0001752724-24-076132.txt : 20240401 0001752724-24-076132.hdr.sgml : 20240401 20240401124711 ACCESSION NUMBER: 0001752724-24-076132 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240401 DATE AS OF CHANGE: 20240401 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Saba Capital Income & Opportunities Fund CENTRAL INDEX KEY: 0000826020 ORGANIZATION NAME: 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: 24807508 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 2024-10-31 2024-01-31 N 1179778136.07 831830683.66 347947452.41 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 92400000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8169885.90000000 GBP EUR USD AUD N Markit iBoxx USD Liquid High Yield Index IBOXHY Us Treasury N/b 254900HROIFWPRGM1V77 U.S. Treasury Bond 91282CJJ1 -8258000.00000000 PA USD -8647512.52000000 -2.48529266706 Short DBT UST US N 1 2033-11-15 Fixed 4.50000000 N N N N N N Blackrock Munivest Fund Inc 68LQJ5NLUNQI2T9OLL41 BlackRock MuniVest Fund, Inc. 09253R105 5.00000000 NS USD 34.85000000 0.000010015880 Long EC RF US N 1 N N N Revelstone Capital Acquisition Corp N/A Revelstone Capital Acquisition Corp. 76137R114 53.00000000 NC USD 1.33000000 0.000000382241 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 -8.60000000 N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa, Inc. 92826C839 -236.00000000 NS USD -64489.36000000 -0.01853422393 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 55342.00000000 NS USD 278923.68000000 0.080162587214 Long EC RF US N 1 N N N Corner Growth Acquisition Corp N/A Corner Growth Acquisition Corp. G2425N113 41045.00000000 NC USD 4592.94000000 0.001320009664 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Corner Growth Acquisition Corp. Corner Growth Acquisition Corp. 1.00000000 11.50000000 USD 2027-12-31 XXXX -10191.90000000 N N N Herald Investment Trust Plc 213800U7G1ROCTJYRR70 Herald Investment Trust PLC G4410F105 2610.00000000 NS 65425.31000000 0.018803215700 Long EC RF GB N 1 N N N Geo Group Inc/the 54930024XOXET7NQVZ63 GEO Group, Inc. 37252KAR3 9819404.95000000 PA USD 10052615.82000000 2.889118960455 Long LON CORP US N 2 2027-03-23 Floating 12.45760000 N N N N N N Unisys Corp 549300T21W22FIJJOW08 Unisys Corp. 909214BV9 249000.00000000 PA USD 226590.00000000 0.065121902296 Long DBT CORP US Y 2 2027-11-01 Fixed 6.87500000 N N N N N N J.P. Morgan N/A Recv Gama Ln Trs:bqs10j5 N/A 1.00000000 NC -3571.04000000 -0.00102631589 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Gamma Communications PLC Gamma Communications PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -2714.00000000 GBP -131.59000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAZ4 224000.00000000 PA USD 133552.38000000 0.038382916464 Long DBT CORP US N 2 2037-01-31 Variable 5.65700000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31424UPE0 6059661.49000000 PA USD 937335.10000000 0.269389844215 Long ABS-MBS USGSE US N 2 2052-06-25 Fixed 2.50000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 Airbnb, Inc. 009066101 -567.00000000 NS USD -81727.38000000 -0.02348842603 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Hsl Ln Trs:0906506 N/A 1.00000000 NC 224592.69000000 0.064547875963 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 2024-10-31 0.00000000 GBP 0.00000000 GBP 177673.12000000 GBP -572.21000000 N N N J.P. Morgan N/A Recv Wosg Ln Trs:bjdqq87 N/A 1.00000000 NC -84328.69000000 -0.02423604179 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Watches of Switzerland Group PLC Watches of Switzerland Group PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -66897.92000000 GBP 450.95000000 N N N Fintech Ecosystem Development Corp N/A Fintech Ecosystem Development Corp. 318136116 27352.00000000 NC USD 343.27000000 0.000098655701 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 -7820.34000000 N N N J.P. Morgan N/A Baillie Gifford UK Growth Trust PLC N/A 1.00000000 NC 4312048.35000000 1.239281483492 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Baillie Gifford UK Growth Trus Baillie Gifford UK Growth Trus Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 3382078.48000000 GBP 25944.94000000 N N N Blackrock Esg Capital Allocation Term Trust 549300EWOI5G0PSVIX17 BlackRock ESG Capital Allocation Term Trust 09262F100 410267.00000000 NS USD 6728378.80000000 1.933734175490 Long EC RF US N 1 N N N Ferrari Nv 549300RIVY5EX8RCON76 Ferrari NV N3167Y103 -687.00000000 NS USD -237647.04000000 -0.06829969248 Short EC CORP NL N 1 N N N Blue World Acquisition Corp N/A Blue World Acquisition Corp. G1263E102 51687.00000000 NS USD 574242.57000000 0.165037153174 Long EC CORP KY N 1 N N N Delivery Hero Se 529900C3EX1FZGE48X78 Delivery Hero SE N/A -5530.00000000 NS -126248.20000000 -0.03628369718 Short EC CORP DE Y 1 N N N Welsbach Technology Metals Acquisition Corp N/A Welsbach Technology Metals Acquisition Corp. 950415117 29572.00000000 NC USD 3252.92000000 0.000934888293 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Welsbach Technology Metals Acquisition Corp. Welsbach Technology Metals Acquisition Corp. 1.00000000 0.01000000 USD 2049-12-31 XXXX -3528.24000000 N N N Voya Global Advantage And Premium Opportunity Fund 549300P8MCGWLP88NI42 Voya Global Advantage and Premium Opportunity Fund 92912R104 260.00000000 NS USD 2220.40000000 0.000638142335 Long EC RF US N 1 N N N Canna-global Acquisition Corp N/A Canna-Global Acquisition Corp. 13767K119 154766.00000000 NC USD 1973.27000000 0.000567117243 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Canna-Global Acquisition Corp. Canna-Global Acquisition Corp. 1.00000000 11.50000000 USD 2028-02-09 XXXX -39661.67000000 N N N Cslm Acquisition Corp N/A CSLM Acquisition Corp. G2365L119 38488.00000000 NC USD 2694.16000000 0.000774300826 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 -4221.97000000 N N N Platinum Capital Ltd 7KW5LRH3I6FMWUBNKK59 Platinum Capital, Ltd. Q7665H105 505958.00000000 NS 429855.35000000 0.123540306739 Long EC CORP AU N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFF6 103000.00000000 PA USD 62456.63000000 0.017950017902 Long DBT CORP US N 2 2034-10-31 Variable 5.65700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QDL5 428000.00000000 PA USD 254783.26000000 0.073224637293 Long DBT CORP US N 2 2033-09-26 Variable 5.65700000 N N N N N N G-ILS Transportation Ltd. Preferred B-3 Shares N/A G-ILS Transportation Ltd. Preferred B-3 Shares N/A 1332.00000000 NS USD 2079252.00000000 0.597576440234 Long EP CORP US N 3 N N N Gores Holdings Ix Inc N/A Gores Holdings IX, Inc. 38287A119 40512.00000000 NC USD 7107.83000000 0.002042788343 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Gores Holdings IX Inc Gores Holdings IX Inc 1.00000000 11.50000000 USD 2029-01-14 XXXX -101071.04000000 N N N Goldman Sachs N/A Britol-Myers Squibb N/A 1.00000000 NC USD 268657.63000000 0.077212127331 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 -165.63000000 N N N Roth Ch Acquisition Co N/A Roth CH Acquisition Co. G88935120 48884.00000000 NC USD 1833.15000000 0.000526846794 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased TKB Critical Technologies 1 TKB Critical Technologies 1 1.00000000 11.50000000 USD 2028-10-29 XXXX -20033.09000000 N N N Nova Vision Acquisition Corp N/A Nova Vision Acquisition Corp. G6759A118 31088.00000000 NC USD 663.73000000 0.000190755815 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 -6002.79000000 N N N Us Treasury N/b 254900HROIFWPRGM1V77 U.S. Treasury Note 91282CJN2 -114569000.00000000 PA USD -117256445.03000000 -33.6994693359 Short DBT UST US N 1 2028-11-30 Fixed 4.37500000 N N N N N N Duet Acquisition Corp N/A DUET Acquisition Corp. 26431Q106 5996.00000000 NS USD 65806.10000000 0.018912654639 Long EC CORP US N 1 N N N Axon Enterprise Inc 549300QP2IEEGFE16681 Axon Enterprise, Inc. 05464C101 -1884.00000000 NS USD -469229.04000000 -0.13485629417 Short EC CORP US N 1 N N N Progyny Inc N/A Progyny, Inc. 74340E103 -4555.00000000 NS USD -173499.95000000 -0.04986383685 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Jmi Ln Trs:bf7l8p1 N/A 1.00000000 NC 230973.16000000 0.066381621247 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 JPMorgan UK Smaller Companies Investment Trust PLC JPMorgan UK Smaller Companies Investment Trust PLC Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 180999.36000000 GBP 1592.92000000 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441C204 -608.00000000 NS USD -58264.64000000 -0.01674524115 Short EC CORP US N 1 N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31423YJP5 2442233.86000000 PA USD 403236.50000000 0.115890056733 Long ABS-MBS USGSE US N 2 2052-07-25 Fixed 3.00000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group N/A 108930000.00000000 PA USD 1225462.50000000 0.352197577971 Long DBT CORP KY N 2 2025-06-28 Fixed 8.75000000 Y Y N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEE0 26000.00000000 PA USD 15140.71000000 0.004351435797 Long DBT CORP US N 2 2034-03-31 Variable 5.65700000 N N N N N N Spotify Technology Sa 549300B4X0JHWV0DTD60 Spotify Technology SA L8681T102 -1488.00000000 NS USD -320440.80000000 -0.09209459583 Short EC CORP LU N 1 N N N N/A N/A Forward Contracts: GBP 02/08/2024 N/A 1.00000000 NC -31430372.00000000 -9.03308007640 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -24800000.00000000 GBP -31419239.00000000 USD 2024-02-08 -11133.00000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAE1 40000.00000000 PA USD 24196.96000000 0.006954199501 Long DBT CORP US N 2 2036-06-30 Variable 5.65700000 N N N N N N Aalberts Nv 549300EMP9DT6Q35HZ31 Aalberts NV N/A -5551.00000000 NS -221840.84000000 -0.06375699504 Short EC CORP NL N 1 N N N Moran Foods Llc N/A Moran Foods 10/23 2023 FLFO PIK TL N/A 475000.96000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2026-12-31 Floating 12.69814000 N N N N N N Mfs High Yield Municipal Trust A8WLLLHJKX1MW5QPZU93 MFS High Yield Municipal Trust 59318E102 17755.00000000 NS USD 58591.50000000 0.016839180627 Long EC RF US N 1 N N N J.P. Morgan N/A RR Donnelley & Sons N/A 1.00000000 NC USD -180466.30000000 -0.05186596388 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 RR Donnelley & Sons Co. RR Donnelley & Sons Co. Y Underlying Performance 2028-06-20 0.00000000 USD 153218.52000000 USD 2434000.00000000 USD -27247.78000000 N N N Gmp Borrower Llc N/A GMP Borrower LLC 36262VAB4 15051.78000000 PA USD 14035.78000000 0.004033879225 Long LON CORP US N 2 2027-10-28 Floating 9.83260000 N N N N N N Nuveen New Jersey Quality Municipal Income Fund 5493006CFPL75HL16F31 Nuveen New Jersey Quality Municipal Income Fund 67069Y102 92993.00000000 NS USD 1111266.35000000 0.319377636566 Long EC RF US N 1 N N N Blackrock Muniyield Michigan Quality Fund Inc J3H1DOS8Q2FL9RVLS329 BlackRock MuniYield Michigan Quality Fund, Inc. 09254V105 3741.00000000 NS USD 42535.17000000 0.012224595899 Long EC RF US N 1 N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 Level 3 Financing, Inc. 527298BU6 2000000.00000000 PA USD 1990000.00000000 0.571925440527 Long DBT CORP US Y 2 2030-05-15 Fixed 10.50000000 N N N N N N Nuveen Multi-asset Income Fund 549300VLJPKC3DNIJ668 Nuveen Multi-Asset Income Fund 670750108 404273.00000000 NS USD 4903831.49000000 1.409359791553 Long EC RF US N 1 N N N Weibo Corp 549300Q9ID4640FE0422 Weibo Corp. 948596101 547913.00000000 NS USD 4438095.30000000 1.275507341485 Long EC CORP KY N 1 N N N Deep Medicine Acquisition Corp N/A Deep Medicine Acquisition Corp. 243733110 15116.00000000 NC USD 3779.00000000 0.001086083537 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 2027-02-02 XXXX -1566.05000000 N N N Chenghe Acquisition I Co N/A Chenghe Acquisition I Co. G5380L121 37849.00000000 NC USD 756.98000000 0.000217555839 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Chenghe Acquisition I Co Chenghe Acquisition I Co 1.00000000 11.50000000 USD 2028-01-25 XXXX -7136.60000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFA7 231000.00000000 PA USD 138490.04000000 0.039801998560 Long DBT CORP US N 2 2034-09-30 Variable 5.65700000 N N N N N N J.P. Morgan N/A Recv Mgam Ln Trs:0602729 N/A 1.00000000 NC -1133.35000000 -0.00032572447 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 -905.85000000 GBP 14.63000000 N N N Chenghe Acquisition Co N/A Chenghe Acquisition Co. G2086M123 400.00000000 NC USD 23.32000000 0.000006702161 N/A DE CORP US N 2 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 -32.52000000 N N N Shopify Inc 549300HGQ43STJLLP808 Shopify, Inc. 82509L107 -4260.00000000 NS -340780.99000000 -0.09794036071 Short EC CORP CA N 1 N N N Barclays N/A International Business Machines CDS USD 5Y 12/2028 N/A 1.00000000 NC USD 103840.45000000 0.029843716136 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 International Business Machines International Business Machines Y Underlying Performance 2028-12-20 81858.60000000 USD 0.00000000 USD -3675000.00000000 USD 21981.85000000 N N N Cf Acquisition Corp Vii N/A CF Acquisition Corp. VII 12521H115 4928.00000000 NC USD 246.40000000 0.000070815290 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 -1766.71000000 N N N New Horizon Aircraft Ltd N/A New Horizon Aircraft, Ltd. 64550A115 11690.00000000 NC USD 259.52000000 0.000074585975 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased New Horizon Aircraft Ltd New Horizon Aircraft Ltd 1.00000000 11.50000000 USD 2028-04-03 XXXX -419.14000000 N N N Morgan Stanley N/A Southern Co. N/A 1.00000000 NC USD 15139.17000000 0.004350993201 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 997.97000000 N N N Abrdn Emerging Markets Equity Income Fund Inc 549300MSYUW07RYUZD27 abrdn Emerging Markets Equity Income Fund, Inc. 00301W105 1818.00000000 NS USD 8744.58000000 0.002513189833 Long EC RF US N 1 N N N Rigel Resource Acquisition Corp N/A Rigel Resource Acquisition Corp. G7573M114 31854.00000000 NC USD 2548.32000000 0.000732386451 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 -15826.87000000 N N N J.P. Morgan N/A Markit iTraxx Europe Subordinated Financials Series 39 N/A 1.00000000 NC 119580.16000000 0.034367304364 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 iTraxx Europe Financials SB Series 39 2I667ECE0 Y Underlying Performance 2028-06-20 1070200.46983700 EUR 0.00000000 EUR 20000000.00000000 EUR -1036980.71000000 N N N Arisz Acquisition Corp N/A Arisz Acquisition Corp. 040450124 34348.00000000 NC USD 7264.60000000 0.002087843997 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 1178.57000000 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 Ameren Corp. 023608102 -169.00000000 NS USD -11757.33000000 -0.00337905333 Short EC CORP US N 1 N N N Evergreen Corp N/A Evergreen Corp. G3312W117 70092.00000000 NC USD 2313.04000000 0.000664767045 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 -7729.74000000 N N N Blackrock Muniholdings Fund Inc MZBVMGS24JR92TGE6Z32 BlackRock MuniHoldings Fund, Inc. 09253N104 2264.00000000 NS USD 26964.24000000 0.007749514995 Long EC RF US N 1 N N N Blackrock Muniyield Pennsylvania Quality Fund O1KCIUJBK2RN0MOX1Z59 BlackRock MuniYield Pennsylvania Quality Fund 09255G107 4708.00000000 NS USD 55695.64000000 0.016006911277 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 3453290.00000000 0.992474575135 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 -266080.55000000 -0.07647147526 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Dunelm Group PLC Dunelm Group PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -212266.08000000 GBP 2923.96000000 N N N Nuveen Variable Rate Preferred & Income Fund 549300B5AMVHD58MNL94 Nuveen Variable Rate Preferred & Income Fund 67080R102 20.00000000 NS USD 345.00000000 0.000099152903 Long EC RF US N 1 N N N BOAS N/A Selina Hospitality PLC N/A 218500.00000000 NC USD 1311.00000000 0.000376781031 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 1311.00000000 N N N Ault Disruptive Technologies Corp N/A Ault Disruptive Technologies Corp. 05150A112 18483.00000000 NC USD 524.92000000 0.000150861860 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 -3268.04000000 N N N A Spac I Acquisition Corp N/A A SPAC I Acquisition Corp. G0542S130 1.00000000 NC USD 0.02000000 0.000000005747 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 -0.02000000 N N N Delivery Hero Ag 529900C3EX1FZGE48X78 Delivery Hero SE BR2983285 500000.00000000 PA 373794.54000000 0.107428445706 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 23654.40000000 0.006798267909 Long DBT CORP US N 2 2037-04-28 Variable 5.65700000 N N N N N N J.P. Morgan N/A Recv Nfc Ln Trs:3002605 N/A 1.00000000 NC -255.11000000 -0.00007331854 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Next Fifteen Communications Group PLC Next Fifteen Communications Group PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -199.10000000 GBP -2.79000000 N N N Qualcomm Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525103 -468.00000000 NS USD -69502.68000000 -0.01997505069 Short EC CORP US N 1 N N N Agrinam Acquisition Corp N/A Agrinam Acquisition Corp. 00857H122 19798.00000000 NC USD 791.92000000 0.000227597585 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 Invesco Municipal Opportunity Trust WERC5RXCUSU16MOTZ848 Invesco Municipal Opportunity Trust 46132C107 20.00000000 NS USD 191.20000000 0.000054950826 Long EC RF US N 1 N N N J.P. Morgan N/A Mercantile Investment Trust PLC N/A 1.00000000 NC 7615392.91000000 2.188661781327 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Mercantile Investment Trust PL Mercantile Investment Trust PL Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 5967034.00000000 GBP 53378.92000000 N N N Blackrock Muniholdings California Quality Fund Inc NKJSRCJXMS5PZYPXY795 BlackRock MuniHoldings California Quality Fund, Inc. 09254L107 8425.00000000 NS USD 93854.50000000 0.026973756913 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 4774.49000000 0.001372187083 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 2024-11-03 XXXX -58253.90000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1385153 364000.00000000 PA USD 168350.00000000 0.048383742669 Long DBT NUSS UA N 2 2040-05-31 Floating 7.75000000 N N N N N N J.P. Morgan N/A Recv Afm Ln Trs:bf16c05 N/A 1.00000000 NC -5133.55000000 -0.00147538082 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 -3888.53000000 GBP -205.62000000 N N N Clubcorp Holdings Inc 549300XWSO7KBICXNW37 ClubCorp Holdings, Inc. 18948TAF0 6201000.00000000 PA USD 6135889.50000000 1.763452917243 Long LON CORP US N 2 2026-09-18 Floating 10.60975000 N N N N N N Vision Sensing Acquisition Corp 5493000VKS3Q4KRJ7514 Vision Sensing Acquisition Corp. 92838J111 49182.00000000 NC USD 1224.63000000 0.000351958317 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 -17513.30000000 N N N Tortoise Power And Energy Infrastructure Fund Inc 549300O8GKMVVEB04345 Tortoise Power and Energy Infrastructure Fund, Inc. 89147X104 38110.00000000 NS USD 538494.30000000 0.154763110426 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 415578.00000000 NS USD 1911658.80000000 0.549410201672 Long EC RF US N 1 N N N Conocophillips WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 -489.00000000 NS USD -54704.43000000 -0.01572203780 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Chg Ln Trs:b45c9x4 N/A 1.00000000 NC -237158.82000000 -0.06815937819 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Chemring Group PLC Chemring Group PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -187668.92000000 GBP 673.74000000 N N N Be Semiconductor Industries Nv 7245007A1YFLI2GNYX06 BE Semiconductor Industries NV N/A -1112.00000000 NS -168002.33000000 -0.04828382240 Short EC CORP NL N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SAM5 10614000.00000000 PA USD 8708128.93000000 2.502713806261 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 643.09000000 0.000184823885 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 -102.87000000 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group G2119WAP1 17000000.00000000 PA USD 191250.00000000 0.054965196231 Long DBT CORP KY N 2 2024-04-11 Fixed 10.50000000 Y Y N N N N Tkh Group Nv 7245008G22FOV7TYYJ34 TKH Group NV N/A -1725.00000000 NS -69758.36000000 -0.02004853305 Short EC CORP NL N 1 N N N J.P. Morgan N/A Recv Card Ln Trs:bly2f70 N/A 1.00000000 NC -635.63000000 -0.00018267988 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Card Factory PLC Card Factory PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -507.47000000 GBP 7.49000000 N N N Quantalx Neuroscience Ltd. N/A Quantalx Neuroscience Ltd. N/A 3000.00000000 NS USD 3046410.00000000 0.875537377526 Long EC CORP IL N 3 N N N Morgan Stanley N/A Danone SA N/A 1.00000000 NC 38030.26000000 0.010929886032 N/A DCR CORP FR N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Danone SA Danone SA Y Underlying Performance 2027-12-20 25916.94799900 EUR 0.00000000 EUR -1264000.00000000 EUR 10021.93000000 N N N Sizzle Acquisition Corp N/A Sizzle Acquisition Corp. 83014E117 43590.00000000 NC USD 5226.44000000 0.001502077386 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 -5685.82000000 N N N 10x Genomics Inc 5493003Z6741WNLG7H43 10X Genomics, Inc. 88025U109 -3367.00000000 NS USD -140302.89000000 -0.04032301114 Short EC CORP US N 1 N N N Kla Corp 549300H0BF5JCG96TJ81 KLA Corp. 482480100 -151.00000000 NS USD -89700.04000000 -0.02577976627 Short EC CORP US N 1 N N N Yamadai Corp N/A Yamadai Corp. 008940116 20143.00000000 NC USD 1107.87000000 0.000318401526 N/A DE CORP JP N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Airship AI Holdings Inc Airship AI Holdings Inc 1.00000000 11.50000000 USD 2028-12-31 XXXX -4006.16000000 N N N Cie Financiere Richemont Sa 549300YIPGJ6UX2QPS51 Cie Financiere Richemont SA H25662182 -776.00000000 NS -116002.09000000 -0.03333896805 Short EC CORP CH N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet, Inc. 02079K305 -256.00000000 NS USD -35865.60000000 -0.01030776335 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 1120.24000000 0.000321956661 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 -11302.21000000 N N N United Homes Group Inc 549300HWN3ECTEH7I380 United Homes Group, Inc. 91060H116 10716.00000000 NC USD 9154.68000000 0.002631052458 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 4263.49000000 N N N Genesis Energy Lp 549300VJ5D6MDK138782 Genesis Energy LP 371927104 -1072.00000000 NS USD -12360.16000000 -0.00355230650 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Hot Ln Trs:0853657 N/A 1.00000000 NC 209635.27000000 0.060249117660 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 165917.00000000 GBP -631.12000000 N N N Hexpol Ab 549300MN30TBRLYN3465 Hexpol AB N/A -4048.00000000 NS -46522.25000000 -0.01337048157 Short EC CORP SE N 1 N N N Andretti Acquisition Corp N/A Andretti Acquisition Corp. G26735129 24523.00000000 NC USD 9806.75000000 0.002818457192 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 5392.18000000 N N N Transocean Inc DOL4HJ22ADYSIWES4H94 Transocean, Inc. 893817AA4 3573000.00000000 PA USD 3322890.00000000 0.954997651796 Long DBT CORP KY N 2 2027-04-15 Fixed 7.45000000 N N N N N N Invesco Pennsylvania Value Municipal Income Trust 549300S5KHBL3XISY922 Invesco Pennsylvania Value Municipal Income Trust 46132K109 11626.00000000 NS USD 117655.12000000 0.033814048410 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 591.81000000 0.000170086027 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 -7301.76000000 N N N 24 Hour Fitness Worldwide Inc N/A 24 Hour Fitness Worldwide 942CXZ002 306005.00000000 NS USD 2448.04000000 0.000703566007 Long EC CORP US N 2 N N N Pembina Pipeline Corp 5493002W3L9YICM6FU21 Pembina Pipeline Corp. 706327103 -3934.00000000 NS -135507.86000000 -0.03894492086 Short EC CORP CA N 1 N N N Rf Acquisition Corp N/A RF Acquisition Corp. 74954L120 19704.00000000 NC USD 1771.39000000 0.000509096987 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 -1216.25000000 N N N IQOR N/A IQOR 967KXZ905 4941.00000000 NS USD 4530.90000000 0.001302179386 Long EC CORP US N 2 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 Exact Sciences Corp. 30063P105 -6763.00000000 NS USD -442300.20000000 -0.12711695313 Short EC CORP US N 1 N N N J.P. Morgan N/A CommScope CDS USD 06/20/2027 N/A 1.00000000 NC USD 326581.98000000 0.093859569236 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 CommScope CommScope Y Underlying Performance 2027-06-20 311220.00000000 USD 0.00000000 USD 741000.00000000 USD 15361.98000000 N N N Wam Global Ltd 2549005MW820CHS6A031 WAM Global, Ltd. Q9541P103 3577961.00000000 NS 4741601.70000000 1.362734995516 Long EC CORP AU N 1 N N N J.P. Morgan N/A Danone SA N/A 1.00000000 NC 174355.52000000 0.050109727429 N/A DCR CORP FR N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Danone SA Danone SA Y Underlying Performance 2027-12-20 124073.85390000 EUR 0.00000000 EUR -5795000.00000000 EUR 40269.46000000 N N N Springbig Holdings Inc N/A SpringBig Holdings, Inc. 85021Q116 24279.00000000 NC USD 15.78000000 0.000004535167 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 2027-12-31 XXXX -2654.91000000 N N N Rcf Acquisition Corp 549300OIPQ0V26BHLX71 RCF Acquisition Corp. G7330C110 31463.00000000 NC USD 1730.47000000 0.000497336591 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 -15097.90000000 N N N Jpmorgan Us Treasury Plus Money Market Fund 549300WIC5LVF25Z1127 JPMorgan US Treasury Plus Money Market Fund 4812C2734 1463193.63000000 NS USD 1463193.63000000 0.420521437896 Long STIV RF US N 1 N N N Blackrock Muniyield New York Quality Fund Inc 158AYFGDRFUGVL3TD012 BlackRock MuniYield New York Quality Fund, Inc. 09255E102 401.00000000 NS USD 4102.23000000 0.001178979748 Long EC RF US N 1 N N N Eqt Corp 4NT01YGM4X7ZX86ISY52 EQT Corp. 26884L109 -1158.00000000 NS USD -40993.20000000 -0.01178143415 Short EC CORP US N 1 N N N Global Blockchain Acquisition Corp N/A Global Blockchain Acquisition Corp. 37961B112 40470.00000000 NC USD 2428.20000000 0.000697863997 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 -1029.15000000 N N N Bellevue Life Sciences Acquisition Corp N/A Bellevue Life Sciences Acquisition Corp. 079174108 14638.00000000 NS USD 155095.47000000 0.044574394474 Long EC CORP US N 1 N N N Zalando Se 529900YRFFGH5AXU4S86 Zalando SE N/A -2334.00000000 NS -46486.79000000 -0.01336029037 Short EC CORP DE Y 1 N N N J.P. Morgan N/A Recv Hne Ln Trs:bp6qr38 N/A 1.00000000 NC 1325646.41000000 0.380990405539 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Henderson EuroTrust PLC Henderson EuroTrust PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP 1033172.37000000 GBP 16308.48000000 N N N Everest Consolidator Acquisition Corp N/A Everest Consolidator Acquisition Corp. 29978K110 50492.00000000 NC USD 5276.41000000 0.001516438750 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 -17113.11000000 N N N Credit Suisse Ag ANGGYXNX0JLX3X63JN86 Credit Suisse AG 22546VNQ5 420000.00000000 PA USD 273147.00000000 0.078502371006 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 117608.40000000 0.033800621095 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 1389.31000000 0.000399287303 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 -20731.34000000 N N N Asa Gold And Precious Metals Ltd 254900VOUR4617HGCL14 ASA Gold and Precious Metals, Ltd. G3156P103 163658.00000000 NS USD 2384497.06000000 0.685303784661 Long EC RF US N 1 N N N Burtech Acquisition Corp N/A BurTech Acquisition Corp. 123013112 23368.00000000 NC USD 2453.64000000 0.000705175446 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 -2434.01000000 N N N Keyarch Acquisition Corp N/A Keyarch Acquisition Corp. G5260A120 16489.00000000 NC USD 2143.57000000 0.000616061415 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 -1298.01000000 N N N Conduit Pharmaceuticals Inc N/A Conduit Pharmaceuticals, Inc. 20678X114 51468.00000000 NC USD 3602.76000000 0.001035432211 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Conduit Pharmaceuticals Inc Conduit Pharmaceuticals Inc 1.00000000 11.50000000 USD 2027-02-03 XXXX -3396.31000000 N N N J.P. Morgan N/A Recv Pct Ln Trs:0422002 N/A 1.00000000 NC 5272342.60000000 1.515269780963 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Polar Capital Technology Trust PLC Polar Capital Technology Trust PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP 4183542.00000000 GBP -29454.43000000 N N N Nuveen Municipal Credit Income Fund 54930078DL3R0VSYW338 Nuveen Municipal Credit Income Fund 67070X101 193.00000000 NS USD 2294.77000000 0.000659516252 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Ocdo Ln Trs:b3mbs74 N/A 1.00000000 NC -184896.93000000 -0.05313932569 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 -150969.95000000 GBP 6427.08000000 N N N J.P. Morgan N/A Recv Ccc Ln Trs:bv9fp30 N/A 1.00000000 NC -82842.09000000 -0.02380879337 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 -64063.46000000 GBP -1654.56000000 N N N Korea Fund Inc/the 549300M4Y1IG0WPTKC03 Korea Fund, Inc. 500634209 26272.00000000 NS USD 567212.48000000 0.163016707284 Long EC RF US N 1 N N N Genmab A/s 529900MTJPDPE4MHJ122 Genmab A/S N/A -376.00000000 NS -104717.76000000 -0.03009585478 Short EC CORP DK N 1 N N N J.P. Morgan N/A Recv Oxig Ln Trs:0665045 N/A 1.00000000 NC -336342.32000000 -0.09666468820 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Oxford Instruments PLC Oxford Instruments PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -263010.00000000 GBP -3030.11000000 N N N Bleuacacia Ltd N/A Bleuacacia, Ltd. G11728139 201609.00000000 NC USD 11854.61000000 0.003407011581 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 -25472.24000000 N N N Distoken Acquisition Corp N/A Distoken Acquisition Corp. G27740102 5841.00000000 NC USD 91.12000000 0.000026187862 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 -288.90000000 N N N Blackrock Muniholdings New York Quality Fund Inc YP1D2S6Y4JY0A7W3DV93 BlackRock MuniHoldings New York Quality Fund, Inc. 09255C106 1803.00000000 NS USD 19129.83000000 0.005497907763 Long EC RF US N 1 N N N Roadzen Inc N/A Roadzen, Inc. G7606H116 55430.00000000 NC USD 4390.06000000 0.001261702009 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Roadzen Inc Roadzen Inc 1.00000000 11.50000000 USD 2028-11-30 XXXX -18662.80000000 N N N Blackrock Innovation And Growth Term Trust 549300G3XFQ7175KM723 BlackRock Innovation and Growth Term Trust 09260Q108 330506.00000000 NS USD 2505235.48000000 0.720003972625 Long EC RF US N 1 N N N Hashicorp Inc 549300XGOB9ZFQHMIP56 HashiCorp, Inc. 418100103 -5297.00000000 NS USD -115792.42000000 -0.03327870895 Short EC CORP US N 1 N N N Pegasus Digital Mobility Acquisition Corp N/A Pegasus Digital Mobility Acquisition Corp. N/A 4456.00000000 NS USD 5168.96000000 0.001485557650 Long EC CORP US N 3 N N N Infint Acquisition Corp N/A InFinT Acquisition Corp. G47862126 55058.00000000 NC USD 445.97000000 0.000128171652 N/A DE CORP US N 2 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 -18203.61000000 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group AM9155384 13307000.00000000 PA USD 149703.75000000 0.043024815661 Long DBT CORP KY N 2 2025-03-23 Fixed 8.25000000 Y Y N N N N Financials Acquisition Corp 254900SWRQCI5ZUQEF15 Financials Acquisition Corp. N/A 28696.00000000 NC 1090.99000000 0.000313550219 N/A DE CORP GB N 2 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 337.95000000 N N N Tortoise Energy Independence Fund Inc 5493005UTWHF1U2B2H30 Tortoise Energy Independence Fund, Inc. 89148K200 16435.00000000 NS USD 474420.93000000 0.136348441902 Long EC RF US N 1 N N N Morgan Stanley N/A FNCL 6 3/24 TBA MSFTA TRF060634 1.00000000 NC USD 63954.59000000 0.018380531185 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Long Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac 2024-03-14 105628000.00000000 USD 63954.59000000 N N N Jaws Mustang Acquisition Corp N/A Jaws Mustang Acquisition Corp. G50737124 19820.00000000 NC USD 812.62000000 0.000233546759 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 -19250.35000000 N N N J.P. Morgan N/A Recv Grf Sq Trs:byy3dx6 N/A 1.00000000 NC -131213.04000000 -0.03771059080 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 -119297.02000000 EUR -2289.28000000 N N N Chicago Mercantile Exchange N/A NASDAQ 100 E-MINI Mar24 N/A -40.00000000 NC USD -13793800.00000000 -3.96433424198 N/A DE CORP US N 1 Goldman Sachs 784F5XWPLTWKTBV3E584 Short NASDAQ 100 E-MINI Mar24 NDX 2024-03-15 -13793800.00000000 USD -635596.70000000 N N N Mountain & Co I Acquisition Corp N/A Mountain & Co. I Acquisition Corp. G6301J112 62660.00000000 NC USD 2537.73000000 0.000729342888 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 2026-09-30 XXXX -31502.37000000 N N N Relx Plc 549300WSX3VBUFFJOO66 RELX PLC N/A -9362.00000000 NS -386689.76000000 -0.11113452830 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 909.53000000 0.000261398666 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 -2314.59000000 N N N Valuence Merger Corp I N/A Valuence Merger Corp. I G9R16L100 54174.00000000 NS USD 606207.06000000 0.174223738613 Long EC CORP KY N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFJ8 231000.00000000 PA USD 139166.41000000 0.039996387108 Long DBT CORP US N 2 2034-11-28 Variable 5.65700000 N N N N N N Goldman Sachs N/A Danone SA N/A 1.00000000 NC 172670.63000000 0.049625490517 N/A DCR CORP FR N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Danone SA Danone SA Y Underlying Performance 2027-12-20 99309.53396200 EUR 0.00000000 EUR -5739000.00000000 EUR 65347.26000000 N N N Eve Mobility Acquisition Corp N/A EVe Mobility Acquisition Corp. G3218G117 27110.00000000 NC USD 951.56000000 0.000273478076 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 2028-05-12 XXXX -9176.74000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1144246 11534000.00000000 PA USD 2970005.00000000 0.853578602006 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N J.P. Morgan N/A JPMorgan European Discovery Trust PLC N/A 1.00000000 NC 36288256.97000000 10.42923485102 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 JPMorgan European Discovery Tr JPMorgan European Discovery Tr Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 28431257.40000000 GBP 257363.52000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YBJ9 25000.00000000 PA USD 16065.08000000 0.004617099475 Long DBT CORP US N 2 2037-05-31 Variable 5.65700000 N N N N N N Bny Mellon Strategic Municipal Bond Fund Inc 54930044KK4C1VDJ7M52 BNY Mellon Strategic Municipal Bond Fund, Inc. 09662E109 200.00000000 NS USD 1138.00000000 0.000327060880 Long EC RF US N 1 N N N J.P. Morgan N/A Invesco Select Trust PLC TRS N/A 1.00000000 NC 32791.35000000 0.009424224770 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 24975.00000000 GBP 1140.57000000 N N N Novo Nordisk A/s 549300DAQ1CVT6CXN342 Novo Nordisk A/S 670100205 -6106.00000000 NS USD -700602.44000000 -0.20135294428 Short EC CORP DK N 1 N N N Energem Corp N/A Energem Corp. G30449121 45714.00000000 NC USD 857.14000000 0.000246341795 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 -12711.89000000 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040W108 -194.00000000 NS USD -10518.68000000 -0.00302306567 Short EC CORP US N 1 N N N Ppl Corp 9N3UAJSNOUXFKQLF3V18 PPL Corp. 69351T106 -2068.00000000 NS USD -54181.60000000 -0.01557177660 Short EC CORP US N 1 N N N Benevolentai 2221003P54KEDC3P4Z33 BenevolentAI N/A 7014.00000000 NC 75.80000000 0.000021784898 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 -173.85000000 N N N NPC International, Inc. 549300VENVGR7A6TZR37 NPC International, Inc. 62936DAS9 605000.00000000 PA USD 0.01000000 0.000000002873 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 -9776.00000000 -0.00280961965 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 97244.13000000 0.027947935622 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Aberdeen Diversified Income an Aberdeen Diversified Income an Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 76254.41000000 GBP 607.02000000 N N N N/A N/A Forward Contracts: GBP 02/08/2024 N/A 1.00000000 NC 2534707.00000000 0.728474079187 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 2533810.00000000 USD 2000000.00000000 GBP 2024-02-08 897.00000000 N N N Hnr Acquisition Corp 254900A4Y0IPOJDRUY39 HNR Acquisition Corp. 40472A128 44874.00000000 NC USD 2694.68000000 0.000774450274 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 -4617.99000000 N N N Healthcare Ai Acquisition Corp N/A Healthcare AI Acquisition Corp. G4373K117 18681.00000000 NC USD 667.85000000 0.000191939902 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 -5137.85000000 N N N J.P. Morgan N/A Recv Ont Ln Trs:bp6s8z3 N/A 1.00000000 NC -137342.25000000 -0.03947212403 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 -96001.94000000 GBP -15679.12000000 N N N J.P. Morgan N/A Recv Page Ln Trs:3023231 N/A 1.00000000 NC -412.65000000 -0.00011859549 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Pagegroup PLC Pagegroup PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -326.46000000 GBP 1.07000000 N N N A Spac I Acquisition Corp N/A A SPAC I Acquisition Corp. G0542S114 2.00000000 NC USD 0.33000000 0.000000094841 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 0.16000000 N N N Varonis Systems Inc 549300SHIVNRRH7STS26 Varonis Systems, Inc. 922280102 -1416.00000000 NS USD -63550.08000000 -0.01826427512 Short EC CORP US N 1 N N N Iris Acquisition Corp N/A Iris Acquisition Corp. 89601Y119 27683.00000000 NC USD 830.49000000 0.000238682592 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 -11790.06000000 N N N Moran Foods Llc N/A Moran Foods Equity N/A 3699884.76000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N 24 Hour Fitness Worldwide Inc N/A 24 Hour Fitness Worldwide, Inc. 942DLY907 407959.00000000 NS USD 4079.59000000 0.001172473019 Long EP CORP US N 2 N N N Vam Investments Spac Bv 724500WU54AQ8OJ2SU41 VAM Investments Spac BV N/A 12639.00000000 NC 4644.03000000 0.001334692916 N/A DE CORP NL N 2 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 4644.03000000 N N N Abrdn Global Infrastructure Income Fund 549300ZRYJVK3J3YXY67 abrdn Global Infrastructure Income Fund 00326W106 9471.00000000 NS USD 164321.85000000 0.047226053492 Long EC RF US N 1 N N N J.P. Morgan N/A Schiehallion Fund, Ltd. TRS N/A 1.00000000 NC USD 65950.17000000 0.018954060316 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 66411.36000000 USD -461.19000000 N N N Integrated Rail And Resources Acquisition Corp 549300G3080C4RIDLA64 Integrated Rail and Resources Acquisition Corp. 45827R114 48874.00000000 NC USD 3316.10000000 0.000953046207 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 -15758.77000000 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group G2119WAQ9 7018000.00000000 PA USD 78952.50000000 0.022690926303 Long DBT CORP KY N 2 2049-12-31 Fixed 10.00000000 Y Y N N N N J.P. Morgan N/A Recv Inch Ln Trs:b61tvq0 N/A 1.00000000 NC -95395.46000000 -0.02741662838 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Inchcape PLC Inchcape PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -75604.32000000 GBP 417.79000000 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 Advanced Micro Devices, Inc. 007903107 -84.00000000 NS USD -14085.96000000 -0.00404830094 Short EC CORP US N 1 N N N Moran Foods Llc N/A Moran Foods 10/23 2023 FLSO PIK TL2 N/A 871493.19000000 PA USD 634011.30000000 0.182214669372 Long LON CORP US N 2 2026-12-31 Floating 12.69814000 N N N N N N Commscope Holding Co Inc 254900AW4CEPCQWSRI58 CommScope Holding Co., Inc. 20337X109 121159.00000000 NS USD 281088.88000000 0.080784865086 Long EC CORP US N 1 N N N J.P. Morgan N/A Recv Rdw Ln Trs:bg11k36 N/A 1.00000000 NC -5207.39000000 -0.00149660242 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Redrow PLC Redrow PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -4102.23000000 GBP -8.64000000 N N N Nb Global Corporate Income Trust 549300MGXSZDLIE6V496 NB Global Corporate Income Trust Q66316102 4322827.00000000 NS 4282357.31000000 1.230748286943 Long EC CORP AU N 1 N N N J.P. Morgan N/A Recv Pia At Trs:byw6809 N/A 1.00000000 NC 212350.83000000 0.061029568841 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Pengana Intrnational Equities NPV Pengana Intrnational Equities NPV Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 317900.00000000 AUD 3791.98000000 N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix, Inc. 64110L106 -85.00000000 NS USD -47949.35000000 -0.01378062970 Short EC CORP US N 1 N N N Rose Hill Acquisition Corp N/A Rose Hill Acquisition Corp. G7637J123 41528.00000000 NC USD 789.03000000 0.000226767000 N/A DE CORP US N 2 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 -18354.43000000 N N N Mfs Investment Grade Municipal Trust TQV30XJRB3S7V50XRW52 MFS Investment Grade Municipal Trust 59318B108 16613.00000000 NS USD 124763.63000000 0.035857032185 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 7186.95000000 0.002065527409 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 59078.52000000 0.016979150038 Long EC RF US N 1 N N N Deezer Sa 969500LM904RGABQUN96 Deezer SA N/A 95238.00000000 NC 102.93000000 0.000029582053 N/A DE CORP FR N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased I2PO SA I2PO SA 1.00000000 11.50000000 EUR 2027-06-07 XXXX -1021.35000000 N N N J.P. Morgan N/A Recv Cyn Ln Trs:0035392 N/A 1.00000000 NC 362452.10000000 0.104168631639 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 CQS Natural Resources Growth and Income PLC CQS Natural Resources Growth and Income PLC Y Underlying Performance 2024-06-17 0.00000000 GBP 0.00000000 GBP 288718.93000000 GBP -3441.00000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1143461 2820000.00000000 PA USD 726150.00000000 0.208695305848 Long DBT NUSS UA N 2 2025-09-01 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 3233.73000000 0.000929373092 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 2027-12-31 XXXX -8973.88000000 N N N Abrdn Life Sciences Investors 5493007BYZPSOVVS0M04 abrdn Life Sciences Investors 87911K100 37835.00000000 NS USD 519096.20000000 0.149188101940 Long EC RF US N 1 N N N Alternus Clean Energy Inc N/A Alternus Clean Energy, Inc. 02157G101 9912.00000000 NS USD 10209.36000000 0.002934167193 Long EC CORP US N 1 N N N Bat Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBT1 3000000.00000000 PA USD 2224333.50000000 0.639272822546 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 287210.24000000 0.082544142229 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 4158.12000000 0.001195042518 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 -3260.35000000 N N N Invesco Trust For Investment Grade New York Municipals FNS6N81D3V131ZZWNT79 Invesco Trust for Investment Grade New York Municipals 46131T101 17462.00000000 NS USD 184398.72000000 0.052996140285 Long EC RF US N 1 N N N Descartes Systems Group Inc/the 875500NEPA7JI5EOMN45 Descartes Systems Group, Inc. 249906108 -313.00000000 NS -27406.27000000 -0.00787655429 Short EC CORP CA N 1 N N N Liberty Resources Acquisition Corp N/A Liberty Resources Acquisition Corp. 53118A113 22928.00000000 NC USD 354.24000000 0.000101808476 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 -7987.75000000 N N N Churchill Capital Corp Vii N/A Churchill Capital Corp. VII 17144M110 26731.00000000 NC USD 8821.23000000 0.002535219021 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 -4297.49000000 N N N Dexcom Inc 549300YSK3QDSFR5EU59 Dexcom, Inc. 252131107 -908.00000000 NS USD -110185.80000000 -0.03166736794 Short EC CORP US N 1 N N N Apx Acquisition Corp I N/A APx Acquisition Corp. I G0440J125 3981.00000000 NC USD 228.91000000 0.000065788669 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 -867.03000000 N N N Blackline Inc 529900P9N7PK9LV5EK56 BlackLine, Inc. 09239B109 -815.00000000 NS USD -47824.20000000 -0.01374466163 Short EC CORP US N 1 N N N Shopify Inc 549300HGQ43STJLLP808 Shopify, Inc. 82509L107 -1008.00000000 NS USD -80710.56000000 -0.02319619225 Short EC CORP CA N 1 N N N Schroder British Opportunities Trust Plc 5493003UY8LIHFW6HM02 Schroder British Opportunities Trust PLC G78542100 1453746.00000000 NS 1446229.29000000 0.415645891350 Long EC CORP GB N 1 N N N Antero Midstream Corp 529900HFO1BDEIT4QU11 Antero Midstream Corp. 03676B102 -22615.00000000 NS USD -276807.60000000 -0.07955442641 Short EC CORP US N 1 N N N Enterprise Products Partners Lp K4CDIF4M54DJZ6TB4Q48 Enterprise Products Partners LP 293792107 -43801.00000000 NS USD -1172114.76000000 -0.33686545249 Short EC CORP US N 1 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAM3 2289000.00000000 PA USD 1423281.89000000 0.409050815041 Long DBT CORP US N 2 2036-08-31 Variable 5.65500000 N N N N N N Quadro Acquisition One Corp N/A Quadro Acquisition One Corp. G52807107 38662.00000000 NS USD 423348.90000000 0.121670354838 Long EC CORP KY N 1 N N N Carmell Corp N/A Carmell Corp. 142922111 3816.00000000 NC USD 729.81000000 0.000209747188 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 2027-04-12 XXXX -3903.27000000 N N N Datadog Inc 549300F6JNO0KRPO1K63 Datadog, Inc. 23804L103 -1033.00000000 NS USD -128546.52000000 -0.03694423370 Short EC CORP US N 1 N N N Blackrock Munivest Fund Ii Inc TC1SINW7C50S8NN8GU32 BlackRock MuniVest Fund II, Inc. 09253T101 146.00000000 NS USD 1566.58000000 0.000450234651 Long EC RF US N 1 N N N Globalink Investment Inc N/A Globalink Investment, Inc. 37892F125 14771.00000000 NC USD 98.97000000 0.000028443950 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 -3487.09000000 N N N Israel Acquisitions Corp N/A Israel Acquisitions Corp. G49667101 8683.00000000 NS USD 93081.76000000 0.026751671654 Long EC CORP KY N 1 N N N J.P. Morgan N/A Recv Wkp Ln Trs:b67g5x0 N/A 1.00000000 NC -125.82000000 -0.00003616063 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Workspace Group PLC Workspace Group PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -98.99000000 GBP -0.37000000 N N N Dt Midstream Inc N/A DT Midstream, Inc. 23345M107 -8833.00000000 NS USD -474243.77000000 -0.13629752616 Short EC CORP US N 1 N N N Redwoods Acquisition Corp N/A Redwoods Acquisition Corp. 758083125 32327.00000000 NC USD 3615.77000000 0.001039171281 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 -612.94000000 N N N Aura Fat Projects Acquisition Corp N/A Aura FAT Projects Acquisition Corp. G06362126 58439.00000000 NC USD 882.43000000 0.000253610133 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 -3515.94000000 N N N Cslm Acquisition Corp N/A CSLM Acquisition Corp. G2365L127 69644.00000000 NC USD 11526.08000000 0.003312592151 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 -4114.40000000 N N N A Spac Ii Acquisition Corp N/A A SPAC II Acquisition Corp. G0543H117 34421.00000000 NC USD 395.84000000 0.000113764304 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 -3099.41000000 N N N J.P. Morgan N/A Recv Cvsg Ln Trs:b286382 N/A 1.00000000 NC -49308.56000000 -0.01417126628 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 -38286.05000000 GBP -788.70000000 N N N Geo Group Inc/the 54930024XOXET7NQVZ63 GEO Group, Inc. 36162J106 200119.00000000 NS USD 2225323.28000000 0.639557285040 Long EC CORP US N 1 N N N Morgan Stanley N/A UnitedHealth Group, Inc. N/A 1.00000000 NC USD 396667.57000000 0.114002148098 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y Underlying Performance 2027-12-20 335361.98000000 USD 0.00000000 USD -15248000.00000000 USD 61305.59000000 N N N Goldman Sachs N/A AT&T, Inc. CDS USD 12/20/2024 N/A 1.00000000 NC USD 42439.90000000 0.012197215328 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 AT&T, Inc. AT&T, Inc. Y Underlying Performance 2024-12-20 34618.89000000 USD 0.00000000 USD -7090000.00000000 USD 7821.01000000 N N N Compass Pathways Plc 213800N7CUZIC6QSTZ31 Compass Pathways PLC 20451W101 61188.00000000 NS USD 689588.76000000 0.198187615751 Long EC CORP GB N 1 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1143438 402000.00000000 PA USD 103515.00000000 0.029750181897 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N LONGVIEW POWER LLC N/A Longview Power LLC 976FKK902 61813.00000000 NS USD 695396.25000000 0.199856686744 Long EC CORP US N 2 N N N J.P. Morgan N/A Recv Knos Ln Trs:bz0d672 N/A 1.00000000 NC -16454.66000000 -0.00472906465 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Kainos Group PLC Kainos Group PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -12350.12000000 GBP -803.37000000 N N N Trelleborg Ab 213800XY16PAWG2PAD14 Trelleborg AB N/A -2535.00000000 NS -77389.89000000 -0.02224183262 Short EC CORP SE N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QHW7 80000.00000000 PA USD 53856.96000000 0.015478475162 Long DBT CORP US N 2 2030-10-30 Variable 5.65700000 N N N N N N Williams Cos Inc/the D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. 969457100 -45217.00000000 NS USD -1567221.22000000 -0.45041893801 Short EC CORP US N 1 N N N Cloudflare Inc 5493007DY18BGNLDWU14 Cloudflare, Inc. 18915M107 -4206.00000000 NS USD -332484.30000000 -0.09555589434 Short EC CORP US N 1 N N N Bravida Holding Ab 549300H88IJGPNNL3T61 Bravida Holding AB N/A -3360.00000000 NS -25587.48000000 -0.00735383455 Short EC CORP SE Y 1 N N N Fuchs Se 529900SNF9E1P5ZO4P98 FUCHS SE D27462379 -1103.00000000 NS -48347.81000000 -0.01389514700 Short EP CORP DE N 1 N N N J.P. Morgan N/A Recv Vg1 At Trs:bf5v8z3 N/A 1.00000000 NC 538841.54000000 0.154862907105 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 VGI Partners Global Investment NPV VGI Partners Global Investment NPV Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 821340.00000000 AUD 0.00000000 N N N CPC Acquisition Corp. 254900UFA4AMH3PZZW32 CPC Acquisition Corp. 44931VAH6 175000.00000000 PA USD 88025.00000000 0.025298360252 Long LON CORP US N 2 2028-12-29 Floating 13.35975000 N N N N N N Rivian Automotive Inc 25490004LNKJ84MFYY24 Rivian Automotive, Inc. 76954A103 -911.00000000 NS USD -13947.41000000 -0.00400848171 Short EC CORP US N 1 N N N Wcm Global Growth Ltd 2138004UDNFCPX5I6A77 WCM Global Growth, Ltd. Q28266106 392373.00000000 NS 355235.45000000 0.102094568458 Long EC CORP AU N 1 N N N Eaton Vance California Municipal Bond Fund 549300FJGD8HWP11TO17 Eaton Vance California Municipal Bond Fund 27828A100 59833.00000000 NS USD 559438.55000000 0.160782481988 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 -83448.00000000 -0.02398293173 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 -84942.32000000 USD 1494.32000000 N N N Morgan Stanley N/A Britol-Myers Squibb N/A 1.00000000 NC USD 268657.63000000 0.077212127331 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 11548.32000000 N N N Civitas Resources Inc IIVIHPH28S64K95M2381 Civitas Resources, Inc. 17888H103 -386.00000000 NS USD -25016.66000000 -0.00718978105 Short EC CORP US N 1 N N N Cartica Acquisition Corp N/A Cartica Acquisition Corp. G1995D117 74354.00000000 NC USD 4963.13000000 0.001426402166 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 -32469.21000000 N N N J.P. Morgan N/A Recv Anni Ln Trs:0604877 N/A 1.00000000 NC 718822.20000000 0.206589298188 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Aberdeen New India Investment Aberdeen New India Investment Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 563780.98000000 GBP 4343.34000000 N N N J.P. Morgan N/A Recv Dsy Fp Trs:bm8h5y5 N/A 1.00000000 NC -242913.45000000 -0.06981325723 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 -223237.30000000 EUR -1661.90000000 N N N J.P. Morgan N/A Recv Usa Ln Trs:bdfghw4 N/A 1.00000000 NC 8630764.57000000 2.480479310947 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Baillie Gifford US Growth Trus Baillie Gifford US Growth Trus Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 6787637.25000000 GBP 28801.21000000 N N N Technology & Telecommunication Acquisition Corp N/A Technology & Telecommunication Acquisition Corp. G87119114 52993.00000000 NC USD 945.93000000 0.000271860016 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 -7998.37000000 N N N Lamf Global Ventures Corp I N/A LAMF Global Ventures Corp. I G5338L124 63179.00000000 NC USD 1895.37000000 0.000544728805 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 -28709.03000000 N N N Macquarie/first Trust Global Infrastructure/utilities Dividend & Income Fund 549300JL3ROR79GLM190 Macquarie/First Trust Global Infrastructure/Utilities Dividend & Income Fund 55607W100 64.00000000 NS USD 481.28000000 0.000138319736 Long EC RF US N 1 N N N Arcadis Nv 7245000UZH70GO047N03 Arcadis NV N/A -127.00000000 NS -6992.80000000 -0.00200972875 Short EC CORP NL N 1 N N N Chinos Intermediate 2 LLC, TL 5493008FR6P9MDW8BE10 Chinos Intermediate 2 LLC, TL 46613BAK3 4981513.95000000 PA USD 5062463.55000000 1.454950600998 Long LON CORP LU N 2 2027-09-10 Floating 13.57426000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537101 -298.00000000 NS USD -23285.72000000 -0.00669230938 Short EC CORP US N 1 N N N Deezer Sa 969500LM904RGABQUN96 Deezer SA N/A 8179.00000000 NS 18606.12000000 0.005347393657 Long EC CORP FR N 1 N N N Goldman Sachs N/A Transocean, Inc. CDS USD 6/27 N/A 1.00000000 NC USD 128470.00000000 0.036922241881 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Transocean, Inc. Transocean, Inc. Y Underlying Performance 2027-06-20 122677.50000000 USD 0.00000000 USD 1487000.00000000 USD 5792.50000000 N N N Verde Clean Fuels Inc N/A Verde Clean Fuels, Inc. 923372114 327.00000000 NC USD 41.19000000 0.000011837994 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 -25.19000000 N N N Barclays N/A NextEra Energy Capital Holdings, Inc. N/A 1.00000000 NC USD 56274.22000000 0.016173195006 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 NextEra Energy Capital Hldgs NextEra Energy Capital Hldgs Y Underlying Performance 2028-06-20 22659.40000000 USD 0.00000000 USD -4306000.00000000 USD 33614.82000000 N N N Blackrock Smaller Cos Trust Plc 549300MS535KC2WH4082 BlackRock Smaller Cos. Trust PLC G1314X109 71210.00000000 NS 1205664.32000000 0.346507586605 Long EC CORP GB N 1 N N N Blue World Acquisition Corp N/A Blue World Acquisition Corp. G1263E110 46604.00000000 NC USD 8039.19000000 0.002310460945 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 2707.53000000 N N N Us Treasury N/b 254900HROIFWPRGM1V77 U.S. Treasury Bond 91282CHT1 -47979000.00000000 PA USD -47848746.61000000 -13.7517163234 Short DBT UST US N 1 2033-08-15 Fixed 3.87500000 N N N N N N N/A N/A REVLON INTERMEDIATE HOLDINGS IV LLC, TL N/A 6889000.00000000 PA USD 6923445.00000000 1.989796146528 Long LON CORP US N 2 2028-05-02 Floating 12.31773000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 -55.00000000 NS USD -21866.90000000 -0.00628454091 Short EC CORP US N 1 N N N Pinstripes Holdings Inc N/A Pinstripes Holdings, Inc. 06690B115 45560.00000000 NC USD 18451.80000000 0.005303042132 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Pinstripes Holdings Inc Pinstripes Holdings Inc 1.00000000 11.50000000 USD 2028-09-30 XXXX 11623.43000000 N N N Goldman Sachs N/A International Business Machines N/A 1.00000000 NC USD 529930.44000000 0.152301859470 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 IBM Corp. IBM Corp. Y Underlying Performance 2027-12-20 395099.83000000 USD 0.00000000 USD -20642000.00000000 USD 134830.61000000 N N N Blackrock Muniholdings Quality Fund Ii Inc V04K6JK5YHD4O5SHSC34 BlackRock MuniHoldings Quality Fund II, Inc. 09254C107 310.00000000 NS USD 3062.80000000 0.000880247858 Long EC RF US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QES9 10000.00000000 PA USD 6010.19000000 0.001727326916 Long DBT CORP US N 2 2034-08-29 Variable 5.65700000 N N N N N N Excelfin Acquisition Corp N/A ExcelFin Acquisition Corp. 30069X110 22349.00000000 NC USD 670.47000000 0.000192692889 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 -11993.13000000 N N N Hearts And Minds Investments Ltd/fund 2549002S6SA5DJZXRD63 Hearts and Minds Investments, Ltd. Q4524H103 836372.00000000 NS 1443089.72000000 0.414743579814 Long EC CORP AU N 1 N N N J.P. Morgan N/A Recv Imi Ln Trs:bglp8l2 N/A 1.00000000 NC -115226.09000000 -0.03311594587 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 -89627.56000000 GBP -1641.21000000 N N N Lifezone Metals Ltd N/A Lifezone Metals, Ltd. G5568L117 52557.00000000 NC USD 25030.27000000 0.007193692560 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 2028-07-07 XXXX 309.60000000 N N N Southport Acquisition Corp N/A Southport Acquisition Corp. 84465L113 6161.00000000 NC USD 130.92000000 0.000037626371 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 -1904.59000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QDN1 266000.00000000 PA USD 158598.78000000 0.045581244783 Long DBT CORP US N 2 2033-10-31 Variable 5.65700000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding, Ltd. 01609W102 -37.00000000 NS USD -2670.29000000 -0.00076744059 Short EC CORP CN N 1 N N N Screaming Eagle Acquisition Corp N/A Screaming Eagle Acquisition Corp. G79407121 22674.00000000 NC USD 10657.91000000 0.003063080337 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 -3705.35000000 N N N Western Acquisition Ventures Corp 5493003I8CYRIJL4WQ06 Western Acquisition Ventures Corp. 95758L115 29980.00000000 NC USD 1424.05000000 0.000409271569 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 -3334.68000000 N N N Upwork Inc 5493004QJ6WWBXVE2S70 Upwork, Inc. 91688F104 -19049.00000000 NS USD -261161.79000000 -0.07505782502 Short EC CORP US N 1 N N N Cleveland-cliffs Steel O05HJM8THRTZG4688Q91 Cleveland-Cliffs Steel Corp. 001546AU4 880000.00000000 PA USD 875600.00000000 0.251647193832 Long DBT CORP US N 2 2027-03-15 Fixed 7.00000000 N N N N N N Bayer Ag 549300J4U55H3WP1XT59 Bayer AG N/A -2132.00000000 NS -66794.20000000 -0.01919663430 Short EC CORP DE N 1 N N N Nextera Energy Inc N/A NextEra Energy, Inc. 65339F101 -918.00000000 NS USD -53822.34000000 -0.01546852538 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Caml Ln Trs:b67kbv2 N/A 1.00000000 NC -2409.55000000 -0.00069250399 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Central Asia Metals PLC Central Asia Metals PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -1910.48000000 GBP 11.60000000 N N N J.P. Morgan N/A Recv Snr Ln Trs:0795823 N/A 1.00000000 NC -1491.85000000 -0.00042875727 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Senior PLC Senior PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -1178.68000000 GBP 1.89000000 N N N Armada Acquisition Corp I N/A Armada Acquisition Corp. I 04208V111 19.00000000 NC USD 0.41000000 0.000000117833 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 -0.79000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFP4 69000.00000000 PA USD 41358.60000000 0.011886450012 Long DBT CORP US N 2 2035-01-30 Variable 5.65700000 N N N N N N Bitwise 10 Crypto Index Fund N/A Bitwise 10 Crypto Index Fund 091749101 312202.00000000 NS USD 6712343.00000000 1.929125491078 Long EC CORP US N 1 N N N Dish Network Corp 529900U350CWHH15G169 DISH Network Corp. 25470MAG4 2000000.00000000 PA USD 2082500.00000000 0.598509914521 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N Clearbridge Energy Midstream Opportunity Fund Inc 549300U6RAJWN6OONX12 ClearBridge Energy Midstream Opportunity Fund, Inc. 18469P209 136303.00000000 NS USD 4891914.67000000 1.405934900835 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 109887.84000000 0.031581734321 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 114772.87000000 N N N Bny Mellon High Yield Strategies Fund RH2DL1HWBBECVFYQNK56 BNY Mellon High Yield Strategies Fund 09660L105 3413.00000000 NS USD 7986.42000000 0.002295294862 Long EC RF US N 1 N N N Relativity Acquisition Corp N/A Relativity Acquisition Corp. 75944B114 45142.00000000 NC USD 2126.19000000 0.000611066408 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 -235061.46000000 -0.06755659751 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Feml Ln Trs:b4l0pd4 N/A 1.00000000 NC 8718724.72000000 2.505759033328 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Fidelity Emerging Markets, Ltd. Fidelity Emerging Markets, Ltd. Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP 6890957.92000000 GBP -14176.79000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFE9 357000.00000000 PA USD 204619.55000000 0.058807601142 Long DBT CORP US N 2 2034-10-31 Variable 5.65700000 N N N N N N European Opportunities Trust Plc 549300XN7RXQWHN18849 European Opportunities Trust PLC G6394A101 1328993.00000000 NS 14585440.49000000 4.191851496246 Long EC CORP GB N 1 N N N R.R. Donnelley & Sons Company, TLB N/A R.R. Donnelley & Sons Company, TLB N/A 9435628.90000000 PA USD 9487241.79000000 2.726630623184 Long LON CORP US N 2 2028-03-17 Floating 12.68260000 N N N N N N Morgan Stanley N/A Sherwin-Williams Co. N/A 1.00000000 NC USD 41620.31000000 0.011961665392 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Sherwin Williams Co Sherwin Williams Co Y Underlying Performance 2027-12-20 4102.95000000 USD 0.00000000 USD -1912000.00000000 USD 37517.36000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YBC4 747000.00000000 PA USD 453238.52000000 0.130260623223 Long DBT CORP US N 2 2037-03-31 Variable 5.65700000 N N N N N N J.P. Morgan N/A Baillie Gifford European Growth Trust PLC N/A 1.00000000 NC 480574.34000000 0.138116930206 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Baillie Gifford European Growt Baillie Gifford European Growt Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 374711.78000000 GBP 5702.62000000 N N N Real View Imaging Ltd N/A Real View Imaging Ltd N/A 2000.00000000 NS USD 2320560.00000000 0.666928291593 Long EC CORP IL N 3 N N N Chegg Inc 549300AKX7O8JG0O3G77 Chegg, Inc. 163092109 -14927.00000000 NS USD -147030.95000000 -0.04225665369 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Eden Fp Trs:b62g1b5 N/A 1.00000000 NC -166440.28000000 -0.04783488967 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Edenred Edenred Y Underlying Performance 2024-04-29 0.00000000 EUR 0.00000000 EUR -156624.44000000 EUR 2823.05000000 N N N J.P. Morgan N/A Recv Gftu Ln Trs:b00mz44 N/A 1.00000000 NC -141964.30000000 -0.04080049990 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Grafton Group PLC Grafton Group PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -112551.39000000 GBP 671.92000000 N N N Diamond Sports Gr/diamon 5493002K6DHWNZH8YA34 Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAF3 2000000.00000000 PA USD 145000.00000000 0.041672959234 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 -31758.02000000 -0.00912724601 Short EC CORP DE N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 98389B100 -429.00000000 NS USD -25684.23000000 -0.00738164048 Short EC CORP US N 1 N N N Fg Acquisition Corp N/A FG Acquisition Corp. 30327L114 25263.00000000 NC USD 27789.30000000 0.007986637007 N/A DE CORP CA N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased FG Acquisition Corp FG Acquisition Corp 1.00000000 11.50000000 USD 2030-04-05 XXXX -4363.43000000 N N N N/A N/A Forward Contracts: GBP 02/08/2024 N/A 1.00000000 NC 101388.00000000 0.029138882695 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 101800.00000000 USD 80000.00000000 GBP 2024-02-08 -412.00000000 N N N Rr Donnelley & Sons Co SU4X0P4WWRGOQDTSV032 RR Donnelley & Sons Co. 257867BE0 935000.00000000 PA USD 926556.95000000 0.266292206935 Long DBT CORP US N 2 2027-07-01 Fixed 8.25000000 N N N N N N Tortoise Energy Infrastructure Corp 5493008P735YB22YPB89 Tortoise Energy Infrastructure Fund, Inc. 89147L886 13232.00000000 NS USD 383331.04000000 0.110169233125 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Rmmc Ln Trs:bndmjp1 N/A 1.00000000 NC 931089.99000000 0.267595001357 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 2024-10-31 0.00000000 GBP 0.00000000 GBP 745250.49000000 GBP -13364.93000000 N N N DWAC SPONSOR N/A Digital World Acquisition Corp. N/A 25893.00000000 NS USD 880879.86000000 0.253164624111 Long EC CORP US N 3 N N N Deutsche Boerse Ag 529900G3SW56SHYNPR95 Deutsche Boerse AG N/A -1083.00000000 NS -215235.32000000 -0.06185857045 Short EC CORP DE N 1 N N N Super Micro Computer Inc 54930022CZO1N2UGVW07 Super Micro Computer, Inc. 86800U104 -1124.00000000 NS USD -595281.64000000 -0.17108377597 Short EC CORP US N 1 N N N Next.e.go Nv 984500J696437146SA29 Next.e.GO NV N63018118 5900.00000000 NS USD 1982.40000000 0.000569741202 Long EC CORP NL N 1 N N N Yotta Acquisition Corp N/A Yotta Acquisition Corp. 98741Y111 47369.00000000 NC USD 942.64000000 0.000270914470 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 11.50000000 USD 2027-03-15 XXXX -2152.05000000 N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc. 00165CBA1 6890000.00000000 PA USD 4444050.00000000 1.277218720591 Long DBT CORP US Y 2 2029-02-15 Fixed 7.50000000 N N N N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond BP2701582 1464000.00000000 PA USD 325740.00000000 0.093617584420 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.87600000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 Alibaba Group Holding, Ltd. N/A -5963.00000000 NC USD -298150.00000000 -0.08568822617 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Written ALIBABA GROUP HLDG SPONSORED ADS Alibaba Group Holding Ltd 100.00000000 90.00000000 USD 2024-03-15 XXXX 17726.32000000 N N N Power & Digital Infrastructure Acquisition Ii Corp N/A Power & Digital Infrastructure Acquisition II Corp. 73919C118 87961.00000000 NC USD 7036.88000000 0.002022397333 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Power & Digital Infrastructure Power & Digital Infrastructure 1.00000000 11.50000000 USD 2024-12-14 XXXX -35203.90000000 N N N Pegasystems Inc 549300FMCOKPL06FYN26 Pegasystems, Inc. 705573103 -933.00000000 NS USD -45474.42000000 -0.01306933552 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFG4 181000.00000000 PA USD 109888.36000000 0.031581883769 Long DBT CORP US N 2 2034-10-31 Variable 5.65700000 N N N N N N Spectaire Holdings Inc N/A Spectaire Holdings, Inc. 84753T117 58258.00000000 NC USD 1747.74000000 0.000502299984 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Spectaire Holdings Inc Spectaire Holdings Inc 1.00000000 11.50000000 USD 2028-10-17 XXXX -23737.17000000 N N N Target Global Acquisition I Corp N/A Target Global Acquisition I Corp. G8675N125 18073.00000000 NC USD 1582.29000000 0.000454749701 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 -6144.60000000 N N N Yotta Acquisition Corp N/A Yotta Acquisition Corp. 98741Y129 29452.00000000 NC USD 2650.68000000 0.000761804686 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 133.50000000 N N N Morgan Stanley N/A Recv Cre Ln Trs:bn133n2 N/A 1.00000000 NC -14284.58000000 -0.00410538427 N/A DE CORP GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Conduit Holdings Ltd Conduit Holdings Ltd Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -11390.08000000 GBP 150.05000000 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 Monolithic Power Systems, Inc. 609839105 -120.00000000 NS USD -72326.40000000 -0.02078658702 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 44413.52000000 0.012764433161 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 164904.94000000 0.047393633394 Long EC RF US N 1 N N N Blue World Acquisition Corp N/A Blue World Acquisition Corp. G1263E136 23302.00000000 NC USD 687.41000000 0.000197561440 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 -1034.95000000 N N N Dws Strategic Municipal Income Trust HW9ZECORLBPA6LHYL567 DWS Strategic Municipal Income Trust 23342Q101 228.00000000 NS USD 2026.92000000 0.000582536238 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 2629957.66000000 0.755849092092 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 2089500.06000000 GBP -18062.90000000 N N N Patria Latin American Opportunity Acquisition Corp N/A Patria Latin American Opportunity Acquisition Corp. G69454117 46145.00000000 NC USD 1845.80000000 0.000530482401 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 -4412.36000000 N N N Voya Infrastructure Industrials And Materials Fund CDDOXZNDBE7I8PJXIJ33 Voya Infrastructure Industrials and Materials Fund 92912X101 27597.00000000 NS USD 274866.12000000 0.078996445611 Long EC RF US N 1 N N N Bleuacacia Ltd N/A Bleuacacia, Ltd. G11728113 100804.00000000 NC USD 2515.06000000 0.000722827536 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 2024-06-21 XXXX -45158.00000000 N N N Novocure Ltd 213800YPP55UMHWA4826 Novocure, Ltd. G6674U108 -8253.00000000 NS USD -114881.76000000 -0.03301698552 Short EC CORP JE N 1 N N N Travel Port Finance (Luxembourg) S.A R.L, TL N/A Travel Port Finance (Luxembourg) S.A R.L, TL N/A 396347.74000000 PA USD 254653.42000000 0.073187321314 Long LON CORP LU N 2 2026-05-29 Floating 13.89008000 N N N N N N Cartesian Growth Corp Ii N/A Cartesian Growth Corp. II G19305120 5984.00000000 NC USD 957.44000000 0.000275167986 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 18.19000000 N N N Flyexclusive Inc N/A flyExclusive, Inc. 343928115 27981.00000000 NC USD 8030.55000000 0.002307977812 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased flyExclusive Inc flyExclusive Inc 1.00000000 11.50000000 USD 2028-05-28 XXXX 2154.54000000 N N N Platinum Capital Ltd 7KW5LRH3I6FMWUBNKK59 Platinum Capital, Ltd. N/A 42880.00000000 NC 196.92000000 0.000056594752 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 196.92000000 N N N Ecofin Sustainable And Social Impact Term Fund 549300JEEQF7C836SM26 Ecofin Sustainable and Social Impact Term Fund 27901F109 37011.00000000 NS USD 420630.02000000 0.120888949491 Long EC RF US N 1 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 Marathon Oil Corp. 565849106 -1727.00000000 NS USD -39461.95000000 -0.01134135333 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Ips Fp Trs:b188nj2 N/A 1.00000000 NC -67733.13000000 -0.01946648251 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Ipsos Ipsos Y Underlying Performance 2024-05-28 0.00000000 EUR 0.00000000 EUR -62366.50000000 EUR -333.93000000 N N N N/A N/A Forward Contracts: GBP 02/08/2024 N/A 1.00000000 NC 1267354.00000000 0.364237183293 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 1272499.00000000 USD 1000000.00000000 GBP 2024-02-08 -5145.00000000 N N N Allurion Technologies Inc N/A Allurion Technologies, Inc. 02008G110 16492.00000000 NC USD 4949.25000000 0.001422413058 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Allurion Technologies Inc Allurion Technologies Inc 1.00000000 8.10000000 USD 2029-07-31 XXXX -8513.61000000 N N N Phoenix Biotech Acquisition Corp N/A Phoenix Biotech Acquisition Corp. 71902K113 21939.00000000 NC USD 1755.12000000 0.000504420994 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 -8380.42000000 N N N Energy Transfer Lp MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273V100 -67115.00000000 NS USD -959744.50000000 -0.27583029947 Short EC CORP US N 1 N N N Roblox Corp N/A ROBLOX Corp. 771049103 -5900.00000000 NS USD -228979.00000000 -0.06580850022 Short EC CORP US N 1 N N N BNY Mellon U.S. Treasury Fund N/A BNY Mellon U.S. Treasury Fund G1206E136 22281.99000000 NS USD 22281.99000000 0.006403837661 Long STIV RF IE N 1 N N N J.P. Morgan N/A Herald Investment Trust PLC N/A 1.00000000 NC 5036921.30000000 1.447609765529 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Herald Investment Trust PLC Herald Investment Trust PLC Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 3934346.46000000 GBP 50929.44000000 N N N J.P. Morgan N/A Markit iTraxx Europe Subordinated Financials Series 39 N/A 1.00000000 NC 149475.20000000 0.042959130456 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 iTraxx Europe Financials SB Series 39 2I667ECE0 Y Underlying Performance 2028-06-20 1359757.73150600 EUR 0.00000000 EUR 25000000.00000000 EUR -1320008.91000000 N N N N/A N/A Forward Contracts: CAD 02/08/2024 N/A 1.00000000 NC -371928.00000000 -0.10689200263 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -500000.00000000 CAD -374038.00000000 USD 2024-02-08 2110.00000000 N N N Captivision Inc N/A Captivision, Inc. G18932114 43794.00000000 NC USD 3394.04000000 0.000975446141 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Captivision Inc Captivision Inc 1.00000000 11.50000000 USD 2028-11-16 XXXX -3531.62000000 N N N Drilling Tools International Corp 5493000EQOTBVWM31L08 Drilling Tools International Corp. 26205E107 4519.00000000 NS USD 13489.22000000 0.003876798035 Long EC CORP US N 1 N N N Globalink Investment Inc N/A Globalink Investment, Inc. 37892F117 4837.00000000 NC USD 459.52000000 0.000132065918 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 2024-04-15 XXXX -738.28000000 N N N Financial Strategies Acquisition Corp N/A Financial Strategies Acquisition Corp. 31772T123 9493.00000000 NC USD 94.93000000 0.000027282855 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 2049-12-31 XXXX -2350.75000000 N N N Moran Foods Llc N/A Moran Foods LLC 61647DAN2 927417.44000000 PA USD 833131.55000000 0.239441773241 Long LON CORP US N 2 2026-06-30 Floating 12.74008000 N N N N N N Athena Technology Acquisition Corp Ii 5493008CK2CE7TGDP465 Athena Technology Acquisition Corp. II 04687C113 36968.00000000 NC USD 1146.01000000 0.000329362951 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 -15433.40000000 N N N Investcorp Europe Acquisition Corp I N/A Investcorp Europe Acquisition Corp. I G4923T113 24645.00000000 NC USD 4436.10000000 0.001274933892 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 -3905.91000000 N N N Diebold Nixdorf