.510779922649 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Edinburgh Worldwide Investment Edinburgh Worldwide Investment Y Underlying Performance 2023-10-02 0.00000000 GBP 0.00000000 GBP 13010813.95000000 GBP -43482.93000000 N N N Jpmorgan Mid Cap Investment Trust Plc/fund 549300QED7IGEP4UFN49 JPMorgan Mid Cap Investment Trust PLC G519AL104 3263.00000000 NS 38609.44000000 0.010457494445 Long EC CORP GB N 1 N N N 2023-08-30 Saba Capital Income & Opportunities Fund Troy Statczar Troy Statczar Corporate Secretary XXXX NPORT-EX 2 fp0085297-1_nportex.htm
Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Principal Amount   Fair Value 
CORPORATE BONDS - 12.32%    
Agriculture - 2.80%
 
Altria Group, Inc., 4.250%, 08/09/2042  $10,614,000   $8,192,474 
BAT Capital Corp., 3.734%, 09/25/2040   3,000,000    2,134,682 
         10,327,156 
           
Banks - 1.32%          
           
Credit Suisse AG, 0.000% (Variable Rate), 07/31/2030(a)   10,000    7,023 
Credit Suisse AG, 0.000% (Variable Rate), 10/30/2030(a)   420,000    241,757 
Morgan Stanley, 0.000% (Variable Rate), 04/30/2030(a)   25,000    16,505 
Morgan Stanley, 0.000% (Variable Rate), 07/31/2030(a)   80,000    51,978 
Morgan Stanley, 0.000% (Variable Rate), 10/30/2030(a)   80,000    51,510 
Morgan Stanley, 0.000% (Variable Rate), 09/26/2033(a)   428,000    255,714 
Morgan Stanley, 0.000% (Variable Rate), 10/31/2033(a)   266,000    152,044 
Morgan Stanley, 0.000% (Variable Rate), 02/28/2034(a)   478,000    278,407 
Morgan Stanley, 0.000% (Variable Rate), 03/31/2034(a)   276,000    153,824 
Morgan Stanley, 0.000% (Variable Rate), 03/31/2034(a)   26,000    15,463 
Morgan Stanley, 0.000% (Variable Rate), 04/30/2034(a)   66,000    39,071 
Morgan Stanley, 0.000% (Variable Rate), 05/30/2034(a)   89,000    51,022 
Morgan Stanley, 0.000% (Variable Rate), 06/30/2034(a)   460,000    258,273 
Morgan Stanley, 0.000% (Variable Rate), 07/31/2034(a)   25,000    14,754 
Morgan Stanley, 0.000% (Variable Rate), 08/29/2034(a)   161,000    88,286 
Morgan Stanley, 0.000% (Variable Rate), 08/29/2034(a)   10,000    5,478 
Morgan Stanley, 0.000% (Variable Rate), 09/30/2034(a)   231,000    124,825 
Morgan Stanley, 0.000% (Variable Rate), 09/30/2034(a)   88,000    47,904 
Morgan Stanley, 0.000% (Variable Rate), 10/08/2034(a)   32,000    16,913 
Morgan Stanley, 0.000% (Variable Rate), 10/31/2034(a)   103,000    54,742 
Morgan Stanley, 0.000% (Variable Rate), 10/31/2034(a)   181,000    102,060 
Morgan Stanley, 0.000% (Variable Rate), 10/31/2034(a)   357,000    188,498 
Morgan Stanley, 0.000% (Variable Rate), 11/28/2034(a)   231,000    134,028 
Morgan Stanley, 0.000% (Variable Rate), 11/28/2034(a)   25,000    13,209 
Morgan Stanley, 0.000% (Variable Rate), 01/30/2035(a)   69,000    40,805 
Morgan Stanley, 0.000% (Variable Rate), 01/30/2035(a)   175,000    91,855 
Morgan Stanley, 0.000% (Variable Rate), 02/27/2035(a)   36,000    19,472 
Morgan Stanley, 0.000% (Variable Rate), 03/31/2035(a)   527,000    285,482 
Morgan Stanley, 0.000% (Variable Rate), 03/31/2035(a)   114,000    65,165 
Morgan Stanley, 0.000% (Variable Rate), 02/29/2036(a)   61,000    37,751 
Morgan Stanley, 0.000% (Variable Rate), 04/28/2036(a)   10,000    5,777 
Morgan Stanley, 0.000% (Variable Rate), 06/30/2036(a)   40,000    24,575 
Morgan Stanley, 0.000% (Variable Rate), 08/31/2036(a)   2,289,000    1,283,468 
Morgan Stanley, 0.000% (Variable Rate), 09/30/2036(a)   40,000    22,487 
Morgan Stanley, 0.000% (Variable Rate), 11/29/2036(a)   103,000    56,600 
Morgan Stanley, 0.000% (Variable Rate), 01/31/2037(a)   224,000    118,561 
Morgan Stanley, 0.000% (Variable Rate), 03/31/2037(a)   747,000    377,269 
Morgan Stanley, 0.000% (Variable Rate), 04/28/2037(a)   40,000    21,503 
Morgan Stanley, 0.000% (Variable Rate), 05/31/2037(a)   25,000    13,196 
Morgan Stanley, 0.000% (Variable Rate), 08/31/2037(a)   58,000    30,964 
         4,858,218 

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Principal Amount   Fair Value 
Commercial Services - 2.84%
 
Adtalem Global Education, Inc., 5.500%, 03/01/2028(b)  $6,195,000   $5,792,325 
RR Donnelley & Sons Co., 8.250%, 07/01/2027(b)   935,000    955,748 
RR Donnelley & Sons Co., 9.750%, 07/31/2028(b)   3,628,000    3,646,140 
RR Donnelley & Sons Co., 6.625%, 04/15/2029(b)   106,000    104,410 
         10,498,623 
Diversified Financial Services - 0.75%
 
Nationstar Mortgage Holdings, Inc., 5.500%, 08/15/2028(b)   1,419,000    1,291,290 
PennyMac Financial Services, Inc., 5.375%, 10/15/2025(b)   479,000    459,241 
PennyMac Financial Services, Inc., 5.750%, 09/15/2031(b)   666,000    563,603 
PRA Group, Inc., 8.375%, 02/01/2028(b)   500,000    458,750 
         2,772,884 
Internet - 0.68%
 
Uber Technologies, Inc., 6.250%, 01/15/2028(b)   2,500,000    2,496,875 
         2,496,875 
Iron/Steel - 0.24%
 
Cleveland-Cliffs Steel Corp., 7.000%, 03/15/2027   880,000    869,000 
         869,000 
Media - 0.95%
 
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042   5,000,000    3,312,542 
Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026(b)(c)   4,000,000    130,000 
Liberty Interactive LLC, 8.250%, 02/01/2030   157,000    58,875 
         3,501,417 
Oil & Gas Producers - 0.28%
 
Earthstone Energy Holdings LLC, 9.875%, 07/15/2031(b)   1,000,000    1,031,875 
         1,031,875 
Real Estate - 2.38%
 
China Evergrande Group, 8.250%, 03/23/2022(c)   13,307,000    665,350 
China Evergrande Group, 9.500%, 04/11/2022(c)   2,253,000    112,650 
China Evergrande Group, 11.500%, 01/22/2023(c)   6,500,000    325,000 
China Evergrande Group, 10.000%, 04/11/2023(c)   7,018,000    350,900 
China Evergrande Group, 7.500%, 06/28/2023(c)   15,065,000    753,250 
China Evergrande Group, 12.000%, 01/22/2024(c)   1,800,000    90,000 
China Evergrande Group, 9.500%, 03/29/2024(c)   10,811,000    540,550 
China Evergrande Group, 10.500%, 04/11/2024(c)   17,000,000    850,000 
China Evergrande Group, 8.750%, 06/28/2025(c)   102,308,000    5,115,400 
         8,803,100 

 

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Principal Amount   Fair Value 
Software - 0.08%
 
RRD Parent, Inc., 10.000%, 10/15/2031(b)(d)  $185,107   $313,393 
         313,393 
TOTAL CORPORATE BONDS        45,472,541 
(Cost $59,714,020)          

 

   Principal Amount   Fair Value 
SENIOR LOANS - 6.85%        
Chemicals - 0.02%
 
CPC Acquisition Corp., Second Lien Initial Term Loan, 3M SOFR + 7.75%, 12/29/2028   175,000    79,041 
         79,041 
Commercial Services - 5.69%          
           
GEO Group, Inc., First Lien Term Loan, 1M SOFR + 7.125%, 03/23/2027   9,986,943    10,166,109 
R.R. Donnelley & Sons Company, TLB, First Lien Term Loan, 1M SOFR + 7.25%, 03/17/2028   10,608,351    10,603,418 
Travel Port Finance (Luxembourg) S.A R.L, TL, First Lien Term Loan, 3M US L + 4.865%, 05/29/2026   388,936    249,892 
         21,019,419 
Food - 0.33%          
           
Moran Foods LLC, First Lien Term Loan, 3M SOFR + 7.25%, 06/30/2026   462,403    374,547 
Moran Foods LLC, First Lien Term Loan, 3M SOFR + 7.25%, 06/30/2026   927,417    857,861 
         1,232,408 
Leisure Facilities & Services - 0.02%          
           
24 Hour Fitness Worldwide, Inc., First Lien Term Loan, 3M US L + 5.00%, 12/29/2025   286,877    51,996 
         51,996 
Pipelines - 0.01%          
           
GMP Borrower LLC, First Lien Term Loan, 1M SOFR + 4.50%, 10/28/2027   32,443    28,915 
         28,915 
Retail - 0.00%(e)          
           
NPC International, Inc., Second Lien Initial Term Loan, PRIME + 0.00%, 04/18/2025(f)   605,000    – 
         – 
Retail - Discretionary - 0.78%          
           
Chinos Intermediate 2 LLC, TL, First Lien Term Loan, 3M SOFR + 8.00%, 09/10/2027   3,000,000    2,892,495 
         2,892,495 
TOTAL SENIOR LOANS        25,304,274 
(Cost $26,060,417)          

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Principal Amount   Fair Value 
COLLATERALIZED MORTGAGE OBLIGATIONS (CMO) - 0.42%    
Agency Collateralized CMO - 0.42%
 
Fannie Mae Interest Strip, 3.000%, 10/25/2052  $9,135,460   $1,539,167 
         1,539,167 
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (CMO)        1,539,167 
(Cost $1,586,926)          

 

   Principal Amount   Fair Value 
CONVERTIBLE CORPORATE BOND - 1.02%    
Internet - 0.29%
 
Delivery Hero SE, 1.000%, 04/30/2026   300,000    269,977 
Delivery Hero SE, 2.125%, 03/10/2029   1,100,000    810,601 
         1,080,578 
Lodging - 0.73%
Selina Hospitality PLC, 6.000%, 11/01/2026(b)   7,539,000    2,678,079 
         2,678,079 
           
TOTAL CONVERTIBLE CORPORATE BOND        3,758,657 
(Cost $7,293,220)          

 

   Principal Amount   Fair Value 
SOVEREIGN DEBT OBLIGATIONS - 3.07%    
Sovereign - 3.07%
 
Ukraine Government International Bond, 7.750%, 09/01/2025(g)   5,592,000    1,887,300 
Ukraine Government International Bond, 7.750%, 09/01/2026(g)   635,000    209,550 
Ukraine Government International Bond, 7.750%, 09/01/2027(g)   2,820,000    902,400 
Ukraine Government International Bond, 6.750%, 06/20/2028(g)   805,000    257,697 
Ukraine Government International Bond, 7.750%, 09/01/2028(g)   3,462,000    1,073,220 
Ukraine Government International Bond, 7.750%, 09/01/2029(g)   11,534,000    3,662,045 
Ukraine Government International Bond, 9.750%, 11/01/2030(g)   4,146,000    1,357,815 
Ukraine Government International Bond, 6.876%, 05/21/2031(g)   1,464,000    442,860 
Ukraine Government International Bond, 7.375%, 09/25/2034(g)   2,011,000    613,355 
Ukraine Government International Bond, 7.253%, 03/15/2035(g)   2,239,000    682,895 
Ukraine Government International Bond, 7.750%, 08/01/2041(g)   551,000    245,195 
         11,334,332 
TOTAL SOVEREIGN DEBT OBLIGATIONS        11,334,332 
(Cost $8,784,012)          

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Principal Amount   Fair Value 
SECURED SECOND LIEN - 0.16%    
Food - 0.16%
 
Moran Foods LLC, 3M SOFR + 9.50%, 12/31/2026  $817,109   $592,404 
         592,404 
TOTAL SECURED SECOND LIEN        592,404 
(Cost $574,185)          

