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Form NPORT-P FRANK FUNDS For: Mar 31

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May 23, 2022 1:37 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001281790
          XXXXXXXX
        
      
      
      
      
        S000061828
        C000200195
        C000200196
      
      
      
    
  
  
    
      FRANK FUNDS
      811-21532
      0001281790
      549300LBDAM02QHSWS48
      781 Crandon Blvd.
      Unit 602
      Key Biscayne
      
      33149
      973-887-7698
      Camelot Event Driven Fund
      S000061828
      549300LPHVKPIMYLGN33
      2022-06-30
      2022-03-31
      N
    
    
      63347737.76
      491383.07
      62856354.70
      0.00
      0.00
      0.00
      0.00
      0.00
      0.00
      0.00
      0.00
      0.00
      0.00
      0.00
      0.00
      0.00
      10403335.87
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        30DC, Inc.
        N/A
        30DC, Inc.
        88430R105
        
          
        
        50000.00
        NS
        USD
        800.00
        0.00
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        51Job, Inc.
        52990088ZF32Q8YHCJ53
        51job, Inc. ADR
        316827104
        
          
        
        15400.00
        NS
        USD
        901670.00
        1.43
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        AFC Mortgage Loan Trust
        N/A
        AFC Home Equity Loan Trust Series 2000-02 Class 1A, 0.87%, (1 Month LIBOR USD + 0.790%) 6/25/2030
        00105HEJ1
        
          
        
        4107.57
        PA
        USD
        3934.19
        0.01
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-25
          Variable
          0.94
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        AIB Acquisition Corp.
        N/A
        AIB Acquisition Corp.
        G0R45S125
        
          
        
        5000.00
        NS
        USD
        50050.00
        0.08
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Aerojet Rocketdyne Holdings, Inc.
        549300VULNLWHE8QWI76
        Aerojet Rocketdyne Holdings, Inc.
        007800105
        
          
        
        16000.00
        NS
        USD
        629600.00
        1.00
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Aerojet Rocketdyne Holdings, Inc., May 20, 2022, Call @ $40.00
        N/A
        
          
        
        -160.00
        NC
        USD
        -28800.00
        -0.05
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Aerojet Rocketdyne Holdings, Inc.
                Aerojet Rocketdyne Holdings, Inc.
                
                  
                
              
            
            100.0000
            40.000000
            USD
            2022-05-20
            XXXX
            5999.82
          
        
        
          N
          N
          N
        
      
      
        Agile Growth Corp.
        N/A
        Agile Growth Corp. Class A
        G01202103
        
          
        
        3700.00
        NS
        USD
        36186.00
        0.06
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Agile Growth Corp.
        N/A
        Agile Growth Corp. Warrant
        G01202111
        
          
        
        1233.00
        NS
        USD
        372.00
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Agnico Eagle Mines Ltd.
        YGE0EUBRF7IJOB3QRX76
        Agnico Eagle Mines Ltd.
        008474108
        
          
        
        7000.00
        NS
        USD
        428680.00
        0.68
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Agnico Eagle Mines Ltd., January 20, 2023, Call @ $60.00
        N/A
        
          
        
        -70.00
        NC
        USD
        -67550.00
        -0.11
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Agnico Eagle Mines Ltd
                Agnico Eagle Mines Ltd
                
                  
                
              
            
            100.0000
            60.000000
            USD
            2023-01-20
            XXXX
            -479.15
          
        
        
          N
          N
          N
        
      
      
        Ahren Acquisition Corp.
        N/A
        Ahren Acquisition Corp.
        G01322117
        
          
        
        4400.00
        NS
        USD
        44264.00
        0.07
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd.
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd.
        01609W102
        
          
        
        5000.00
        NS
        USD
        544000.00
        0.87
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Alpha Capital Acquisition Co.
        N/A
        Alpha Capital Acquisition Co. Warrant
        G0316P122
        
          
        
        375.00
        NS
        USD
        216.08
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev
        5493008H3828EMEXB082
        Anheuser Busch InBev SA/NV ADR
        03524A108
        
          
        
        6000.00
        NS
        USD
        360360.00
        0.57
        Long
        EC
        CORP
        BE
        N
        
        1
        
          N
          N
          N
        
      
      
        Archaea Energy, Inc.
        N/A
        Archaea Energy, Inc. Class A
        03940F103
        
          
        
        20450.00
        NS
        USD
        448468.50
        0.71
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Archaea Energy, Inc., September 16, 2022, Call @ $20.00
        N/A
        
          
        
        -200.00
        NC
        USD
        -86000.00
        -0.14
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Archaea Energy, Inc.
                Archaea Energy, Inc.
                
                  
                
              
            
            100.0000
            20.000000
            USD
            2022-09-16
            XXXX
            -33500.28
          
        
        
          N
          N
          N
        
      
      
        Arctos NorthStar Acquisition Corp.
        N/A
        Arctos NorthStar Acquisition Corp. Warrant
        G0477L126
        
          
        
        1300.00
        NS
        USD
        448.50
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Astaldi Societa Per Azioni
        81560001F41A81948348
        Astaldi SpA SPF
        GSITC0445
        
          
        
        1022580.00
        NS
        USD
        50617.71
        0.08
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Aurora Technology Acquisition Corp.
        N/A
        Aurora Technology Acquisition Corp.
        G06984101
        
          
        
        30000.00
        NS
        USD
        302700.00
        0.48
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Autoliv, Inc.
        A23RUXWKASG834LTMK28
        Autoliv, Inc.
        052800109
        
          
        
        5000.00
        NS
        USD
        382200.00
        0.61
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        BP PLC, July 15, 2022, Call @ $31.00
        N/A
        
          
        
        -200.00
        NC
        USD
        -28200.00
        -0.04
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                BP, Plc.
                BP, Plc.
                