Inc 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc. 25365TAM4 6000000.00000000 PA USD 6212490.00000000 1.785467879408 Long LON CORP US N 2 2028-08-11 Floating 12.84371000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787107 -583.00000000 NS USD -133990.89000000 -0.03850894411 Short EC CORP US N 1 N N N Neste Oyj 5493009GY1X8GQ66AM14 Neste Oyj N/A -2333.00000000 NS -80806.47000000 -0.02322375675 Short EC CORP FI N 1 N N N Pershing Square Holdings Ltd U7LC4KOKCTZ0YWGI2G56 Pershing Square Holdings, Ltd. G7016V101 175609.00000000 NS USD 8429232.00000000 2.422558906989 Long EC CORP GG N 1 N N N Swiftmerge Acquisition Corp N/A Swiftmerge Acquisition Corp. G63836111 132.00000000 NC USD 8.90000000 0.000002557857 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 -17.46000000 N N N Taiwan Fund Inc/the/md 549300B0OHIYIAWV0Z83 Taiwan Fund, Inc. 874036106 3223.00000000 NS USD 116543.68000000 0.033494620866 Long EC RF US N 1 N N N Enviva Inc 549300WH5VXDEFM5KR81 Enviva, Inc. 29415B103 -1138.00000000 NS USD -498.67000000 -0.00014331761 Short EC CORP US N 1 N N N Saba Capital Income & Opportunities Fund Ii QU1AAXOSV5K4OVMXJP19 Saba Capital Income & Opportunities Fund II 880198106 201064.00000000 NS USD 770075.12000000 0.221319372987 Long EC RF US N 1 N N N Israel Acquisitions Corp N/A Israel Acquisitions Corp. G49667119 8683.00000000 NC USD 656.00000000 0.000188534215 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 -485.70000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YBW0 58000.00000000 PA USD 34715.03000000 0.009977089862 Long DBT CORP US N 2 2037-08-31 Variable 5.65700000 N N N N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1143487 3462000.00000000 PA USD 891465.00000000 0.256206790371 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N Bellevue Life Sciences Acquisi N/A Bellevue Life Sciences Acquisi 079174124 14638.00000000 NC USD 2129.83000000 0.000612112543 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 421.11000000 N N N Gamco Natural Resources Gold & Income Trust 23EBEGZ81713Q1VCP222 GAMCO Natural Resources Gold & Income Trust 36465E101 17606.00000000 NS USD 87149.70000000 0.025046799278 Long EC RF US N 1 N N N J.P. Morgan N/A RR Donnelley & Sons N/A 1.00000000 NC USD -554785.70000000 -0.15944525420 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 591763.70000000 USD 7494000.00000000 USD 36978.00000000 N N N Haat Delivery Ltd. N/A Haat Delivery Ltd. N/A 64188.00000000 NS USD 988495.20000000 0.284093242572 Long EP CORP IL N 3 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond QJ1143412 5592000.00000000 PA USD 1579740.00000000 0.454016831868 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N Sanlorenzo Spa/ameglia 8156006C71E895860132 Sanlorenzo SpA/Ameglia N/A -8.00000000 NS -381.70000000 -0.00010970047 Short EC CORP IT N 1 N N N Mars Acquisition Corp N/A Mars Acquisition Corp. G5870E124 10247.00000000 NC USD 1708.17000000 0.000490927577 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 -221.49000000 N N N Hwh International Inc N/A Hwh International, Inc. 02115M117 13297.00000000 NC USD 640.92000000 0.000184200227 N/A DE CORP US N 2 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 -1577.31000000 N N N J.P. Morgan N/A Recv Tep Ln Trs:0879471 N/A 1.00000000 NC -45366.10000000 -0.01303820438 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Telecom Plus PLC Telecom Plus PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -35452.80000000 GBP -436.82000000 N N N Blackrock California Municipal Income Trust LE6236HQD6DXEGUHE217 BlackRock California Municipal Income Trust 09248E102 173997.00000000 NS USD 2053164.60000000 0.590078928809 Long EC RF US N 1 N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31423YVM8 8834137.79100000 PA USD 1564448.95000000 0.449622188397 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 3.00000000 N N N N N N Nvidia Corp 549300S4KLFTLO7GSQ80 NVIDIA Corp. 67066G104 -244.00000000 NS USD -150125.88000000 -0.04314613570 Short EC CORP US N 1 N N N Morgan Stanley N/A Recv Tba Cfd 5.5 3/24 TRF052631 1.00000000 NC USD -233888.61000000 -0.06721952075 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Long Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac 2024-03-14 264602000.00000000 USD -233888.61000000 N N N Future Health Esg Corp N/A Future Health ESG Corp. 36118W110 37402.00000000 NC USD 1125.80000000 0.000323554603 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 -17333.82000000 N N N J.P. Morgan N/A Recv Ate Fp Trs:5608915 N/A 1.00000000 NC -47398.23000000 -0.01362223797 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 -43615.00000000 EUR -263.69000000 N N N Shoulderup Technology Acquisition Corp N/A ShoulderUp Technology Acquisition Corp. 82537G112 94845.00000000 NC USD 3215.25000000 0.000924061946 N/A DE CORP US N 2 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 -43204.90000000 N N N Bitcoin Depot Inc N/A Bitcoin Depot, Inc. 09174P105 6924.00000000 NS USD 15094.32000000 0.004338103324 Long EC CORP US N 1 N N N Costar Group Inc N/A CoStar Group, Inc. 22160N109 -2236.00000000 NS USD -186661.28000000 -0.05364639939 Short EC CORP US N 1 N N N Marketaxess Holdings Inc 5493002U1CA1XJOVID83 MarketAxess Holdings, Inc. 57060D108 -1305.00000000 NS USD -294290.55000000 -0.08457902133 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Scp Ln Trs:0610841 N/A 1.00000000 NC 302048.92000000 0.086808774689 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 236650.40000000 GBP 2142.19000000 N N N Clearbridge Mlp & Midstream Fund Inc 549300KS1WIARK4T8791 ClearBridge MLP & Midstream Fund, Inc. 184692200 83316.00000000 NS USD 3423454.44000000 0.983899843579 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Bemo Ln Trs:3227334 N/A 1.00000000 NC 253063.69000000 0.072730433359 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 199687.50000000 GBP 0.00000000 N N N J.P. Morgan N/A MARKIT CDX HY S41 5Y 12/28 ICE N/A 1.00000000 NC USD -38775002.62000000 -11.1439248517 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 CDX.NA.HY Series 41 2I65BRZP8 Y Underlying Performance 2028-12-20 0.00000000 USD 13011302.04000000 USD 631450710.00000000 USD -25763700.58000000 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167735 -817.00000000 NS USD -62998.87000000 -0.01810585752 Short EC CORP US N 1 N N N Brookfield Real Assets Income Fund Inc 5493007NX94W3HSQTJ60 Brookfield Real Assets Income Fund, Inc. 112830104 1657.00000000 NS USD 21574.14000000 0.006200401770 Long EC RF US N 1 N N N Rr Donnelley & Sons Co SU4X0P4WWRGOQDTSV032 RR Donnelley & Sons Co. 257867BG5 1730000.00000000 PA USD 1734325.00000000 0.498444517408 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 375.28000000 0.000107855366 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 -4859.43000000 N N N J.P. Morgan N/A Recv Smwh Ln Trs:b2pdgw1 N/A 1.00000000 NC -7965.09000000 -0.00228916462 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 WH Smith PLC WH Smith PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -6259.14000000 GBP -32.89000000 N N N AEYE HEALTH INC N/A AEYE HEALTH INC N/A 1000.00000000 NS USD 1062330.00000000 0.305313343334 Long EC CORP US N 3 N N N Denali Therapeutics Inc 549300ZTQ2HO18L3Q830 Denali Therapeutics, Inc. 24823R105 -556.00000000 NS USD -8901.56000000 -0.00255830584 Short EC CORP US N 1 N N N Zyversa Therapeutics Inc N/A ZyVersa Therapeutics, Inc. 98987D110 7100.00000000 NC USD 497.00000000 0.000142837660 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 162550.00000000 NS USD 1087459.50000000 0.312535554569 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 22790.00000000 NS USD 244080.90000000 0.070148782038 Long EC RF US N 1 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group N/A 15065000.00000000 PA USD 169481.25000000 0.048708863601 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 25.95000000 0.000007458022 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Nogin Inc Nogin Inc 1.00000000 230.00000000 USD 2027-08-26 XXXX -1661.34000000 N N N Energy Transition Partners Bv 724500Y8U5ELNMGRA511 Energy Transition Partners BV N/A 16852.00000000 NC 4552.97000000 0.001308522297 N/A DE CORP NL N 2 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 3956.56000000 N N N J.P. Morgan N/A Recv Htg Ln Trs:0447889 N/A 1.00000000 NC -15644.84000000 -0.00449632261 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 -11931.65000000 GBP -523.88000000 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 Crowdstrike Holdings, Inc. 22788C105 -473.00000000 NS USD -138352.50000000 -0.03976246960 Short EC CORP US N 1 N N N Arbe Robotics Ltd N/A Arbe Robotics, Ltd. M1R95N100 68769.00000000 NS USD 133411.86000000 0.038342531056 Long EC CORP IL N 1 N N N J.P. Morgan N/A Recv Wise Ln Trs:bl9yr75 N/A 1.00000000 NC -23152.39000000 -0.00665399037 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 -18494.69000000 GBP 285.91000000 N N N Covia Holdings Corp N/A Covia Equity 942EFH909 169353.00000000 NS USD 2370942.00000000 0.681408064228 Long EC CORP US N 2 N N N Barclays N/A IBM Corp. N/A 1.00000000 NC USD 256724.36000000 0.073782508888 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 53960.84000000 N N N J.P. Morgan N/A Recv Ipx Ln Trs:0490526 N/A 1.00000000 NC -4869.28000000 -0.00139942970 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Impax Asset Management Group PLC Impax Asset Management Group PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -3764.70000000 GBP -98.28000000 N N N Cineworld 213800J2J3TOOI176M73 Cineworld G2145R105 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 Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 Alnylam Pharmaceuticals, Inc. 02043Q107 -5010.00000000 NS USD -866279.10000000 -0.24896836979 Short EC CORP US N 1 N N N Metals Acquisition Ltd 984500A55FX8DC465F12 Metals Acquisition, Ltd. G60409102 8612.00000000 NC USD 19635.36000000 0.005643196943 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 14330.78000000 N N N J.P. Morgan N/A Recv Bmy Ln Trs:3314775 N/A 1.00000000 NC -35.81000000 -0.00001029178 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Bloomsbury Pub Bloomsbury Pub Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -28.20000000 GBP -0.07000000 N N N Hhg Capital Corp N/A HHG Capital Corp. G4R23P129 17425.00000000 NC USD 426.91000000 0.000122693813 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 -6023.22000000 N N N Barclays N/A Unisys Corp. CDS USD 5Y 6/28 N/A 1.00000000 NC USD 2165.43000000 0.000622343973 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 Unisys Corp. Unisys Corp. Y Underlying Performance 2028-06-20 38292.22000000 USD 0.00000000 USD 286000.00000000 USD -36126.79000000 N N N Redwoods Acquisition Corp N/A Redwoods Acquisition Corp. 758083117 32327.00000000 NC USD 1370.66000000 0.000393927298 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 -2671.35000000 N N N European Smaller Companies/the 213800N1B1HCQG2W4V90 European Smaller Companies G9T57B100 2626.00000000 NS 5308.04000000 0.001525529203 Long EC CORP GB N 1 N N N J.P. Morgan N/A Recv Ckn Ln Trs:0201836 N/A 1.00000000 NC -29017.97000000 -0.00833975641 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 -22833.00000000 GBP -81.74000000 N N N Morgan Stanley N/A Recv Atg Ln Trs:bmvqdz6 N/A 1.00000000 NC -2514.07000000 -0.00072254301 N/A DE CORP GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Auction Technology Group PLC Auction Technology Group PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -1661.66000000 GBP -408.25000000 N N N Plains All American Pipeline Lp 5521FA2ITF25TVH63740 Plains All American Pipeline LP 726503105 -23149.00000000 NS USD -357420.56000000 -0.10272256845 Short EC CORP US N 1 N N N Finnovate Acquisition Corp N/A Finnovate Acquisition Corp. G3R34K111 71462.00000000 NC USD 714.62000000 0.000205381587 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 -31557.14000000 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group G2119WAY2 5701000.00000000 PA USD 64136.25000000 0.018432740218 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 56343.00000000 NS USD 634140.47000000 0.182251792794 Long EC CORP KY N 1 N N N Nuveen Amt-free Quality Municipal Income Fund 549300OTYQOOXS64NI63 Nuveen AMT-Free Quality Municipal Income Fund 670657105 1548.00000000 NS USD 17074.44000000 0.004907189255 Long EC RF US N 1 N N N Morgan Stanley N/A Pfizer CDS USD 12/20/2028 GS N/A 1.00000000 NC USD 478934.18000000 0.137645548683 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Pfizer Inc. Pfizer Inc. Y Underlying Performance 2028-12-20 438141.86000000 USD 0.00000000 USD -15802000.00000000 USD 40792.32000000 N N N Bff Bank Spa 815600522538355AE429 BFF Bank SpA N/A -12822.00000000 NS -138843.92000000 -0.03990370357 Short EC CORP IT Y 1 N N N Duet Acquisition Corp N/A DUET Acquisition Corp. 26431Q114 5996.00000000 NC USD 179.88000000 0.000051697461 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 -716.22000000 N N N Mff Capital Investments Ltd 549300OYTXE8HSZSYH82 MFF Capital Investments, Ltd. Q6S61B118 3139201.00000000 NS 6878657.55000000 1.976924245990 Long EC CORP AU N 1 N N N Alliancebernstein National Municipal Income Fund Inc MNYPOOOZYY8V01GEIT28 AllianceBernstein National Municipal Income Fund, Inc. 01864U106 396.00000000 NS USD 4292.64000000 0.001233703529 Long EC RF US N 1 N N N Rrd Parent Inc N/A RRD Parent, Inc. 16208CAA7 192992.00000000 PA USD 334352.85000000 0.096092915089 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 -841.00000000 NS USD -86463.21000000 -0.02484950224 Short EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 Zillow Group, Inc. 98954M200 -8516.00000000 NS USD -484049.44000000 -0.13911567296 Short EC CORP US N 1 N N N Tlgy Acquisition Corp N/A TLGY Acquisition Corp. G8656T125 68311.00000000 NC USD 1878.55000000 0.000539894741 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 -16936.16000000 N N N On Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 ON Semiconductor Corp. 682189105 -464.00000000 NS USD -33004.32000000 -0.00948543228 Short EC CORP US N 1 N N N Nuveen Arizona Quality Municipal Income Fund 549300DWXOLUWN2P0B05 Nuveen Arizona Quality Municipal Income Fund 67061W104 1.00000000 NS USD 10.87000000 0.000003124034 Long EC RF US N 1 N N N Prysmian Spa 529900X0H1IO3RS1A464 Prysmian SpA N/A -1992.00000000 NS -88241.04000000 -0.02536045008 Short EC CORP IT N 1 N N N N/A N/A Forward Contracts: EUR 02/08/2024 N/A 1.00000000 NC -216193.00000000 -0.06213380741 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -200000.00000000 EUR -217492.00000000 USD 2024-02-08 1299.00000000 N N N Tc Energy Corp 549300UGKOFV2IWJJG27 TC Energy Corp. 87807B107 -14786.00000000 NS -583323.62000000 -0.16764704439 Short EC CORP CA N 1 N N N Integrated Rail And Resources Acquisition Corp 549300G3080C4RIDLA64 Integrated Rail and Resources Acquisition Corp. 45827R106 150756.00000000 NS USD 1669622.70000000 0.479849094578 Long EC CORP US N 1 N N N J.P. Morgan N/A Recv Spie Fp Trs:byzfys3 N/A 1.00000000 NC -76838.75000000 -0.02208343514 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 -70128.48000000 EUR -1051.21000000 N N N Morgan Stanley N/A Verizon Wireless N/A 1.00000000 NC USD 49561.73000000 0.014244027268 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Verizon Communications, Inc. Verizon Communications, Inc. Y Underlying Performance 2028-06-20 2899.68000000 USD 0.00000000 USD -3181000.00000000 USD 46662.05000000 N N N Henderson Opportunities Trust Plc 2138005D884NPGHFQS77 Henderson Opportunities Trust PLC G4401K105 111656.00000000 NS 1410062.40000000 0.405251537332 Long EC CORP GB N 1 N N N N/A N/A Forward Contracts: GBP 02/08/2024 N/A 1.00000000 NC 506941.00000000 0.145694700877 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 509000.00000000 USD 400000.00000000 GBP 2024-02-08 -2059.00000000 N N N J.P. Morgan N/A Recv Rch Ln Trs:0903994 N/A 1.00000000 NC -63.39000000 -0.00001821826 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Reach PLC Reach PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -50.30000000 GBP 0.36000000 N N N Invesco California Value Municipal Income Trust 0O4FOPVOK8KA2I2US555 Invesco California Value Municipal Income Trust 46132H106 311.00000000 NS USD 3022.92000000 0.000868786358 Long EC RF US N 1 N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31423XMW8 7330831.88900000 PA USD 936135.50000000 0.269045079513 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.00000000 N N N N N N Aes Corp/the 2NUNNB7D43COUIRE5295 AES Corp. 00130H105 -1507.00000000 NS USD -25136.76000000 -0.00722429775 Short EC CORP US N 1 N N N Arista Networks Inc 635400H1WKBLOQERUU95 Arista Networks, Inc. 040413106 -402.00000000 NS USD -103989.36000000 -0.02988651282 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEG5 89000.00000000 PA USD 54340.73000000 0.015617510524 Long DBT CORP US N 2 2034-05-30 Variable 5.65700000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group ZS0897653 2253000.00000000 PA USD 25346.25000000 0.007284505124 Long DBT CORP KY N 2 2049-12-31 Fixed 9.50000000 Y Y N N N N Flame Acquisition Corp N/A Flame Acquisition Corp. 33850F116 2943.00000000 NC USD 7357.50000000 0.002114543431 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 6536.38000000 N N N Principal Real Estate Income Fund 549300HK3LIJEGLGMK36 Principal Real Estate Income Fund 74255X104 51780.00000000 NS USD 511068.60000000 0.146880971957 Long EC RF US N 1 N N N Spring Valley Acquisition Corp Ii N/A Spring Valley Acquisition Corp. II G83752116 13573.00000000 NC USD 1425.17000000 0.000409593457 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 2026-02-15 XXXX -1274.93000000 N N N Tesla Inc 54930043XZGB27CTOV49 Tesla, Inc. 88160R101 -428.00000000 NS USD -80160.12000000 -0.02303799595 Short EC CORP US N 1 N N N Adams Diversified Equity Fund Inc 5493005W7G81BNPP7M23 Adams Diversified Equity Fund, Inc. 006212104 42645.00000000 NS USD 774433.20000000 0.222571883954 Long EC RF US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QJN5 61000.00000000 PA USD 34764.21000000 0.009991224180 Long DBT CORP US N 2 2036-02-29 Variable 5.65700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFL3 25000.00000000 PA USD 14761.25000000 0.004242379099 Long DBT CORP US N 2 2034-11-28 Variable 5.65700000 N N N N N N Citadel Income Fund 549300SETH5GFV873V97 Citadel Income Fund 17286A106 10320.00000000 NS 18806.20000000 0.005404896592 Long EC RF CA N 1 N N N Heineken Nv 724500K5PTPSST86UQ23 Heineken NV N/A -1749.00000000 NS -176349.73000000 -0.05068286282 Short EC CORP NL N 1 N N N Concord Acquisition Corp Iii N/A Concord Acquisition Corp. III 20607V114 54452.00000000 NC USD 4083.90000000 0.001173711711 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 -35591.02000000 N N N Van Lanschot Kempen Nv 724500D8WOYCL1BUCB80 Van Lanschot Kempen NV N/A -8.00000000 NS -241.64000000 -0.00006944726 Short EC CORP NL N 1 N N N Financial Strategies Acquisition Corp N/A Financial Strategies Acquisition Corp. 31772T115 6820.00000000 NC USD 0.00000000 0.000000 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 -2114.95000000 N N N Esgen Acquisition Corp N/A ESGEN Acquisition Corp. G3R95N111 61117.00000000 NC USD 5531.09000000 0.001589633710 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 -26734.45000000 N N N Spring Valley Acquisition Corp Ii N/A Spring Valley Acquisition Corp. II G83752132 27147.00000000 NC USD 3800.58000000 0.001092285623 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 -477.54000000 N N N Zapp Electric Vehicles Group Ltd N/A Zapp Electric Vehicles Group, Ltd. G9889X115 11642.00000000 NC USD 88.48000000 0.000025429127 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 -4542.86000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFS8 36000.00000000 PA USD 20849.90000000 0.005992255398 Long DBT CORP US N 2 2035-02-27 Variable 5.65700000 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 2583687.06000000 0.742550934661 Long EC RF US N 1 N N N Ftac Emerald Acquisition Corp N/A FTAC Emerald Acquisition Corp. 29103K118 27108.00000000 NC USD 3252.96000000 0.000934899789 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 -9144.61000000 N N N Pinterest Inc N/A Pinterest, Inc. 72352L106 -2480.00000000 NS USD -92925.60000000 -0.02670679131 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Qq/ Ln Trs:b0wmwd0 N/A 1.00000000 NC -241286.12000000 -0.06934556305 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 QinetiQ Group PLC QinetiQ Group PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -191988.64000000 GBP 2020.82000000 N N N Investcorp India Acquisition Corp N/A Investcorp India Acquisition Corp. G49219127 37472.00000000 NC USD 1695.61000000 0.000487317837 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 -5723.10000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond BK6339091 2239000.00000000 PA USD 531762.50000000 0.152828392999 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N Hwh International Inc N/A Hwh International, Inc. 44852G101 2660.00000000 NS USD 3138.80000000 0.000902090237 Long EC CORP US N 1 N N N Keyarch Acquisition Corp N/A Keyarch Acquisition Corp. G5260A112 24350.00000000 NC USD 528.40000000 0.000151862011 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 -3713.86000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QDZ4 478000.00000000 PA USD 286114.07000000 0.082229103279 Long DBT CORP US N 2 2034-02-28 Variable 5.65700000 N N N N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond AV1889717 4146000.00000000 PA USD 1119420.00000000 0.321720993284 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N Caesars Entertainment, Inc (BI CLAIM) N/A Caesars Entertainment, Inc (BI CLAIM) N/A 2320.00000000 NS USD 959668.00000000 0.275808313397 Long EC CORP US N 3 N N N Wayfair Inc 54930027N9ZAVYFDHK53 Wayfair, Inc. 94419L101 -3110.00000000 NS USD -156277.50000000 -0.04491410956 Short EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599105 -508.00000000 NS USD -29245.56000000 -0.00840516572 Short EC CORP US N 1 N N N Agrinam Acquisition Corp N/A Agrinam Acquisition Corp. 00857H114 19798.00000000 NC USD 98.99000000 0.000028449698 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 2027-07-21 XXXX -99.78000000 N N N Plains Gp Holdings Lp 549300O56BSKRD8FAM12 Plains GP Holdings LP 72651A207 -34856.00000000 NS USD -563970.08000000 -0.16208484243 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Sspg Ln Trs:bgbn7c0 N/A 1.00000000 NC -134.61000000 -0.00003868687 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 SSP Group Plc SSP Group Plc Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -105.94000000 GBP -0.35000000 N N N Nio Inc 549300JBU4TV5OCKJV96 NIO, Inc. 62914V106 -18935.00000000 NS USD -106414.70000000 -0.03058355486 Short EC CORP KY N 1 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 Generac Holdings, Inc. 368736104 -109.00000000 NS USD -12390.03000000 -0.00356089113 Short EC CORP US N 1 N N N Psyence Biomedical Ltd N/A Psyence Biomedical, Ltd. 74449F118 30398.00000000 NC USD 1823.88000000 0.000524182599 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Psyence Biomedical Ltd Psyence Biomedical Ltd 1.00000000 11.50000000 USD 2029-01-25 XXXX -13598.38000000 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAP6 40000.00000000 PA USD 24322.80000000 0.006990365881 Long DBT CORP US N 2 2036-09-30 Variable 5.65700000 N N N N N N Federated Hermes Premier Municipal Income Fund C0TUI5ZPEIY028NN4Q23 Federated Hermes Premier Municipal Income Fund 31423P108 15998.00000000 NS USD 176617.92000000 0.050759940553 Long EC RF US N 1 N N N New America High Income Fund Inc/the V5LSTDFQKWGSW30MQ381 New America High Income Fund, Inc. 641876800 27003.00000000 NS USD 197931.99000000 0.056885598279 Long EC RF US N 1 N N N Enlink Midstream Llc 54930000GY1H533OBE23 EnLink Midstream LLC 29336T100 -15453.00000000 NS USD -186363.18000000 -0.05356072553 Short EC CORP US N 1 N N N BENSON HILL INC N/A Benson Hill Inc. N/A 187607.00000000 NC USD 403.36000000 0.000115925550 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 -140301.89000000 N N N Sps Commerce Inc 2549006XVF9GCCETDQ72 SPS Commerce, Inc. 78463M107 -318.00000000 NS USD -58448.40000000 -0.01679805372 Short EC CORP US N 1 N N N Aurora Technology Acquisition Corp N/A Aurora Technology Acquisition Corp. G06984135 63578.00000000 NC USD 5722.02000000 0.001644506939 N/A DE CORP US N 2 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 -4060.09000000 N N N Infosys Ltd 335800TYLGG93MM7PR89 Infosys, Ltd. 456788108 -8959.00000000 NS USD -177925.74000000 -0.05113580765 Short EC CORP IN N 1 N N N Pimco Dynamic Income Strategy Fund 549300BX5QVFQJENPV35 PIMCO Dynamic Income Strategy Fund 69346N107 254162.00000000 NS USD 4910409.84000000 1.411250407493 Long EC RF US N 1 N N N Dte Energy Co 549300IX8SD6XXD71I78 DTE Energy Co. 233331107 -649.00000000 NS USD -68417.58000000 -0.01966319325 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEW0 88000.00000000 PA USD 52648.38000000 0.015131129610 Long DBT CORP US N 2 2034-09-30 Variable 2.00000000 N N N N N N Eaton Vance California Municipal Income Trust 5493000EWT76UUJKIW67 Eaton Vance California Municipal Income Trust 27826F101 14728.00000000 NS USD 158031.44000000 0.045418191426 Long EC RF US N 1 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group G2119WAZ9 6500000.00000000 PA USD 73125.00000000 0.021016104441 Long DBT CORP KY N 2 2049-12-31 Fixed 11.50000000 Y Y N N N N Nuveen Real Asset Income And Growth Fund RQLXTE3CBG56EZF1BQ60 Nuveen Real Asset Income and Growth Fund 67074Y105 25.00000000 NS USD 292.75000000 0.000084136267 Long EC RF US N 1 N N N Harvey Gulf N/A Harvey Gulf Intl. Marine 933JZS903 24044.00000000 NS USD 661210.00000000 0.190031568106 Long EC CORP US N 2 N N N Cf Acquisition Corp Vii N/A CF Acquisition Corp. VII 12521H107 21449.00000000 NS USD 234223.08000000 0.067315647342 Long EC CORP US N 1 N N N Grayscale Ethereum Classic Trust 54930092HET8DVEQYD83 Grayscale Ethereum Classic Trust 38963Q107 1303987.00000000 NS USD 16448492.02000000 4.727291982186 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 772.78000000 0.000222096754 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 -10848.17000000 N N N Polestar Automotive Holding Uk Plc 894500HDA1DJKHYN4D83 Polestar Automotive Holding UK PLC 731105201 116698.00000000 NS USD 253234.66000000 0.072779570089 Long EC CORP GB N 1 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond AZ1688045 805000.00000000 PA 213037.87000000 0.061227023944 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 N/A -2528.00000000 NS -212686.07000000 -0.06112591672 Short EC CORP NL N 1 N N N N/A N/A Forward Contracts: EUR 02/08/2024 N/A 1.00000000 NC -3296946.00000000 -0.94754135349 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -3050000.00000000 EUR -3340624.00000000 USD 2024-02-08 43678.00000000 N N N J.P. Morgan N/A Recv Dplm Ln Trs:0182663 N/A 1.00000000 NC -390127.49000000 -0.11212253094 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Diploma PLC Diploma PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -310674.70000000 GBP 3590.13000000 N N N Papaya Growth Opportunity Corp I 549300U6L3FU6EKJUM40 Papaya Growth Opportunity Corp. I 69882P110 76584.00000000 NC USD 4595.04000000 0.001320613204 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 -10023.89000000 N N N Tortoise Pipeline & Energy Fund Inc 549300L8CO08RZOP4B19 Tortoise Pipeline & Energy Fund, Inc. 89148H207 7027.00000000 NS USD 202237.06000000 0.058122874186 Long EC RF US N 1 N N N Ix Acquisition Corp N/A IX Acquisition Corp. G5000D111 112.00000000 NC USD 2.90000000 0.000000833459 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 -1.55000000 N N N Engene Holdings Inc N/A Engene Holdings, Inc. 29286M113 7393.00000000 NC USD 5988.33000000 0.001721044358 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Engene Holdings Inc Engene Holdings Inc 1.00000000 11.50000000 USD 2028-08-28 XXXX 3038.04000000 N N N Fortune Rise Acquisition Corp N/A Fortune Rise Acquisition Corp. 34969G110 15616.00000000 NC USD 504.40000000 0.000144964418 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 -5512.12000000 N N N J.P. Morgan N/A Recv Nbi At Trs:bf1h4w4 N/A 1.00000000 NC 421021.21000000 0.121001377387 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 NB Global Corporate NPV NB Global Corporate NPV Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 637500.00000000 AUD 2788.22000000 N N N Arisz Acquisition Corp N/A Arisz Acquisition Corp. 040450116 34348.00000000 NC USD 4248.85000000 0.001221118295 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 -5495.43000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFU3 527000.00000000 PA USD 312084.13000000 0.089692891222 Long DBT CORP US N 2 2035-03-31 Variable 2.02200000 N N N N N N Brembo Spa 549300BLWVJN2BAT0A44 Brembo SpA N/A -5840.00000000 NS -72200.84000000 -0.02075050111 Short EC CORP IT N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc. 032654105 -313.00000000 NS USD -60208.68000000 -0.01730395770 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QGR9 80000.00000000 PA USD 51958.24000000 0.014932783568 Long DBT CORP US N 2 2030-07-31 Variable 5.65700000 N N N N N N Kairous Acquisition Corp Ltd N/A Kairous Acquisition Corp. ltd G52131136 13555.00000000 NC USD 1377.19000000 0.000395804018 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 2024-11-24 XXXX -1428.70000000 N N N J.P. Morgan N/A BioMerieux NPV N/A 1.00000000 NC -180584.22000000 -0.05189985405 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 -169439.40000000 EUR 2528.18000000 N N N J.P. Morgan N/A Transocean, Inc. CDS USD 6/27 N/A 1.00000000 NC USD 140997.34000000 0.040522595875 N/A DCR CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Transocean, Inc. Transocean, Inc. Y Underlying Performance 2027-06-20 135500.00000000 USD 0.00000000 USD 1632000.00000000 USD 5497.34000000 N N N Nogin Inc N/A Nogin, Inc. 65528N204 11264.00000000 NS USD 164.45000000 0.000047262883 Long EC CORP US N 1 N N N J.P. Morgan N/A Recv Mff At Trs:b1j87t9 N/A 1.00000000 NC 799792.69000000 0.229860194250 N/A DE CORP AU N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 MFF Capital Investments, Ltd. MFF Capital Investments, Ltd. Y Underlying Performance 2024-07-15 0.00000000 AUD 0.00000000 AUD 1193550.00000000 AUD 16762.12000000 N N N Volato Group Inc N/A Volato Group, Inc. 74349W112 20757.00000000 NC USD 2672.46000000 0.000768064252 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Volato Group Inc Volato Group Inc 1.00000000 11.50000000 USD 2028-12-03 XXXX -3826.32000000 N N N Bitcoin Depot Inc N/A Bitcoin Depot, Inc. 09174P113 116268.00000000 NC USD 13266.18000000 0.003812696402 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 2027-07-22 XXXX -6514.03000000 N N N Distoken Acquisition Corp N/A Distoken Acquisition Corp. G27740110 5419.00000000 NS USD 57874.92000000 0.016633235736 Long EC CORP KY N 1 N N N J.P. Morgan N/A Recv Ker Fp Trs:5505072 N/A 1.00000000 NC -152002.80000000 -0.04368556198 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 -141239.95000000 EUR 634.58000000 N N N Smx Security Matters Plc N/A SMX Security Matters PLC G8267K117 36580.00000000 NC USD 292.64000000 0.000084104653 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 253.00000000 USD 2028-03-07 XXXX -15936.12000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFV1 114000.00000000 PA USD 63678.92000000 0.018301303705 Long DBT CORP US N 2 2035-03-31 Variable 5.65700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEF7 66000.00000000 PA USD 39140.11000000 0.011248856610 Long DBT CORP US N 2 2034-04-30 Variable 5.65700000 N N N N N N Northview Acquisition Corp N/A NorthView Acquisition Corp. 66718N111 19197.00000000 NC USD 612.38000000 0.000175997839 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 -4470.61000000 N N N Nuveen California Quality Municipal Income Fund 549300ZT6V9X5U9BHR46 Nuveen California Quality Municipal Income Fund 67066Y105 39251.00000000 NS USD 433331.04000000 0.124539219068 Long EC RF US N 1 N N N Battery Future Acquisition Corp N/A Battery Future Acquisition Corp. G0888J124 36968.00000000 NC USD 2210.69000000 0.000635351684 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 -10152.15000000 N N N Snowflake Inc 254900CJNSY1K7T53Z16 Snowflake, Inc. 833445109 -1913.00000000 NS USD -374259.32000000 -0.10756202334 Short EC CORP US N 1 N N N Denali Capital Acquisition Corp 549300L7MIQ7V1UUZB95 Denali Capital Acquisition Corp. G6256B114 27621.00000000 NC USD 1532.97000000 0.000440575147 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 -1214.02000000 N N N Syntec Optics Holdings Inc N/A Syntec Optics Holdings, Inc. 87169M113 31515.00000000 NC USD 3025.44000000 0.000869510605 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Syntec Optics Holdings Inc Syntec Optics Holdings Inc 1.00000000 11.50000000 USD 2026-11-08 XXXX -5500.98000000 N N N Climaterock N/A ClimateRock G2311X134 23557.00000000 NC USD 2873.95000000 0.000825972422 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 115.61000000 N N N Inception Growth Acquisition Ltd N/A Inception Growth Acquisition, Ltd. 45333D120 7394.00000000 NC USD 1107.62000000 0.000318329676 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 -542.13000000 N N N Pearl Holdings Acquisition Corp N/A Pearl Holdings Acquisition Corp. G44525114 18484.00000000 NC USD 831.78000000 0.000239053338 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 -5129.31000000 N N N Sagaliam Acquisition Corp N/A Sagaliam Acquisition Corp. 78661R114 84310.00000000 NC USD 6007.09000000 0.001726435977 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 -14012.51000000 N N N Nuveen Pennsylvania Quality Municipal Income Fund 5493000C1CS4Q000GF67 Nuveen Pennsylvania Quality Municipal Income Fund 670972108 71523.00000000 NS USD 836819.10000000 0.240501574075 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Ausc Ln Trs:0295958 N/A 1.00000000 NC 1765427.59000000 0.507383393030 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 1396258.70000000 GBP -4049.14000000 N N N Goldman Sachs N/A Proctor & Gamble N/A 1.00000000 NC USD 290569.08000000 0.083509471900 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Proctor & Gamble Proctor & Gamble Y Underlying Performance 2027-12-20 254746.69000000 USD 0.00000000 USD -10061000.00000000 USD 35822.39000000 N N N Ukraine Government 6354001WLTJXOMEXPY07 Ukraine Government International Bond AP0744262 2011000.00000000 PA USD 477612.50000000 0.137265698223 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEL4 25000.00000000 PA USD 14536.13000000 0.004177679675 Long DBT CORP US N 2 2034-07-31 Variable 5.65700000 N N N N N N J.P. Morgan N/A Recv Vrla Fp Trs:bkt7807 N/A 1.00000000 NC -58345.46000000 -0.01676846880 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 -54745.96000000 EUR 818.25000000 N N N Mongodb Inc 549300TPTG69WKWE1Z37 MongoDB, Inc. 60937P106 -83.00000000 NS USD -33243.16000000 -0.00955407483 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 4079758.20000000 1.172521359688 Long EC CORP GB N 1 N N N Bny Mellon Municipal Income Inc 549300BKYDDROJTY1E24 BNY Mellon Municipal Income, Inc. 05589T104 6580.00000000 NS USD 42967.40000000 0.012348818680 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Alesk Fp Trs:5267639 N/A 1.00000000 NC -5057.66000000 -0.00145357006 N/A DE CORP FR N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Esker SA Esker SA Y Underlying Performance 2024-08-26 0.00000000 EUR 0.00000000 EUR -4650.00000000 EUR -32.43000000 N N N Icoreconnect Inc N/A iCoreConnect, Inc. 450958111 1112.00000000 NC USD 11.12000000 0.000003195884 N/A DE CORP US N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased FG Merger Corp FG Merger Corp 1.00000000 11.50000000 USD 2028-05-15 XXXX -131.23000000 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M102 -562.00000000 NS USD -219258.68000000 -0.06301488298 Short EC CORP US N 1 N N N Chicago Mercantile Exchange N/A S&P 500 Emini Future N/A -175.00000000 NC USD -42616875.00000000 -12.2480778936 N/A DE CORP US N 1 Goldman Sachs 784F5XWPLTWKTBV3E584 Short S&P500 EMINI FUT Mar24 SPX 2024-03-15 -42616875.00000000 USD -465642.43000000 N N N J.P. Morgan N/A Recv Supp Ln Trs:bvg1cf2 N/A 1.00000000 NC 11456.99000000 0.003292735704 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Schroders Capital Global Innovation Trust Schroders Capital Global Innovation Trust Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP 9430.59000000 GBP -494.38000000 N N N Pacira Biosciences Inc 549300P56LERYBDHCF69 Pacira BioSciences, Inc. 695127100 -4237.00000000 NS USD -138083.83000000 -0.03968525392 Short EC CORP US N 1 N N N Goldman Sachs N/A CommScope CDS USD 5Y 12/20/2028 N/A 1.00000000 NC USD 727206.83000000 0.208999038493 