 

   Shares   Fair Value 
COMMON STOCK - 6.30%        
Agricultural Operations - 0.05%        
Benson Hill, Inc.(h)   136,711    190,028 
           
Commercial Services Finance - 0.01%          
Bitcoin Depot, Inc.(h)   7,151    26,959 
           
Medical-Drugs - 0.21%          
Compass Pathways PLC(h)   81,444    759,058 
           
Oil-Field Services - 0.01%          
Drilling Tools International Corp.(h)   6,997    30,437 
           
Oil Companies - Exploration & Production - 2.08%          
Earthstone Energy, Inc.(h)   463,294    7,403,438 
Granite Ridge Resources, Inc.   38,251    278,850 
         7,682,288 
           
Electronics & Appliances Stores - 0.00%(e)          
Everyware Global(f)(h)   43,777    – 
           
Applications Software - 0.00%(e)          
Nogin, Inc.(h)   11,264    10,588 
           
Auto-Cars/Light Trucks - 0.01%          
Polestar Automotive Holding UK PLC(h)   10,409    46,632 
           
Diagnostic Equipment - 1.72%          
Quantalx Neuroscience Ltd.(f)(h)   3,000    3,095,820 
Real View Imaging Ltd(f)(h)   2,000    2,175,300 
SomaLogic, Inc.(h)   437,676    1,072,306 
         6,343,426 
           
Real Estate Operations/Development - 0.14%          
Star Holdings(h)   34,210    533,334 
           
Marine Services - 0.23%          
Harvey Gulf Intl. Marine(h)   24,044    841,540 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Entertainment Facilities - 0.00%(e)
24 Hour Fitness Worldwide(h)   306,005   $1,836 
           
Mineral & Precious Stone Mining - 0.58%
Covia Equity(h)   169,353    2,145,194 
           
IT Services - 0.00%(e)
IQOR(h)   4,941    3,296 
           
Power Generation - 0.21%
Longview Power LLC(h)   61,813    772,663 
           
Credit & Debit - 0.72%
Pagseguro Digital, Ltd.(h)   234,874    2,668,169 
           
E - Commerce/Services - 0.27%
Haat Delivery Ltd.(f)(h)   64,188    1,000,000 
           
Auto/Truck Parts & Equipment - 0.06%
Arbe Robotics, Ltd.(h)   68,769    202,869 
           
TOTAL COMMON STOCK        23,258,317 
(Cost $20,635,904)          

 

   Shares   Fair Value 
CLOSED END FUNDS - 31.19%    
Abrdn Diversified Income and Growth PLC   7,080    7,814 
Abrdn Emerging Markets Equity   1,818    9,981 
Abrdn Global Dynamic Dividend   634    6,150 
Abrdn Global Infrastructure In   2,754    50,481 
Abrdn Japan Equity Fund, Inc.   46,838    283,838 
Abrdn Smaller Companies Income   161,889    565,108 
Adams Diversified Equity Fund, Inc.   41,742    738,833 
Apollo Tactical Income Fund, Inc.   28,054    361,616 
Bitwise 10 Crypto Index Fund(h)(i)   327,836    4,134,668 
BlackRock California Municipal Income Trust   173,989    2,016,533 
BlackRock Capital Allocation Term Trust   67,144    1,032,003 
BlackRock ESG Capital Allocation Term Trust   409,804    6,560,962 
BlackRock Health Sciences Term Trust   19,691    321,751 
BlackRock Innovation and Growth Term Trust   328,888    2,700,171 
BlackRock Municipal Income Trust   927    9,372 
BlackRock Municipal Income Trust II   1,418    14,818 
BlackRock MuniHoldings California Quality Fund, Inc.   19,672    213,441 
BlackRock MuniHoldings Fund, Inc.   2,264    26,806 
BlackRock MuniHoldings New Jersey Quality Fund, Inc.   3,842   43,030 
BlackRock MuniHoldings New York Quality Fund, Inc.   1,799    18,782 
BlackRock MuniHoldings Quality Fund II, Inc.   1,024    10,168 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
BlackRock MuniVest Fund, Inc.   18   $123 
BlackRock MuniYield Michigan Quality Fund, Inc.   3,742    41,611 
BlackRock MuniYield Pennsylvania Quality Fund   4,675    54,651 
BlackRock New York Municipal Income Trust   2,289    23,691 
BlackRock Science and Technology Term Trust   9,706    181,211 
BlackRock Smaller Cos. Trust PLC   71,210    1,180,726 
BlackRock Virginia Municipal Bond Trust   125    1,348 
Blackstone Long-Short Credit Income Fund   1,715    19,877 
Blackstone Strategic Credit 2027 Term Fund   1,348    15,017 
BNY Mellon Municipal Income, Inc.   1,378    8,805 
Carlyle Credit Income Fund   38,522    303,553 
Center Coast Brookfield MLP & Energy Infrastructure Fund   146,912    3,038,140 
Citadel Income Fund   110,020    264,485 
ClearBridge Energy Midstream Opportunity Fund, Inc.   68,686    2,206,194 
ClearBridge MLP & Midstream Fund, Inc.   17,796    668,596 
ClearBridge MLP & Midstream Total Return Fund, Inc.   69,138    2,334,790 
Credit Suisse High Yield Bond Fund   5,819    10,940 
DWS Municipal Income Trust   3,827    33,486 
DWS Strategic Municipal Income Trust   59    502 
Eaton Vance California Municipal Bond Fund   59,833    534,309 
Eaton Vance California Municipal Income Trust   7,671    78,014 
Eaton Vance New York Municipal Bond Fund   54,699    530,580 
Ecofin Sustainable and Social   37,011    478,182 
Ellsworth Growth and Income Fund, Ltd.   116,478    1,027,336 
European Opportunities Trust PLC   664,443    6,906,981 
European Smaller Companies   2,626    5,426 
Federated Hermes Premier Municipal Income Fund   1,993    21,245 
First Trust High Yield Opportunities 2027 Term Fund   2,599    36,386 
First Trust/abrdn Global Opportunity Income Fund   351    2,289 
FS Credit Opportunities Corp.   33,159    167,121 
GAMCO Natural Resources Gold & Income Trust   17,606    93,136 
Guggenheim Active Allocation Fund   846    12,005 
Hearts and Minds Investments, Ltd.   836,372    1,337,063 
Henderson Opportunities Trust PLC   111,656    1,411,444 
Herald Investment Trust PLC(h)   2,610    60,493 
Invesco Pennsylvania Value Municipal Income Trust   2,462    24,398 
Invesco Trust for Investment Grade New York Municipals   407    4,192 
Japan Smaller Capitalization Fund, Inc.   7,794    58,065 
JPMorgan European Discovery Trust PLC   14,209    72,667 
JPMorgan Mid Cap Investment Trust PLC   3,263    38,610 
Kayne Anderson NextGen Energy & Infrastructure, Inc.   103,652    781,536 
Korea Fund, Inc.   26,272    633,155 
Magellan Global Fund/Close Class   2,640,734    3,006,559 
MainStay CBRE Global Infrastructure Megatrends Term Fund   33,785    478,058 
MFF Capital Investments, Ltd.   3,142,746    6,079,629 
MFS High Income Municipal Trust   2,100    7,644 
MFS High Yield Municipal Trust  99,679   335,918 
MFS Investment Grade Municipal Trust   57,289    435,969 
Miller/Howard High Dividend Fund   333,513    3,495,216 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Morgan Stanley Emerging Markets Debt Fund, Inc.   92,804   $610,650 
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.   604,311    2,961,124 
Naos Small Cap Opportunities Company, Ltd.   61,487    29,943 
NB Global Corporate Income Trust   5,283,248    5,092,467 
Neuberger Berman Energy Infrastructure and Income Fund, Inc.   268,634    1,915,360 
Neuberger Berman New York Municipal Fund, Inc.   530    5,104 
Neuberger Berman Next Generation Connectivity Fund, Inc.   165,408    1,827,758 
New America High Income Fund, Inc.   5,107    34,728 
Nuveen California Quality Municipal Income Fund   33,042    358,506 
Nuveen Core Plus Impact Fund   196,587    1,995,358 
Nuveen Credit Strategies Income Fund   70,814    359,735 
Nuveen Massachusetts Quality Municipal Income Fund   655    6,864 
Nuveen Multi-Asset Income Fund   226,394    2,738,235 
Nuveen Municipal Credit Income Fund   19    225 
Nuveen New Jersey Quality Municipal Income Fund   12,711    147,448 
Nuveen New York AMT-Free Quality Municipal Income Fund   926    9,630 
Nuveen New York Quality Municipal Income Fund   1,105    11,901 
Nuveen Pennsylvania Quality Municipal Income Fund   3,583    40,488 
Nuveen Real Asset Income and Growth Fund   25    291 
NXG NextGen Infrastructure Income Fund   23,563    933,802 
Pengana International Equities, Ltd.   4,054,812    2,900,652 
Pershing Square Holdings, Ltd.   175,609    6,760,947 
PGIM Short Duration High Yield Opportunities Fund   1,433    21,882 
PIMCO Energy & Tactical Credit Opportunities Fund   254,162    4,257,214 
Pioneer Municipal High Income Advantage Fund, Inc.   959    7,710 
Pioneer Municipal High Income Fund Trust   701    6,085 
Pioneer Municipal High Income Opportunities Fund, Inc.   22,618    246,536 
Platinum Capital, Ltd.   505,958    448,605 
Principal Real Estate Income Fund   51,780    504,337 
Schroder British Opportunities Trust PLC(h)   1,453,746    1,296,638 
Schroder UK Mid Cap Fund PLC   570,790    4,116,785 
Taiwan Fund, Inc.   3,223    107,390 
Templeton Emerging Markets Fund/United States   1,314    16,616 
Templeton Global Income Fund   826,356    3,545,067 
Thornburg Income Builder Opportunities Trust   502    7,831 
Tortoise Energy Independence Fund, Inc.   27,292    849,600 
Tortoise Energy Infrastructure Fund, Inc.   14,818    455,357 
Tortoise Midstream Energy Fund, Inc.   56,207    2,002,655 
Tortoise Pipeline & Energy Fund, Inc.   7,795    227,926 
Tortoise Power and Energy Infrastructure Fund, Inc.   42,068    581,380 
VGI Partners Global Investments, Ltd.   3,653,052    4,244,996 
Voya Emerging Markets High Dividend Equity Fund   55,378    300,149 
Voya Infrastructure Industrials and Materials Fund   15,769    162,263 
WAM Global, Ltd.   3,609,449    4,848,933 
WCM Global Growth, Ltd.   392,373    334,717 

  

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Western Asset Intermediate Muni Fund   18,474   $142,065 
Western Asset Municipal Partners Fund, Inc.   2,540    29,997 
         115,171,648 
           
TOTAL CLOSED END FUNDS        115,171,648 
(Cost $108,260,401)          

 

   Shares   Fair Value 
PREFERRED STOCK - 0.58%    
Entertainment Facilities - 0.00%(e)
24 Hour Fitness Worldwide, Inc.(h)   407,959    – 
           
Transportation - 0.58%          
G-ILS Transportation Ltd. Preferred B-3 Shares(f)(h)   1,332    2,141,510 
           
TOTAL PREFERRED STOCK        2,141,510 
(Cost $2,709,436)          

 

   Shares  Fair Value 
PARTICIPATION AGREEMENT - 0.63%    
Caesars Entertainment, Inc (BI CLAIM)(f)(h)(i)  N/A   2,320,000 
         
TOTAL PARTICIPATION AGREEMENT      2,320,000 
(Cost $2,320,000)        

 

   Shares   Fair Value 
PRIVATE FUND - 9.10%    
Stone Ridge Opportunities Fund LP(h)   29,527    33,604,679 
           
TOTAL PRIVATE FUND        33,604,679 
(Cost $29,527,000)          

 

   Shares   Fair Value 
UNIT TRUST - 6.79%    
Grayscale Bitcoin Trust BTC(h)(i)   505,971    9,679,225 
Grayscale Ethereum Classic Trust(h)(i)   820,032    5,641,820 
Grayscale Ethereum Trust(h)(i)   870,483    9,331,578 
Grayscale Litecoin Trust(h)(i)   82,456    432,070 
         25,084,693 
           
TOTAL UNIT TRUST        25,084,693 
(Cost $14,437,402)          

 