                  
                
              
            
            100.0000
            31.000000
            USD
            2022-07-15
            XXXX
            16899.76
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        BP PLC, October 21, 2022, Call @ $29.00
        N/A
        
          
        
        -200.00
        NC
        USD
        -58700.00
        -0.09
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                BP, Plc.
                BP, Plc.
                
                  
                
              
            
            100.0000
            29.000000
            USD
            2022-10-21
            XXXX
            -9000.26
          
        
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        055622104
        
          
        
        40000.00
        NS
        USD
        1176000.00
        1.87
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        BYTE Acquisition Corp.
        N/A
        BYTE Acquisition Corp. Class A
        G1R25Q105
        
          
        
        13000.00
        NS
        USD
        127010.00
        0.20
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        BYTE Acquisition Corp.
        N/A
        BYTE Acquisition Corp. Warrant
        G1R25Q113
        
          
        
        6500.00
        NS
        USD
        1280.50
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Bab, Inc.
        N/A
        Bab, Inc.
        055183107
        
          
        
        479411.00
        NS
        USD
        421881.68
        0.67
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Barrick Gold Corp., September 16, 2022, Call @ $23.00
        N/A
        
          
        
        -150.00
        NC
        USD
        -48000.00
        -0.08
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Barrick Gold Corporation
                Barrick Gold Corporation
                
                  
                
              
            
            100.0000
            23.000000
            USD
            2022-09-16
            XXXX
            -12375.19
          
        
        
          N
          N
          N
        
      
      
        Barrick Gold Corp.
        0O4KBQCJZX82UKGCBV73
        Barrick Gold Corp.
        067901108
        
          
        
        15000.00
        NS
        USD
        367950.00
        0.59
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos., Inc.
        071734107
        
          
        
        40000.00
        NS
        USD
        914000.00
        1.45
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        D0712D163
        
          
        
        3000.00
        NS
        USD
        205500.00
        0.33
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Blue World Acquisition Corp.
        N/A
        Blue World Acquisition Corp.
        G1263E128
        
          
        
        10000.00
        NS
        USD
        100846.00
        0.16
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        BRF SA
        254900MTXR9LUVQFU480
        BRF SA
        10552T107
        
          
        
        14800.00
        NS
        USD
        58756.00
        0.09
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookfield Asset Management, Inc.
        C6J3FGIWG6MBDGTE8F80
        Brookfield Asset Management, Inc.
        112585104
        
          
        
        1004.70
        NS
        USD
        56835.88
        0.09
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookfield Property Preferred LP
        N/A
        Brookfield Property Partners LP 6.25%
        G1624R107
        
          
        
        722.93
        NS
        USD
        16265.92
        0.03
        Long
        EP
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        CA Immobilien Anlagen AG
        5299003ICAPV07J0R180
        CA Immobilien Anlagen AG
        N/A
        
          
        
        16500.00
        NS
        USD
        511972.39
        0.81
        Long
        EC
        CORP
        AT
        N
        
        1
        
          N
          N
          N
        
      
      
        CVR Energy, Inc.
        529900SOYZIXZBTXB558
        CVR Energy, Inc.
        12662P108
        
          
        
        15000.00
        NS
        USD
        383100.00
        0.61
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        CVR Energy, Inc., December 16, 2022, Call @ $25.00
        N/A
        
          
        
        -150.00
        NC
        USD
        -82500.00
        -0.13
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                CVR Energy, Inc.
                CVR Energy, Inc.
                
                  
                
              
            
            100.0000
            25.000000
            USD
            2022-12-16
            XXXX
            -16125.35
          
        
        
          N
          N
          N
        
      
      
        Canadian National Railway Co.
        3SU7BEP7TH9YEQOZCS77
        Canadian National Railway Co.
        136375102
        
          
        
        -1000.00
        NS
        USD
        -134140.00
        -0.21
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp.
        N/A
        Chevron Corp.
        166764100
        
          
        
        4000.00
        NS
        USD
        651320.00
        1.04
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust, Inc.
        N/A
        Citigroup Mortgage Loan Trust, Inc. Series 2005-OPT1 Class M3, 0.860%, (1 Month LIBOR USD + 0.710%), 02/25/2035
        17307GNT1
        
          
        
        97431.99
        PA
        USD
        95790.86
        0.15
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-25
          Variable
          0.86
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967424
        
          
        
        12000.00
        NS
        USD
        640800.00
        1.02
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Citigroup, Inc., June 17, 2022, Call @ $55.00
        N/A
        
          
        
        120.00
        NC
        USD
        24480.00
        0.04
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Citigroup, Inc.
                Citigroup, Inc.
                