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 CommScope, Inc. CommScope, Inc. Y Underlying Performance 2028-12-20 523215.00000000 USD 0.00000000 USD 1650000.00000000 USD 203991.83000000 N N N Adtalem Global Education 549300Z467EZLMODV621 Adtalem Global Education, Inc. 00737WAA7 4195000.00000000 PA USD 3990493.75000000 1.146866781854 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 61796.19000000 0.017760207632 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 1825.83000000 0.000524743028 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 -4598.38000000 N N N J.P. Morgan N/A Recv Wgb At Trs:bf4k442 N/A 1.00000000 NC 351184.50000000 0.100930326567 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 524700.00000000 AUD 6954.15000000 N N N Metal Sky Star Acquisition Corp N/A Metal Sky Star Acquisition Corp. G6053N113 40420.00000000 NC USD 5523.39000000 0.001587420733 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 281.63000000 N N N Cardio Diagnostics Holdings Inc N/A Cardio Diagnostics Holdings, Inc. 14159C111 19933.00000000 NC USD 2591.29000000 0.000744736017 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 -4298.11000000 N N N J.P. Morgan N/A Recv Gns Ln Trs:0207458 N/A 1.00000000 NC -204200.54000000 -0.05868717778 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Genus PLC Genus PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -160849.60000000 GBP -356.06000000 N N N Archrock Inc 549300K3RIHMHDVFTL28 Archrock, Inc. 03957W106 -2988.00000000 NS USD -48823.92000000 -0.01403198088 Short EC CORP US N 1 N N N Dws Municipal Income Trust TEL2CK71Z3LE1OCHIB43 DWS Municipal Income Trust 233368109 4456.00000000 NS USD 40104.00000000 0.011525878325 Long EC RF US N 1 N N N Vgi Partners Global Investments Ltd 549300JHME36HG5U2Y72 VGI Partners Global Investments, Ltd. Q9395Z108 3653052.00000000 NS 4206017.48000000 1.208808241263 Long EC CORP AU N 1 N N N Concord Acquisition Corp Ii N/A Concord Acquisition Corp. II 20607U116 25741.00000000 NC USD 3603.74000000 0.001035713862 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 -9220.81000000 N N N Goldenstone Acquisition Ltd N/A Goldenstone Acquisition, Ltd. 38136Y102 5405.00000000 NS USD 58698.30000000 0.016869874917 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 2758125.92000000 0.792684613983 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 JPMorgan Mid Cap Investment Tr JPMorgan Mid Cap Investment Tr Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 2157859.60000000 GBP 23473.41000000 N N N J.P. Morgan N/A Recv Basc Ln Trs:0346340 N/A 1.00000000 NC 196299.65000000 0.056416464221 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 152442.33000000 GBP 3109.69000000 N N N Arverne Group Sa 894500FOM6WHY0KFW309 Arverne Group SA N/A 33822.00000000 NC 2193.08000000 0.000630290575 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 2193.08000000 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456B101 -9040.00000000 NS USD -152956.80000000 -0.04395974131 Short EC CORP US N 1 N N N Western Asset Intermediate Muni Fund 5493000MG5MROBD48K57 Western Asset Intermediate Muni Fund 958435109 18474.00000000 NS USD 143727.72000000 0.041307306320 Long EC RF US N 1 N N N Climaterock N/A ClimateRock G2311X118 11778.00000000 NC USD 405.75000000 0.000116612435 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 -649.24000000 N N N 24 Hour Fitness Worldwide Inc N/A 24 Hour Fitness Worldwide, Inc. N/A 292740.04000000 PA USD 131733.02000000 0.037860032912 Long LON CORP US N 2 2025-12-29 Floating 10.60975000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 Deere & Co. 244199105 -261.00000000 NS USD -102724.38000000 -0.02952295793 Short EC CORP US N 1 N N N J.P. Morgan N/A Recv Psny Trs:731105201 N/A 1.00000000 NC USD 1512490.00000000 0.434689200775 N/A DE CORP US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Polestar Automotive Holding UK PLC Polestar Automotive Holding UK PLC Y Underlying Performance 2024-10-31 0.00000000 USD 0.00000000 USD 1610070.00000000 USD -97580.00000000 N N N Aurora Technology Acquisition Corp N/A Aurora Technology Acquisition Corp. G06984127 63578.00000000 NC USD 642.14000000 0.000184550855 N/A DE CORP US N 2 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 -4083.61000000 N N N New Energy One Acquisition Corp Plc 213800NRR4DCRPRUZ804 New Energy One Acquisition Corp. PLC N/A 222976.00000000 NC 63579.87000000 0.018272836763 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 57766.24000000 N N N Ap Acquisition Corp N/A AP Acquisition Corp. G04058114 9857.00000000 NC USD 246.43000000 0.000070823912 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 -3071.80000000 N N N Inception Growth Acquisition Ltd N/A Inception Growth Acquisition, Ltd. 45333D112 2402.00000000 NC USD 120.22000000 0.000034551194 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 -450.83000000 N N N Achari Ventures Holdings Corp I 549300WXLNJWTBJTI395 Achari Ventures Holdings Corp. I 00444X119 38384.00000000 NC USD 867.48000000 0.000249313508 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 2026-08-05 XXXX -13604.29000000 N N N Goldman Sachs N/A British American Tobacco PLC N/A 1.00000000 NC 35333.91000000 0.010154955800 N/A DCR CORP GB N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Bat Intl Finance Bat Intl Finance Y Underlying Performance 2025-12-20 10156.14448100 EUR 0.00000000 EUR -2381000.00000000 EUR 24358.21000000 N N N Abrdn Healthcare Opportunities Fund 549300WT8EMZSV1XVW72 abrdn Healthcare Opportunities Fund 879105104 207.00000000 NS USD 3759.12000000 0.001080370031 Long EC RF US N 1 N N N Melexis Nv 549300QRPSGOJRPUFO80 Melexis NV N/A -2272.00000000 NS -196672.75000000 -0.05652369305 Short EC CORP BE N 1 N N N Blue Ocean Acquisition Corp 54930022IRZD99B5AQ81 Blue Ocean Acquisition Corp. G1330L105 32372.00000000 NS USD 354149.68000000 0.101782518465 Long EC CORP KY N 1 N N N Hcm Acquisition Corp N/A HCM ACQUISITION Corp. G4365A127 10493.00000000 NC USD 409.23000000 0.000117612586 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 -1175.00000000 N N N Genesis Growth Tech Acquisition Corp N/A Genesis Growth Tech Acquisition Corp. G3R23D128 6030.00000000 NC USD 120.60000000 0.000034660406 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 -1294.72000000 N N N Mfs High Income Municipal Trust 0G9TCUWY2FBUXSJY2691 MFS High Income Municipal Trust 59318D104 2068.00000000 NS USD 7403.44000000 0.002127746574 Long EC RF US N 1 N N N Morgan Stanley Fin Llc 5493003FCPSE9RKT4B56 Morgan Stanley Finance LLC 61766YAA9 10000.00000000 PA USD 6084.69000000 0.001748738195 Long DBT CORP US N 2 2036-04-28 Variable 5.65700000 N N N N N N Credicorp Ltd 529900UYAEYQCQ2BKB17 Credicorp, Ltd. G2519Y108 -961.00000000 NS USD -142641.23000000 -0.04099504939 Short EC CORP BM N 1 N N N Four Leaf Acquisition Corp N/A Four Leaf Acquisition Corp. 35088F115 3750.00000000 NC USD 122.06000000 0.000035080009 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Four Leaf Acquisition Corp Four Leaf Acquisition Corp 1.00000000 11.50000000 USD 2028-05-12 XXXX -19.45000000 N N N Wok Holdings Inc N/A Wok Holdings, Inc. 69345YAB0 7142970.97000000 PA USD 7097041.67000000 2.039687780681 Long LON CORP US N 2 2026-03-02 Floating 11.71266000 N N N N N N Aib Acquisition Corp N/A AIB Acquisition Corp. G0R45S117 41417.00000000 NC USD 5284.81000000 0.001518852908 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 -2249.78000000 N N N Fabrinet 5493004TETZ6IYF7CV44 Fabrinet G3323L100 -51.00000000 NS USD -10889.01000000 -0.00312949841 Short EC CORP KY N 1 N N N Shockwave Medical Inc 549300LDXO56IC5Y1538 Shockwave Medical, Inc. 82489T104 -591.00000000 NS USD -133713.75000000 -0.03842929415 Short EC CORP US N 1 N N N Rf Acquisition Corp N/A RF Acquisition Corp. 74954L112 19704.00000000 NC USD 348.76000000 0.000100233525 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 -2301.57000000 N N N Jd.com Inc 549300HVTWB0GJZ16V92 JD.com, Inc. 47215P106 -3742.00000000 NS USD -84382.10000000 -0.02425139181 Short EC CORP KY N 1 N N N Appian Corp 529900NIARIFW7HGU386 Appian Corp. 03782L101 -264.00000000 NS USD -8614.32000000 -0.00247575314 Short EC CORP US N 1 N N N Alternus Clean Energy Inc N/A Alternus Clean Energy, Inc. 184493112 49587.00000000 NC USD 1983.48000000 0.000570051594 N/A DE CORP US N 2 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 -6674.41000000 N N N Workday Inc 549300J0DYC0N31V7G13 Workday, Inc. 98138H101 -985.00000000 NS USD -286703.95000000 -0.08239863462 Short EC CORP US N 1 N N N Credit Suisse Ag ANGGYXNX0JLX3X63JN86 Credit Suisse AG 22546VH58 10000.00000000 PA USD 8052.12000000 0.002314177024 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 -67180.51000000 -0.01930765968 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 -513516.16000000 -0.14758440001 Short EC CORP TW N 1 N N N Morgan Stanley N/A Pfizer, Inc. N/A 1.00000000 NC USD 200531.19000000 0.057632607628 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 22216.73000000 N N N J.P. Morgan N/A European Smaller Companies Trust PLC N/A 1.00000000 NC 4864614.58000000 1.398088862644 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 European Smaller Companies/The European Smaller Companies/The Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 3826536.93000000 GBP 15249.59000000 N N N Abrdn Global Dynamic Dividend Fund 2549008871AD4OJQWG76 abrdn Global Dynamic Dividend Fund 00302M106 634.00000000 NS USD 5839.14000000 0.001678167194 Long EC RF US N 1 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 Alibaba Group Holding, Ltd. N/A 5963.00000000 NC USD 1878345.00000000 0.539835824918 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased ALIBABA GROUP HLDG SPONSORED ADS Alibaba Group Holding Ltd 100.00000000 75.00000000 USD 2024-03-15 XXXX 274137.89000000 N N N Onyx Acquisition Co I N/A Onyx Acquisition Co. I G6755Q117 24790.00000000 NC USD 681.73000000 0.000195929010 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 -12139.02000000 N N N Northview Acquisition Corp N/A NorthView Acquisition Corp. 66718N129 38482.00000000 NC USD 3848.20000000 0.001105971598 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 -6152.79000000 N N N Abrdn Healthcare Investors 549300SNASESIFOS6V75 abrdn Healthcare Investors 87911J103 22254.00000000 NS USD 381211.02000000 0.109559939973 Long EC RF US N 1 N N N Nuveen Massachusetts Quality Municipal Income Fund 549300RK5RSCWBBL2616 Nuveen Massachusetts Quality Municipal Income Fund 67061E104 788.00000000 NS USD 8400.08000000 0.002414180630 Long EC RF US N 1 N N N Goldman Sachs N/A International Business Machines N/A 1.00000000 NC USD 23.73000000 0.000006819995 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 International Business Machines International Business Machines Y Underlying Performance 2027-06-20 19.39000000 USD 0.00000000 USD -1000.00000000 USD 4.34000000 N N N N/A N/A Forward Contracts: CAD 02/08/2024 N/A 1.00000000 NC 223157.00000000 0.064135259061 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 222594.00000000 USD 300000.00000000 CAD 2024-02-08 563.00000000 N N N J.P. Morgan N/A Recv Smt Ln Trs:bldyk61 N/A 1.00000000 NC 4790846.57000000 1.376887957309 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Scottish Mortgage Investment Trust PLC Scottish Mortgage Investment Trust PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP 3810651.00000000 GBP -38386.21000000 N N N Morgan Stanley N/A Recv Big Ln Trs:bn2tr93 N/A 1.00000000 NC -945.72000000 -0.00027179966 N/A DE CORP GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Big Technologies plc Big Technologies plc Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -749.24000000 GBP 3.79000000 N N N EVERYWARE GLOBAL 549300CPPOE32YM1QQ27 Everyware Global 300439205 43777.00000000 NS USD 0.04000000 0.000000011495 Long EC CORP US N 3 N N N Pengana International Equities Ltd 549300CHRVZUD361YS09 Pengana International Equities, Ltd. Q7377W101 4054812.00000000 NS 2979386.49000000 0.856274839595 Long EC CORP AU N 1 N N N J.P. Morgan N/A Recv Soi Fp Trs:bz6t5c2 N/A 1.00000000 NC -98770.17000000 -0.02838651908 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 -91158.75000000 EUR -255.32000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFQ2 175000.00000000 PA USD 101584.53000000 0.029195365362 Long DBT CORP US N 2 2035-01-30 Variable 5.68400000 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 1862494.08000000 0.535280274966 Long EC RF US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 -618.00000000 NS USD -95913.60000000 -0.02756554167 Short EC CORP US N 1 N N N Kairous Acquisition Corp Ltd N/A Kairous Acquisition Corp. ltd G52131128 6746.00000000 NC USD 56.67000000 0.000016286942 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 -1539.29000000 N N N Ross Acquisition Corp Ii N/A Ross Acquisition Corp. II G7641C114 28225.00000000 NC USD 1721.73000000 0.000494824717 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 -10671.52000000 N N N Valuence Merger Corp I N/A Valuence Merger Corp. I G9R16L118 60778.00000000 NC USD 2188.01000000 0.000628833458 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 -7429.16000000 N N N J.P. Morgan N/A Recv Expn Ln Trs:b19nlv4 N/A 1.00000000 NC -118460.18000000 -0.03404542242 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Experian PLC Experian PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -92368.52000000 GBP -1401.68000000 N N N Blackrock New York Municipal Income Trust PJKTUMDJPIZ89SB71052 BlackRock New York Municipal Income Trust 09248L106 2297.00000000 NS USD 24210.38000000 0.006958056405 Long EC RF US N 1 N N N Interpump Group Spa 815600C79D0F31F4D395 Interpump Group SpA N/A -1239.00000000 NS -61646.72000000 -0.01771724999 Short EC CORP IT N 1 N N N Gigcapital5 Inc 549300EQ1NNV387FGF92 GigCapital5, Inc. 37519U117 3954.00000000 NC USD 96.08000000 0.000027613364 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 -961.52000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 -97.00000000 NS USD -17886.80000000 -0.00514066129 Short EC CORP US N 1 N N N Nuveen New York Quality Municipal Income Fund 549300B795LQBEIHRS62 Nuveen New York Quality Municipal Income Fund 67066X107 1060.00000000 NS USD 11660.00000000 0.003351080721 Long EC RF US N 1 N N N Tortoise Midstream Energy Fund Inc 549300YD59DIX0JIF033 Tortoise Midstream Energy Fund, Inc. 89148B200 50952.00000000 NS USD 1772110.56000000 0.509304076729 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 193833.32000000 0.055707641673 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 152950.00000000 GBP 0.00000000 N N N Morgan Stanley N/A Britol-Myers Squibb N/A 1.00000000 NC USD 488024.70000000 0.140258161575 N/A DCR CORP US N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Britol-Mysers Squibb Britol-Mysers Squibb Y Underlying Performance 2028-06-20 510546.34000000 USD 0.00000000 USD -17365000.00000000 USD -22521.64000000 N N N Pdd Holdings Inc 5493000573DS7005T657 PDD Holdings, Inc. 722304102 -3852.00000000 NS USD -488703.24000000 -0.14045317378 Short EC CORP KY N 1 N N N Doordash Inc 549300NUQ43FGGSK5051 DoorDash, Inc. 25809K105 -2486.00000000 NS USD -259041.20000000 -0.07444836805 Short EC CORP US N 1 N N N Watsco Inc 549300F1Y3LN5BX5WN75 Watsco, Inc. 942622200 -110.00000000 NS USD -43007.80000000 -0.01236042962 Short EC CORP US N 1 N N N Miller/howard High Dividend Fund 549300ZCY8ROSDMUUZ28 Miller/Howard High Dividend Fund 600379101 293928.00000000 NS USD 3100940.40000000 0.891209399155 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 4806.05000000 0.001381257418 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 -8424.86000000 N N N Integrated Wellness Acquisition Corp N/A Integrated Wellness Acquisition Corp. G4828B118 1475.00000000 NC USD 44.25000000 0.000012717437 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 -497.58000000 N N N Centerpoint Energy Inc 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189T107 -1383.00000000 NS USD -38641.02000000 -0.01110541828 Short EC CORP US N 1 N N N Doximity Inc N/A Doximity, Inc. 26622P107 -4288.00000000 NS USD -115561.60000000 -0.03321237135 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEH3 460000.00000000 PA USD 268319.38000000 0.077114914376 Long DBT CORP US N 2 2034-06-30 Variable 5.65700000 N N N N N N Vast Solar Pty Ltd N/A Vast Solar Pty, Ltd. Q9379E113 87846.00000000 NC USD 6149.22000000 0.001767284099 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Vast Solar Pty Ltd Vast Solar Pty Ltd 1.00000000 11.50000000 USD 2028-06-29 XXXX -45067.00000000 N N N J.P. Morgan N/A Recv Icp Ln Trs:byt1dj1 N/A 1.00000000 NC -265224.67000000 -0.07622549559 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Intermediate Capital Group PLC Intermediate Capital Group PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -205416.54000000 GBP -4900.57000000 N N N J.P. Morgan N/A Recv Bowl Ln Trs:bd0nvk6 N/A 1.00000000 NC -303.14000000 -0.00008712235 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 -233.60000000 GBP -7.10000000 N N N Pioneer Municipal High Income Advantage Fund Inc UE8ZNXHQH48NNA19I459 Pioneer Municipal High Income Advantage Fund, Inc. 723762100 961.00000000 NS USD 7630.34000000 0.002192957570 Long EC RF US N 1 N N N Netease Inc 5299004AF4DSJDB0PA32 NetEase, Inc. 64110W102 -2396.00000000 NS USD -233945.44000000 -0.06723585368 Short EC CORP KY N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QEP5 161000.00000000 PA USD 96674.22000000 0.027784143648 Long DBT CORP US N 2 2034-08-29 Variable 5.65700000 N N N N N N Pono Capital Two Inc N/A Pono Capital Two, Inc. 73245B115 9738.00000000 NC USD 340.83000000 0.000097954446 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 -243.32000000 N N N Asml Holding Nv 724500Y6DUVHQD6OXN27 ASML Holding NV N/A -970.00000000 NS -836732.84000000 -0.24047678297 Short EC CORP NL N 1 N N N Powerup Acquisition Corp N/A PowerUp Acquisition Corp. G7207P129 70545.00000000 NC USD 3527.25000000 0.001013730658 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 -10444.72000000 N N N Barclays N/A RR Donnelley & Sons N/A 1.00000000 NC USD -122342.33000000 -0.03516115124 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 100586.18000000 N N N Ellsworth Growth And Income Fund Ltd 549300GYFOXHCDQTI772 Ellsworth Growth and Income Fund, Ltd. 289074106 85672.00000000 NS USD 677665.52000000 0.194760879927 Long EC RF US N 1 N N N Futuretech Ii Acquisition Corp N/A FutureTech II Acquisition Corp. 36119D111 48383.00000000 NC USD 1245.86000000 0.000358059813 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 -5685.82000000 N N N J.P. Morgan N/A Recv Emg Ln Trs:bj1dlw9 N/A 1.00000000 NC -154366.79000000 -0.04436497204 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Man Group PLC Man Group PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -117851.96000000 GBP -5013.16000000 N N N J.P. Morgan N/A Recv Dscv Ln Trs:0005588 N/A 1.00000000 NC -5116.84000000 -0.00147057837 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 DiscoverIE Group PLC DiscoverIE Group PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -4027.30000000 GBP -13.05000000 N N N J.P. Morgan N/A Recv Bby Ln Trs:0096162 N/A 1.00000000 NC -66957.06000000 -0.01924344021 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 -53980.29000000 GBP 1452.09000000 N N N J.P. Morgan N/A Recv Sk Fp Trs:4792132 N/A 1.00000000 NC -3802.43000000 -0.00109281731 N/A DE CORP FR N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 SEB SA SEB SA Y Underlying Performance 2024-08-26 0.00000000 EUR 0.00000000 EUR -3416.20000000 EUR -110.56000000 N N N Fat Projects Acquisition Corp N/A Fat Projects Acquisition Corp. N/A 4886.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Zoomcar Holdings Inc 549300U6QXNGB66F1K14 Zoomcar Holdings, Inc. 45784G119 71433.00000000 NC USD 5000.31000000 0.001437087688 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Zoomcar Holdings Inc Zoomcar Holdings Inc 1.00000000 11.50000000 USD 2028-07-01 XXXX -28397.97000000 N N N Pioneer Municipal High Income Fund Trust 1SKUXW31ZFWF61CETQ82 Pioneer Municipal High Income Fund Trust 723763108 108304.00000000 NS USD 933580.48000000 0.268310767483 Long EC RF US N 1 N N N Star Holdings 549300NXTGWF12PTMW64 Star Holdings 85512G106 188549.00000000 NS USD 2185282.91000000 0.628049693959 Long EC CORP US N 1 N N N J.P. Morgan N/A Recv Four Ln Trs:0664097 N/A 1.00000000 NC -473117.43000000 -0.13597381636 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 4imprint Group PLC 4imprint Group PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -376057.50000000 GBP 3459.72000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QED2 276000.00000000 PA USD 164256.98000000 0.047207409872 Long DBT CORP US N 2 2034-03-31 Variable 5.65700000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard, Inc. 57636Q104 -152.00000000 NS USD -68282.96000000 -0.01962450350 Short EC CORP US N 1 N N N Cts Eventim Ag & Co Kgaa 529900FDHSN08UBJII80 CTS Eventim AG & Co. KGaA N/A -378.00000000 NS -25511.01000000 -0.00733185710 Short EC CORP DE N 1 N N N N/A N/A Forward Contracts: AUD 02/08/2024 N/A 1.00000000 NC -24393388.00000000 -7.01065285319 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A -37175000.00000000 AUD -24950544.00000000 USD 2024-02-08 557156.00000000 N N N Adyen Nv 724500973ODKK3IFQ447 Adyen NV N/A -75.00000000 NS -94928.30000000 -0.02728236673 Short EC CORP NL Y 1 N N N Blue Ocean Acquisition Corp 54930022IRZD99B5AQ81 Blue Ocean Acquisition Corp. G1330L121 16257.00000000 NC USD 360.09000000 0.000103489764 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 -5264.02000000 N N N Leddartech Holdings Inc N/A LeddarTech Holdings, Inc. 52328E113 21521.00000000 NC USD 1936.89000000 0.000556661641 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased LeddarTech Holdings Inc LeddarTech Holdings Inc 1.00000000 11.50000000 USD 2028-12-21 XXXX -7396.33000000 N N N Infineon Technologies Ag TSI2PJM6EPETEQ4X1U25 Infineon Technologies AG N/A -3491.00000000 NS -126649.81000000 -0.03639911978 Short EC CORP DE N 1 N N N J.P. Morgan N/A Recv Crst Ln Trs:b8vzxt9 N/A 1.00000000 NC -51105.40000000 -0.01468767759 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Crest Nicholson Holdings plc Crest Nicholson Holdings plc Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -40095.16000000 GBP -292.86000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933Y105 -2789.00000000 NS USD -336855.42000000 -0.09681215300 Short EC CORP US N 1 N N N Atlantica Sustainable Infrastructure Plc 549300ITBBGKJ651R879 Atlantica Sustainable Infrastructure PLC G0751N103 -81.00000000 NS USD -1553.58000000 -0.00044649845 Short EC CORP GB N 1 N N N Global Blockchain Acquisition Corp N/A Global Blockchain Acquisition Corp. 37961B120 40470.00000000 NC USD 566.58000000 0.000162834932 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 -2079.35000000 N N N J.P. Morgan N/A Recv Gaw Ln Trs:0371847 N/A 1.00000000 NC -116990.17000000 -0.03362294196 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Games Workshop Group PLC Games Workshop Group PLC Y Underlying Performance 2024-04-29 0.00000000 GBP 0.00000000 GBP -93106.80000000 GBP 1003.95000000 N N N Dhc Acquisition Corp N/A DHC Acquisition Corp. G2758T117 25249.00000000 NC USD 705.71000000 0.000202820855 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 -8576.31000000 N N N Commscope Inc 549300Z6K4JXMFE8QY54 CommScope, Inc. 20338QAA1 2958000.00000000 PA USD 1405050.00000000 0.403810974981 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N Blackrock Virginia Municipal Bond Trust 4IZPPYU1X29MB3106N40 BlackRock Virginia Municipal Bond Trust 092481100 105.00000000 NS USD 1131.90000000 0.000325307741 Long EC RF US N 1 N N N J.P. Morgan N/A Recv Kpc Ln Trs:bk96bb6 N/A 1.00000000 NC 2738927.49000000 0.787166990598 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 2024-04-30 0.00000000 GBP 0.00000000 GBP 2186189.40000000 GBP -31627.33000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFB5 32000.00000000 PA USD 19097.98000000 0.005488754082 Long DBT CORP US N 2 2034-10-08 Variable 5.65700000 N N N N N N Goldman Sachs N/A Target Corp N/A 1.00000000 NC USD 215296.07000000 0.061876029989 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Target Corp Target Corp Y Underlying Performance 2027-12-20 154904.69000000 USD 0.00000000 USD -7957000.00000000 USD 60391.38000000 N N N Eaton Vance New York Municipal Bond Fund 5493003LD9U89XVQ7W91 Eaton Vance New York Municipal Bond Fund 27827Y109 144910.00000000 NS USD 1418668.90000000 0.407725043012 Long EC RF US N 1 N N N Mercadolibre Inc 549300DKPDN9M5S8GB14 MercadoLibre, Inc. 58733R102 -639.00000000 NS USD -1093846.59000000 -0.31437120243 Short EC CORP US N 1 N N N Western Midstream Partners Lp L6D8A6MLSY454J2JXJ60 Western Midstream Partners LP 958669103 -8228.00000000 NS USD -236390.44000000 -0.06793854599 Short EC CORP US N 1 N N N Digital Health Acquisition Corp N/A Digital Health Acquisition Corp. 253893119 17736.00000000 NC USD 1950.96000000 0.000560705355 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 2028-11-04 XXXX -5220.24000000 N N N J.P. Morgan N/A Recv Vsvs Ln Trs:b82yxw8 N/A 1.00000000 NC -26871.03000000 -0.00772272646 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Vesuvius PLC Vesuvius PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -21238.86000000 GBP 44.95000000 N N N Aerovironment Inc 529900PGHVI29YLZ6221 AeroVironment, Inc. 008073108 -312.00000000 NS USD -37639.68000000 -0.01081763344 Short EC CORP US N 1 N N N Blackrock Health Sciences Term Trust 549300FGMK4EGHSK8N86 BlackRock Health Sciences Term Trust 09260E105 19805.00000000 NS USD 305195.05000000 0.087712971566 Long EC RF US N 1 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250N105 -9217.00000000 NS -327285.94000000 -0.09406188714 Short EC CORP CA N 1 N N N J.P. Morgan N/A Recv Futr Ln Trs:byzn904 N/A 1.00000000 NC -44907.23000000 -0.01290632527 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Future PLC Future PLC Y Underlying Performance 2024-04-30 0.00000000 GBP 0.00000000 GBP -35881.44000000 GBP 565.27000000 N N N Eureking Sa 96950078TLFWTM2QE234 Eureking SA N/A 59955.00000000 NC 3887.59000000 0.001117292273 N/A DE CORP FR N 2 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased EUREKING EUREKING 1.00000000 11.50000000 EUR 2027-05-12 XXXX 3255.99000000 N N N Nubia Brand International Corp N/A Nubia Brand International Corp. 67022R111 29262.00000000 NC USD 3786.50000000 0.001088239035 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 -305.50000000 N N N Kayne Anderson Energy Infrastructure Fund 549300H9ZCLGQEKXQY57 Kayne Anderson Energy Infrastructure Fund 486606106 17515.00000000 NS USD 151504.75000000 0.043542422555 Long EC RF US N 1 N N N Fintech Ecosystem Development Corp N/A Fintech Ecosystem Development Corp. 318136124 54704.00000000 NC USD 6457.81000000 0.001855972778 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 -6169.56000000 N N N Chain Bridge I N/A Chain Bridge I G2061X110 33367.00000000 NC USD 1334.68000000 0.000383586656 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 -11509.00000000 N N N China Evergrande Group 549300CUF7B1LAB15T90 China Evergrande Group G2119WAC0 10811000.00000000 PA USD 121623.75000000 0.034954631556 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 177852.00000000 NS USD 2288955.24000000 0.657845092454 Long EC CORP KY N 1 N N N Investcorp Europe Acquisition Corp I N/A Investcorp Europe Acquisition Corp. I G4923T105 25441.00000000 NS USD 282267.90000000 0.081123715102 Long EC CORP KY N 1 N N N J.P. Morgan N/A Recv Bwy Ln Trs:0090498 N/A 1.00000000 NC -5806.26000000 -0.00166871749 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Bellway PLC Bellway PLC Y Underlying Performance 2024-08-27 0.00000000 GBP 0.00000000 GBP -4448.80000000 GBP -168.30000000 N N N Nvni Group Ltd N/A Nvni Group, Ltd. G50716110 15665.00000000 NC USD 396.32000000 0.000113902256 N/A DE CORP US N 1 THE BANK OF NEW YORK MELLON CORPORATION WFLLPEPC7FZXENRZV188 Call Purchased Nvni Group Ltd Nvni Group Ltd 1.00000000 11.50000000 USD 2028-11-01 XXXX -8206.58000000 N N N J.P. Morgan N/A Recv Mgns Ln Trs:0808561 N/A 1.00000000 NC -15414.22000000 -0.00443004249 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 -12055.65000000 GBP -136.11000000 N N N J.P. Morgan N/A Recv Brsc Ln Trs:0643610 N/A 1.00000000 NC 2139482.74000000 0.614886737977 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 BlackRock Smaller Cos Trust PLC BlackRock Smaller Cos Trust PLC Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 1693277.60000000 GBP -6405.64000000 N N N Servicenow Inc 549300HJTQM36M0E1G39 ServiceNow, Inc. 81762P102 -9.00000000 NS USD -6888.60000000 -0.00197978170 Short EC CORP US N 1 N N N Kernel Group Holdings Inc N/A Kernel Group Holdings, Inc. G5259L129 1326.00000000 NC USD 53.04000000 0.000015243681 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 -250.87000000 N N N Benson Hill Inc N/A Benson Hill, Inc. 082490103 136711.00000000 NS USD 23541.63000000 0.006765857843 Long EC CORP US N 1 N N N J.P. Morgan N/A Recv Elis Fp Trs:bvss790 N/A 1.00000000 NC -81231.58000000 -0.02334593325 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 -74356.20000000 EUR -875.17000000 N N N Fat Projects Acquisition Corp N/A Fat Projects Acquisition Corp. G3400W110 37947.00000000 NC USD 417.42000000 0.000119966390 N/A DE CORP US N 2 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 -14573.92000000 N N N Barclays N/A AT&T, Inc. CDS USD SR 2Y 06/25 N/A 1.00000000 NC USD 17535.51000000 0.005039700644 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 AT&T, Inc. AT&T, Inc. Y Underlying Performance 2025-06-20 11223.73000000 USD 0.00000000 USD -2249000.00000000 USD 6311.78000000 N N N Peloton Interactive Inc 5493002YS021166W0339 Peloton Interactive, Inc. 70614EAD2 3969874.06000000 PA USD 4016202.49000000 1.154255466502 Long LON CORP US N 2 2027-05-25 Floating 12.47700000 N N N N N N Mainstay Cbre Global Infrastructure Megatrends Term Fund 549300TWA0SUTWA4FE65 MainStay CBRE Global Infrastructure Megatrends Term Fund 56064Q107 74080.00000000 NS USD 957854.40000000 0.275287085266 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 295.07000000 0.000084803035 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 -2305.65000000 N N N Destra Multi-alternative Fund 549300SP0KUS5HR5P569 Destra Multi-Alternative Fund 25065A502 56768.00000000 NS USD 416109.44000000 0.119589736070 Long EC RF US N 1 N N N Nextera Energy Partners Lp 5493008F4ZOQFNG3WN54 NextEra Energy Partners LP 65341B106 -1951.00000000 NS USD -58237.35000000 -0.01673739801 Short EC CORP US N 1 N N N N/A N/A AMERICAN AIRLINES, INC., TL N/A 5000000.00000000 PA USD 5000525.00000000 1.437149479142 Long LON CORP US N 2 2029-05-17 Floating 8.86938000 N N N N N N Broad Capital Acquisition Corp 549300LQ2W8Q2EETCL11 Broad Capital Acquisition Corp. 11125B110 53360.00000000 NC USD 9604.80000000 0.002760416819 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 -1239.29000000 N N N Staar Surgical Co 5299006LRHI7OJ8BY308 STAAR Surgical Co. 852312305 -7346.00000000 NS USD -205761.46000000 -0.05913578575 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 2052368.28000000 0.589850066665 Long EC RF US N 1 N N N Mplx Lp 5493000CZJ19CK4P3G36 MPLX LP 55336V100 -17554.00000000 NS USD -676706.70000000 -0.19448531532 Short EC CORP US N 1 N N N Proshares Bitcoin Strategy Etf 5493004OXDRSMIZWPA26 ProShares Bitcoin Strategy ETF 74347G440 -555648.00000000 NS USD -11401896.96000000 -3.27690198075 Short EC RF US N 1 N N N J.P. Morgan N/A Recv Byit Ln Trs:bmh18q1 N/A 1.00000000 NC -94895.82000000 -0.02727303198 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 -74253.06000000 GBP -795.02000000 N N N Labl Inc 5493004FUZN8R6Y3VB98 LABL, Inc. 50168EAN2 3445000.00000000 PA USD 3279398.85000000 0.942498307513 Long LON CORP US N 2 2028-10-29 Floating 10.43260000 N N N N N N Bellevue Life Sciences Acquisi N/A Bellevue Life Sciences Acquisi 079174116 14638.00000000 NC USD 188.83000000 0.000054269688 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 -594.33000000 N N N Screaming Eagle Acquisition Corp N/A Screaming Eagle Acquisition Corp. G79407105 35534.00000000 NS USD 377371.08000000 0.108456342297 Long EC CORP KY N 1 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 Palo Alto Networks, Inc. 697435105 -43.00000000 NS USD -14555.93000000 -0.00418337018 Short EC CORP US N 1 N N N Barclays N/A Transocean, Inc. CDS USD 6/27 N/A 1.00000000 NC USD 39137.13000000 0.011248000158 N/A DCR CORP US N 2 Barclays AC28XWWI3WIBK2824319 Transocean, Inc. Transocean, Inc. Y Underlying Performance 2027-06-20 47565.00000000 USD 0.00000000 USD 453000.00000000 USD -8427.87000000 N N N Granite Ridge Resources Inc 254900CAHJQKOQ1YZC67 Granite Ridge Resources, Inc. 387432107 33264.00000000 NS USD 182286.72000000 0.052389152079 Long EC CORP US N 1 N N N Neuberger Berman Municipal Fund Inc 549300IIZWX8QVUHXO20 Neuberger Berman Municipal Fund, Inc. 64124P101 1548.00000000 NS USD 15843.78000000 0.004553497917 Long EC RF US N 1 N N N Goldman Sachs N/A Pfizer, Inc. N/A 1.00000000 NC USD 250547.64000000 0.072007321296 N/A DCR CORP US N 2 Goldman Sachs 784F5XWPLTWKTBV3E584 Pfizer, Inc. Pfizer, Inc. Y Underlying Performance 2027-12-20 228364.12000000 USD 0.00000000 USD -9152000.00000000 USD 22183.52000000 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 Illumina, Inc. 452327109 -121.00000000 NS USD -17304.21000000 -0.00497322508 Short EC CORP US N 1 N N N J.P. Morgan N/A Hipgnosis Songs Fund Ltd TRS N/A 1.00000000 NC 1008913.82000000 0.289961548219 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Hipgnosis Songs Fund Ltd Hipgnosis Songs Fund Ltd Y Underlying Performance 2025-01-31 0.00000000 GBP 0.00000000 GBP 811112.96000000 GBP -19008.52000000 N N N Moderna Inc 549300EI6OKH5K5Q2G38 Moderna, Inc. 60770K107 -835.00000000 NS USD -84376.75000000 -0.02424985422 Short EC CORP US N 1 N N N Cactus Acquisition Corp 1 Ltd N/A Cactus Acquisition Corp. 1, Ltd. G1745A124 21180.00000000 NC USD 910.74000000 0.000261746419 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 -9992.85000000 N N N J.P. Morgan N/A Recv Mct Ln Trs:b15pv03 N/A 1.00000000 NC 1649.63000000 0.000474103198 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Middlefield Canadian Income PLC Middlefield Canadian Income PLC Y Underlying Performance 2024-05-03 0.00000000 GBP 0.00000000 GBP 1292.00000000 GBP 12.28000000 N N N Stone Ridge Opportunities Fund LP N/A Stone Ridge Opportunities Fund LP N/A 29527.00000000 NS USD 39566180.00000000 11.37130900828 Long EC CORP KY N N/A N N N Recursion Pharmaceuticals Inc N/A Recursion Pharmaceuticals, Inc. 75629V104 -16329.00000000 NS USD -153655.89000000 -0.04416065958 Short EC CORP US N 1 N N N N/A N/A Forward Contracts: GBP 02/08/2024 N/A 1.00000000 NC 342186.00000000 0.098344160197 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 343575.00000000 USD 270000.00000000 GBP 2024-02-08 -1389.00000000 N N N N/A N/A Forward Contracts: GBP 02/08/2024 N/A 1.00000000 NC 7604122.00000000 2.185422524962 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. N/A 7650678.00000000 USD 6000000.00000000 GBP 2024-02-08 -46556.00000000 N N N Uber Technologies Inc 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353T100 -1375.00000000 NS USD -89746.25000000 -0.02579304701 Short EC CORP US N 1 N N N Western Asset Managed Municipals Fund Inc 549300HVO8EY2T8K4F73 Western Asset Managed Municipals Fund, Inc. 95766M105 2791.00000000 NS USD 28217.01000000 0.008109560741 Long EC RF US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 Constellation Energy Corp. 21037T109 -15.00000000 NS USD -1830.00000000 -0.00052594148 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61760QFZ2 25000.00000000 PA USD 16987.58000000 0.004882225716 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 278217.72000000 0.079959694509 Long EC RF US N 1 N N N Blackrock Capital Allocation Term Trust 5493007LDARS47M53X11 BlackRock Capital Allocation Term Trust 09260U109 67260.00000000 NS USD 1029750.60000000 0.295950032933 Long EC RF US N 1 N N N J.P. Morgan N/A Edinburgh Worldwide Investment Trust PLC N/A 1.00000000 NC 15717194.42000000 4.517117257544 N/A DE CORP GB N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Edinburgh Worldwide Investment Edinburgh Worldwide Investment Y Underlying Performance 2024-10-31 0.00000000 GBP 0.00000000 GBP 12618536.67000000 GBP -274259.77000000 N N N Jpmorgan Mid Cap Investment Trust Plc/fund 549300QED7IGEP4UFN49 JPMorgan Mid Cap Investment Trust PLC G519AL104 3263.00000000 NS 38870.84000000 0.011171468487 Long EC CORP GB N 1 N N N 2024-03-01 Saba Capital Income & Opportunities Fund Troy Statczar Troy Statczar Principal Financial Officer XXXX NPORT-EX 2 fp0087740-1_nportex.htm