   Shares   Fair Value 
SPECIAL PURPOSE ACQUISITION COMPANIES - 9.97%        
Agrinam Acquisition Corp.(h)   19,798    209,364 
Alpha Partners Technology Merger Corp.(h)   19,691    205,771 
AltC Acquisition Corp.(h)   38,589   398,624 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Artemis Strategic Investment Corp.(h)   142,048   $1,507,840 
Artemis Strategic Investment Corp., Class B(f)(h)   12,038    6,862 
Battery Future Acquisition Corp.(h)   23,189    248,354 
Beard Energy Transition Acquisition Corp.(h)   120,587    1,270,987 
Bellevue Life Sciences Acquisition Corp.(h)   14,638    152,235 
BioPlus Acquisition Corp.(h)   78,809    843,256 
Blue Ocean Acquisition Corp.(h)   50,459    536,379 
Blue World Acquisition Corp.(h)   51,687    550,983 
CF Acquisition Corp. VII(h)   21,449    227,145 
Chenghe Acquisition Co.(h)   392    4,205 
Clean Earth Acquisitions Corp.(h)   99,174    1,039,344 
Deezer SA(h)   8,179    22,527 
Denali Capital Acquisition Corp.(h)   27,621    298,859 
Digital World Acquisition Corp., Class B(f)(h)   25,893    251,162 
Distoken Acquisition Corp.(h)   5,419    56,493 
DUET Acquisition Corp.(h)   5,996    63,438 
Eureking SA(h)   59,955    678,985 
Everest Consolidator Acquisition Corp.(h)   100,984    1,080,529 
Fat Projects Acquisition Corp., Class B(f)(h)   4,886    4,251 
FG Merger Corp.(h)   1,483    15,749 
Forbion European Acquisition Corp.(h)   22,181    239,333 
Fortune Rise Acquisition Corp.(h)   29,156    314,302 
Four Leaf Acquisition Corp.(h)   3,750    39,375 
FTAC Zeus Acquisition Corp.(h)   71,310    745,903 
FutureTech II Acquisition Corp.(h)   52,279    560,692 
Global Blockchain Acquisition Corp.(h)   40,470    422,911 
Goldenstone Acquisition, Ltd.(h)   5,405    57,617 
Gores Holdings IX, Inc.(h)   121,537    1,251,831 
Haymaker Acquisition Corp. 4(h)   7,456    75,604 
HNR Acquisition Corp.(h)   44,874    476,786 
Infinite Acquisition Corp.(h)   24,755    262,651 
Integrated Rail and Resources Acquisition Corp.(h)   153,090    1,651,841 
Integrated Wellness Acquisition Corp.(h)   58,193    631,394 
Investcorp Europe Acquisition Corp. I(h)   55,193    593,601 
Israel Acquisitions Corp.(h)   8,683    90,737 
Kensington Capital Acquisition Corp. V(h)   58,885    627,125 
L Catterton Asia Acquisition Corp.(h)   1,609    16,975 
LF Capital Acquisition Corp. II, Class A(h)   166,778    1,797,033 
LIV Capital Acquisition Corp. II(h)   2,497    26,693 
M3-Brigade Acquisition III Corp.(h)   14,905    156,353 
Mars Acquisition Corp.(h)   10,247    106,415 
Mountain & Co. I Acquisition Corp.(h)   58,395    641,177 
Nabors Energy Transition Corp.(h)   152,733    1,640,352 
Pegasus Digital Mobility Acquisition Corp., Class B(f)(h)   4,456    4,768 
Pono Capital Three, Inc.(h)   11,690    122,277 
Pono Capital Two, Inc.(h)   9,738    101,275 
Pyrophyte Acquisition Corp.(h)   59,259    636,442 
Quadro Acquisition One Corp.(h)   39,461    417,892 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
RCF Acquisition Corp.(h)   9,504   $102,406 
Rigel Resource Acquisition Corp.(h)   17,835   191,905 
Screaming Eagle Acquisition Corp.(h)   67,654    701,572 
Sculptor Capital Management, Inc.   708,589    7,759,050 
SILVERspac, Inc.(h)   55,349    575,353 
Slam Corp.(h)   26,398    283,251 
Spring Valley Acquisition Corp. II(h)   26,917    285,051 
Transition SA(h)   33,822    368,156 
UTA Acquisition Corp.(h)   82,968    882,780 
Vahanna Tech Edge Acquisition I Corp.(h)   132,585    1,417,334 
Valuence Merger Corp. I(h)   54,174    582,912 
VAM Investments Spac BV(h)   25,279    265,436 
         36,797,903 
           
TOTAL SPECIAL PURPOSE ACQUISITION COMPANIES        36,797,903 
(Cost $32,862,334)          
           
WARRANTS - 0.21%          
10X Capital Venture Acquisition Corp. III, Expires 12/31/2027, Strike Price $11.50   55,754    1,673 
A SPAC I Acquisition Corp., Expires 05/21/2027, Strike Price $11.50   1    0 
A SPAC II Acquisition Corp., Expires 05/03/2027, Strike Price $11.50   34,421    842 
Achari Ventures Holdings Corp. I, Expires 08/05/2026, Strike Price $11.50   38,384    1,046 
Agrinam Acquisition Corp., Expires 07/21/2027, Strike Price $11.50   19,798    198 
Alset Capital Acquisition Corp., Expires 02/02/2027, Strike Price $11.50   13,297    544 
ALSP Orchid Acquisition Corp. I, Expires 11/30/2028, Strike Price $11.50   52,397    1,577 
Andretti Acquisition Corp., Expires 03/23/2028, Strike Price $11.50   24,523    5,616 
AP Acquisition Corp., Expires 12/07/2026, Strike Price $11.50   9,857    616 
Apeiron Capital Investment Corp., Expires 04/02/2026, Strike Price $11.50   49,151    762 
APx Acquisition Corp. I, Expires 08/19/2028, Strike Price $11.50   3,981    373 
Arisz Acquisition Corp., Expires 11/16/2026, Strike Price $11.50   34,348    924 
Armada Acquisition Corp. I, Expires 08/13/2026, Strike Price $11.50   19    1 
Artemis Strategic Investment Corp., Expires 12/31/2027, Strike Price $11.50   52,405    2,172 
Athena Consumer Acquisition Corp., Expires 07/31/2028, Strike Price $11.50   33,717    5,058 
Athena Technology Acquisition Corp. II, Expires 10/17/2028, Strike Price $11.50   36,968    1,235 
Atlantic Coastal Acquisition Corp. II, Expires 06/02/2028, Strike Price $11.50   80,774    2,601 
Ault Disruptive Technologies Corp., Expires 06/20/2028, Strike Price $11.50   18,483    1,700 
Aura FAT Projects Acquisition Corp., Expires 06/02/2027, Strike Price $11.50   58,439    1,683 
Aurora Technology Acquisition Corp., Expires 02/07/2028, Strike Price $11.50   63,578    1,113 
Axios Sustainable Growth Acquisition Corp., Expires 02/16/2027, Strike Price $11.50   43,990    88 
Banyan Acquisition Corp., Expires 09/30/2028, Strike Price $11.50   45,560    9,249 
Battery Future Acquisition Corp., Expires 05/26/2028, Strike Price $11.50   36,968    3,697 
Beard Energy Transition Acquisition Corp., Expires 12/31/2027, Strike Price $11.50   60,293   4,221 
Bellevue Life Sciences Acquisi, Expires 02/10/2028, Strike Price $11.50   14,638    733 
BenevolentAI, Expires 06/30/2026, Strike Price $11.50   7,014    77 
Benson Hill Inc., Expires 03/25/2027, Strike Price $3.90(f)   187,607    34,707 
BioPlus Acquisition Corp., Expires 07/19/2028, Strike Price $11.50   45,412    6,585 
Bitcoin Depot, Inc., Expires 07/22/2027, Strike Price $11.50   116,268    30,230 
Black Mountain Acquisition Corp., Expires 10/15/2027, Strike Price $11.50   46,279    2,319 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Black Spade Acquisition Co., Expires 07/16/2026, Strike Price $11.50   14,266   $4,708 
Bleuacacia, Ltd., Expires 06/21/2024, Strike Price $11.50   100,804    3,080 
Blockchain Coinvestors Acquisition Corp. I, Expires 11/03/2024, Strike Price $11.50   93,986    3,543 
Blue Ocean Acquisition Corp., Expires 10/21/2023, Strike Price $11.50   16,257    1,029 
Blue World Acquisition Corp., Expires 01/10/2029, Strike Price $11.50   23,302    1,631 
Bluescape Opportunities Acquisition Corp., Expires 01/31/2026, Strike Price $11.50   49,310    1,617 
BurTech Acquisition Corp., Expires 08/19/2023, Strike Price $11.50   23,368    467 
BYTE Acquisition Corp., Expires 12/31/2028, Strike Price $11.50   20,143    4,452 
C5 Acquisition Corp., Expires 05/19/2028, Strike Price $11.50   72,059    2,882 
Cactus Acquisition Corp. 1, Ltd., Expires 10/29/2026, Strike Price $11.50   21,180    990 
Canna-Global Acquisition Corp., Expires 02/09/2028, Strike Price $11.50   154,766    4,829 
Capitalworks Emerging Markets Acquisition Corp., Expires 04/27/2028, Strike Price $11.50   69,120    4,838 
Cardio Diagnostics Holdings, Inc., Expires 12/01/2026, Strike Price $11.50   19,933    3,139 
Carmell Therapeutics Corp., Expires 04/12/2027, Strike Price $11.50   3,816    954 
Cartesian Growth Corp. II, Expires 07/12/2028, Strike Price $11.50   5,984    1,077 
Cartica Acquisition Corp., Expires 04/30/2028, Strike Price $11.50   74,354    5,205 
CF Acquisition Corp. IV, Expires 12/14/2025, Strike Price $11.50   13,333    1,132 
CF Acquisition Corp. VII, Expires 03/15/2026, Strike Price $11.50   4,928    493 
Chain Bridge I, Expires 12/31/2028, Strike Price $11.50   33,367    2,219 
Chenghe Acquisition Co., Expires 04/28/2027, Strike Price $11.50   400    48 
Churchill Capital Corp. VII, Expires 02/29/2028, Strike Price $11.50   26,731    3,499 
Cineworld, Expires 11/23/2025, Strike Price $0.41   88,914    – 
Clean Earth Acquisitions Corp., Expires 02/24/2028, Strike Price $11.50   49,587    3,248 
ClimateRock, Expires 06/01/2027, Strike Price $11.50   11,778    287 
Compute Health Acquisition Corp., Expires 12/31/2027, Strike Price $11.50   26,926    15,079 
Concord Acquisition Corp. II, Expires 12/31/2028, Strike Price $11.50   25,741    893 
Concord Acquisition Corp. III, Expires 12/31/2028, Strike Price $11.50   54,452    2,178 
Corner Growth Acquisition Corp., Expires 12/31/2027, Strike Price $11.50   41,045    5,336 
Crescera Capital Acquisition Corp., Expires 04/20/2028, Strike Price $11.50   63,791    204 
CSLM Acquisition Corp., Expires 06/01/2027, Strike Price $11.50   38,488    866 
Deezer SA, Expires 06/07/2027, Strike Price $11.50   95,238    1,047 
Denali Capital Acquisition Corp., Expires 04/07/2027, Strike Price $11.50   27,621    1,512 
DHC Acquisition Corp., Expires 12/31/2027, Strike Price $11.50   25,249    1,545 
Digital Health Acquisition Corp., Expires 10/14/2023, Strike Price $11.50   17,736    576 
Distoken Acquisition Corp., Expires 03/30/2028, Strike Price $11.50   5,841    327 
DUET Acquisition Corp., Expires 07/19/2028, Strike Price $11.50   5,996    174 
EG Acquisition Corp., Expires 05/28/2028, Strike Price $11.50   27,981    8,366 
Energem Corp., Expires 11/16/2026, Strike Price $11.50   45,714    2,743 
Energy Transition Partners BV, Expires 07/16/2026, Strike Price $11.50   16,852    4,632 
ESGEN Acquisition Corp., Expires 10/20/2026, Strike Price $11.50   61,117    3,667 
Eureking SA, Expires 05/12/2027, Strike Price $11.50   59,955   3,296 
EVe Mobility Acquisition Corp., Expires 05/12/2028, Strike Price $11.50   27,110    2,048 
Everest Consolidator Acquisition Corp., Expires 08/17/2023, Strike Price $11.50   50,492    12,325 
Evergreen Corp., Expires 02/15/2027, Strike Price $11.50   70,092    2,926 
ExcelFin Acquisition Corp., Expires 10/21/2026, Strike Price $11.50   22,349    1,091 
Fat Projects Acquisition Corp., Expires 06/16/2026, Strike Price $11.50   37,947    1,865 
FG Acquisition Corp., Expires 04/05/2030, Strike Price $11.50   25,263    27,789 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
FG Merger Corp., Expires 06/17/2027, Strike Price $11.50   1,112   $133 
Financial Strategies Acquisition Corp., Expires 03/31/2028, Strike Price $11.50   6,820    110 
Financials Acquisition Corp., Expires 04/04/2027, Strike Price $11.50   28,696    1,105 
Finnovate Acquisition Corp., Expires 09/30/2026, Strike Price $11.50   71,462    2,187 
FinServ Acquisition Corp. II, Expires 02/17/2026, Strike Price $11.50   22,794    841 
Fintech Ecosystem Development Corp., Expires 12/31/2028, Strike Price $11.50   27,352    547 
Flame Acquisition Corp., Expires 12/31/2028, Strike Price $11.50   5,451    1,866 
Forbion European Acquisition Corp., Expires 05/23/2028, Strike Price $11.50   7,393    3,918 
Fortune Rise Acquisition Corp., Expires 11/26/2023, Strike Price $11.50   15,616    859 
FTAC Emerald Acquisition Corp., Expires 08/22/2028, Strike Price $11.50   27,108    1,190 
FTAC Zeus Acquisition Corp., Expires 12/31/2027, Strike Price $11.50   135,656    4,612 
Fusion Acquisition Corp. II, Expires 12/31/2027, Strike Price $11.50   20,782    104 
Future Health ESG Corp., Expires 09/09/2026, Strike Price $11.50   37,402    1,014 
FutureTech II Acquisition Corp., Expires 02/16/2027, Strike Price $11.50   48,383    2,893 
Gardiner Healthcare Acquisitions Corp., Expires 07/11/2024, Strike Price $11.50   14,786    887 
Genesis Growth Tech Acquisition Corp., Expires 05/19/2028, Strike Price $11.50   6,030    15 
GigCapital5, Inc., Expires 12/31/2028, Strike Price $11.50   3,954    69 
Global Blockchain Acquisition Corp., Expires 05/10/2027, Strike Price $11.50   40,470    801 
Global Technology Acquisition Corp. I, Expires 07/13/2026, Strike Price $11.50   23,734    2,055 
Globalink Investment, Inc., Expires 12/03/2026, Strike Price $11.50   14,771    276 
Gores Holdings IX, Inc., Expires 01/14/2024, Strike Price $11.50   40,512    10,533 
Growth For Good Acquisition Corp., Expires 11/12/2026, Strike Price $11.50   51,285    5,346 
HCM ACQUISITION Corp., Expires 12/31/2027, Strike Price $11.50   10,493    236 
Healthcare AI Acquisition Corp., Expires 12/14/2026, Strike Price $11.50   18,681    1,083 
HHG Capital Corp., Expires 12/31/2027, Strike Price $11.50   17,425    373 
HNR Acquisition Corp., Expires 07/29/2028, Strike Price $11.50   44,874    4,537 
Home Plate Acquisition Corp., Expires 09/30/2026, Strike Price $11.50   4,107    85 
Iconic Sports Acquisition Corp., Expires 10/12/2026, Strike Price $11.50   19,665    3,953 
Inception Growth Acquisition, Ltd., Expires 10/15/2026, Strike Price $11.50   2,402    75 
Industrial Tech Acquisitions II, Inc., Expires 12/31/2028, Strike Price $11.50   47,509    2,851 
Infinite Acquisition Corp., Expires 11/23/2028, Strike Price $11.50   46,166    6,514 
InFinT Acquisition Corp., Expires 05/19/2027, Strike Price $11.50   55,058    2,059 
Innovative International Acquisition Corp., Expires 07/01/2028, Strike Price $11.50   71,433    4,536 
Integrated Rail and Resources Acquisition Corp., Expires 11/12/2026, Strike Price $11.50   48,874    21,211 
Integrated Wellness Acquisition Corp., Expires 10/31/2028, Strike Price $11.50   1,475    1,180 
Investcorp Europe Acquisition Corp. I, Expires 11/23/2028, Strike Price $11.50   24,645    7,147 
Investcorp India Acquisition Corp., Expires 06/28/2027, Strike Price $11.50   37,472    1,949 
Iris Acquisition Corp., Expires 03/05/2026, Strike Price $11.50   27,683    734 
Israel Acquisitions Corp., Expires 02/28/2028, Strike Price $11.50   8,683    1,255 
IX Acquisition Corp., Expires 11/24/2026, Strike Price $11.50   112    3 
Jaguar Global Growth Corp. I, Expires 02/11/2027, Strike Price $11.50   43,794    2,485 
Jaws Mustang Acquisition Corp., Expires 01/30/2026, Strike Price $11.50   19,820    868 
Juniper II Corp., Expires 12/31/2028, Strike Price $11.50   9,381   527 
Jupiter Acquisition Corp., Expires 08/17/2028, Strike Price $11.50   1,531    61 
Kairous Acquisition Corp. ltd, Expires 11/24/2023, Strike Price $11.50   6,746    41 
Kernel Group Holdings, Inc., Expires 01/31/2027, Strike Price $11.50   1,326    93 
Keyarch Acquisition Corp., Expires 07/25/2028, Strike Price $11.50   24,350    1,583 
KnightSwan Acquisition Corp., Expires 07/21/2028, Strike Price $11.50   4,497    315 
LAMF Global Ventures Corp. I, Expires 11/11/2026, Strike Price $11.50   63,179    4,467 