                  
                
              
            
            100.0000
            55.000000
            USD
            2022-06-17
            XXXX
            -35298.00
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Citigroup, Inc., June 17, 2022, Call @ $70.00
        N/A
        
          
        
        -240.00
        NC
        USD
        -2160.00
        0.00
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Citigroup, Inc.
                Citigroup, Inc.
                
                  
                
              
            
            100.0000
            70.000000
            USD
            2022-06-17
            XXXX
            8999.94
          
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings, Inc.
        54930076J6KDZL504O62
        Clear Channel Outdoor Holdings, Inc.
        18453H106
        
          
        
        11249.00
        NS
        USD
        38921.54
        0.06
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings, Inc.
        54930076J6KDZL504O62
        Clear Channel Outdoor Holdings, Inc. Rights
        N/A
        
          
        
        11249.00
        NS
        USD
        0.00
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Computer Horizons Corp.
        N/A
        Computer Horizons Corp.
        205908304
        
          
        
        65000.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conagra Brands, Inc.
        54930035UDEIH090K650
        Conagra Brands, Inc.
        205887102
        
          
        
        10000.00
        NS
        USD
        335700.00
        0.53
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conwert Immobilien Invest AG
        529900VN62L73X20JX85
        Conwert Immobilien Invest GmbH
        N/A
        
          
        
        45000.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        AT
        N
        
        1
        
          N
          N
          N
        
      
      
        Corazon Capital V838 Monoceros Corp
        N/A
        Corazon Capital V838 Monceros Corp. Class A
        G24237102
        
          
        
        14300.00
        NS
        USD
        139426.43
        0.22
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Corazon Capital V838 Monoceros Corp
        N/A
        Corazon Capital V838 Monceros Corp. Warrant
        G24237128
        
          
        
        4766.00
        NS
        USD
        1660.47
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        CWALT, Inc., Alternative Loan Series 07-0A7 Class A3
        N/A
        Countrywide Alternative Loan Series 07-0A7 Class A3, 0.5017%, (1 Month LIBOR USD + 0.300%) 05/25/2047
        126680AF4
        
          
        
        960000.00
        PA
        USD
        0.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-25
          Variable
          0.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CWALT, Inc., Alternative Loan Series 07-0A7 Class A3
        549300H6I2066O1LC673
        Countrywide Asset-Backed Certificates Series 2007-11 Class 2M2, 0.41%, (1 Month LIBOR USD + 0.320%) 06/25/2047
        23247LAH1
        
          
        
        649319.47
        PA
        USD
        23725.09
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-25
          Variable
          0.47
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Crown Castle International Corp., January 20, 2023, Call @ $170.00
        N/A
        
          
        
        -60.00
        NC
        USD
        -154200.00
        -0.25
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Crown Castle Intl Corp New
                Crown Castle Intl Corp New
                
                  
                
              
            
            100.0000
            170.000000
            USD
            2023-01-20
            XXXX
            -56850.50
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Crown Castle International Corp., January 20, 2023, Call @ $175.00
        N/A
        
          
        
        -115.00
        NC
        USD
        -250700.00
        -0.40
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Crown Castle Intl Corp New
                Crown Castle Intl Corp New
                
                  
                
              
            
            100.0000
            175.000000
            USD
            2023-01-20
            XXXX
            -81938.37
          
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822V101
        
          
        
        17500.00
        NS
        USD
        3230500.00
        5.14
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DHC Acquisition Corp.
        N/A
        DHC Acquisition Corp. Warrant
        G2758T117
        
          
        
        2066.00
        NS
        USD
        477.04
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Digicel Group 0.5 Ltd
        N/A
        Digicel Group 0.5 Ltd. 8.000%, 04/01/2025
        25381YAB7
        
          
        
        55246.00
        PA
        USD
        48915.91
        0.08
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2025-04-01
          Fixed
          8.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digicel Group 0.5 Ltd
        N/A
        Digicel Group 0.5 Ltd. Private Placement Series 144A Conv. 7.000%, 12/03/2099
        25381YAC5
        
          
        
        83597.00
        PA
        USD
        54338.05
        0.09
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2050-12-31
          Fixed
          7.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Disruptive Acquisition Corp. I
        N/A
        Disruptive Acquisition Corp. I Class A
        G2770Y102
        
          
        
        4800.00
        NS
        USD
        46944.00
        0.07
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Disruptive Acquisition Corp. I
        N/A
        Disruptive Acquisition Corp. I Warrant
        G2770Y128
        
          
        
        1600.00
        NS
        USD
        394.88
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441C204
        
          
        
        5000.00
        NS
        USD
        558300.00
        0.89
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Duke Energy Corp., January 20, 2023, Call @ $100.00
        N/A
        
          
        
        -50.00
        NC
        USD
        -75250.00
        -0.12
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Duke Energy Corp New
                Duke Energy Corp New
                
                  
                
              
            
            100.0000
            100.000000
            USD
            2023-01-20
            XXXX
            -37875.20
          
        
        
          N
          N
          N
        
      
      
        Elanco Animal Health, Inc.
        549300SHPNDCE059M934
        Elanco Animal Health, Inc.
        28414H103
        
          
        
        93000.00
        NS
        USD
        2426370.00
        3.86
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Elanco Animal Health, Inc., January 20, 2023, Call @ $27.00
        N/A
        
          
        
        -370.00
        NC
        USD
        -111000.00
        -0.18
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Elanco Animal Health Inc.
                Elanco Animal Health Inc.
                