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Principal Amount   Fair Value 
CORPORATE BONDS - 12.46%        
Communications - 3.89%        
         
AMC Entertainment Holdings Inc, 7.50%, 02/15/2029  $6,890,000   $4,444,050 
Charter Communications Operating Capital, 3.500%, 03/01/2042   5,000,000    3,453,290 
CommScope Inc, 8.25%, 03/01/2027   2,958,000    1,405,050 
Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026(a)   2,000,000    145,000 
DISH Network Corp, 11.75%, 11/15/2027   2,000,000    2,082,500 
Level 3 Financing Inc, 10.50%, 05/15/2030   2,000,000    1,990,000 
         13,519,890 
Consumer Discretionary - 1.91%          
           
Adtalem Global Education, Inc., 5.500%, 03/01/2028(a)   4,195,000    3,990,494 
RR Donnelley & Sons Co., 8.250%, 07/01/2027(a)   935,000    926,557 
RR Donnelley & Sons Co., 9.750%, 07/31/2028(a)   1,730,000    1,734,325 
         6,651,376 
Consumer Staples - 3.14%          
           
Altria Group, Inc., 4.250%, 08/09/2042   10,614,000    8,708,129 
BAT Capital Corp., 3.7340%, 09/25/2040   3,000,000    2,224,334 
         10,932,463 
Energy - 0.95%          
           