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
LatAmGrowth SPAC, Expires 01/25/2028, Strike Price $11.50   37,849   $1,527 
LF Capital Acquisition Corp. II, Expires 01/07/2026, Strike Price $11.50   60,499    4,447 
Liberty Resources Acquisition Corp., Expires 10/31/2028, Strike Price $11.50   22,928    686 
Lifezone Metals, Ltd., Expires 07/07/2028, Strike Price $11.50   52,557    46,776 
LIV Capital Acquisition Corp. II, Expires 02/16/2027, Strike Price $11.50   43,759    1,094 
Mercato Partners Acquisition Corp., Expires 12/28/2026, Strike Price $11.50   15,665    835 
Metal Sky Star Acquisition Corp., Expires 04/01/2027, Strike Price $11.50   40,420    726 
Metals Acquisition, Ltd., Expires 06/16/2028, Strike Price $11.50   8,891    12,892 
Monterey Innovation Acquisition Corp., Expires 10/01/2026, Strike Price $11.50   24,230    579 
Mountain & Co. I Acquisition Corp., Expires 08/24/2023, Strike Price $11.50   62,660    9,408 
Murphy Canyon Acquisition Corp., Expires 02/03/2027, Strike Price $11.50   51,468    1,451 
Nabors Energy Transition Corp., Expires 11/17/2026, Strike Price $11.50   87,846    15,250 
New Energy One Acquisition Corp. PLC, Expires 03/07/2027, Strike Price $11.50   222,976    71,539 
New Providence Acquisition Corp. II, Expires 12/31/2027, Strike Price $11.50   21,526    1,292 
Newcourt Acquisition Corp., Expires 04/12/2028, Strike Price $11.50   30,398    462 
Nogin, Inc., Expires 08/26/2027, Strike Price $11.50   8,372    124 
NorthView Acquisition Corp., Expires 10/21/2023, Strike Price $11.50   19,197    600 
Nova Vision Acquisition Corp., Expires 12/31/2028, Strike Price $11.50   31,088    625 
Nubia Brand International Corp., Expires 11/16/2026, Strike Price $11.50   29,262    2,045 
OmniLit Acquisition Corp., Expires 11/08/2026, Strike Price $11.50   31,515    1,724 
Onyx Acquisition Co. I, Expires 11/30/2028, Strike Price $11.50   24,790    1,016 
Oxus Acquisition Corp., Expires 08/26/2026, Strike Price $11.50   20,287    2,029 
Papaya Growth Opportunity Corp. I, Expires 12/31/2028, Strike Price $11.50   76,584    5,648 
Patria Latin American Opportunity Acquisition Corp., Expires 03/10/2027, Strike Price $11.50   46,145    3,715 
Pearl Holdings Acquisition Corp., Expires 12/15/2026, Strike Price $11.50   18,484    1,386 
PepperLime Health Acquisition Corp., Expires 10/01/2026, Strike Price $11.50   11,876    358 
Perception Capital Corp. II, Expires 12/31/2028, Strike Price $11.50   58,258    5,832 
Phoenix Biotech Acquisition Corp., Expires 09/01/2026, Strike Price $11.50   21,939    1,659 
Platinum Capital, Ltd., Expires 03/28/2024, Strike Price $1.37   42,880    461 
Pono Capital Three, Inc., Expires 04/03/2028, Strike Price $11.50   11,690    468 
Pono Capital Two, Inc., Expires 09/23/2027, Strike Price $11.50   9,738    535 
Power & Digital Infrastructure Acquisition II Corp., Expires 12/14/2024, Strike Price $11.50   87,961    6,166 
PowerUp Acquisition Corp., Expires 02/18/2027, Strike Price $11.50   70,545    4,614 
PROOF Acquisition Corp. I, Expires 12/03/2023, Strike Price $11.50   20,757    2,079 
Prospector Capital Corp., Expires 01/01/2025, Strike Price $11.50   21,521    2,484 
RCF Acquisition Corp., Expires 11/10/2026, Strike Price $11.50   31,463    4,417 
Redwoods Acquisition Corp., Expires 03/15/2027, Strike Price $11.50   32,327    2,219 
Relativity Acquisition Corp., Expires 02/11/2027, Strike Price $11.50   45,142    2,126 
Revelstone Capital Acquisition Corp., Expires 05/24/2028, Strike Price $11.50   53    5 
RF Acquisition Corp., Expires 05/01/2028, Strike Price $11.50   19,704   315 
Rigel Resource Acquisition Corp., Expires 11/05/2026, Strike Price $11.50   31,854    4,460 
Rose Hill Acquisition Corp., Expires 10/14/2026, Strike Price $11.50   41,528    885 
Ross Acquisition Corp. II, Expires 02/12/2026, Strike Price $11.50   28,225    1,976 
Screaming Eagle Acquisition Corp., Expires 12/15/2027, Strike Price $11.50   22,674    3,934 
Selina Hospitality PLC, Expires 12/31/2049, Strike Price $0.01(f)   218,500    39,330 
ShoulderUp Technology Acquisition Corp., Expires 11/17/2026, Strike Price $11.50   94,845    5,605 

  

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
SHUAA Partners Acquisition Corp. I, Expires 03/02/2027, Strike Price $11.50   22,958   $1,403 
SILVERspac, Inc., Expires 02/15/2026, Strike Price $11.50   18,449    521 
Sizzle Acquisition Corp., Expires 03/12/2026, Strike Price $11.50   43,590    6,926 
SMX Security Matters PLC, Expires 03/07/2028, Strike Price $11.50   36,580    735 
Southport Acquisition Corp., Expires 05/24/2028, Strike Price $11.50   6,161    446 
Spree Acquisition Corp. 1, Ltd., Expires 12/22/2028, Strike Price $11.50   20,337    661 
Spring Valley Acquisition Corp. II, Expires 02/15/2026, Strike Price $11.50   13,573    1,629 
SpringBig Holdings, Inc., Expires 12/31/2027, Strike Price $11.50   24,279    488 
ST Energy Transition I, Ltd., Expires 12/02/2026, Strike Price $11.50   42,980    20,407 
Swiftmerge Acquisition Corp., Expires 06/17/2028, Strike Price $11.50   132    12 
Target Global Acquisition I Corp., Expires 12/31/2027, Strike Price $11.50   18,073    859 
Technology & Telecommunication Acquisition Corp., Expires 02/15/2027, Strike Price $11.50   52,993    1,977 
TKB Critical Technologies 1, Expires 10/29/2028, Strike Price $11.50   48,884    3,368 
TLGY Acquisition Corp., Expires 01/14/2028, Strike Price $11.50   68,311    6,271 
Transition SA, Expires 06/16/2026, Strike Price $11.50   33,822    18,594 
United Homes Group, Inc., Expires 01/28/2028, Strike Price $11.50   11,333    7,819 
UTA Acquisition Corp., Expires 10/21/2023, Strike Price $11.50   44,060    1,344 
Vahanna Tech Edge Acquisition I Corp., Expires 07/13/2024, Strike Price $11.50   55,430    3,636 
Valuence Merger Corp. I, Expires 03/01/2027, Strike Price $11.50   60,778    3,896 
VAM Investments Spac BV, Expires 07/27/2026, Strike Price $11.50   12,639    4,725 
Verde Clean Fuels, Inc., Expires 12/31/2027, Strike Price $11.50   327    83 
Vision Sensing Acquisition Corp., Expires 11/01/2026, Strike Price $11.50   49,182    1,195 
Western Acquisition Ventures Corp., Expires 01/12/2027, Strike Price $11.50   29,980    899 
Yotta Acquisition Corp., Expires 03/15/2027, Strike Price $11.50   47,369    573 
Zapp Electric Vehicles Group, Ltd., Expires 03/03/2028, Strike Price $11.50   11,642    467 
ZyVersa Therapeutics, Inc., Expires 12/20/2026, Strike Price $11.50   7,100    497 
           