                  
                
              
            
            100.0000
            27.000000
            USD
            2023-01-20
            XXXX
            28674.28
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Elanco Animal Health, Inc., October 21, 2022, Call @ $27.00
        N/A
        
          
        
        -220.00
        NC
        USD
        -53350.00
        -0.08
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Elanco Animal Health Inc.
                Elanco Animal Health Inc.
                
                  
                
              
            
            100.0000
            27.000000
            USD
            2022-10-21
            XXXX
            12099.66
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Elanco Animal Health, Inc., September 16, 2022, Call @ $27.00
        N/A
        
          
        
        -200.00
        NC
        USD
        -43000.00
        -0.07
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Elanco Animal Health Inc.
                Elanco Animal Health Inc.
                
                  
                
              
            
            100.0000
            27.000000
            USD
            2022-09-16
            XXXX
            7499.73
          
        
        
          N
          N
          N
        
      
      
        Emisphere Technologies, Inc.
        N/A
        Emisphere Technologies, Inc.
        291345106
        
          
        
        30000.00
        NS
        USD
        234300.00
        0.37
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Energy Select Sector SPDR Fund ETF, September 16, 2022, Call @ $40.00
        N/A
        
          
        
        585.00
        NC
        USD
        2168887.50
        3.45
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Energy Select Sector SPDR Fund ETF
                Energy Select Sector SPDR Fund ETF
                
                  
                
              
            
            100.0000
            40.000000
            USD
            2022-09-16
            XXXX
            808470.00
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Energy Select Sector SPDR Fund ETF, June 17, 2022, Call @ $60.00
        N/A
        
          
        
        -285.00
        NC
        USD
        -503025.00
        -0.80
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Energy Select Sector SPDR Fund ETF
                Energy Select Sector SPDR Fund ETF
                
                  
                
              
            
            100.0000
            60.000000
            USD
            2022-06-17
            XXXX
            -471247.67
          
        
        
          N
          N
          N
        
      
      
        Evergy, Inc.
        549300PGTHDQY6PSUI61
        Evergy, Inc.
        30034W106
        
          
        
        47000.00
        NS
        USD
        3211980.00
        5.11
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Evergy, Inc., January 20, 2023, Call @ $65.00
        N/A
        
          
        
        -470.00
        NC
        USD
        -357200.00
        -0.57
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Evergy, Inc.
                Evergy, Inc.
                
                  
                
              
            
            100.0000
            65.000000
            USD
            2023-01-20
            XXXX
            -137476.14
          
        
        
          N
          N
          N
        
      
      
        Exide Technologies
        549300KITCGPNNNXQP63
        Exide Technologies
        302051404
        
          
        
        5926.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Exide Technologies
        549300KITCGPNNNXQP63
        Exide Technologies
        302051305
        
          
        
        1777.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Exide Technologies
        549300KITCGPNNNXQP63
        Exide Technologies, 11.000%, 04/30/2022
        302051AY3
        
          
        
        546810.00
        PA
        USD
        448384.20
        0.71
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-30
          Fixed
          0.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FTAC Hera Acquisition Corp.
        N/A
        FTAC Hera Acquisition Corp. Class A
        G3728Y103
        
          
        
        6400.00
        NS
        USD
        62656.00
        0.10
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        FTAC Hera Acquisition Corp.
        N/A
        FTAC Hera Acquisition Corp. Warrant
        G3728Y111
        
          
        
        1600.00
        NS
        USD
        711.68
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association Fannie Mae
        313586109
        
          
        
        100000.00
        NS
        USD
        78500.00
        0.12
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Corp. Series T 8.25%, Perpetual
        313586737
        
          
        
        20000.00
        NS
        USD
        53700.00
        0.09
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Series B 0.00%, (3 Month LIBOR USD + 0.1377%) Perpetual
        313400608
        
          
        
        19000.00
        NS
        USD
        76950.00
        0.12
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Series F 0.00%, Perpetual
        313400863
        
          
        
        4500.00
        NS
        USD
        18765.00
        0.03
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Series M 0.00%, (2 Year CMT + 0.10%) Perpetual
        313400780
        
          
        
        10600.00
        NS
        USD
        41340.00
        0.07
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Series Q 0.00%, (2 Year CMT + 0.20%) Perpetual
        313400756
        
          
        
        42879.00
        NS
        USD
        162940.20
        0.26
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Series S 0.00%, (3 Month LIBOR USD + 0.50%) Perpetual
        313400715
        
          
        
        25000.00
        NS
        USD
        108750.00
        0.17
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Series H 5.10%, Perpetual
        313400855
        
          
        
        55000.00
        NS
        USD
        234850.00
        0.37
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Corp. Series H, 5.810%, Perpetual
        313586885
        
          
        
        5500.00
        NS
        USD
        23320.00
        0.04
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Corp. Series I, 5.375%, Perpetual
        313586877
        
          
        
        700.00
        NS
        USD
        3150.00
        0.01
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Corp. Series M, 4.750%, Perpetual
        313586836
        
          
        
        4440.00
        NS
        USD
        18825.60
        0.03
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Corp. Series N, 5.500%, Perpetual
        313586828
        
          
        
        360.00
        NS
        USD
        1591.20
        0.00
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738108
        
          
        
        10000.00
        NS
        USD
        1014000.00
        1.61
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Fiserv, Inc., June 17, 2022, Call @ $100.00
        N/A
        
          
        
        -100.00
        NC
        USD
        -61250.00
        -0.10
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Fiserv, Inc.
                Fiserv, Inc.
                