Transocean Inc., 7.450%, 04/15/2027   3,573,000    3,322,890 
           
Financials - 1.52%          
           
Credit Suisse AG, 0.000% (Variable Rate), 07/31/2030(h)   10,000    8,052 
Credit Suisse AG, 0.000% (Variable Rate), 10/30/2030(h)   420,000    273,147 
Morgan Stanley, 0.000% (Variable Rate), 04/30/2030(h)   25,000    16,988 
Morgan Stanley, 0.000% (Variable Rate), 07/31/2030(h)   80,000    51,958 
Morgan Stanley, 0.000% (Variable Rate), 10/30/2030(h)   80,000    53,857 
Morgan Stanley, 0.000% (Variable Rate), 09/26/2033(h)   428,000    254,783 
Morgan Stanley, 0.000% (Variable Rate), 10/31/2033(h)   266,000    158,599 
Morgan Stanley, 0.000% (Variable Rate), 02/28/2034(h)   478,000    286,114 
Morgan Stanley, 0.000% (Variable Rate), 03/31/2034(h)   302,000    179,398 
Morgan Stanley, 0.000% (Variable Rate), 04/30/2034(h)   66,000    39,140 
Morgan Stanley, 0.000% (Variable Rate), 05/30/2034(h)   89,000    54,341 
Morgan Stanley, 0.000% (Variable Rate), 06/30/2034(h)   460,000    268,319 
Morgan Stanley, 0.000% (Variable Rate), 07/31/2034(h)   25,000    14,536 
Morgan Stanley, 0.000% (Variable Rate), 08/29/2034(h)   171,000    102,684 
Morgan Stanley, 0.000% (Variable Rate), 09/30/2034(h)   319,000    191,138 
Morgan Stanley, 0.000% (Variable Rate), 10/08/2034(h)   32,000    19,098 
Morgan Stanley, 0.000% (Variable Rate), 10/31/2034(h)   641,000    376,965 
Morgan Stanley, 0.000% (Variable Rate), 11/28/2034(h)   256,000    153,927 
Morgan Stanley, 0.000% (Variable Rate), 01/30/2035(h)   244,000    142,944 
Morgan Stanley, 0.000% (Variable Rate), 02/27/2035(h)   36,000    20,850 
Morgan Stanley, 0.000% (Variable Rate), 03/31/2035(h)   641,000    375,763 
Morgan Stanley, 0.000% (Variable Rate), 02/29/2036(h)   61,000    34,764 
Morgan Stanley, 0.000% (Variable Rate), 04/28/2036(h)   10,000    6,085 
Morgan Stanley, 0.000% (Variable Rate), 06/30/2036(h)   40,000    24,197 
Morgan Stanley, 0.000% (Variable Rate), 08/31/2036(h)   2,289,000    1,423,282 
Morgan Stanley, 0.000% (Variable Rate), 09/30/2036(h)   40,000    24,323 
Morgan Stanley, 0.000% (Variable Rate), 11/29/2036(h)   103,000    61,795 
Morgan Stanley, 0.000% (Variable Rate), 01/31/2037(h)   224,000    133,552 
Morgan Stanley, 0.000% (Variable Rate), 03/31/2037(h)   747,000    453,239 
Morgan Stanley, 0.000% (Variable Rate), 04/28/2037(h)   40,000    23,654 

 

Annual Report | January 31, 2024 19

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Principal Amount   Fair Value 
Morgan Stanley, 0.000% (Variable Rate), 05/31/2037(h)  $25,000   $16,065 
Morgan Stanley, 0.000% (Variable Rate), 08/31/2037(h)   58,000    34,715 
         5,278,272 
Leisure Facilities & Services - 0.03%          
           
Selina Hospitality PLC, 6.000%, 11/01/2026(a)   7,539,000    117,608 
           
Materials - 0.25%          
           
Cleveland-Cliffs Steel Corp., 7.000%, 03/15/2027   880,000    875,600 
           
Real Estate - 0.60%          
           
China Evergrande Group, 8.250%, 03/23/2022(b)(e)   13,307,000    149,704 
China Evergrande Group, 9.500%, 04/11/2022(b)(e)   2,253,000    25,346 
China Evergrande Group, 11.500%, 01/22/2023(b)(e)   6,500,000    73,125 
China Evergrande Group, 10.000%, 04/11/2023(b)(e)   7,018,000    78,953 
China Evergrande Group, 7.500%, 06/28/2023(b)(e)   15,065,000    169,481 
China Evergrande Group, 12.000%, 01/22/2024(b)(e)   5,701,000    64,136 
China Evergrande Group, 9.500%, 03/29/2024(b)(e)   10,811,000    121,624 
China Evergrande Group, 10.500%, 04/11/2024(b)(e)   17,000,000    191,250 
China Evergrande Group, 8.750%, 06/28/2025(b)(e)   108,930,000    1,225,463 
         2,099,082 
Technology - 0.16%          
           
RRD Parent Inc., 10.000%, 10/15/2031(a)   192,992    334,353 
UNISYS Corp, 6.875%, 11/01/2027(a)   249,000    226,590 
         560,943 
           
TOTAL CORPORATE BONDS        43,358,124 
(Cost $69,636,207)          

 

   Principal Amount   Fair Value 
SENIOR LOANS - 18.74%          
Commercial Services - 0.07%          
           
Travel Port Finance (Luxembourg) S.A R.L, TL, First Lien Term Loan, TSFR3M + 7.5%, 05/29/2026   396,348    254,653 
         254,653 
Consumer Discretionary - 12.07%          
           
NPC International, Inc., Second Lien Term Loan, 3M US L + 7.5%, 04/18/2025(i)   605,000    - 
24 Hour Fitness Worldwide, Inc., First Lien Term Loan, TSFR3M + 5.000%, 12/29/2025(b)   292,740    131,733 
R.R. Donnelley & Sons Company, First Lien Term B Loan, TSR1M + 7.250%, 03/17/2028(a)   9,435,629    9,487,242 
Chinos Intermediate 2 LLC, Term Loan, TSFR3M + 10% + 8%, 09/10/2027   4,981,514    5,062,464 
The GEO Group, Inc., Term Loan, TSFR1M + 7.125%, 3/23/2027   9,819,405    10,052,616 
Wok Holdings Inc., First Lien Term Loan, TSFR3M + 6.5%, 03/01/2026   7,142,971    7,097,042 
Peloton Interactive, First Lien Term Loan, TSFR1M + 7.100%, 05/25/2027   3,969,874    4,016,202 
ClubCorp Holdings Inc, Term Loan, 1M SOFR + 5%, 09/18/2026   6,201,000    6,135,889 
         41,983,188 

 

20

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Principal Amount   Fair Value 
Consumer Staples - 0.42%        
         
Moran Foods LLC, First Lien Term Loan, TSFR3M + 7.250%, 06/30/2026  $927,417   $833,132 
Moran Foods 1st Lien A&R 2023 FLFO PIK Term Loan, TSFR3M +7.250%, 06/30/2026(i)   475,001    - 
Moran Foods 1st Lien A&R 2023 FLSO PIK Term Loan, TSFR3M + 7.250%, 12/31/2026   871,493    634,011 
         1,467,143 
Consumer, Non-cyclical - 1.99%(d)          
           
Revlon Intermediate Holdings IV LLC, Term Loan, 1M SOFR + 6.875%, 05/02/2028   6,889,000    6,923,445 
           
Energy - 0.00%(d)          
           
GMP Borrower LLC, First Lien Term Loan, TSFR3M + 4.500%, 10/28/2027   15,052    14,036 
           
Industrials - 2.38%          
           
American Airlines Group Inc, Term Loan, 1M SOFR + 3.5%, 05/29/2029   5,000,000    5,000,525 
Multi-Color Corp, Term Loan, 1M SOFR + 5%, 10/29/2028   3,445,000    3,279,399 
         8,279,924 
Information Technology - 1.79%(d)          
           
Diebold Nixdorf Inc, Term Loan, 1M SOFR + 7.55%, 08/11/2028   6,000,000    6,212,490 
           
Materials - 0.03%          
           
CPC Acquisition Corp., Second Lien Term Loan, TSFR3M + 7.750%, 12/29/2028   175,000    88,025 
           
TOTAL SENIOR LOANS        65,222,904 
(Cost $65,875,195)          

 

   Principal Amount   Fair Value 
SOVEREIGN DEBT OBLIGATIONS - 2.62%        
Sovereign - 2.62%        
         
Ukraine Government International Bond, 7.750%, 09/01/2025(b)(e)   5,592,000    1,579,740 
Ukraine Government International Bond, 7.750%, 09/01/2026(b)(e)   402,000    103,515 
Ukraine Government International Bond, 7.750%, 09/01/2027(b)(e)   2,820,000    726,150 
Ukraine Government International Bond, 6.750%, 06/20/2028(b)(e)   805,000    213,038 
Ukraine Government International Bond, 7.750%, 09/01/2028(b)(e)   3,462,000    891,465 
Ukraine Government International Bond, 7.750%, 09/01/2029(b)(e)   11,534,000    2,970,004 
Ukraine Government International Bond, 9.750%, 11/01/2030(b)(e)   4,146,000    1,119,420 
Ukraine Government International Bond, 6.876%, 05/21/2031(b)(e)   1,464,000    325,740 
Ukraine Government International Bond, 7.375%, 09/25/2034(b)(e)   2,011,000    477,613 
Ukraine Government International Bond, 7.253%, 03/15/2035(b)(e)   2,239,000    531,763 
Ukraine Government International Bond, 0.000%, 08/01/2041(b)(e)   364,000    168,350 
           
TOTAL SOVEREIGN DEBT OBLIGATIONS        9,106,798 
(Cost $10,578,207)          

 

   Principal Amount   Fair Value 
MORTGAGE-BACKED SECURITIES - 1.10%        
Federal National Mortgage Association (FNMA) - 1.10%        
         
FNMA, 3.000%, 06/25/2052   6,059,485    937,335 
FNMA, 3.000%, 07/25/2052   7,292,892    936,136 

 

Annual Report | January 31, 2024 21

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Principal Amount   Fair Value 
FNMA, 3.000%, 10/25/2052  $2,425,279   $403,237 
FNMA, 3.000%, 10/25/2052   8,779,641    1,564,448 
           
TOTAL MORTGAGE-BACKED SECURITIES        3,841,156 
(Cost $3,654,932)          

 

   Shares   Fair Value 
COMMON STOCK - 4.74%        
         
Communication Services - 1.28%        
         
Hwh International Inc   2,660    3,139 
Weibo Corp   547,913    4,438,095 
         4,441,234 
Consumer Discretionary - 0.11%          
           
24 Hour Fitness Worldwide(f)   306,005    2,448 
Arbe Robotics, Ltd.(f)   68,769    133,412 
e.GO Mobile SE   5,900    1,982 
Everyware Global(i)   43,777    - 
Polestar Automotive Holding UK PLC   116,698    253,235 
         391,077 
Consumer Staples - 0.01%          
           
Benson Hill, Inc.(f)   136,711    23,542 
Moran Foods LLC(i)   3,699,885    - 
         23,542 
Energy - 0.06%          
           
Drilling Tools International Corp(f)   4,519    13,489 
Granite Ridge Resources Inc   33,264    182,287 
         195,776 
Health Care - 0.20%          
           
Compass Pathways PLC(f)   61,188    689,589 
         689,589 
Industrials - 0.83%          
           
Harvey Gulf Intl. Marine   24,044    661,210 
The GEO Group, Inc.(f)   200,119    2,225,323 
         2,886,533 
Information Technology - 0.08%          
           
Compass Pathways PLC(f)   121,159    281,089 
         281,089 
Materials - 0.68%          
           
Covia Holdings   169,353    2,370,942 
         2,370,942 
Real Estate - 0.63%          
           
Star Holdings(f)   188,549    2,185,283 
         2,185,283 
Technology - 0.70%          
           
Bitcoin Depot Inc.(f)   6,924    15,094 
IQOR(f)   4,941    4,531 
Pagseguro Digital, Ltd.(f)   177,852    2,288,956 
         2,308,581 

 

22

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
Utilities - 0.20%        
         
Alternus Clean Energy Inc   9,912  $10,209 
Longview Power LLC   61,813    695,396 
           
TOTAL COMMON STOCK       16,479,251 
(Cost $15,877,573)          

 

   Shares   Fair Value 
CLOSED END FUNDS - 28.07%        
Alternative - 3.26%        
         
Blackrock ESG Capital Allocation Trust   410,267    6,728,379 
Destra Multi-Alternative Fund(f)   56,768    416,109 
VGI Partners Global Investments, Ltd.   3,653,052    4,206,017 
         11,350,505 
Equity - 13.54%          
           
ASA Gold and Precious Metals Ltd   163,658    2,384,497 
abrdn Emerging Markets Equity Income Fund, Inc.   1,818    8,745 
Aberdeen Global Dynamic Dividend Fund   634    5,839 
Aberdeen Japan Equity Fund, Inc.   46,838    278,218 
abrdn Standard Global Infrastructure Income Fund   9,471    164,322 
Adams Diversified Equity Fund, Inc.   42,645    774,433 
BlackRock Health Services Term Trust   19,805    305,195 
BlackRock Science & Technology Trust II   9,706    164,905 
BlackRock Innovation & Growth Trust   330,506    2,505,235 
ClearBridge MLP & Midstream Fund, Inc.   83,316    3,423,454 
ClearBridge Energy Midstream Opportunity Fund, Inc.   136,303    4,891,915 
ClearBridge Energy MLP Total Return Fund Inc.   69,138    2,583,687 
GAMCO Natural Resources Gold & Income Trust   17,606    87,150 
Japan Smaller Capitalization Fund, Inc.   7,794    59,079 
Kayne Anderson Energy Infrastructure Fund, Inc.   17,515    151,505 
Korea Fund, Inc.   26,272    567,212 
Macquarie/First Trust Global Infrastructure/Utilities Dividend & Income Fund(f)   64    481 
MainStay CBRE Global Infrastructure Megatrends Term Fund   74,080    957,854 
Miller/Howard High Dividend Fund   293,928    3,100,940 
Neuberger Berman MLP & Energy Income Fund, Inc.   162,550    1,087,460 
Neuberger Berman Next Generation Connectivity Fund, Inc.   165,408    1,862,494 
Platinum Capital, Ltd.   505,958    429,855 
Nuveen Real Asset Income and Growth Fund   25    293 
Principal Real Estate Income Fund   51,780    511,069 
Taiwan Fund, Inc.   3,223    116,544 
Tekla Healthcare Investors(f)   22,254    381,211 
Tekla Life Sciences Investors(f)   37,835    519,096 
Tortoise Energy Infrastructure Fund, Inc.   13,232    383,331 
Tortoise Midstream Energy Fund, Inc.   50,952    1,772,111 
Tortoise Pipeline & Energy Fund, Inc.   7,027    202,237 
Tortoise Energy Independence Fund, Inc.   16,435    474,421 
Voya Emerging Markets High Dividend Equity Fund   55,342    278,924 
Voya Infrastructure Industrials and Materials Fund   27,597    274,866 
MFF Capital Investments, Ltd.   3,139,201    6,878,658 
WCM Global Growth, Ltd.   392,373    355,235 

 

Annual Report | January 31, 2024 23

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
WAM Global Ltd   3,577,961   $4,741,602 
Hearts and Minds Investments, Ltd.   836,372    1,443,090 
Pengana International Equities, Ltd.   4,054,812    2,979,386 
         47,106,549 
Fixed Income - 7.02%          
           
AllianceBernstein National Municipal Income Fund   396    4,293 
BNY Mellon Municipal Income, Inc.   6,580    42,967 
BlackRock Virginia Municipal Bond Trust   105    1,132 
BlackRock California Municipal Income Trust   173,997    2,053,165 
BlackRock New York Municipal Income Trust   2,297    24,210 
BlackRock MuniHoldings Fund, Inc.   2,264    26,964 
BlackRock MuniVest Fund Inc   5    35 
BlackRock MuniVest Fund II Inc   146    1,567 
BlackRock MuniHoldings Quality Fund II   310    3,063 
BlackRock MuniHoldings California Quality Fund, Inc.   8,425    93,855 
BlackRock MuniYield Michigan Quality Fund, Inc.   3,741    42,535 
BlackRock MuniHoldings New Jersey Quality Fund, Inc.   3,842    44,414 
BlackRock MuniHoldings New York Quality Fund, Inc.   1,803    19,130 
BlackRock MuniYield New York Quality Fund, Inc.   401    4,102 
BlackRock MuniYield Pennsylvania Quality Fund, Inc.   4,708    55,696 
BNY Mellon High Yield Strategies Fund   3,413    7,986 
BNY Mellon Strategic Municipal Bond Fund, Inc.   200    1,138 
Brookfield Real Assets Income Fund, Inc.   1,657    21,574 
DWS Municipal Income Trust   4,456    40,104 
DWS Strategic Municipal Income Trust   228    2,027 
Eaton Vance California Municipal Income Trust   14,728    158,031 
Eaton Vance New York Municipal Bond Fund   144,910    1,418,669 
Eaton Vance California Municipal Bond Fund   59,833    559,439 
Ellsworth Growth and Income Fund, Ltd.   85,672    677,666 
Federated Hermes Premier Municipal Income Fund   15,998    176,618 
Invesco Trust for Investment Grade New York Municipals   17,462    184,399 
Invesco Municipal Opportunity Trust   20    191 
Invesco California Value Municipal Income Trust   311    3,023 
Invesco Pennsylvania Value Municipal Income Trust   11,626    117,655 
MFS Investment Grade Municipal Trust   16,613    124,764 
MFS High Income Municipal Trust   2,068    7,403 
MFS High Yield Municipal Trust   17,755    58,592 
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.   415,578    1,911,659 
Neuberger Berman Municipal Fund, Inc.   1,548    15,844 
New America High Income Fund, Inc.   27,003    197,932 
Nuveen Massachusetts Quality Municipal Income Fund   788    8,400 
Nuveen Arizona Quality Municipal Income Fund   1    11 
Nuveen AMT-Free Quality Municipal Income Fund   1,548    17,074 
Nuveen New York Quality Municipal Income Fund   1,060    11,660 
Nuveen California Quality Municipal Income Fund   39,251    433,331 
Nuveen New Jersey Quality Municipal Income Fund   92,993    1,111,266 
Nuveen Municipal Credit Income Fund   193    2,295 

 

24

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
Nuveen Core Plus Impact Fund   196,587   $2,052,368 
Nuveen Variable Rate Preferred and Income Fund   20    345 
Nuveen Pennsylvania Quality Municipal Income Fund   71,523    836,819 
PIMCO Energy & Tactical Credit Opportunities Fund   254,162    4,910,410 
Pioneer Municipal High Income Opportunities Fund, Inc.   22,790    244,081 
Pioneer Municipal High Income Advantage Fund, Inc.   961    7,630 
Pioneer Municipal High Income Fund, Inc.   108,304    933,580 
Templeton Global Income Fund   201,064    770,075 
Tortoise Power and Energy Infrastructure Fund, Inc.   38,110    538,494 
Western Asset Managed Municipals Fund, Inc.   2,791    28,217 
Western Asset Intermediate Muni Fund, Inc.   18,474    143,728 
NB Global Corporate Income Trust   4,322,827    4,282,357 
         24,433,983 
Mixed Allocation - 4.25%          
           
Blackrock Capital Allocation Trust   67,260    1,029,751 
Ecofin Sustainable and Social Impact Term Fund   37,011    420,630 
Nuveen Multi-Asset Income Fund   404,273    4,903,831 
Tekla Healthcare Opportunities   207    3,759 
Pershing Square Holdings, Ltd.   175,609    8,429,232 
Voya Global Advantage and Premium Opportunity Fund   260    2,220 
         14,789,423 
           
TOTAL CLOSED END FUNDS        97,680,460 
(Cost $88,454,594)          

 

   Shares   Fair Value 
INVESTMENT TRUST - 8.50%        
Alternative - 1.93%        
         
Bitwise 10 Crypto Index Fund(g)(f)   312,202    6,712,343 
           
Equity - 6.56%          
           
European Opportunities Trust PLC   1,328,993    14,585,440 
JPMorgan Mid Cap Investment Trust PLC   3,263    38,871 
Herald Investment Trust PLC(f)   2,610    65,425 
Schroder UK Mid Cap Fund PLC   570,790    4,079,758 
BlackRock Smaller Companies Trust PLC   71,210    1,205,664 
Henderson Opportunities Trust PLC   111,656    1,410,062 
The European Smaller Companies Turst PLC   2,626    5,309 
Schroder British Opportunities Trust PLC(f)   1,453,746    1,446,230 
         22,836,759 
Mixed Allocation - 0.01%          
           
Aberdeen Diversified Income and Growth Trust PLC   7,080    7,187 
Citadel Income Fund   10,219    18,622 
         25,809 
           
TOTAL INVESTMENT TRUST        29,574,911 
(Cost $24,214,356)          

 

Annual Report | January 31, 2024 25

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
PREFERRED STOCK - 0.88%        
Consumer Discretionary - 0.28%        
         
HAAT Delivery Ltd. Preferred Seed-1(c)(f)   64,188   $988,495 
           

Entertainment Facilities - 0.00%(d)

          
           
24 Hour Fitness Worldwide, Inc.(f)   407,959    4,080 
           

Transportation - 0.60%

          
           
G-ILS Transportation Ltd. Preferred B-3 Shares(c)(f)   1,332    2,079,252 
           
TOTAL PREFERRED STOCK        3,071,827 
(Cost $3,709,436)          

 

   Fair Value 
PARTICIPATION AGREEMENT - 0.28%    
     
Caesars Entertainment, Inc (Covid Insurance Claim)(c)(f)(g)   959,668 
      
TOTAL PARTICIPATION AGREEMENT   959,668 
(Cost $2,320,000)     

 

   Fair Value 
PRIVATE FUND - 11.37%    
     
Stone Ridge Opportunities Fund Feeder LP(f)   39,566,180 
      
TOTAL PRIVATE FUND   39,566,180 
(Cost $29,527,000)     

 

   Shares   Fair Value 
UNIT TRUST - 4.73%        
         
Grayscale Ethereum Classic Trust(g)(f)   1,303,987    16,448,492 
           
TOTAL UNIT TRUST        16,448,492 
(Cost $8,581,983)          

 

   Shares   Fair Value 
SPECIAL PURPOSE ACQUISITION COMPANIES - 1.86%        
         
Bellevue Life Sciences Acquisition Corp.(f)   14,638    155,095 
Blue Ocean Acquisition Corp.(f)   32,372    354,150 
Blue World Acquisition Corp.(f)   51,687    574,243 
Deezer SA(f)   8,179    18,606 
Digital World Acquisition Corp., Class B(c)(f)   25,893    880,880 
DUET Acquisition Corp.(f)   5,996    65,806 
Fat Projects Acquisition Corp., Class B(c)(f)(i)   4,886    - 
Goldenstone Acquisition, Ltd.(f)   5,405    58,698 
Integrated Rail and Resources Acquisition Corp.(f)   150,756    1,669,623 
Integrated Wellness Acquisition Corp.(f)   56,343    634,140 
Investcorp Europe Acquisition Corp. I(f)   25,441    282,268 
Israel Acquisitions Corp.(f)   8,683    93,082 
Kismet Acquisition Two Corp.(f)   38,662    423,349 
Nogin, Inc.(f)   11,264    164 
Pegasus Digital Mobility Acquisition Corp., Class B(c)(f)   4,456    5,169 