TOTAL WARRANTS        756,309 
(Cost $2,432,337)          
           
RIGHTS - 0.05%          
A SPAC I Acquisition Corp., Expires 12/31/2049   2    0 
A SPAC II Acquisition Corp., Expires 12/31/2049   68,843    5,810 
Accretion Acquisition Corp., Expires 12/31/2049   37,215    2,739 
Agrinam Acquisition Corp., Expires 12/31/2049   19,798    792 
AIB Acquisition Corp., Expires 12/31/2049   41,417    5,086 
Alset Capital Acquisition Corp., Expires 12/31/2049   26,594    9,574 
Arisz Acquisition Corp., Expires 11/16/2026   34,348    2,992 
Aurora Technology Acquisition Corp., Expires 02/07/2028   63,578    8,774 
Axios Sustainable Growth Acquisition Corp., Expires 12/31/2049   43,990    26 
Bellevue Life Sciences Acquisi, Expires 12/31/2045   14,638   3,513 
Bleuacacia, Ltd., Expires 12/31/2049   201,609    14,738 
Blue World Acquisition Corp., Expires 12/31/2049   46,604    4,660 
Broad Capital Acquisition Corp., Expires 12/31/2049   53,360    6,521 
Clean Earth Acquisitions Corp., Expires 12/31/2049   99,120    15,849 
ClimateRock, Expires 06/01/2027   23,557    2,296 
CSLM Acquisition Corp., Expires 06/01/2027   76,977    7,809 

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Deep Medicine Acquisition Corp., Expires 10/26/2023   15,116   $3,099 
Distoken Acquisition Corp., Expires 12/31/2049   5,841    1,489 
Financial Strategies Acquisition Corp., Expires 03/31/2028   9,493    1,139 
Fintech Ecosystem Development Corp., Expires 12/31/2028   54,704    6,017 
Global Blockchain Acquisition Corp., Expires 12/31/2049   40,470    4,249 
Globalink Investment, Inc., Expires 08/19/2023   4,837    652 
Growth For Good Acquisition Corp., Expires 11/12/2026   75,556    12,157 
Inception Growth Acquisition, Ltd., Expires 12/31/2049   7,394    1,553 
Jaguar Global Growth Corp. I, Expires 12/31/2049   87,589    16,204 
Kairous Acquisition Corp. ltd, Expires 11/24/2023   13,555    1,315 
Keyarch Acquisition Corp., Expires 07/25/2028   16,489    2,305 
Mars Acquisition Corp., Expires 12/31/2049   10,247    2,012 
Metal Sky Star Acquisition Corp., Expires 12/31/2049   40,420    5,641 
Mountain Crest Acquisition Corp. V, Expires 12/31/2049   8,917    1,409 
NorthView Acquisition Corp., Expires 12/31/2049   38,482    5,388 
Redwoods Acquisition Corp., Expires 12/31/2049   32,327    4,587 
RF Acquisition Corp., Expires 12/31/2049   19,704    2,169 
Sagaliam Acquisition Corp., Expires 12/31/2049   84,310    17,739 
Spring Valley Acquisition Corp. II, Expires 09/10/2026   27,147    4,369 
Welsbach Technology Metals Acquisition Corp., Expires 12/31/2049   29,572    2,221 
Yotta Acquisition Corp., Expires 12/31/2049   29,452    2,589 
           
TOTAL RIGHTS        189,482 
(Cost $261,507)          
           
OPTIONS - 0.18%          
GEO Group, Inc., Expires 01/19/2024, Strike Price $6.00   1,680    58,800 
SPX US 10/20/23 P4515, Expires 10/20/2023, Strike Price $4515.00   93    603,570 
           
TOTAL PURCHASED OPTIONS        662,370 
(Cost $826,777)          
           
SHORT TERM INVESTMENTS - 0.23%          
JPMorgan US Treasury Plus Money Market Fund, 7 Day Yield 5.08%   625,145    625,145 
           
BNY Mellon U.S. Treasury Fund, 7 Day Yield 5.08%   246,741    246,741 
           
TOTAL SHORT TERM INVESTMENTS        871,886 
(Cost $871,886)          
           
Total Investments -  89.07%              $328,860,172 
(Cost $319,157,764)          
Other Assets in Excess of Liabilities - 10.93%       $40,344,891 
           
Net Assets - 100.00%       $369,205,063 

 

Amounts above are shown as a percentage of net assets as of July 31, 2023.

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

SCHEDULE OF SECURITIES SOLD SHORT

 

   Principal Amount   Fair Value 
SOVEREIGN DEBT OBLIGATIONS - (48.30%)    
Sovereign - (48.30%)
 
U.S. Treasury Bond, 3.500%, 02/15/2033  $(50,838,000)  $(48,947,462)
U.S. Treasury Bond, 3.375%, 05/15/2033   (9,087,000)   (8,658,207)
U.S. Treasury Note, 3.500%, 04/30/2028   (124,498,000)   (120,714,431)
         (178,320,100)
TOTAL SOVEREIGN DEBT OBLIGATIONS        (178,320,100)
(Proceeds $183,110,801)          

 

   Shares   Fair Value 
COMMON STOCK - (7.29%)    
Electric-Integrated - (0.08%)
AES Corp.   (1,507)   (32,596)
Ameren Corp.   (169)   (14,478)
American Electric Power Co., Inc.   (298)   (25,253)
DTE Energy Co.   (649)   (74,181)
Duke Energy Corp.   (608)   (56,921)
NextEra Energy, Inc.   (918)   (67,289)
Xcel Energy, Inc.   (429)   (26,911)
         (297,629)
           
Logic, Processors & Application Specific - (0.05%)          
Advanced Micro Devices, Inc.   (84)   (9,610)
NVIDIA Corp.   (244)   (114,019)
QUALCOMM, Inc.   (468)   (61,855)
         (185,484)
           
Military Aircraft Manufacturing - (0.01%)          
AeroVironment, Inc.   (312)   (29,721)
           
E-Commerce/Services - (0.35%)          
Airbnb, Inc.   (567)   (86,292)
Delivery Hero SE(b)   (5,530)   (250,902)
DoorDash, Inc.   (2,486)   (225,704)
Uber Technologies, Inc.   (1,375)   (68,007)

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Upwork, Inc.   (19,049)  $(198,681)
Zillow Group, Inc.   (8,516)   (461,227)
         (1,290,813)
           
Electronic Shopping - (0.07%)          
Alibaba Group Holding, Ltd.   (37)   (3,780)
Amazon.com, Inc.   (618)   (82,614)
JD.com, Inc.   (3,742)   (154,582)
         (240,976)
           
Development Stage Biotechnology - (0.26%)          
Alnylam Pharmaceuticals, Inc.   (5,010)   (978,954)
           
Internet Advertising Portals - (0.01%)          
Alphabet, Inc.   (256)   (33,976)
           
Analog Integrated Circuits - (0.16%)          
Analog Devices, Inc.   (313)   (62,453)
Infineon Technologies AG   (3,491)   (153,209)
Melexis NV   (2,272)   (244,561)
Monolithic Power Systems, Inc.   (120)   (67,139)
ON Semiconductor Corp.   (464)   (49,996)
         (577,358)
           
Oil & Liquids Rich Gas Pipelines - (0.14%)          
Antero Midstream Corp.   (22,615)   (270,023)
Genesis Energy LP   (1,072)   (10,495)
Western Midstream Partners LP   (8,228)   (232,606)
         (513,124)
           
Enterprise Software/Services - (0.02%)          
Appian Corp.   (264)   (13,601)
Pegasystems, Inc.   (933)   (49,216)
         (62,817)
           
Mobile Phones - (0.01%)          
Apple, Inc.   (97)   (19,056)
           
Oilfield Services & Equipment Manufacturing - (0.01%)          
Archrock, Inc.   (2,988)   (34,840)
           
Data Networking Equipment - (0.02%)          
Arista Networks, Inc.   (402)   (62,346)
           
Firearms & Ammunition - (0.09%)          
Axon Enterprise, Inc.   (1,884)   (350,292)

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Enterprise Software - (0.13%)
BlackLine, Inc.   (815)  $(47,335)
Descartes Systems Group, Inc.   (313)   (24,413)
HubSpot, Inc.   (16)   (9,289)
Salesforce, Inc.   (239)   (53,778)
SPS Commerce, Inc.   (318)   (57,364)
Varonis Systems, Inc.   (1,416)   (40,639)
Workday, Inc.   (985)   (233,573)
         (466,391)
           
Electricity Networks - (0.03%)          
CenterPoint Energy, Inc.   (1,383)   (41,615)
Eversource Energy   (194)   (14,032)
PPL Corp.   (2,068)   (56,932)
         (112,579)
           
Other Specialty Retail - Online - (0.04%)          
Chegg, Inc.   (14,927)   (151,210)
           
Crude Oil & Natural Gas Exploration & Production - (0.10%)          
Chesapeake Energy Corp.   (817)   (68,906)
ConocoPhillips   (489)   (57,565)
EQT Corp.   (1,158)   (48,844)
Marathon Oil Corp.   (1,727)   (45,368)
Occidental Petroleum Corp.   (508)   (32,070)
Pioneer Natural Resources Co.   (583)   (131,566)
         (384,319)
           
Outpatient Health Services - (0.01%)          
Civitas Resources, Inc.   (386)   (28,896)
           
Computer Software - (0.11%)          
Cloudflare, Inc.   (4,206)   (289,246)
Datadog, Inc.   (1,033)   (120,572)
         (409,818)
           
Electric-Generation - 0.00%(e)          
Constellation Energy Corp.   (15)   (1,450)
           
Non-Financial Information Services - (0.05%)          
CoStar Group, Inc.   (2,236)   (187,757)
           
Computer Data Security - (0.02%)          
Crowdstrike Holdings, Inc.   (473)   (76,465)
           
Pipelines - (1.69%)          
DT Midstream, Inc.   (8,833)   (472,742)
Enbridge, Inc.   (9,217)   (339,071)

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Energy Transfer LP   (67,115)  $(891,958)
EnLink Midstream LLC   (15,453)   (179,255)
Enterprise Products Partners LP   (43,801)   (1,161,164)
MPLX LP   (17,554)   (623,343)
Pembina Pipeline Corp.   (3,934)   (124,555)
Plains All American Pipeline LP   (23,149)   (344,457)
Plains GP Holdings LP   (34,856)   (546,891)
Williams Cos., Inc.   (45,217)   (1,557,726)
         (6,241,162)
           
Farm Machinery & Equipment Manufacturing - (0.03%)          
Deere & Co.   (261)   (112,126)
           
Oil Companies - Exploration & Production - (0.02%)          
Denbury, Inc.   (706)   (62,064)
           
Medical-Biomedical/Gene - (0.14%)          
Denali Therapeutics, Inc.   (556)   (15,807)
Genmab A/S   (376)   (154,619)
Moderna, Inc.   (835)   (98,246)
Recursion Pharmaceuticals, Inc.   (16,329)   (230,565)
         (499,237)
           
Medication Monitor & Delivery Equipment Manufacturing - (0.03%)          
Dexcom, Inc.   (908)   (113,100)
           
Educational Software - (0.06%)          
Duolingo, Inc.   (1,314)   (203,920)
           
Medical Information Systems - (0.04%)          
Doximity, Inc.   (4,288)   (153,210)
           
Energy-Alternate Sources - 0.00%(e)          
Enviva, Inc.   (1,138)   (15,329)
           
In Vitro Diagnostics Manufacturing - (0.18%)          
Exact Sciences Corp.   (6,763)   (659,663)
           
Oil Comp-Integrated - (0.01%)          
Exxon Mobil Corp.   (248)   (26,595)
           
Internet Content-Entertainment - (0.14%)          
Meta Platforms, Inc.   (562)   (179,053)
Netflix, Inc.   (85)   (37,313)
Pinterest, Inc.   (2,480)   (71,895)