                  
                
              
            
            100.0000
            100.000000
            USD
            2022-06-17
            XXXX
            18039.79
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Fiserv, Inc., June 17, 2022, Call @ $70.00
        N/A
        
          
        
        70.00
        NC
        USD
        226975.00
        0.36
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Fiserv, Inc.
                Fiserv, Inc.
                
                  
                
              
            
            100.0000
            100.000000
            USD
            2022-06-17
            XXXX
            44520.00
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Fiserv, Inc., September 16, 2022, Call @ $100.00
        N/A
        
          
        
        -235.00
        NC
        USD
        -211500.00
        -0.34
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Fiserv, Inc.
                Fiserv, Inc.
                
                  
                
              
            
            100.0000
            100.000000
            USD
            2022-09-16
            XXXX
            -35838.40
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Fiserv, Inc., September 16, 2022, Call @ $60.00
        N/A
        
          
        
        235.00
        NC
        USD
        1004625.00
        1.60
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Fiserv, Inc.
                Fiserv, Inc.
                
                  
                
              
            
            100.0000
            60.000000
            USD
            2022-09-16
            XXXX
            212792.50
          
        
        
          N
          N
          N
        
      
      
        Flyht Aerospace Solutions, Inc.
        N/A
        FLYHT Aerospace Solutions Ltd.
        N/A
        
          
        
        101663.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        G3 VRM Acquisition Corp.
        N/A
        G3 VRM Acquisition Corp.
        362425209
        
          
        
        5000.00
        NS
        USD
        51750.00
        0.08
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        G3 VRM Acquisition Corp.
        N/A
        G3 VRM Acquisition Corp. Rights
        362425126
        
          
        
        500.00
        NS
        USD
        105.00
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        GNR Government National Mortgage Series 2019-108 Class NI 4.00%, 8/20/2049
        38381XZK5
        
          
        
        102487.68
        PA
        USD
        3073.01
        0.00
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2049-08-20
          Fixed
          4.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp.
        CU46ESEFJB81SUVBJO28
        GSR Mortgage Loan Trust Series 2005-5F Class B2 5.73099%, 6/25/2035
        36242D7Y3
        
          
        
        141376.00
        PA
        USD
        10157.43
        0.02
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-06-25
          Fixed
          0.74
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gates Industrial Corporation PLC
        549300S6K4FWUSB9KM27
        Gates Industrial Corporation PLC
        G39108108
        
          
        
        3200.00
        NS
        USD
        48192.00
        0.08
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldenbridge Acquisition Ltd.
        N/A
        Goldenbridge Acquisition Ltd. Warrant
        G3970D120
        
          
        
        300.00
        NS
        USD
        26.91
        0.00
        Long
        DE
        CORP
        VI
        N
        
        1
        
          N
          N
          N
        
      
      
        Guoco Group Ltd.
        3OIHUMDMI0Z4XVPQ8V78
        Guoco Group Ltd.
        N/A
        
          
        
        10000.00
        NS
        USD
        106213.12
        0.17
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Haymaker Acquisition Corp. III
        N/A
        Haymaker Acquisition Corp. III Class A
        42087R108
        
          
        
        4580.00
        NS
        USD
        45250.40
        0.07
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Haymaker Acquisition Corp. III
        N/A
        Haymaker Acquisition Corp. III Warrant
        42087R116
        
          
        
        1225.00
        NS
        USD
        673.75
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tim Hellas Telecommunications SA
        N/A
        Hellas Telecommunication Luxembourg II SCA (United Kingdom), 6.054%, (3 Month LIBOR USD + 5.750% ) 01/15/2015
        88706QAA2
        
          
        
        5000000.00
        PA
        USD
        6250.00
        0.01
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2039-01-15
          Variable
          0.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Midstream LP
        N/A
        Hess Midsteam LP Class A
        423103105
        
          
        
        1600.00
        NS
        USD
        48000.00
        0.08
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hollsys Automation Technologies, Ltd.
        2549008FKCB1PSUOZ583
        Hollsys Automation Technologies, Ltd.
        G45667105
        
          
        
        20000.00
        NS
        USD
        319400.00
        0.51
        Long
        EC
        CORP
        VI
        N
        
        1
        
          N
          N
          N
        
      
      
        Hudson Executive Investment Corp. III
        N/A
        Hudson Executive Investment Corp. III Class A
        44376L107
        
          
        
        3750.00
        NS
        USD
        36637.50
        0.06
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hudson Executive Investment Corp. III
        N/A
        Hudson Executive Investment Corp. III Warrant
        44376L115
        
          
        
        780.00
        NS
        USD
        308.18
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAC/InterActiveCorp
        549300TO56L57RP6P031
        IAC/InterActiveCorp Class A
        44919P508
        
          
        