 

26

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
Screaming Eagle Acquisition Corp.(f)   35,534   $377,371 
Slam Corp.(f)   26,398    287,210 
Valuence Merger Corp. I(f)   54,174    606,208 
           
TOTAL SPECIAL PURPOSE ACQUISITION COMPANIES        6,486,062 
(Cost $5,477,035)          

 

   Contracts   Fair Value 
WARRANTS - 0.14%        
         
10X Capital Venture Acquisition Corp. III, Expires 12/31/2027, Strike Price $11.50   55,754    3,234 
A SPAC I Acquisition Corp., Expires 05/21/2027, Strike Price $11.50(i)   1    - 
A SPAC II Acquisition Corp., Expires 05/03/2027, Strike Price $11.50   34,421    396 
Achari Ventures Holdings Corp. I, Expires 08/05/2026, Strike Price $11.50   38,384    867 
Agrinam Acquisition Corp., Expires 06/30/2027, Strike Price $11.50   19,798    99 
Airship AI Holdings Inc, Expires 12/31/2028, Strike Price $11.50   20,143    1,108 
Allurion Technologies Inc, Expires 08/02/2030, Strike Price $11.50   16,492    4,949 
Alset Capital Acquisition Corp., Expires 02/02/2027, Strike Price $11.50   13,297    641 
Andretti Acquisition Corp., Expires 03/23/2028, Strike Price $11.50   24,523    9,807 
AP Acquisition Corp., Expires 12/07/2026, Strike Price $11.50   9,857    246 
APx Acquisition Corp. I, Expires 08/19/2028, Strike Price $11.50   3,981    229 
Arisz Acquisition Corp., Expires 11/16/2026, Strike Price $11.50   34,348    4,249 
Armada Acquisition Corp. I, Expires 08/13/2026, Strike Price $11.50(i)   19    - 
Athena Technology Acquisition Corp. II, Expires 10/17/2028, Strike Price $11.50   36,968    1,146 
Atlantic Coastal Acquisition Corp. II, Expires 06/02/2028, Strike Price $11.50   80,774    4,806 
Ault Disruptive Technologies Corp., Expires 06/20/2028, Strike Price $11.50   18,483    525 
Aura FAT Projects Acquisition Corp., Expires 06/02/2027, Strike Price $11.50   58,439    882 
Aurora Technology Acquisition Corp., Expires 02/07/2028, Strike Price $11.50   63,578    642 
Banyan Acquisition Corp., Expires 09/30/2028, Strike Price $11.50   45,560    18,452 
Battery Future Acquisition Corp., Expires 05/26/2028, Strike Price $11.50   36,968    2,211 
Bellevue Life, Sciences Acquisi, Expires 02/10/2028, Strike Price $11.50   14,638    189 
BenevolentAI, Expires 06/30/2026, Strike Price $11.50   7,014    76 
Benson Hill Inc., Expires 03/25/2027, Strike Price $11.50(c)   187,607    403 
Bitcoin Depot Inc, Expires 07/03/2028, Strike Price $11.50   116,268    13,266 
Bleuacacia, Ltd., Expires 10/30/2026, Strike Price $11.50   100,804    2,515 
Blockchain Coinvestors Acquisition Corp. I, Expires 11/01/2028, Strike Price $11.50   93,986    4,774 
Blue Ocean Acquisition Corp., Expires 10/21/2028, Strike Price $11.50   16,257    360 
Blue World Acquisition Corp., Expires 01/10/2029, Strike Price $11.50   23,302    687 
BurTech Acquisition Corp., Expires 12/18/2026, Strike Price $11.50   23,368    2,454 
Captivision Inc, Expires 11/16/2028, Strike Price $11.50   43,794    3,394 
Cactus Acquisition Corp. 1, Ltd., Expires 02/18/2072, Strike Price $11.50   21,180    911 
Canna-Global Acquisition Corp., Expires 02/09/2028, Strike Price $11.50   154,766    1,973 
Capitalworks Emerging Markets Acquisition Corp., Expires 04/27/2028, Strike Price $11.50   69,120    1,389 
Cardio Diagnostics Holdings, Inc., Expires 12/01/2026, Strike Price $11.50   19,933    2,591 
Carmell Therapeutics Corp, Expires 07/12/2028, Strike Price $11.50   3,816    730 
CARTESIAN GROWTH Corp. II, Expires 07/12/2028, Strike Price $11.50   5,984    957 
Cartica Acquisition Corp., Expires 04/30/2028, Strike Price $11.50   74,354    4,963 
CF Acquisition Corp. VII, Expires 03/15/2026, Strike Price $11.50   4,928    246 
Chain Bridge I, Expires 12/31/2028, Strike Price $11.50   33,367    1,335 
Chenghe Acquisition Co., Expires 04/28/2027, Strike Price $11.50   400    23 
Churchill Capital Corp. VII, Expires 02/29/2028, Strike Price $11.50   26,731    8,821 
Cineworld, Expires 11/23/2025, Strike Price $0.04(i)   88,914    - 
Clean Earth Acquisitions Corp., Expires 02/24/2028, Strike Price $11.50   49,587    1,983 

 

Annual Report | January 31, 2024 27

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Contracts   Fair Value 
ClimateRock, Expires 06/01/2027, Strike Price $11.50   11,778   $406 
Concord Acquisition Corp. II, Expires 12/31/2028, Strike Price $11.50   25,741    3,604 
Concord Acquisition Corp. III, Expires 12/31/2028, Strike Price $11.50   54,452    4,084 
Conduit Pharmaceuticals Inc, Expires 02/03/2027, Strike Price $11.50   51,468    3,603 
Consilium Acquisition Corp. I, Ltd., Expires 06/01/2027, Strike Price $11.50   38,488    2,694 
Corner Growth Acquisition Corp., Expires 12/31/2027, Strike Price $11.50   41,045    4,593 
Deezer, SA, Expires 06/07/2027, Strike Price $11.50   95,238    103 
Denali Capital Acquisition Corp., Expires 04/07/2027, Strike Price $11.50   27,621    1,533 
DHC Acquisition Corp., Expires 12/31/2027, Strike Price $11.50   25,249    706 
Digital Health Acquisition Corp., Expires 11/02/2026, Strike Price $11.50   17,736    1,951 
Distoken Acquisition Corp., Expires 03/30/2028, Strike Price $11.50   5,841    91 
DUET Acquisition Corp., Expires 07/19/2028, Strike Price $11.50   5,996    180 
Engene Holdings Inc, Expires 8/28/2028, Strike Price $11.50   7,393    5,988 
Energem Corp., Expires 02/18/2072, Strike Price $11.50   45,714    857 
Energy Transition Partners BV, Expires 07/16/2026, Strike Price $11.50   16,852    4,553 
ESGEN Acquisition Corp., Expires 03/14/2029, Strike Price $11.50   61,117    5,531 
Eureking SA, Expires 05/12/2027, Strike Price $11.50   59,955    3,888 
EVe Mobility Acquisition Corp., Expires 05/12/2028, Strike Price $11.50   27,110    952 
Everest Consolidator Acquisition Corp., Expires 07/19/2028, Strike Price $11.50   50,492    5,276 
Evergreen Corp., Expires 02/15/2027, Strike Price $11.50   70,092    2,313 
ExcelFin Acquisition Corp., Expires 10/25/2028, Strike Price $11.50   22,349    670 
Fat Projects Acquisition Corp., Expires 08/31/2026, Strike Price $11.50   37,947    417 
FG Acquisition Corp., Expires 04/05/2030, Strike Price $11.50   25,263    27,789 
FG Merger Corp, Expires 05/15/2028, Strike Price $11.50   1,112    11 
Financial Strategies Acquisition Corp., Expires 03/31/2028, Strike Price $11.50(i)   6,820    - 
Financials Acquisition Corp., Expires 04/04/2027, Strike Price $11.50   28,696    1,091 
Finnovate Acquisition Corp., Expires 09/30/2026, Strike Price $11.50   71,462    715 
Fintech Ecosystem Development Corp., Expires 12/31/2028, Strike Price $11.50   27,352    343 
Flame Acquisition Corp., Expires 12/31/2028, Strike Price $11.50   2,704    6,760 
flyExclusive Inc, Expires 5/28/2028, Strike Price $11.50   27,981    8,031 
Fortune Rise Acquisition Corp., Expires 12/06/2027, Strike Price $11.50   15,616    504 
Four Leaf Acquisition Corp, Expires 5/12/2028, Strike Price $11.50   3,750    122 
FTAC Emerald Acquisition Corp., Expires 08/22/2028, Strike Price $11.50   27,108    3,253 
Future Health ESG Corp., Expires 09/09/2026, Strike Price $11.50   37,402    1,126 
FutureTech II Acquisition Corp., Expires 02/16/2027, Strike Price $11.50   48,383    1,246 
Genesis Growth Tech Acquisition Corp., Expires 05/19/2028, Strike Price $11.50   6,030    121 
GigCapital5, Inc., Expires 12/31/2028, Strike Price $11.50   3,954    96 
Global Blockchain Acquisition Corp., Expires 05/10/2027, Strike Price $11.50   40,470    567 
Global Technology Acquisition Corp. I, Expires 07/13/2026, Strike Price $11.50   23,734    1,120 
Globalink Investment, Inc., Expires 12/03/2026, Strike Price $11.50   14,771    99 
Gores Holdings IX, Inc., Expires 01/14/2029, Strike Price $11.50   40,512    7,108 
HCM ACQUISITION Corp., Expires 12/31/2027, Strike Price $11.50   10,493    409 
Healthcare AI Acquisition Corp., Expires 12/14/2026, Strike Price $11.50   18,681    668 
HHG Capital Corp., Expires 12/31/2027, Strike Price $11.50   17,425    427 
HNR Acquisition Corp., Expires 07/29/2028, Strike Price $11.50   44,874    2,695 
Inception Growth Acquisition, Ltd., Expires 10/15/2026, Strike Price $11.50   2,402    120 
InFinT Acquisition Corp., Expires 05/19/2027, Strike Price $11.50   55,058    446 
Integrated Rail and Resources Acquisition Corp., Expires 11/12/2026, Strike Price $11.50   48,874    3,316 
Integrated Wellness Acquisition Corp., Expires 10/31/2028, Strike Price $11.50   1,475    44 
Investcorp Europe Acquisition Corp. I, Expires 11/23/2028, Strike Price $11.50   24,645    4,436 
Investcorp India Acquisition Corp., Expires 06/28/2027, Strike Price $11.50   37,472    1,696 
Iris Acquisition Corp., Expires 03/05/2026, Strike Price $11.50   27,683    830 
Israel Acquisitions Corp., Expires 02/28/2028, Strike Price $11.50   8,683    656 
IX Acquisition Corp., Expires 11/24/2026, Strike Price $11.50   112    3 
Jaws Mustang Acquisition Corp., Expires 01/30/2026, Strike Price $11.50   19,820    813 

 

28

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Contracts   Fair Value 
Kairous Acquisition Corp. ltd, Expires 09/15/2026, Strike Price $11.50   6,746   $57 
Kernel Group Holdings, Inc., Expires 01/31/2027, Strike Price $11.50   1,326    53 
Keyarch Acquisition Corp., Expires 07/25/2028, Strike Price $11.50   24,350    528 
LAMF Global Ventures Corp. I, Expires 11/05/2026, Strike Price $11.50   63,179    1,895 
LatAmGrowth SPAC, Expires 01/25/2028, Strike Price $11.50   37,849    757 
LeddarTech Holdings Inc, Expires 12/21/2028, Strike Price $11.50   21,521    1,937 
Liberty Resources Acquisition Corp., Expires 10/31/2028, Strike Price $11.50   22,928    354 
Lifezone Metals Ltd, Expires 07/05/2028, Strike Price $11.50   52,557    25,030 
Metal Sky Star Acquisition Corp., Expires 04/01/2027, Strike Price $11.50   40,420    295 
Metals Acquisition Ltd, Expires 06/16/2028, Strike Price $11.50   8,612    19,635 
Mountain & Co. I Acquisition Corp., Expires 11/04/2026, Strike Price $11.50   62,660    2,538 
New Energy One Acquisition Corp. PLC, Expires 03/07/2027, Strike Price $11.50   222,976    63,580 
New Horizon Aircraft Ltd, Expires 4/3/2028, Strike Price $11.50   11,690    260 
New Providence Acquisition Corp. II, Expires 12/31/2027, Strike Price $11.50   21,526    773 
Nogin Inc., Expires 08/26/2027 Strike Price $11.50   8,372    26 
NorthView Acquisition Corp., Expires 08/02/2027, Strike Price $11.50   19,197    612 
Nova Vision Acquisition Corp., Expires 12/31/2028, Strike Price $11.50   31,088    664 
Nubia Brand International Corp., Expires 11/16/2026, Strike Price $11.50   29,262    3,787 
Nvni Group Ltd, Expires 11/01/2028, Strike Price $11.50   15,665    396 
Onyx Acquisition Co. I, Expires 11/30/2028, Strike Price $11.50   24,790    682 
Oxus Acquisition Corp., Expires 08/26/2026, Strike Price $11.50   20,287    1,826 
Papaya Growth Opportunity Corp. I, Expires 12/31/2028, Strike Price $11.50   76,584    4,595 
Patria Latin American Opportunity Acquisition Corp., Expires 03/10/2027, Strike Price $11.50   46,145    1,846 
Pearl Holdings Acquisition Corp., Expires 12/15/2026, Strike Price $11.50   18,484    832 
PepperLime Health Acquisition Corp., Expires 01/10/2026, Strike Price $11.50   11,876    375 
Phoenix Biotech Acquisition Corp., Expires 09/01/2026, Strike Price $11.50   21,939    1,755 
Platinum Capital, Ltd., Expires 03/28/2024, Strike Price $11.50   42,880    197 
Pono Capital Two, Inc., Expires 09/23/2027, Strike Price $11.50   9,738    341 
Power & Digital Infrastructure Acquisition II Corp., Expires 12/14/2028, Strike Price $11.50   87,961    7,037 
PowerUp Acquisition Corp., Expires 02/18/2027, Strike Price $11.50   70,545    3,527 
PROOF Acquisition Corp. I, Expires 12/03/2028, Strike Price $11.50   20,757    2,672 
Psyence Biomedical Ltd, Expires 1/25/2029, Strike Price $11.50   30,398    1,824 
RCF Acquisition Corp., Expires 11/10/2026, Strike Price $11.50   31,463    1,730 
Redwoods Acquisition Corp., Expires 03/15/2027, Strike Price $11.50   32,327    1,371 
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    1 
RF Acquisition Corp., Expires 05/01/2028, Strike Price $11.50   19,704    349 
Rigel Resource Acquisition Corp., Expires 11/05/2026, Strike Price $11.50   31,854    2,548 
Roadzen Inc, Expires 11/30/2028, Strike Price $11.50   55,430    4,390 
Rose Hill Acquisition Corp., Expires 10/07/2026, Strike Price $11.50   41,528    789 
Ross Acquisition Corp. II, Expires 02/12/2026, Strike Price $11.50   28,225    1,722 
Screaming Eagle Acquisition Corp., Expires 12/15/2027, Strike Price $11.50   22,674    10,658 
Selina Hospitality PLC, Expires 10/25/2027, Strike Price $11.50   218,500    1,311 
ShoulderUp Technology Acquisition Corp., Expires 11/17/2026, Strike Price $11.50   94,845    3,215 
Sizzle Acquisition Corp., Expires 03/12/2026, Strike Price $11.50   43,590    5,226 
SMX Security Matters PLC, Expires 03/07/2028, Strike Price $11.50   36,580    293 
Southport Acquisition Corp., Expires 05/24/2028, Strike Price $11.50   6,161    131 
Spectaire Holdings Inc, Expires 12/31/2028, Strike Price $11.50   58,258    1,748 
Spree Acquisition Corp. 1, Ltd., Expires 12/22/2028, Strike Price $11.50   20,337    592 
Spring Valley Acquisition Corp. II, Expires 02/25/2026, Strike Price $11.50   13,573    1,425 
SpringBig Holdings, Inc., Expires 06/14/2027, Strike Price $11.50   24,279    16 
Swiftmerge Acquisition Corp., Expires 06/17/2028, Strike Price $11.50   132    9 
Syntec Optics Holdings Inc, Expires 11/8/2026, Strike Price $11.50   31,515    3,025 
Target Global Acquisition I Corp., Expires 12/31/2027, Strike Price $11.50   18,073    1,582 
Technology & Telecommunication Acquisition Corp., Expires 02/15/2027, Strike Price $11.50   52,993    946 

 

Annual Report | January 31, 2024 29

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Contracts   Fair Value 
TKB Critical Technologies 1, Expires 10/20/2026, Strike Price $11.50   48,884   $1,833 
TLGY Acquisition Corp., Expires 01/14/2028, Strike Price $11.50   68,311    1,879 
Transition SA, Expires 06/16/2026, Strike Price $11.50   33,822    5,010 
United Homes Group, Inc., Expires 01/28/2028, Strike Price $11.50   10,716    9,155 
Valuence Merger Corp. I, Expires 03/01/2027, Strike Price $11.50   60,778    2,188 
VAM Investments Spac BV, Expires 07/27/2026, Strike Price $11.50   12,639    4,644 
Vast Solar Pty Ltd, Expires 6/29/2028, Strike Price $11.50   87,846    6,149 
Verde Clean Fuels, Inc., Expires 12/31/2027, Strike Price $11.50   327    41 
Vision Sensing Acquisition Corp., Expires 10/21/2026, Strike Price $11.50   49,182    1,225 
Western Acquisition Ventures Corp., Expires 01/12/2027, Strike Price $11.50   29,980    1,424 
Yotta Acquisition Corp., Expires 03/15/2027, Strike Price $11.50   47,369    944 
Zapp Electric Vehicles Group L, Expires 03/03/2028, Strike Price $11.50   11,642    89 
Zoomcar Holdings Inc, Expires 7/1/2028, Strike Price $11.50   71,433    5,000 
ZyVersa Therapeutics Inc, Expires 12/20/2026, Strike Price $11.50   7,100    498 
           
TOTAL WARRANTS        472,334 
(Cost $1,917,037)          

 

   Contracts   Fair Value 
RIGHTS - 0.03%        
         
A SPAC I Acquisition Corp., Expires 4/17/2024(i)   2    - 
A SPAC II Acquisition Corp., Expires 12/31/2049   68,843    4,158 
Agrinam Acquisition Corp., Expires 12/31/2049   19,798    792 
AIB Acquisition Corp., Expires 12/31/2049   41,417    5,285 
Arisz Acquisition Corp., Expires 11/16/2026   34,348    7,265 
Aurora Technology Acquisition Corp., Expires 02/07/2028   63,578    5,722 
Bellevue Life Sciences Acquisition Corp., Expires 5/14/2024   14,638    2,130 
bleuacacia, Ltd., Expires 12/31/2049   201,609    11,855 
Blue World Acquisition Corp., Expires 12/31/2049   46,604    8,039 
Broad Capital Acquisition Corp., Expires 03/02/2072   53,360    9,605 
ClimateRock, Expires 06/01/2027   23,557    2,874 
Consilium Acquisition Corp. I, Ltd., Expires 06/01/2027   69,644    11,526 
Deep Medicine Acquisition Corp., Expires 09/30/2028   15,116    3,779 
Distoken Acquisition Corp., Expires 11/18/2024   5,841    643 
Financial Strategies Acquisition Corp., Expires 03/31/2028   9,493    95 
Fintech Ecosystem Development Corp., Expires 12/31/2028   54,704    6,458 
Global Blockchain Acquisition Corp., Expires 12/31/2049   40,470    2,428 
Globalink Investment, Inc., Expires 12/23/2071   4,837    460 
Inception Growth Acquisition, Ltd., Expires 01/21/2072   7,394    1,108 
Kairous Acquisition Corp. ltd, Expires 01/20/2072   13,555    1,377 
Keyarch Acquisition Corp., Expires 07/25/2028   16,489    2,144 
Mars Acquisition Corp., Expires 2/16/2024   10,247    1,708 
Metal Sky Star Acquisition Corp., Expires 12/31/2049   40,420    5,523 
Mountain Crest Acquisition Corp. V, Expires 12/31/2049   8,917    910 
NorthView Acquisition Corp., Expires 12/31/2049   38,482    3,848 
Redwoods Acquisition Corp., Expires 12/31/2049   32,327    3,616 
RF Acquisition Corp., Expires 12/31/2049   19,704    1,771 
Sagaliam Acquisition Corp., Expires 12/31/2049   84,310    6,006 
Spring Valley Acquisition Corp. II, Expires 02/25/2026   27,147    3,800 
Welsbach Technology Metals Acquisition Corp., Expires 12/31/2049   29,572    3,253 
Yotta Acquisition Corp., Expires 12/31/2049   29,452    2,651 
           
TOTAL RIGHTS        120,829 
(Cost $199,556)          

 

30

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Contracts   Fair Value 
OPTIONS - 0.54%        
Call Option Contracts - 0.54%        
         
Alibaba Group Holding Ltd, Expires 03/15/24, Strike Pirce $75.00   5,963   $1,878,345 
           
TOTAL OPTIONS        1,878,345 
(Premiums paid $1,604,207)          

 

   Shares   Fair Value 
SHORT TERM INVESTMENTS - 0.82%        
         
BNY Mellon U.S. Treasury Fund, 7 Day Yield 4.94%(g)   22,282    22,282 
JPMorgan US Treasury Plus Money Market Fund, 7 Day Yield 5.19%   2,825,874    2,825,874 
           
TOTAL SHORT TERM INVESTMENTS        2,848,154 
(Cost $2,848,160)          
           
Total Investments in securities - 96.89%        337,115,495 
(Cost $334,475,478)          
Other Assets in Excess of Liabilities - 3.11%        10,837,513 
           
NET ASSETS - 100.00%       $347,953,008 
Amounts above are shown as a percentage of net assets as of January 31, 2024.          

 

SCHEDULE OF SECURITIES SOLD SHORT

 

   Principal Amount   Fair Value 
SOVEREIGN DEBT OBLIGATIONS - (49.94%)        
Sovereign - (49.94%)        
         
U.S. Treasury Bond, 3.880%, 08/15/2033   (47,979,000)   (47,848,747)
United States Treasury, 4.500%, 11/15/2033   (8,258,000)   (8,647,513)
United States Treasury, 4.375%, 11/30/2028   (114,569,000)   (117,256,444)
           
TOTAL SOVEREIGN DEBT OBLIGATIONS        (173,752,704)
(Proceeds $168,944,934)          

 

   Shares   Fair Value 
COMMON STOCK - (7.71%)        
Communications - (0.54%)        
         
Airbnb Inc.(f)   (567)   (81,727)
Alphabet, Inc.(f)   (256)   (35,866)
Delivery Hero SE(a)(f)   (5,530)   (126,248)
DoorDash Inc.(f)   (2,486)   (259,041)
Meta Platforms, Inc.(f)   (562)   (219,259)

 

Annual Report | January 31, 2024 31

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
NetEase Inc.   (2,396)  $(233,945)
Netflix, Inc.(f)   (85)   (47,949)
Pinterest Inc.(f)   (2,480)   (92,926)
ROBLOX Corp.   (5,900)   (228,979)
Spotify Technology SA.(f)   (1,488)   (320,441)
Uber Technologies Inc.(f)   (1,375)   (89,746)
Upwork Inc.(f)   (19,049)   (261,162)
Zillow Group Inc.(f)   (8,516)   (484,049)
         (2,481,338)
Consumer Discretionary - (0.8%)          
           
Alibaba Group Holding, Ltd.(f)   (37)   (2,670)
Amazon.com, Inc.(f)   (618)   (95,914)
Brembo SpA.(f)   (5,840)   (72,201)
Chegg Inc.   (14,927)   (147,031)
Cie Financiere Richemont SA   (776)   (116,002)
CTS Eventim AG & Co. KGaA   (378)   (25,511)
Ferrari N.V.(f)   (687)   (237,647)
JD.com Inc.(f)   (3,742)   (84,382)
MercadoLibre Inc.(f)   (639)   (1,093,846)
NIO Inc.(f)   (18,935)   (106,415)
Pinduoduo Inc.   (3,852)   (488,703)
Rivian Automotive, Inc.(f)   (911)   (13,947)
Sanlorenzo SpA/Ameglia   (8)   (382)
Tesla, Inc.(f)   (428)   (80,160)
Wayfair Inc.(f)   (3,110)   (156,277)
Zalando SE(a)(f)   (2,334)   (46,487)
         (2,767,575)
Consumer Staples - (0.12%)          
           
Heineken Holding NV   (2,528)   (212,686)
Heineken NV   (1,749)   (176,349)
HelloFresh SE(f)   (2,395)   (31,757)
         (420,792)
Electric-Generation - (0.00%)(d)          
           
Constellation Energy Corp.   (15)   (1,830)
           

 

Electric-Integrated - (0.08%)

          
           
AES Corp.   (1,507)   (25,137)
Ameren Corp.   (169)   (11,757)
American Electric Power Co., Inc.   (298)   (23,286)
DTE Energy Co.   (649)   (68,418)
Duke Energy Corp.   (608)   (58,265)
NextEra Energy, Inc.   (918)   (53,822)
Xcel Energy, Inc.   (429)   (25,683)
         (266,368)
Electricity Networks - (0.03%)          
           
CenterPoint Energy, Inc.   (1,383)   (38,641)
Eversource Energy   (194)   (10,519)
PPL Corp.   (2,068)   (54,182)
         (103,342)

  

32

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
Energy - (2.38%)        
         
Antero Midstream Corp.   (22,615)  $(276,808)
Archrock, Inc.   (2,988)   (48,824)
Chesapeake Energy Corp.   (817)   (62,999)
Civitas Resources, Inc.   (386)   (25,017)
ConocoPhillips   (489)   (54,704)
DT Midstream, Inc.   (8,833)   (474,244)
Enbridge, Inc.   (9,217)   (327,286)
Energy Transfer LP   (67,115)   (959,745)
EnLink Midstream LLC   (15,453)   (186,363)
Enterprise Products Partners LP   (43,801)   (1,172,115)
Enviva, Inc.(f)   (1,138)   (499)
EQT Corp.   (1,158)   (40,993)
Exxon Mobil Corp.   (841)   (86,463)
Genesis Energy LP   (1,072)   (12,360)
Kinder Morgan, Inc.   (9,040)   (152,957)
Marathon Oil Corp.   (1,727)   (39,462)
MPLX LP   (17,554)   (676,707)
Neste Oyj   (2,333)   (80,806)
Occidental Petroleum Corp.   (508)   (29,246)
Pembina Pipeline Corp.   (3,934)   (135,508)
Pioneer Natural Resources Co.   (583)   (133,991)
Plains All American Pipeline LP   (23,149)   (357,421)
Plains GP Holdings LP   (34,856)   (563,970)
TC Energy Corp.   (14,786)   (583,324)
Western Midstream Partners LP   (8,228)   (236,390)
Williams Cos., Inc.   (45,217)   (1,567,221)
         (8,285,423)
Financials - (0.14%)          
           
BFF Bank SpA.(a)   (12,822)   (138,844)
Credicorp Ltd.(f)   (961)   (142,641)
Deutsche Boerse AG   (1,083)   (215,235)
Van Lanschot Kempen N.V.   (8)   (242)
         (496,962)
Health Care - (1.09%)          
           
10X Genomics Inc.(f)   (3,367)   (140,303)
Alnylam Pharmaceuticals, Inc.(f)   (5,010)   (866,279)
Bayer AG   (2,132)   (66,794)
Denali Therapeutics Inc.(f)   (556)   (8,902)
DexCom Inc.   (908)   (110,186)
Exact Sciences Corp.(f)   (6,763)   (442,300)
Genmab A/S   (376)   (104,718)
Illumina, Inc.   (121)   (17,304)
Merck & Co Inc.   (2,789)   (336,855)
Moderna, Inc.(f)   (835)   (84,377)
Novocure Ltd.(f)   (8,253)   (114,882)
Novo Nordisk A/S   (6,106)   (700,602)
PACIRA BIOSCIENCES INC.   (4,237)   (138,084)

 

Annual Report | January 31, 2024 33

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
Progyny Inc.(f)   (4,555)  $(173,500)
Recursion Pharmaceuticals Inc.(f)   (16,329)   (153,656)
Shockwave Medical Inc.(f)   (591)   (133,714)
STAAR Surgical Co.   (7,346)   (205,761)
         (3,798,217)
Industrials - (0.30%)          
           
Aalberts Industries NV.(f)   (5,551)   (221,841)
Aerovironment Inc.(f)   (312)   (37,640)
Arcadis NV.   (127)   (6,993)
Axon Enterprise, Inc.(f)   (1,884)   (469,229)
Bravida Holding AB(a)   (3,360)   (25,587)
Deere & Co.   (261)   (102,724)
Generac Holdings, Inc.   (109)   (12,390)
Hexpol AB.(f)   (4,048)   (46,522)
Interpump Group SpA   (1,239)   (61,647)
Prysmian SpA(f)   (1,992)   (88,241)
TKH Group NV   (1,725)   (69,758)
Trelleborg AB   (2,535)   (77,390)
Watsco Inc.   (110)   (43,008)
         (1,262,970)
Renewable Energy Generation - (0.02%)          
           
Atlantica Sustainable Infrastructure PLC   (81)   (1,554)
NextEra Energy Partners LP   (1,951)   (58,237)
         (59,791)
Technology - (1.98%)          
           
Advanced Micro Devices, Inc.(f)   (84)   (14,086)
Adyen NV(a)(f)   (75)   (94,928)
Analog Devices Inc.   (313)   (60,209)
Appian Corp.(f)   (264)   (8,614)
Apple, Inc.   (97)   (17,887)
Arista Networks Inc.(f)   (402)   (103,989)
ASML Holding NV   (970)   (836,733)
BE Semiconductor Industries NV   (1,112)   (168,002)
Blackline Inc.(f)   (815)   (47,824)
Cloudflare, Inc.(f)   (4,206)   (332,484)
CoStar Group Inc.(f)   (2,236)   (186,661)
Crowdstrike Holdings Inc.(f)   (473)   (138,353)
Datadog Inc.(f)   (1,033)   (128,547)
Descartes Systems Group, Inc.   (313)   (27,406)
Doximity Inc.(f)   (4,288)   (115,562)
Duolingo Inc.(f)   (1,314)   (235,061)
Fabrinet.(f)   (51)   (10,889)
HashiCorp Inc.   (5,297)   (115,792)
HubSpot, Inc.   (16)   (9,776)
Infineon Technologies AG   (3,491)   (126,650)
Infosys Ltd.   (8,959)   (177,926)
KLA CORP.   (151)   (89,700)
MarketAxess Holdings, Inc.   (1,305)   (294,291)

 

34

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

   Shares   Fair Value 
MasterCard Inc.   (152)  $(68,283)
Melexis NV   (2,272)   (196,673)
Microsoft Corp.   (55)   (21,867)
MongoDB Inc.(f)   (83)   (33,243)
Monolithic Power Systems Inc.   (120)   (72,326)
NVIDIA Corp.   (244)   (150,126)
ON Semiconductor Corp.   (464)   (33,004)
Palo Alto Networks, Inc.   (43)   (14,556)
Pegasystems Inc.   (933)   (45,474)
QUALCOMM Inc.   (468)   (69,503)
Relx Plc   (9,362)   (386,690)
Salesforce Inc.(f)   (239)   (67,181)
ServiceNow, Inc.(f)   (9)   (6,889)
Shopify Inc.(f)   (5,268)   (421,492)
Snowflake Inc.   (1,913)   (374,259)
SPS Commerce Inc.(f)   (318)   (58,448)
Super Micro Computer, Inc.(f)   (1,124)   (595,282)
Taiwan Semiconductor Manufacturing Co., Ltd.   (4,546)   (513,516)
Varonis Systems Inc.   (1,416)   (63,551)
Visa Inc.   (236)   (64,490)
Workday, Inc.(f)   (985)   (286,704)
         (6,884,927)
           
TOTAL COMMON STOCK        (26,829,535)
(Proceeds $25,534,757)          

 

   Shares   Fair Value 
EXCHANGE TRADED FUNDS - (3.28%)        
         
ProShares Bitcoin Strategy ETF(f)   (555,648)   (11,401,897)
           
TOTAL EXCHANGE TRADED FUNDS        (11,401,897)
(Proceeds $9,730,072)          

 

   Contracts   Fair Value 
OPTIONS - (0.09%)        
Call Option Contracts - (0.09%)        
         
Alibaba Group Holding Ltd, Expires 03/15/24, Strike Pirce $90.00   (5,963)  $(298,150)
           
TOTAL OPTIONS        (298,150)
(Premiums paid $-315,876)          

 

   Shares   Fair Value 
PREFERRED STOCK - (0.01%)        
Materials - (0.01%)        
         
Fuchs Petrolub SE(f)   (1,103)   (48,348)
           
TOTAL PREFERRED STOCK        (48,348)
(Proceeds $46,965)          
           
Total Securities Sold Short - (61.02%)        (212,330,634)
(Proceeds $204,572,604)          

 

Annual Report | January 31, 2024 35

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

(a)  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 $16,530,075, which represented approximately 4.75% of net assets as of January 31, 2024. Such securities may normally be sold to qualified institutional buyers in transactions exempt from registration.
(b) Security is in default as of year-end and is therefore non-income producing.
(c)  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.
(d)  Amount represents less than 0.005% of net assets.
(e)  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 January 31, 2024, the aggregate market value of those securities was $11,205,879, which represents approximately 3.22% of net assets.
(f) Non-income producing security.
(g) A portion or all of the security is owned by BRW SPV I, a wholly-owned subsidiary of the Fund.
(h) 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 January 31, 2024, the current coupon rate for these notes is 0%.
(i) On January 31, 2024 the value of these investments amounted to $0, representing 0.0% of the net assets of the Fund.