 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Spotify Technology SA   (1,488)  $(222,322)
         (510,583)
           
Power Generation Equipment Manufacturing - 0.00%(e)          
Generac Holdings, Inc.   (109)   (16,753)
           
Health Care REIT - (0.04%)          
HashiCorp, Inc.   (5,297)   (156,844)
           
Analytical Lab Equipment Manufacturing - (0.01%)          
Illumina, Inc.   (121)   (23,250)
           
Information Technology (IT) Services - Commercial - (0.04%)          
Infosys, Ltd.   (8,959)   (149,257)
           
Front End Capital Equipment - (0.21%)          
ASML Holding NV   (970)   (695,584)
KLA Corp.   (151)   (77,607)
         (773,191)
           
Diversified Manufacturing Operations - (0.09%)          
Aalberts NV   (5,551)   (250,420)
Fabrinet   (51)   (6,306)
Trelleborg AB   (2,535)   (67,503)
         (324,229)
           
Dry Natural Gas Pipelines - (0.19%)          
Kinder Morgan, Inc.   (9,040)   (160,098)
TC Energy Corp.   (14,786)   (529,926)
         (690,024)
           
Medical-Drugs - (0.25%)          
Bayer AG   (2,132)   (124,568)
Merck & Co., Inc.   (2,789)   (297,447)
Novo Nordisk A/S   (3,053)   (492,001)
         (914,016)
           
Fluid Power Pump & Motor Manufacturing - (0.02%)          
Interpump Group SpA   (1,239)   (67,406)
           
BDCs (Business Development Companies) - (0.05%)          
Main Street Capital Corp.   (4,043)   (170,898)
           
Financial Information Services - (0.09%)          
MarketAxess Holdings, Inc.   (1,305)   (351,332)

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Investment Management/Advisory Services - 0.00%(e)
Van Lanschot Kempen NV   (8)  $(262)
           
Credit & Debit - (0.03%)          
Mastercard, Inc.   (152)   (59,931)
Visa, Inc.   (236)   (56,104)
         (116,035)
           
Engineering/R&D Services - 0.00%(e)          
Arcadis NV   (127)   (5,571)
           
Electronic Auctions - (0.21%)          
MercadoLibre, Inc.   (639)   (791,114)
           
Theaters - (0.01%)          
CTS Eventim AG & Co. KGaA   (378)   (25,789)
           
Applications Software - 0.00%(e)          
Microsoft Corp.   (55)   (18,476)
           
Database Software - (0.01%)          
MongoDB, Inc.   (83)   (35,142)
           
Auto-Cars/Light Trucks - (0.18%)          
Ferrari NV   (1,087)   (348,264)
NIO, Inc.   (18,935)   (289,705)
Rivian Automotive, Inc.   (911)   (25,180)
         (663,149)
           
Internet Media & Services - (0.03%)          
Naspers, Ltd.   (3,083)   (120,669)
           
Video Game Software - (0.07%)          
NetEase, Inc.   (2,396)   (260,541)
           
Renewable Energy Generation - (0.03%)          
Atlantica Sustainable Infrastructure PLC   (81)   (1,954)
NextEra Energy Partners LP   (1,951)   (106,232)
         (108,186)
           
Commercial Non-Profitable Specialty Pharmaceuticals - (0.04%)          
Pacira BioSciences, Inc.   (4,237)   (154,015)
           
Security - 0.00%(e)          
Palo Alto Networks, Inc.   (43)   (10,748)

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Finance-Other Services - (0.10%)
BFF Bank SpA(b)   (12,822)  $(144,644)
Deutsche Boerse AG   (1,083)   (207,252)
         (351,896)
           
E-Commerce/Products - (0.09%)          
PDD Holdings, Inc.   (3,852)   (345,987)
           
Commercial Services - (0.14%)          
Progyny, Inc.   (4,555)   (190,217)
RELX PLC   (9,362)   (314,262)
         (504,479)
           
Entertainment Software - (0.06%)          
ROBLOX Corp.   (5,900)   (231,575)
           
Alcoholic Beverages Manufacturing - (0.10%)          
Heineken Holding NV   (2,528)   (207,216)
Heineken NV   (1,749)   (171,419)
         (378,635)
           
Other Infrastructure Software - 0.00%(e)          
ServiceNow, Inc.   (9)   (5,247)
           
Medical Products - (0.11%)          
Novocure, Ltd.   (8,253)   (269,378)
Shockwave Medical, Inc.   (591)   (154,015)
         (423,393)
           
Internet Application Software - (0.10%)          
Shopify, Inc.   (5,268)   (354,576)
         (354,576)
           
Skiing Facilities - (0.09%)          
Snowflake, Inc.   (1,913)   (339,959)
           
Ophthalmic Goods Manufacturing - (0.11%)          
STAAR Surgical Co.   (7,346)   (402,340)
           
Servers - (0.10%)          
Super Micro Computer, Inc.   (1,124)   (371,223)
           
Foundry Services - (0.12%)          
Taiwan Semiconductor Manufacturing Co., Ltd.   (4,546)   (450,736)
           
Diagnostic Equipment - (0.06%)          
10X Genomics, Inc.   (3,367)   (212,054)

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Passenger Vehicles Manufacturing - (0.03%)
Tesla, Inc.   (428)  $(114,460)
           
Industrial Supplies Distributors - (0.01%)          
Watsco, Inc.   (110)   (41,601)
           
Home & Office Products - Online - (0.07%)          
Wayfair, Inc.   (3,110)   (242,176)
           
Oil Refining & Marketing - (0.02%)          
Neste Oyj   (2,333)   (85,830)
           
Wire & Cable Manufacturing - (0.02%)          
Prysmian SpA   (1,992)   (79,395)
           
Electrical Equipment - (0.02%)          
TKH Group NV   (1,725)   (90,015)
           
Web Hosting/Design - 0.00%(e)          
CentralNic Group PLC   (9)   (15)
           
Retail-Jewelry - (0.03%)          
Cie Financiere Richemont SA   (776)   (124,847)
           
Brake Systems Manufacturing - (0.02%)          
Brembo SpA   (5,840)   (82,640)
           
Back End Capital Equipment - (0.04%)          
BE Semiconductor Industries NV   (1,112)   (132,841)
           
Recreational Vehicles - 0.00%(e)          
Sanlorenzo SpA/Ameglia   (8)   (310)
           
Retail-Apparel/Shoe - (0.02%)          
Zalando SE(b)   (2,334)   (80,580)
           
Rubber/Plastic Products - (0.01%)          
Hexpol AB   (4,048)   (43,955)
           
Food-Retail - (0.02%)          
HelloFresh SE   (2,395)   (68,335)
           
Building-Maintenance & Service - (0.01%)          
Bravida Holding AB(b)   (3,360)   (27,004)

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

   Shares   Fair Value 
Commercial Services Finance - (0.04%)
Adyen NV(b)   (75)  $(139,346)
           
Commercial Banks Non-US - (0.04%)          
Credicorp, Ltd.   (961)   (150,925)
           
TOTAL COMMON STOCK        (26,916,532)
(Proceeds $25,832,858)          

 

   Shares   Fair Value 
EXCHANGE TRADED FUNDS - (2.64%)    
ProShares Bitcoin Strategy ETF   (630,000)   (9,752,400)
           
TOTAL EXCHANGE TRADED FUNDS        (9,752,400)
(Proceeds $10,897,865)          

 

   Shares   Fair Value 
PREFERRED STOCK - (0.01%)    
Chemicals-Specialty - (0.01%)
FUCHS SE   (1,103)   (45,600)
           
TOTAL PREFERRED STOCK        (45,600)
(Proceeds $46,964)          
           
Total Securities Sold Short -  (58.24%)       $(215,034,632)
(Proceeds $219,888,488)          

 

(a) The security is a floating rate note which has an annual interest rate, reset monthly, that is calculated by taking the product of a leverage multiplier and (USISDA30 - USISDA02). At July 31, 2023, the current coupon rate for these notes is 0%.
(b) Security exempt from registration under Rule 144A of the Securities Act of 1933 (the "Securities Act"). Total market value of Rule 144A securities amounts to $19,279,253, which represented approximately 5.22% of net assets as of July 31, 2023. Such securities may normally be sold to qualified institutional buyers in transactions exempt from registration.
(c) Security is in default as of year end and is therefore non-income producing.
(d) Represents a payment-in-kind (“PIK”) security which may pay interest/dividend in additional par/shares.
(e) Amount represents less than 0.005% of net assets.
(f) Level 3 assets valued using significant unobservable inputs as a result of unavailable quoted prices from an active market or the unavailability of other significant observable inputs.
(g) Securities were originally issued pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. As of July 31, 2023, the aggregate market value of those securities was $11,334,333, which represents approximately 3.07% of net assets.
(h) Non-income producing security.
(i) A portion or all of the security is owned by BRW SPV I, a wholly-owned subsidiary of the Fund.

 

Investment Abbreviations:
LIBOR - London Interbank Offered Rate
SONIA - Sterling Over Night Index Average
SOFR - Secured Overnight Financing Rate
ESTRON - Euro Short-Term Rate

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

Reference Rates:
3M US L - 3 Month LIBOR as of July 31, 2023 was 5.63%
1M SOFR - 1 Month SOFR as of July 31, 2023 was 5.32%
3M SOFR - 3 Month SOFR as of July 31, 2023 was 5.37%
PRIME - US Prime Rate as of July 31, 2023 was 8.50%
 
Counterparty Abbreviations:

JPM - JPMorgan Chase Bank, N.A.

GSI - Goldman Sachs International

MSCS - Morgan Stanley Capital Services

BARC - Barclays Bank PLC

 

FUTURES CONTRACTS           
         Expiration  Value   Unrealized 
Description  Position  Contracts  Date  (Note 2)   Depreciation 
CBOE VIX FUTURE   Aug23  Long  546  08/16/2023  $8,115,416   $(1,241,584)
CBOE VIX FUTURE   Nov23  Long  43  11/15/2023   764,940    (12,867)
CBOE VIX FUTURE   Oct23  Long  10  10/18/2023   172,769    (6,467)
Total Futures Contracts           $9,053,125   $(1,260,918)
                    
         Expiration  Value   Unrealized 
Description  Position  Contracts  Date  (Note 2)   Depreciation 
NASDAQ 100 E-MINI Sep23  Short  (40)  09/15/2023 $ (12,686,000)  $ (699,124) 
S&P 500 Emini Future  Short  (382)  09/15/2023   (88,136,950)   (3,778,404)
Total Futures Contracts           $ (100,822,950)  $(4,477,528)
Net Unrealized Depreciation                $(5,738,446)

 

FORWARD FOREIGN CURRENCY CONTRACTS        
Counterparty  Settlement
Date		  Fund
Receiving		  Value   Fund
Delivering		  Cost   Unrealized
Appreciation/
(Depreciation)		 
J.P. Morgan Chase & Co.  08/07/23  GBP   3,850,159   USD   3,811,803   $38,356 
J.P. Morgan Chase & Co.  08/08/23  USD   846,590   AUD   839,799    6,791 
J.P. Morgan Chase & Co.  08/07/23  USD   9,099,081   GBP   8,983,705    115,376 
                      $160,523 
                         
J.P. Morgan Chase & Co.  08/08/23  AUD   1,007,759   USD   1,012,337   $(4,578)
J.P. Morgan Chase & Co.  08/07/23  EUR   1,099,764   USD   1,112,216    (12,452)
J.P. Morgan Chase & Co.  08/07/23  GBP   3,721,821   USD   3,723,435    (1,614)
J.P. Morgan Chase & Co.  08/08/23  USD   29,137,827   AUD   29,426,557    (288,730)
J.P. Morgan Chase & Co.  08/07/23  USD   7,317,337   EUR   7,368,421    (51,084)
J.P. Morgan Chase & Co.  08/07/23  USD   17,134,505   GBP   17,325,716    (191,211)
                      $(549,669)
                      $(389,146)

 

TO-BE-ANNOUNCED (TBA) MORTGAGE-BACKED SECURITIES (MBS) FORWARD CONTRACTS

 

         Notional   Net Unrealized 
Counterparty  Description  Maturity Date  Amount   Appreciation 
Morgan Stanley  FNMA TBA 5.5 8/23  August 15, 2023  $260,493,435   $2,475,468 
Morgan Stanley  FNMA TBA 6 8/23  August 15, 2023   105,720,837    550,839 
TOTAL        $366,214,272   $3,026,307 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

SINGLE NAME CREDIT DEFAULT SWAP CONTRACTS (CENTRALLY CLEARED)

 