        7000.00
        NS
        USD
        701960.00
        1.12
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        IAC/InterActiveCorp, December 16, 2022, Call @ $100.00
        N/A
        
          
        
        -40.00
        NC
        USD
        -62400.00
        -0.10
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                IAC/Interactive Corp
                IAC/Interactive Corp
                
                  
                
              
            
            100.0000
            100.000000
            USD
            2022-12-16
            XXXX
            7099.64
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        IAC/InterActiveCorp, June 17, 2022, Call @ $90.00
        N/A
        
          
        
        200.00
        NC
        USD
        306000.00
        0.49
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                IAC/Interactive Corp
                IAC/Interactive Corp
                
                  
                
              
            
            100.0000
            90.000000
            USD
            2022-06-17
            XXXX
            -156500.00
          
        
        
          N
          N
          N
        
      
      
        Independence Holdings Corp.
        N/A
        Independence Holdings Corp. Class A
        G4761A101
        
          
        
        3000.00
        NS
        USD
        29370.00
        0.05
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Independence Holdings Corp.
        N/A
        Independence Holdings Corp. Warrant
        G4761A127
        
          
        
        600.00
        NS
        USD
        276.00
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Infinity Capital Group
        N/A
        Infinity Capital Group, 7.000%, 12/31/2049
        N/A
        
          
        
        25000.00
        PA
        USD
        0.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-31
          Fixed
          0.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intelsat SA
        N/A
        Intelsat CVR Class A
        L5137X109
        
          
        
        489.00
        NS
        USD
        0.00
        0.00
        Long
        DE
        CORP
        LU
        N
        
        1
        
          N
          N
          N
        
      
      
        Intelsat SA
        N/A
        Intelsat CVR Class B
        L5137X117
        
          
        
        489.00
        NS
        USD
        0.00
        0.00
        Long
        DE
        CORP
        LU
        N
        
        1
        
          N
          N
          N
        
      
      
        Intelsat SA
        N/A
        Intelsat Emergence SA
        L5217E120
        
          
        
        4675.00
        NS
        USD
        168627.25
        0.27
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Intelsat SA
        N/A
        Intelsat Warrant
        L5217E112
        
          
        
        6.00
        NS
        USD
        0.00
        0.00
        Long
        DE
        CORP
        LU
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        IAC/InterActiveCorp, June 17, 2022, Call @ $140.00
        N/A
        
          
        
        -30.00
        NC
        USD
        -4875.00
        -0.01
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                IAC/Interactive Corp
                IAC/Interactive Corp
                
                  
                
              
            
            100.0000
            140.000000
            USD
            2022-06-17
            XXXX
            31349.81
          
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp.
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp.
        459200101
        
          
        
        4000.00
        NS
        USD
        520080.00
        0.83
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        International Business Machines Corp., January 20, 2023, Call @ $130.00
        N/A
        
          
        
        -80.00
        NC
        USD
        -82000.00
        -0.13
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                International Business Machines, Inc.
                International Business Machines, Inc.
                
                  
                
              
            
            100.0000
            130.000000
            USD
            2023-01-20
            XXXX
            -11200.37
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        International Business Machines Corp., January 20, 2023, Call @ $110.00
        N/A
        
          
        
        40.00
        NC
        USD
        91700.00
        0.15
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                International Business Machines, Inc.
                International Business Machines, Inc.
                
                  
                
              
            
            100.0000
            110.000000
            USD
            2023-01-20
            XXXX
            22000.00
          
        
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances, Inc.
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances, Inc.
        459506101
        
          
        
        7000.00
        NS
        USD
        919310.00
        1.46
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Invesco CurrencyShares Euro Currency Trust, June 17, 2022, Call @ $105.00
        N/A
        
          
        
        -113.00
        NC
        USD
        -6215.00
        -0.01
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Invesco CurrencyShares Euro Currency Trust
                Invesco CurrencyShares Euro Currency Trust
                
                  
                
              
            
            100.0000
            105.000000
            USD
            2022-06-17
            XXXX
            56.46
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Invesco CurrencyShares Euro Currency Trust, June 17, 2022, Put @ $105.00
        N/A
        
          
        
        113.00
        NC
        USD
        31640.00
        0.05
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                Invesco CurrencyShares Euro Currency Trust
                Invesco CurrencyShares Euro Currency Trust
                
                  
                
              
            
            100.0000
            105.000000
            USD
            2022-06-17
            XXXX
            -5819.50
          
        
        
          N
          N
          N
        
      
      
        Investcorp Europe Acquisition Corp. I
        N/A
        Investcorp Europe Acquisition Corp. I
        G4923T121
        
          
        
        7000.00
        NS
        USD
        70770.00
        0.11
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Inyx, Inc.
        N/A
        Inyx, Inc.
        461868101
        
          
        
        167850.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JD.com, Inc.
        549300HVTWB0GJZ16V92
        JD.com, Inc.
        47215P106
        
          
        
        14000.00
        NS
        USD
        810180.00
        1.29
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Jaguar Global Growth Corporation I
        N/A
        Jaguar Global Growth Corporation I
        G5S11A148
        
          
        
        4000.00
        NS
        USD
        40200.00
        0.06
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR Acquisition Holdings I Corp.
        N/A
        KKR Acquisition Holdings I Corp. Class A
        48253T109
        