 

Investment Abbreviations:
ESTRON - Euro Short-Term Rate
LIBOR - London Interbank Offered Rate
OBFR - United States Overnight Bank Funding Rate
RBACOR - RBA Interbank Overnight Cash Rate
SOFR - Secured Overnight Financing Rate
SONIA - Sterling Over Night Index Average

 

Reference Rates:
ESTRON - Euro Short-Term Rate as of January 31, 2024 was 3.89%
OBFR - United States Overnight Bank Funding Rate as of January 31, 2024 was 5.32%
RBACOR - RBA Interbank Overnight Cash Rate as of January 31, 2024 was 4.32%
SOFR - Secured Overnight Financing Rate as of January 31, 2024 was 5.32%
TSFR1M - CME Term SOFR 1 Month as of January 31, 2024 was 5.33%.
TSFR3M - CME Term SOFR 3 Month as of January 31, 2024 was 5.32%
SONIA- Sterling Overnight Index Average as of January 31, 2024 was 5.20%
PRIME - US Prime Rate as of January 31, 2024 was 8.5%

 

Counterparty Abbreviations:

JPM - JPMorgan Chase Bank, N.A.

GSI - Goldman Sachs International

MSCS - Morgan Stanley Capital Services

BARC - Barclays Bank PLC

MSCO – Morgan Stanley & Company

 

SIMPLE AGREEMENT FOR FUTURE EQUITY (SAFE) CONTRACTS

 

   Cost   Fair Value 
AEYE Health Inc.(a)(b)  $1,000,000   $1,062,330 
Quantalx Neuroscience Ltd.(a)(b)   3,000,000    3,046,410 
Real View Imaging Ltd.(a)(b)   2,000,000    2,320,560 
  $6,000,000   $6,429,300 

 

(a) 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.
(b) Non-income producing security.

 

36

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

FORWARD FOREIGN CURRENCY CONTRACTS

 

Counterparty  

Settlement

Date

  

Fund

Receiving

   Value    

Fund

Delivering

   Cost    

Unrealized

Appreciation

  
JPM   2/8/2024   USD   $ 25,810,504     AUD   $ 25,246,418     $ 564,086  
JPM   2/8/2024   USD     374,668     CAD     372,556       2,112  
JPM   2/8/2024   USD     3,558,117     EUR     3,513,140       44,977  
JPM   2/8/2024   USD     1,656,861     GBP     1,647,560       9,301  
JPM   2/8/2024   GBP     2,534,707     USD     2,533,809       898  
JPM   2/8/2024   CAD     223,157     USD     222,595       562  
                                $ 621,936  

 

FORWARD FOREIGN CURRENCY CONTRACTS

 

Counterparty

 

Settlement

Date

 

Fund

Receiving

  Value  

Fund

Delivering

  Cost  

Unrealized

Depreciation

 
JPM  2/8/2024  USD  $31,419,239   GBP  $31,430,372   $(11,133)
JPM  2/8/2024  GBP   9,821,991   USD   9,877,551    (55,560)
                      $(66,693)
                      $555,243 

 

FUTURES CONTRACTS

 

Description  Number of
Contracts		  Maturity
Date		  Notional
Amount		   Unrealized
Appreciation/
(Depreciation)		 
Short Position Contracts                
S&P500 EMINI FUT Mar24  (175)  3/15/2024   42,151,233    (465,642)
NASDAQ 100 E-MINI Mar24  (40)  3/15/2024   13,158,203    (635,597)
              $(1,101,239)
              $(1,101,239)

  

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

 

Counterparty  Description  Maturity
Date		  Notional
Amount		  

Net Unrealized

Appreciation/
(Depreciation)

 
MSCO  FNCL 6 3/24 TBA MSFTA  3/11/2024   105,628,000   $63,955 
MSCO  FNCL 5.5 3/24 TBA MSFTA  3/11/2024   264,602,000    (233,889)
              $(169,934)

  

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  R.R. Donnelley & Sons Company   (5.00)%  USD  12/20/2026   7,494,000   $(554,786)  $591,764   $36,978 
Buy  R.R. Donnelley & Sons Company   (5.00)%  USD  6/20/2028   2,434,000    (180,466)   153,219    (27,247)
Buy  Transocean Inc.   (1.00)%  USD  6/20/2027   1,632,000    140,997    (135,500)   5,497 
                      $(594,255)  $609,483   $15,228 

 

Annual Report | January 31, 2024 37

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

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 41   (5.00)%  USD  12/20/2028   631,450,710   $(38,775,003)  $13,011,302   $(25,763,701)
Buy  Markit iTraxx Europe Subordinated Financials Index, Series 39   (5.00)%  USD  6/20/2028   45,000,000    269,056    (2,626,045)   (2,356,989)
                      $(38,505,947)  $10,385,257   $(28,120,690)

  

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  BARC  AT&T Inc.   1.00%  USD  6/20/2025   2,249,000   $17,536   $(11,224)  $6,312 
Buy  GSI  AT&T Inc.   (1.00)%  USD  12/20/2024   7,090,000   $42,440   $(34,619)  $7,821 
Sell  GSI  Bristol-Myers Squibb Company   1.00%  USD  12/20/2027   10,000,000    268,658    (268,823)   (165)
Sell  MSCS  Bristol-Myers Squibb Company   1.00%  USD  12/20/2027   10,000,000    268,658    (257,109)   11,549 
Sell  MSCS  Bristol-Myers Squibb Company   1.00%  USD  6/20/2028   17,365,000    488,025    (510,546)   (22,521)
Sell  GSI  British American Tobacco p.l.c.   1.00%  GBP  12/20/2027   2,381,000    35,335    (10,976)   24,359 
Buy  GSI  CommScope, Inc.   (5.00)%  USD  12/20/2028   1,650,000    727,207    (523,215)   203,992 
Buy  JPM  CommScope, Inc.   5.00%  USD  6/20/2027   741,000    326,582    (311,220)   15,362 
Sell  GSI  Danone   1.00%  EUR  12/20/2027   5,739,000    172,669    (107,323)   65,346 
Sell  MSCS  Danone   1.00%  EUR  12/20/2027   1,264,000    38,031    (28,008)   10,023 
Sell  JPM  Danone   1.00%  EUR  12/20/2027   5,795,000    174,355    (134,086)   40,269 
Sell  GSI  International Business Machines Corporation   1.00%  USD  12/20/2027   20,642,000    529,930    (395,100)   134,830 
Sell  GSI  International Business Machines Corporation   1.00%  USD  6/20/2027   1,000    24    (19)   5 
Sell  BARC  International Business Machines Corporation   1.00%  USD  12/20/2027   10,000,000    256,724    (202,764)   53,960 
Sell  BARC  International Business Machines Corporation   1.00%  USD  12/20/2028   3,675,000    103,840    (81,859)   21,981 
Sell  BARC  NextEra Energy Capital Holdings, Inc.   1.00%  USD  6/20/2028   4,306,000    56,274    (22,659)   33,615 
Sell  GSI  Pfizer Inc.   1.00%  USD  12/20/2027   9,152,000    250,548    (228,364)   22,184 
Sell  MSCS  Pfizer Inc.   1.00%  USD  12/20/2027   7,325,000    200,531    (178,314)   22,217 
Sell  GSI  Pfizer, Inc.   1.00%  USD  12/20/2028   15,802,000    478,934    (438,142)   40,792 
Buy  BARC  R.R. Donnelley & Sons Company   (5.00)%  USD  12/20/2027   1,628,000    (122,342)   222,929    100,587 
Sell  GSI  Target Corporation   1.00%  USD  12/20/2027   7,957,000    215,296    (154,905)   60,391 
Sell  GSI  The Procter & Gamble Company   1.00%  USD  12/20/2027   10,061,000    290,569    (254,747)   35,822 
Sell  MSCS  The Sherwin-Williams Company   1.00%  USD  12/20/2027   1,912,000    41,620    (4,103)   37,517 
Sell  MSCS  The Southern Company   1.00%  USD  6/20/2026   847,000    15,139    (14,141)   998 
Buy  GSI  Transocean Inc.   (1.00)%  USD  6/20/2027   1,487,000    128,470    (122,678)   5,792 
Buy  BARC  Transocean Inc.   (1.00)%  USD  6/20/2027   453,000    39,137    (47,565)   (8,428)
Buy  BARC  Unisys Corporation   (5.00)%  USD  6/20/2028   286,000    2,165    (38,292)   (36,127)
Sell  MSCS  UnitedHealth Group Incorporated   1.00%  USD  12/20/2027   15,248,000    396,668    (335,362)   61,306 
Sell  MSCS  Verizon Communications Inc.   1.00%  USD  6/20/2028   3,181,000    49,562    (2,900)   46,662 
Sell  MSCS  Verizon Communications Inc.   1.00%  USD  12/20/2027   7,000,000    109,888    4,885    114,773 
                         $5,602,473   $(4,491,249)  $1,111,224 

 

(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. Notional amounts are presented in the currency indicated in the table.

 

38

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

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   (476,576)  10/31/2024  SONIA  (40) bps  $(473,117)  $3,459 
JPM  Aberdeen Diversified Income and Growth Trust  GBP   96,638   10/31/2024  SONIA  40 bps   97,244    606 
JPM  Aberdeen New India Investment Trust PLC  GBP   714,480   10/31/2024  SONIA  40 bps   718,822    4,342 
JPM  Abrdn UK Smaller Cos Growth Trust PLC  GBP   1,769,478   10/31/2024  SONIA  40 bps   1,765,428    (4,050)
JPM  Alpha Financial Markets Consulting PLC  GBP   (4,927)  10/31/2024  SONIA  (40) bps   (5,134)   (207)
JPM  Alten SA  EUR   (47,135)  10/31/2024  ESTRON  (40) bps   (47,398)   (263)
JPM  Auction Technology Group PLC  GBP   (2,106)  10/31/2024  SONIA  (40) bps   (2,514)   (408)
JPM  Baillie Gifford European Growth Trust PLC  GBP   474,872   10/31/2024  SONIA  40 bps   480,574    5,702 
JPM  Baillie Gifford UK Growth Trust PLC  GBP   4,286,103   10/31/2024  SONIA  40 bps   4,312,048    25,945 
JPM  Baillie Gifford US Growth Trust PLC  GBP   8,601,963   10/31/2024  SONIA  40 bps   8,630,765    28,802 
JPM  Baker Steel Resources Trust, Ltd.  GBP   193,833   10/31/2024  SONIA  40 bps   193,833    - 
JPM  Balfour Beatty PLC  GBP   (68,409)  10/31/2024  SONIA  (40) bps   (66,957)   1,452 
JPM  Barings Emerging EMEA Opportunities PLC  GBP   253,064   10/31/2024  SONIA  40 bps   253,064    - 
JPM  Bellway PLC  GBP   (5,638)  10/31/2024  SONIA  (40) bps   (5,806)   (168)
JPM  Big Technologies PLC  GBP   (950)  10/31/2024  SONIA  (40) bps   (946)   4 
JPM  BioMerieux  EUR   (183,112)  10/31/2024  ESTRON  (40) bps   (180,584)   2,528 
JPM  BlackRock Smaller Companies Trust PLC  GBP   2,145,888   10/31/2024  SONIA  40 bps   2,139,483    (6,405)
JPM  Bloomsbury Publishing PLC  GBP   (36)  10/31/2024  SONIA  (40) bps   (36)   - 
JPM  Brown Advisory US Smaller Companies PLC  GBP   193,190   10/31/2024  SONIA  40 bps   196,300    3,110 
JPM  Bytes Technology Group PLC  GBP   (94,101)  10/31/2024  SONIA  (40) bps   (94,896)   (795)
JPM  Card Factory PLC  GBP   (643)  10/31/2024  SONIA  (40) bps   (636)   7 
JPM  Central Asia Metals PLC  GBP   (2,421)  10/31/2024  SONIA  (40) bps   (2,410)   11 
JPM  Chemring Group PLC  GBP   (237,833)  10/31/2024  SONIA  (40) bps   (237,159)   674 
JPM  Clarkson PLC  GBP   (28,936)  10/31/2024  SONIA  (40) bps   (29,018)   (82)
JPM  Computacenter PLC  GBP   (81,188)  10/31/2024  SONIA  (40) bps   (82,842)   (1,654)
JPM  Conduit Holdings, Ltd.  GBP   (14,435)  10/31/2024  SONIA  (40) bps   (14,285)   150 
JPM  CQS Natural Resources Growth and Income PLC  GBP   365,893   10/31/2024  SONIA  40 bps   362,452    (3,441)
JPM  Crest Nicholson Holdings PLC  GBP   (50,813)  10/31/2024  SONIA  (40) bps   (51,105)   (292)
JPM  CVS Group PLC  GBP   (48,520)  10/31/2024  SONIA  (40) bps   (49,309)   (789)
JPM  Dassault Systemes SE  EUR   (241,252)  10/31/2024  ESTRON  (40) bps   (242,913)   (1,661)
JPM  Diploma PLC  GBP   (393,718)  10/31/2024  SONIA  (40) bps   (390,127)   3,591 
JPM  DiscoverIE Group PLC  GBP   (5,104)  10/31/2024  SONIA  (40) bps   (5,117)   (13)
JPM  Dunelm Group PLC  GBP   (269,005)  10/31/2024  SONIA  (40) bps   (266,081)   2,924 

 

Annual Report | January 31, 2024 39

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

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  Edenred  EUR   (169,263)  10/31/2024  ESTRON  (40) bps  $(166,440)  $2,823 
JPM  Edinburgh Worldwide Investment Trust PLC  GBP   15,991,454   10/31/2024  SONIA  40 bps   15,717,194    (274,260)
JPM  Elis SA  EUR   (80,356)  10/31/2024  ESTRON  (40) bps   (81,232)   (876)
JPM  Esker SA  EUR   (5,025)  10/31/2024  ESTRON  (40) bps   (5,058)   (33)
JPM  European Smaller Companies  GBP   4,849,365   10/31/2024  SONIA  40 bps   4,864,615    15,250 
JPM  Experian PLC  GBP   (117,059)  10/31/2024  SONIA  (40) bps   (118,460)   (1,401)
JPM  Fidelity Emerging Markets, Ltd.  GBP   8,732,902   10/31/2024  SONIA  40 bps   8,718,725    (14,177)
JPM  Future PLC  GBP   (45,473)  10/31/2024  SONIA  (40) bps   (44,907)   566 
JPM  Games Workshop Group PLC  GBP   (117,994)  10/31/2024  SONIA  (40) bps   (116,990)   1,004 
JPM  Gamma Communications PLC  GBP   (3,439)  10/31/2024  SONIA  (40) bps   (3,571)   (132)
JPM  Genus PLC  GBP   (203,844)  10/31/2024  SONIA  (40) bps   (204,201)   (357)
JPM  Grafton Group PLC  GBP   (142,636)  10/31/2024  SONIA  (75) bps   (141,964)   672 
JPM  Grifols SA  EUR   (128,924)  10/31/2024  ESTRON  (40) bps   (131,213)   (2,289)
JPM  Henderson EuroTrust PLC  GBP   1,309,338   10/31/2024  SONIA  40 bps   1,325,646    16,308 
JPM  Henderson Opportunities Trust PLC  GBP   210,266   10/31/2024  SONIA  40 bps   209,635    (631)
JPM  Henderson Smaller Companies Inv Trust PLC  GBP   225,165   10/31/2024  SONIA  40 bps   224,593    (572)
JPM  Herald Investment Trust PLC  GBP   4,985,992   10/31/2024  SONIA  40 bps   5,036,921    50,929 
JPM  Hipgnosis Songs Fund Ltd  GBP   1,027,922   10/31/2024  SONIA  40 bps   1,008,914    (19,008)
JPM  Hollywood Bowl Group PLC  GBP   (296)  10/31/2024  SONIA  (40) bps   (303)   (7)
JPM  Hunting PLC  GBP   (15,121)  10/31/2024  SONIA  (40) bps   (15,645)   (524)
JPM  IMI PLC  GBP   (113,585)  10/31/2024  SONIA  (40) bps   (115,226)   (1,641)
JPM  Impax Asset Management Group PLC  GBP   (4,771)  10/31/2024  SONIA  (40) bps   (4,869)   (98)
JPM  Inchcape PLC  GBP   (95,813)  10/31/2024  SONIA  (40) bps   (95,395)   418 
JPM  Intermediate Capital Group PLC  GBP   (260,324)  10/31/2024  SONIA  (40) bps   (265,225)   (4,901)
JPM  Invesco Select Trust PLC  GBP   31,651   10/31/2024  SONIA  40 bps   32,791    1,140 
JPM  IPSOS  EUR   (67,399)  10/31/2024  ESTRON  (40) bps   (67,733)   (334)
JPM  JPMorgan European Discovery Trust PLC  GBP   36,030,893   10/31/2024  SONIA  40 bps   36,288,257    257,364 
JPM  JPMorgan Mid Cap Investment Trust PLC  GBP   2,734,653   10/31/2024  SONIA  40 bps   2,758,126    23,473 
JPM  JPMorgan UK Smaller Companies Inv Trust PLC  GBP   229,380   10/31/2024  SONIA  40 bps   230,973    1,593 
JPM  Kainos Group PLC  GBP   (15,651)  10/31/2024  SONIA  (40) bps   (16,455)   (804)
JPM  Kering SA  EUR   (152,637)  10/31/2024  ESTRON  (40) bps   (152,003)   634 
JPM  Keystone Positive Change Investment Trust PLC  GBP   2,770,555   10/31/2024  SONIA  40 bps   2,738,927    (31,628)
JPM  Man Group PLC  GBP   (149,354)  10/31/2024  SONIA  (40) bps   (154,367)   (5,013)
JPM  Mercantile Investment Trust PLC  GBP   7,562,014   10/31/2024  SONIA  40 bps   7,615,393    53,379 
JPM  MFF Capital Investments, Ltd.  AUD   783,031   10/31/2024  RBACOR  45 bps   799,793    16,762 
JPM  Middlefield Canadian Income PC  GBP   1,637   10/31/2024  SONIA  40 bps   1,650    13 
JPM  Morgan Advanced Materials PLC  GBP   (1,148)  10/31/2024  SONIA  (40) bps   (1,133)   15 
JPM  Morgan Sindall Group PLC  GBP   (15,278)  10/31/2024  SONIA  (40) bps   (15,414)   (136)
JPM  NB Global Corporate Income Trust  AUD   418,233   10/31/2024  RBACOR  45 bps   421,021    2,788 
JPM  Next Fifteen Communications  GBP   (252)  10/31/2024  SONIA  (40) bps   (255)   (3)
JPM  Ocado Group PLC  GBP   (191,324)  10/31/2024  SONIA  (40) bps   (184,897)   6,427 
JPM  Oxford Instruments PLC  GBP   (333,312)  10/31/2024  SONIA  (40) bps   (336,342)   (3,030)

 

40

 

 

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments
  January 31, 2024

 

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  Oxford Nanopore Technologies PLC  GBP   (121,663)  10/31/2024  SONIA  (40) bps  $(137,342)  $(15,679)
JPM  Pagegroup PLC  GBP   (414)  10/31/2024  SONIA  (40) bps   (413)   1 
JPM  Pengana International Equities, Ltd.  AUD   208,559   10/31/2024  RBACOR  45 bps   212,351    3,792 
JPM  Polar Capital Technology Trust PLC  GBP   5,301,797   10/31/2024  SONIA  40 bps   5,272,343    (29,454)
JPM  Polestar Automotive Holding UK PLC  USD   (1,512,490)  10/31/2024  OBFR  (700) bps   (1,610,070)   (97,580)
JPM  QinetiQ Group PLC  GBP   (243,307)  10/31/2024  SONIA  (40) bps   (241,286)   2,021 
JPM  Reach PLC  GBP   (64)  10/31/2024  SONIA  (40) bps   (63)   1 
JPM  Redrow PLC  GBP   (5,199)  10/31/2024  SONIA  (40) bps   (5,207)   (8)
JPM  River & Mercantile UK Micro Cap Inv Co Ltd  GBP   944,455   10/31/2024  SONIA  40 bps   931,090    (13,365)
JPM  Samsung Electronics Co., Ltd.  USD   (84,942)  10/31/2024  OBFR  (40) bps   (83,448)   1,494 
JPM  Schiehallion Fund, Ltd.  USD   66,411   10/31/2024  OBFR  40 bps   65,950    (461)
JPM  Schroder UK Mid Cap Fund PLC  GBP   299,907   10/31/2024  SONIA  40 bps   302,049    2,142 
JPM  Schroders Capital Global  GBP   11,951   10/31/2024  SONIA  40 bps   11,457    (494)
JPM  Scottish Mortgage Investment Trust PLC  GBP   4,829,233   10/31/2024  SONIA  40 bps   4,790,847    (38,386)
JPM  SEB SA  EUR   (3,692)  10/31/2024  ESTRON  (40) bps   (3,802)   (110)
JPM  Senior PLC  GBP   (1,494)  10/31/2024  SONIA  (40) bps   (1,492)   2 
JPM  Soitec  EUR   (98,515)  10/31/2024  ESTRON  (40) bps   (98,770)   (255)
JPM  Spie SA  EUR   (75,788)  10/31/2024  ESTRON  (40) bps   (76,839)   (1,051)
JPM  SSP Group PLC  GBP   (134)  10/31/2024  SONIA  (40) bps   (135)   (1)
JPM  Telecom Plus PLC  GBP   (44,929)  10/31/2024  SONIA  (40) bps   (45,366)   (437)
JPM  Templeton EM Investment Trust PLC  GBP   2,648,021   10/31/2024  SONIA  40 bps   2,629,958    (18,063)
JPM  Verallia SA  EUR   (59,164)  10/31/2024  ESTRON  (40) bps   (58,345)   819 
JPM  Vesuvius PLC  GBP   (26,916)  10/31/2024  SONIA  (40) bps   (26,871)   45 
JPM  VGI Partners Global Investments, Ltd.  AUD   538,842   10/31/2024  RBACOR  45 bps   538,842    - 
JPM  WAM Global, Ltd.  AUD   344,230   10/31/2024  RBACOR  45 bps   351,185    6,955 
JPM  Watches of Switzerland Group PLC  GBP   (84,780)  10/31/2024  SONIA  (40) bps   (84,329)   451 
JPM  WH Smith PLC  GBP   (7,932)  10/31/2024  SONIA  (40) bps   (7,965)   (33)
JPM  Wise PLC  GBP   (23,438)  10/31/2024  SONIA  (40) bps   (23,152)   286 
JPM  Workspace Group PLC  GBP   (125)  10/31/2024  SONIA  (40) bps   (126)   (1)
                       $115,056,550   $(44,587)

  

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

 

(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.

 

Annual Report | January 31, 2024 41

 

 

Saba Capital Income & Opportunities Fund Notes to Consolidated Financial Statements
  January 31, 2024

 

The following table summarizes the valuation of the Fund’s financial instruments in accordance with the above fair value hierarchy levels as of January 31, 2024. Refer to the portfolio of investments for additional details.

 

Investments in Securities at fair value  Level 1 - Quoted Prices  

Level 2 - Significant

Observable Inputs

  

Level 3 - Significant

Unobservable Inputs

   Total 
Corporate Bonds  $-   $43,358,124   $-   $43,358,124 
Senior Loans***   -    65,222,904    -    65,222,904 
Sovereign Debt Obligations**   -    9,106,798    -    9,106,798 
Mortgage-Backed Securities   -    3,841,156    -    3,841,156 
Common Stock***   12,744,724    3,734,527    -    16,479,251 
Closed End Funds   97,680,460    -    -    97,680,460 
Investment Trust   29,574,911    -    -    29,574,911 
Preferred Stock   -    4,080    3,067,747    3,071,827 
Participation Agreement   -    -    959,668    959,668 
Private Fund*   -    -    -    39,566,180 
Unit Trust   16,448,492    -    -    16,448,492 
Special Purpose Acquisition Companies***   5,600,013    -    886,049    6,486,062 
Warrants***   428,639    43,292    403    472,334 
Rights***   120,829    -    -    120,829 
Options   1,878,345    -    -    1,878,345 
Short Term Investments   2,848,154    -    -    2,848,154 
Total  $167,324,567   $125,310,881   $4,913,867   $337,115,495 

 

Securities sold short, at fair value  Level 1 - Quoted Prices   Level 2 - Significant
Observable Inputs		   Level 3 - Significant
Unobservable Inputs		   Total 
Sovereign Debt Obligations**  $173,752,704   $-   $       -   $173,752,704 
Common Stock   26,829,535    -    -    26,829,535 
Exchange Traded Funds   11,401,897    -    -    11,401,897 
Preferred Stock   48,348    -    -    48,348 
Options   298,150    -    -    298,150 
Total  $212,330,634   $-   $-   $212,330,634 

 

Derivative contracts, at fair value  Level 1 - Quoted Prices   Level 2 - Significant
Observable Inputs		   Level 3 - Significant
Unobservable Inputs		   Total 
Assets                
Simple Agreement for Future Equity Contracts  $-   $-   $6,429,300   $6,429,300 
Forward Foreign Currency Contracts   -    621,936    -    621,936 
TBA MBS forward contracts   -    63,955    -    63,955 
Centrally Cleared Credit Default Swaps   -    410,053    -    410,053 
Over the Counter Credit Default Swaps   -    5,724,815    -    5,724,815 
Total Return Swaps   -    552,874    -    552,874 
Total Assets  $-   $7,373,633   $6,429,300   $13,802,933 
                     

Liabilities

                    
Forward foreign currency contracts  $-   $66,693   $-   $66,693 
Futures Contracts   1,101,239    -    -    1,101,239 
TBA MBS forward contracts   -    233,889    -    233,889 
Centrally Cleared Credit Default Swaps   -    39,510,255    -    39,510,255 
Over the Counter Credit Default Swaps   -    122,342    -    122,342 
Total Return Swaps   -    597,461    -    597,461 
Total Assets  $1,101,239   $40,530,640   $-   $41,631,879 

  

* 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.
*** The Fund held Level 3 investments that are priced at $0.