Buy/Sell Protection(a)  Reference Obligations 

Annual

Payment

Rate

Received

(Paid)

   Currency 

Maturity

Date

 

Notional

Amount(b)

   Value  

Upfront

Premiums

Received/(Paid)

  

Unrealized

Appreciation/

(Depreciation)

 
Buy  RR Donnelley & Sons   (5.00)%  USD  6/20/28   2,434,000   $(106,852)  $153,219   $46,367 
Buy  RR Donnelley & Sons   (5.00)%  USD  12/20/26   8,244,000    (382,103)   689,317    307,214 
                      $(488,955)  $842,536   $353,581 

 

INDEX CREDIT DEFAULT SWAP CONTRACTS (CENTRALLY CLEARED)

 

Buy/Sell Protection(a)  Reference Obligations 

Annual

Payment

Rate

Received

(Paid)

   Currency 

Maturity

Date

 

Notional

Amount(b)

   Value  

Upfront

Premiums

Received/(Paid)

  

Unrealized

Appreciation/

(Depreciation)

 
Buy  Markit CDX High Yield Index Series 40   (5.00)%  USD  6/20/28   130,750,000   $(5,275,403)  $3,981,438   $(1,293,965)
Buy  Markit iTraxx Europe Subordinated Financials Series 39   (1.00)%  EUR  6/20/28   45,000,000    869,022    (2,626,045)   (1,757,023)
                      $(4,406,381)  $1,355,393   $(3,050,988)

 

SINGLE NAME CREDIT DEFAULT SWAP CONTRACTS (OVER THE COUNTER)

 

Buy/Sell

Protection(a)

  Counterparty 

Reference

Obligations

 

Annual

Payment

Rate

Received

(Paid)

   Currency 

Maturity

Date

 

Notional

Amount(b)

   Value  

Upfront

Premiums

Received/(Paid)

  

Unrealized

Appreciation/

(Depreciation)

 
Sell  GSI  AT&T, Inc.   1.00%  USD  6/20/24   15,847,000   $65,119   $61,802   $3,317 
Sell  BARC  AT&T, Inc. CDS USD SR 2Y 06/25   1.00%  USD  6/20/25   2,249,000    11,398    11,224    174 
Sell  GSI  British American Tobacco PLC   1.00%  EUR  12/20/25   2,381,000    30,513    10,976    19,537 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

SINGLE NAME CREDIT DEFAULT SWAP CONTRACTS (OVER THE COUNTER) (continued)

 

Buy/Sell

Protection(a)

  Counterparty  Reference Obligations 

Annual

Payment

Rate

Received

(Paid)

   Currency 

Maturity

Date

 

Notional

Amount(b)

   Value  

Upfront

Premiums

Received/(Paid)

  

Unrealized

Appreciation/

(Depreciation)

 
Sell  GSI  Britol-Myers Squibb   1.00%  USD  12/20/27   10,000,000   $295,786   $268,823   $26,963 
Sell  MSCS  Britol-Myers Squibb   1.00%  USD  12/20/27   10,000,000    295,786    257,109    38,677 
Sell  MSCS  Britol-Myers Squibb   1.00%  USD  6/20/28   18,119,000    565,294    532,715    32,579 
Sell  JPM  Danone SA   1.00%  EUR  12/20/27   10,000,000    282,882    231,382    51,500 
Sell  GSI  Danone SA   1.00%  EUR  12/20/27   5,739,000    162,346    107,323    55,023 
Sell  MSCS  Danone SA   1.00%  EUR  12/20/27   1,264,000    35,756    28,008    7,748 
Sell  GSI  Home Depot   1.00%  USD  12/20/27   7,604,000    231,115    199,799    31,316 
Sell  BARC  IBM Corp.   1.00%  USD  12/20/27   20,642,000    240,969    202,764    38,205 
Sell  GSI  International Business Machines   1.00%  USD  12/20/27   5,750,000    497,408    395,100    102,308 
Sell  GSI  International Business Machines   1.00%  USD  6/20/27   5,750,000    133,743    111,480    22,263 
Sell  BARC  NextEra Energy Capital Holdings, Inc.   1.00%  USD  6/20/28   5,393,000    64,244    28,380    35,864 
Sell  GSI  Pfizer, Inc.   1.00%  USD  12/20/27   29,774,000    846,781    755,898    90,883 
Sell  MSCS  Pfizer, Inc.   1.00%  USD  12/20/27   7,325,000    208,325    178,314    30,011 
Sell  GSI  Proctor & Gamble   1.00%  USD  12/20/27   22,172,000    657,377    561,400    95,977 
Buy  BARC  RR Donnelley & Sons   (5.00)%  USD  12/20/27   1,628,000    (73,892)   (222,928)   149,036 
Sell  MSCS  Sherwin-Williams Co.   1.00%  USD  12/20/27   2,039,000    32,244    4,376    27,868 
Sell  MSCS  Southern Co.   1.00%  USD  6/20/26   847,000    15,133    14,141    992 
Sell  MSCS  Target Corp   1.00%  USD  12/20/27   6,078,000    153,814    127,883    25,931 
Sell  JPM  Target Corp   1.00%  USD  12/20/27   5,000,000    126,533    95,150    31,383 
Sell  GSI  Target Corp   1.00%  USD  12/20/27   10,000,000    253,066    194,677    58,389 
Sell  BARC  Unilever PLC   1.00%  EUR  12/20/27   5,747,000    193,691    152,846    40,845 
Buy  BARC  Unisys Corp. CDS USD 5Y 6/28   (5.00)%  USD  6/20/28   286,000    32,427    38,292    (5,865)
Sell  MSCS  UnitedHealth Group, Inc.   1.00%  USD  12/20/27   19,068,000    495,213    419,378    75,835 
Sell  MSCS  Verizon CDS USD 4Y 12/27   1.00%  USD  12/20/27   7,000,000    22,873    (4,885)   27,758 
Sell  MSCS  Verizon Wireless   1.00%  USD  6/20/28   3,181,000    4,332    2,900    1,432 
                         $5,880,276   $(4,764,327)  $1,115,949 

 

(a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

TOTAL RETURN SWAP CONTRACTS(a)

 

Counterparty  Reference Obligations  Currency  Notional
Amount(b)		  

Termination

Date

 

Financing

Rate Index

 

Financing Rate

Spread

Paid/(Received)

by Fund

  Value   Unrealized
Appreciation/
(Depreciation)		 
JPM  4imprint Group PLC  GBP  $(388,894)  4/29/24  SONIA  (40) bps  $(388,456)  $438 
JPM  Aberdeen Diversified Income and Growth Trust PLC  GBP   102,533   10/2/23  SONIA  40 bps   105,729    3,196 
JPM  Aberdeen New India Investment  GBP   615,769   12/18/23  SONIA  40 bps   622,367    6,598 
JPM  Aberforth Smaller Companies Trust PLC  GBP   2,580,870   10/2/23  SONIA  40 bps   2,560,769    (20,101)
JPM  Abrdn UK Smaller Cos Growth Trust PLC  GBP   2,249,154   5/28/24  SONIA  40 bps   2,246,533    (2,621)
JPM  Alpha Financial Markets Consulting PLC  GBP   (5,744)  5/28/24  SONIA  (40) bps   (5,486)   258 
JPM  Alten SA  EUR   (48,391)  5/28/24  ESTRON  (40) bps   (43,931)   4,460 
JPM  Auction Technology Group PLC  GBP   (3,363)  8/27/24  SONIA  (40) bps   (3,312)   51 
JPM  Baillie Gifford European Growth Trust PLC  GBP   508,186   10/2/23  SONIA  40 bps   509,761    1,575 
JPM  Baillie Gifford UK Growth Trust PLC  GBP   4,557,037   10/5/23  SONIA  40 bps   4,562,305    5,268 
JPM  Baillie Gifford US Growth Trus  GBP   7,952,605   12/18/23  SONIA  40 bps   8,020,659    68,054 
JPM  Baker Steel Resources Trust, Ltd. TRS  GBP   184,161   6/3/24  SONIA  40 bps   181,915    (2,246)
JPM  Balfour Beatty PLC  GBP   (72,543)  5/28/24  SONIA  (40) bps   (71,359)   1,184 
JPM  Barings Emerging Ord  GBP   240,628   6/10/24  SONIA  40 bps   247,847    7,219 
JPM  Bellway PLC  GBP   (4,772)  8/27/24  SONIA  (40) bps   (4,721)   51 
JPM  Big Technologies plc  GBP   (2,122)  8/27/24  SONIA  (40) bps   (2,015)   107 
JPM  BioMerieux NPV  EUR   (181,008)  4/29/24  ESTRON  (80) bps   (179,244)   1,764 
JPM  BlackRock Smaller Cos Trust PLC  GBP   2,739,408   12/18/23  SONIA  40 bps   2,722,550    (16,858)
JPM  Bloomsbury Pub  GBP   (34)  4/30/24  SONIA  (40) bps   (33)   1 
JPM  Brown Advisory US Smaller Companies PLC  GBP   179,023   5/28/24  SONIA  40 bps   177,902    (1,121)
JPM  Bytes Technology Group PLC  GBP   (75,312)  5/28/24  SONIA  (40) bps   (75,532)   (220)
JPM  Card Factory PLC  GBP   (637)  8/27/24  SONIA  (40) bps   (620)   17 
JPM  Central Asia Metals PLC  GBP   (2,675)  8/27/24  SONIA  (40) bps   (2,696)   (21)
JPM  Chemring Group PLC  GBP   (198,203)  4/30/24  SONIA  (40) bps   (193,427)   4,776 
JPM  Clarkson PLC  GBP   (23,591)  5/28/24  SONIA  (40) bps   (23,095)   496 
JPM  Computacenter PLC  GBP   (65,287)  5/24/24  SONIA  (40) bps   (63,381)   1,906 
JPM  Conduit Holdings Ltd  GBP   (14,921)  8/27/24  SONIA  (40) bps   (14,754)   167 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

TOTAL RETURN SWAP CONTRACTS(a) (continued)

 

Counterparty  Reference Obligations  Currency  Notional
Amount(b)		  

Termination

Date

  Financing Rate
Index		 

Financing Rate

Spread

Paid/(Received)

by Fund

  Value   Unrealized
Appreciation/
(Depreciation)		 
JPM  CQS Natural Resources Growth and Income PLC  GBP  $413,504   6/17/24  SONIA  40 bps  $420,473   $6,969 
JPM  Crest Nicholson Holdings plc  GBP   (54,274)  8/27/24  SONIA  (40) bps   (52,741)   1,533 
JPM  CVS Group PLC  GBP   (61,056)  5/28/24  SONIA  (40) bps   (60,997)   59 
JPM  Dassault Systemes SE  EUR   (199,107)  4/29/24  ESTRON  (40) bps   (199,235)   (128)
JPM  Diploma PLC  GBP   (389,010)  4/29/24  SONIA  (40) bps   (392,403)   (3,393)
JPM  DiscoverIE Group PLC  GBP   (5,380)  4/30/24  SONIA  (40) bps   (5,294)   86 
JPM  Dunelm Group PLC  GBP   (281,048)  4/29/24  SONIA  (40) bps   (283,762)   (2,714)
JPM  Edenred  EUR   (177,220)  4/29/24  ESTRON  (40) bps   (180,520)   (3,300)
JPM  Edinburgh Worldwide Investment Trust PLC  GBP   16,697,442   10/2/23  SONIA  40 bps   16,653,959    (43,483)
JPM  Elis SA  EUR   (75,603)  5/28/24  ESTRON  (40) bps   (76,048)   (445)
JPM  Ergomed PLC  GBP   (37,650)  5/28/24  SONIA  (40) bps   (36,836)   814 
JPM  Esker SA  EUR   (4,984)  8/26/24  ESTRON  (40) bps   (4,984)   – 
JPM  European Opportunities Trust PLC  GBP   6,959,264   5/7/24  SONIA  40 bps   6,908,093    (51,171)
JPM  European Smaller Companies Trust PLC  GBP   5,018,889   10/2/23  SONIA  40 bps   4,972,561    (46,328)
JPM  Experian PLC  GBP   (111,408)  4/29/24  SONIA  (40) bps   (109,515)   1,893 
JPM  Fidelity Emerging Markets, Ltd.  GBP   9,060,679   4/30/24  SONIA  40 bps   9,074,201    13,522 
JPM  Future PLC  GBP   (50,946)  4/30/24  SONIA  (40) bps   (53,331)   (2,385)
JPM  Games Workshop Group PLC  GBP   (139,822)  4/29/24  SONIA  (40) bps   (139,344)   478 
JPM  Gamma Communications PLC  GBP   (3,368)  4/30/24  SONIA  (40) bps   (3,356)   12 
JPM  Genus PLC  GBP   (223,554)  4/29/24  SONIA  (40) bps   (221,751)   1,803 
JPM  Grafton Group PLC  GBP   (131,249)  4/30/24  SONIA  (75) bps   (129,562)   1,687 
JPM  Grifols SA  EUR   (173,697)  5/28/24  ESTRON  (40) bps   (175,671)   (1,974)
JPM  Henderson EuroTrust PLC  GBP   1,307,717   4/30/24  SONIA  40 bps   1,326,739    19,022 
JPM  Henderson Opportunities Trust PLC  GBP   208,563   6/3/24  SONIA  40 bps   209,841    1,278 
JPM  Henderson Smaller Companies Investment Trust PLC  GBP   271,341   12/18/23  SONIA  40 bps   268,157    (3,184)
JPM  Herald Investment Trust PLC  GBP   4,643,580   10/2/23  SONIA  40 bps   4,659,059    15,479 
JPM  Hollywood Bowl Group PLC  GBP   (240)  5/28/24  SONIA  (100) bps   (231)   9 
JPM  Hunting PLC  GBP   (12,322)  5/28/24  SONIA  (40) bps   (12,732)   (410)
JPM  IMI PLC  GBP   (113,916)  5/24/24  SONIA  (40) bps   (112,808)   1,108 
JPM  Impax Asset Management Group PLC  GBP   (5,112)  4/30/24  SONIA  (40) bps   (4,967)   145 
JPM  Inchcape PLC  GBP   (119,450)  4/29/24  SONIA  (40) bps   (115,431)   4,019 
JPM  Intermediate Capital Group PLC  GBP   (215,273)  4/29/24  SONIA  (40) bps   (211,288)   3,985 
JPM  Invesco Select Trust PLC TRS  GBP   30,897   6/3/24  SONIA  40 bps   30,800    (97)
JPM  Ipsos  EUR   (50,441)  5/28/24  ESTRON  (40) bps   (51,483)   (1,042)