          
        
        29400.00
        NS
        USD
        289002.00
        0.46
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR Acquisition Holdings I Corp.
        N/A
        KKR Acquisition Holdings I Corp. Warrants
        48253T117
        
          
        
        7350.00
        NS
        USD
        4851.00
        0.01
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KVH Industries, Inc.
        N/A
        KVH Industries, Inc.
        482738101
        
          
        
        10000.00
        NS
        USD
        91000.00
        0.14
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyndryl Holdings, Inc.
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings, Inc.
        50155Q100
        
          
        
        800.00
        NS
        USD
        10496.00
        0.02
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Khosla Ventures Acquisition Co. III
        N/A
        Khosla Ventures Acquisition Co. III Class A
        482506102
        
          
        
        7500.00
        NS
        USD
        73275.00
        0.12
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kismet Acquisition Three Corp.
        N/A
        Kismet Acquisition Three Corp. Class A
        G5276C110
        
          
        
        1800.00
        NS
        USD
        17622.00
        0.03
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Kismet Acquisition Three Corp.
        N/A
        Kismet Acquisition Corp. III Warrant
        G5276C102
        
          
        
        600.00
        NS
        USD
        106.68
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Kismet Acquisition Two Corp.
        N/A
        Kismet Acquisition Two Corp. Class A
        G52807107
        
          
        
        1900.00
        NS
        USD
        18601.00
        0.03
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Kismet Acquisition Two Corp.
        N/A
        Kismet Acquisition Corp. II Warrant
        G52807115
        
          
        
        633.00
        NS
        USD
        96.91
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        LDH Growth Corp I
        N/A
        LDH Growth Corp. I Class A
        G54094100
        
          
        
        3150.00
        NS
        USD
        30838.50
        0.05
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        LDH Growth Corp I
        N/A
        LDH Growth Corp. I Warrant
        G54094126
        
          
        
        630.00
        NS
        USD
        239.46
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Lakeshore Acquisition II Corp.
        N/A
        Lakeshore Acquisition II Corp.
        G5352N139
        
          
        
        5000.00
        NS
        USD
        50225.00
        0.08
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Lebanon, Republic of (Lebanese Republic)
        529900QPC4K951KHL354
        Lebanese Republic Series GMTN 6.150%, 06/19/2020
        N/A
        
          
        
        1000000.00
        PA
        USD
        120830.00
        0.19
        Long
        DBT
        CORP
        LB
        N
        
        2
        
          2022-04-15
          Fixed
          0.00
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Brothers Holdings, Inc.
        549300FDK6ZP3YIHRJ47
        Lehman Brothers Holdings, Inc. Series MTN 8.750%, 2/14/2023
        525ESCIM3
        
          
        
        200000.00
        PA
        USD
        840.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-14
          Fixed
          8.75
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Lehman Brothers Holdings, Inc.
        549300FDK6ZP3YIHRJ47
        Lehman Brothers Holdings, Inc. Series MTNG 0.00%, (1 Month CPI YOY + 2.25%) 2/17/2015
        525ESC5G0
        
          
        
        110000.00
        PA
        USD
        572.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-07-08
          Fixed
          0.00
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Lehman Brothers Holdings, Inc.
        549300FDK6ZP3YIHRJ47
        Lehman Brothers Holdings, Inc. Series LEHN 5.50%, 2/27/2020
        525ESCBV0
        
          
        
        100000.00
        PA
        USD
        420.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-27
          Fixed
          0.00
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Lehman Brothers Holdings, Inc.
        549300FDK6ZP3YIHRJ47
        Lehman Brothers Holdings, Inc. Series MTNG 7.00%, 1/28/2020
        525ESCAI0
        
          
        
        100000.00
        PA
        USD
        420.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-01-28
          Fixed
          0.00
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Lehman Brothers Holdings, Inc.
        549300FDK6ZP3YIHRJ47
        Lehman Brothers Holdings, Inc. Series MTN1 0.00%, 07/08/2014
        525ESCAN9
        
          
        
        130000.00
        PA
        USD
        546.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-02-17
          Variable
          0.00
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Brothers Holdings, Inc.
        549300FDK6ZP3YIHRJ47
        Lehman Brothers Holdings, Inc. Series MTNH 8.25%, 9/23/2020
        525ESC059
        
          
        
        100000.00
        PA
        USD
        420.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-03
          Fixed
          0.00
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Levere Holdings Corp.
        N/A
        Levere Holdings Corp. Class A
        G5426L106
        
          
        
        6200.00
        NS
        USD
        60822.00
        0.10
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Levere Holdings Corp.
        N/A
        Levere Holdings Corp. Warrant
        G5426L122
        
          
        
        2066.00
        NS
        USD
        619.80
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Media Corp.
        549300ZKUTPIBZLWLL89
        Liberty Media Corp. - Liberty SiriusXM Series A
        531229409
        
          
        
        46000.00
        NS
        USD
        2102660.00
        3.35
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Liberty Media Corp. Liberty SiriusXM Series A, October 21, 2022, Call @ $45.00
        N/A
        
          
        
        -350.00
        NC
        USD
        -161000.00
        -0.26
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Liberty Media Corp-Liberty SiriusXM
                Liberty Media Corp-Liberty SiriusXM
                