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

TOTAL RETURN SWAP CONTRACTS(a) (continued)

 

Counterparty  Reference Obligations  Currency  Notional
Amount(b)		   Termination Date  Financing
Rate
Index		  Financing
Rate
Spread
Paid/(Received) by
Fund		  Value   Unrealized
Appreciation/
(Depreciation)		 
JPM  JPMorgan European Discovery Trust PLC  GBP  $34,619,484   10/2/23  SONIA  40 bps  $34,619,484   $– 
JPM  JPMorgan Mid Cap Investment Trust PLC  GBP   2,828,850   10/2/23  SONIA  40 bps   2,792,505    (36,345)
JPM  JPMorgan UK Smaller Companies Investment Trust PLC  GBP   279,669   12/18/23  SONIA  40 bps   281,703    2,034 
JPM  Kainos Group PLC  GBP   (18,871)  8/27/24  SONIA  (40) bps   (19,031)   (160)
JPM  Kering SA  EUR   (216,851)  4/30/24  ESTRON  (40) bps   (211,282)   5,569 
JPM  Keystone Positive Change Investment Trust PLC  GBP   2,844,082   4/30/24  SONIA  40 bps   2,831,271    (12,811)
JPM  Lookers PLC  GBP   (65,245)  8/27/24  SONIA  (40) bps   (66,304)   (1,059)
JPM  Magellan Global Fund NPV  AUD   2,243,478   7/15/24  RBACOR  45 bps   2,277,063    33,585 
JPM  Man Group PLC  GBP   (154,872)  4/29/24  SONIA  (40) bps   (157,443)   (2,571)
JPM  Mercantile Investment Trust PLC  GBP   9,955,652   10/2/23  SONIA  40 bps   9,906,609    (49,043)
JPM  MFF Capital Investments, Ltd.  AUD   691,381   7/15/24  RBACOR  45 bps   706,091    14,710 
JPM  Middlefield Canadian Income PLC  GBP   1,741   5/3/24  SONIA  40 bps   1,733    (8)
JPM  Morgan Advanced Materials PLC  GBP   (1,165)  5/28/24  SONIA  (40) bps   (1,156)   9 
JPM  Morgan Sindall Group PLC  GBP   (13,383)  5/28/24  SONIA  (40) bps   (13,149)   234 
JPM  NB Global Corporate NPV  AUD   411,080   7/15/24  RBACOR  45 bps   409,653    (1,427)
JPM  Next Fifteen Communications Group PLC  GBP   (183)  4/29/24  SONIA  (40) bps   (179)   4 
JPM  Ocado Group PLC  GBP   (326,315)  5/28/24  SONIA  (40) bps   (321,451)   4,864 
JPM  Oxford Instruments PLC  GBP   (381,260)  4/29/24  SONIA  (40) bps   (368,219)   13,041 
JPM  Oxford Nanopore Technologies PLC  GBP   (229,229)  5/28/24  SONIA  (40) bps   (228,882)   347 
JPM  Pagegroup PLC  GBP   (411)  8/27/24  SONIA  (40) bps   (406)   5 
JPM  Pengana Intrnational Equities NPV  AUD   205,769   7/15/24  RBACOR  45 bps   206,739    970 
JPM  Polar Capital Technology Trust PLC  GBP   5,465,015   4/30/24  SONIA  40 bps   5,536,766    71,751 
JPM  Polestar Automotive Holding UK PLC  USD   2,941,340   12/26/23  OBFR  (700) bps   3,122,560    181,220 
JPM  QinetiQ Group PLC  GBP   (234,792)  4/29/24  SONIA  (40) bps   (219,922)   14,870 
JPM  Reach PLC  GBP   (88)  8/27/24  SONIA  (40) bps   (88)   – 
JPM  Redrow PLC  GBP   (4,578)  8/27/24  SONIA  (40) bps   (4,525)   53 
JPM  River & Mercantile UK Micro Cap Investment Company Ltd.  GBP   860,175   12/18/23  SONIA  40 bps   863,182    3,007 
JPM  Samsung Electronics Co., Ltd.  USD   (85,287)  5/24/24  OBFR  (40) bps   (83,021)   2,266 
JPM  Schiehallion Fund, Ltd.  USD   46,720   5/7/24  OBFR  40 bps   47,934    1,214 

 

 

 

Saba Capital Income & Opportunities Fund

 Consolidated Schedule of Investments

July 31, 2023

 

TOTAL RETURN SWAP CONTRACTS(a) (continued)

 

Counterparty  Reference Obligations  Currency  Notional
Amount(b)		  

Termination

Date

 

Financing

Rate Index

 

Financing Rate

Spread

Paid/(Received)

by Fund

  Value   Unrealized
Appreciation/
(Depreciation)		 
JPM  Schroder UK Mid Cap Fund PLC  GBP  $329,296   3/15/24  SONIA  40 bps  $331,656   $2,360 
JPM  Schroders Capital Global Innovation Trust  GBP   11,754   4/30/24  SONIA  40 bps   12,103    349 
JPM  Scottish Mortgage Investment Trust PLC  GBP   13,225,358   4/30/24  SONIA  40 bps   13,648,273    422,915 
JPM  SEB SA  EUR   (3,371)  8/26/24  ESTRON  (40) bps   (3,473)   (102)
JPM  Senior PLC  GBP   (1,637)  8/27/24  SONIA  (40) bps   (1,595)   42 
JPM  Soitec  EUR   (133,107)  5/24/24  ESTRON  (40) bps   (132,811)   296 
JPM  Spie SA  EUR   (70,893)  5/28/24  ESTRON  (40) bps   (69,467)   1,426 
JPM  SSP Group Plc  GBP   (155)  8/27/24  SONIA  (40) bps   (152)   3 
JPM  Telecom Plus PLC  GBP   (52,450)  4/29/24  SONIA  (40) bps   (52,576)   (126)
JPM  Templeton EM Investment Trust PLC TRS  GBP   3,096,470   6/19/24  SONIA  40 bps   3,153,964    57,494 
JPM  Verallia SA  EUR   (69,641)  5/28/24  ESTRON  (70) bps   (72,971)   (3,330)
JPM  Vesuvius PLC  GBP   (25,846)  4/30/24  SONIA  (40) bps   (25,151)   695 
JPM  VGI Partners Global Investment NPV  AUD   534,404   7/15/24  RBACOR  45 bps   543,835    9,431 
JPM  WAM Global, Ltd NPV  AUD   353,331   7/15/24  RBACOR  45 bps   356,001    2,670 
JPM  Watches of Switzerland Group PLC  GBP   (166,684)  4/29/24  SONIA  (40) bps   (172,050)   (5,366)
JPM  WH Smith PLC  GBP   (10,037)  8/27/24  SONIA  (40) bps   (9,944)   93 
JPM  Wise PLC  GBP   (22,206)  5/28/24  SONIA  (40) bps   (22,502)   (296)
JPM  Workspace Group PLC  GBP   (125)  8/27/24  SONIA  (40) bps   (121)   4 
                       $142,167,122   $713,132 

 

All Reference Obligations shown above for Total Return Swap Contracts are closed end funds.

 

(a) The Fund receives monthly payments based on any positive monthly return of the Reference Obligation. The Fund makes payments on any negative monthly return of such Reference Obligation.
(b) Notional amounts are presented in USD equivalent.

  

 

 

Investments in Securities at fair value  Level 1 - Quoted Prices  

Level 2 – Significant

Observable Inputs

  

Level 3 – Significant

Unobservable Inputs

   Total 
Corporate Bonds  $–   $45,472,541   $–   $          45,472,541 
Senior Loans   –    25,304,274    –    25,304,274 
Common Stock   13,222,668    3,764,529    6,271,120    23,258,317 
Collateralized Mortgage Obligations   –    1,539,167    –    1,539,167 
Convertible Corporate Bond   –    3,758,657    –    3,758,657 
Closed End Funds   115,171,648    –    –    115,171,648 
Special Purpose Acquisition Companies   36,530,860    –    267,043    36,797,903 
Preferred Stock   –    –    2,141,510    2,141,510 
Sovereign Debt Obligations   –    11,334,332    –    11,334,332 
Participation Agreement   –    –    2,320,000    2,320,000 
Private Fund   –    –    –    33,604,679*
Options   662,370    –    –    662,370 
Secured Second Lien   –    592,404    –    592,404 
Unit Trust   25,084,693    –    –    25,084,693 
Warrants   647,192    35,080    74,037    756,309 
Rights   188,317    1,165    –    189,482 
Short Term Investments   871,886    –    –    871,886 
Total  $192,379,634   $91,802,149   $11,073,710   $328,860,172 
                     
Securities sold short, at fair value  Level 1 - Quoted Prices  

Level 2 – Significant

Observable Inputs

  

Level 3 – Significant

Unobservable Inputs

   Total 
Common Stock  $(26,916,532)  $–   $–   $(26,916,532)
Exchange Traded Funds   (9,752,400)   –    –    (9,752,400)
Sovereign Debt Obligations**   (178,320,100)   –    –    (178,320,100)
Preferred Stock   (45,600)   –    –    (45,600)
Total  $(215,034,632)  $–  $–   $(215,034,632)
                     
Derivative contracts, at fair value  Level 1 - Quoted Prices  

Level 2 – Significant

Observable Inputs

  

Level 3 – Significant

Unobservable Inputs

   Total 
Assets
Total Return Swaps  $–   $1,029,018   $–   $1,029,018 
Over the Counter Credit Default Swaps   –    5,954,168    –    5,954,168 
Centrally Cleared Credit Default Swaps   –    869,022    –    869,022 
Forward Foreign Currency Contracts   –    160,523    –    160,523 
TBA MBS forward contracts   –    3,026,307    –    3,026,307 
Total Assets  $–  $11,039,038   $–   $11,039,038 
Liabilities
Over the Counter Credit Default Swaps  $–   $(73,892)  $–   $(73,892)
Centrally Cleared Credit Default Swaps   –    (5,764,358)   –    (5,764,358)
Total Return Swaps   –    (315,886)   –    (315,886)
Futures Contracts   (5,738,446)   –    –    (5,738,446)
Forward foreign currency contracts   –    (549,669)   –    (549,669)
Total Liabilities  $(5,738,446)  $(6,703,805)  $–   $(12,442,251)

  

* In accordance with ASC 820-10, investments that are measured at fair value using the NAV per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Consolidated Schedule of Investments and Consolidated Statement of Assets and Liabilities.

 

** Investments classified in Level 1 include sovereign debt obligations issued by G10 countries. All other sovereign debt obligations are classified as Level 2.