                  
                
              
            
            100.0000
            45.000000
            USD
            2022-10-21
            XXXX
            2074.16
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Liberty Media Corp Liberty Sirius XM Series A, July 15, 2022, Call @ $45.00
        N/A
        
          
        
        -110.00
        NC
        USD
        -35750.00
        -0.06
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Liberty Media Corp-Liberty SiriusXM
                Liberty Media Corp-Liberty SiriusXM
                
                  
                
              
            
            100.0000
            45.000000
            USD
            2022-07-15
            XXXX
            6324.78
          
        
        
          N
          N
          N
        
      
      
        MBIA Insurance Corp.
        5493004M1UUDNTDXS107
        MBIA Insurance Corp. Series 144a 4.707%, Perpetual
        55276G501
        
          
        
        10.00
        NS
        USD
        10000.00
        0.02
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        MIcrosoft Corp.
        594918104
        
          
        
        3000.00
        NS
        USD
        924930.00
        1.47
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        MIcrosoft Corp., June 17, 2022, Call @ $300.00
        N/A
        
          
        
        -30.00
        NC
        USD
        -61500.00
        -0.10
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                MIcrosoft Corp.
                MIcrosoft Corp.
                
                  
                
              
            
            100.0000
            300.000000
            USD
            2022-06-17
            XXXX
            8084.64
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Madison Square Garden Sports Corp., August 19, 2022, Call @ $150.00
        N/A
        
          
        
        45.00
        NC
        USD
        150075.00
        0.24
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Madison Square Garden Sports Corp.
                Madison Square Garden Sports Corp.
                
                  
                
              
            
            100.0000
            150.000000
            USD
            2022-08-19
            XXXX
            52897.50
          
        
        
          N
          N
          N
        
      
      
        Madison Square Garden Sports Corp.
        N/A
        Madison Square Garden Sports Corp. Class A
        55825T103
        
          
        
        11000.00
        NS
        USD
        1972960.00
        3.14
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Madison Square Garden Sports Corp., August 19, 2022, Call @ $170.00
        N/A
        
          
        
        -30.00
        NC
        USD
        -53700.00
        -0.09
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Madison Square Garden Sports Corp.
                Madison Square Garden Sports Corp.
                
                  
                
              
            
            100.0000
            170.000000
            USD
            2022-08-19
            XXXX
            -11163.22
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Madison Square Garden Sports Corp., August 19, 2022, Call @ $200.00
        N/A
        
          
        
        -90.00
        NC
        USD
        -33750.00
        -0.05
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Madison Square Garden Sports Corp.
                Madison Square Garden Sports Corp.
                
                  
                
              
            
            100.0000
            200.000000
            USD
            2022-08-19
            XXXX
            -15705.10
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Madison Square Garden Sports Corp., November 18, 2022, Call @ $180.00
        N/A
        
          
        
        -35.00
        NC
        USD
        -56000.00
        -0.09
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Madison Square Garden Sports Corp.
                Madison Square Garden Sports Corp.
                
                  
                
              
            
            100.0000
            180.000000
            USD
            2022-11-18
            XXXX
            -7787.75
          
        
        
          N
          N
          N
        
      
      
        Magnolia Oil & Gas Corp.
        N/A
        Magnolia Oil & Gas Corp. Class A
        559663109
        
          
        
        10400.00
        NS
        USD
        245960.00
        0.39
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Magnolia Oil & Gas Corp., September 16, 2022, Call @ $25.00
        N/A
        
          
        
        -104.00
        NC
        USD
        -30160.00
        -0.05
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Magnolia Oil & Gas Corp.
                Magnolia Oil & Gas Corp.
                
                  
                
              
            
            100.0000
            25.000000
            USD
            2022-09-16
            XXXX
            779.84
          
        
        
          N
          N
          N
        
      
      
        Medicus Sciences Acquisition Corp.
        N/A
        Medicus Sciences Acquistion Corp. Class A
        G5960S108
        
          
        
        3000.00
        NS
        USD
        29340.00
        0.05
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Medicus Sciences Acquisition Corp.
        N/A
        Medicus Sciences Acquistion Corp. Warrants
        G5960S124
        
          
        
        333.00
        NS
        USD
        141.99
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury Systems, Inc.
        549300P3B84SGK7HH679
        Mercury Systems, Inc.
        589378108
        
          
        
        10000.00
        NS
        USD
        644500.00
        1.03
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Mercury Systems, Inc., September 16, 2022, Call @ $55.00
        N/A
        
          
        
        -100.00
        NC
        USD
        -135000.00
        -0.21
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Mercury Systems inc.
                Mercury Systems inc.
                
                  
                
              
            
            100.0000
            55.000000
            USD
            2022-09-16
            XXXX
            -84250.27
          
        
        
          N
          N
          N
        
      
      
        NII Holdings, Inc.
        5493008M1YG2GODK3P05
        NII Holdings, Inc.
        62913F508
        
          
        
        44529.00
        NS
        USD
        22264.50
        0.04
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Neiman-Marcus Group, Inc
        N/A
        Neiman-Marcus Group Parent LLC
        62929P102
        
          
        
        791.00
        NS
        USD
        30817.36
        0.05
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Northern Star Investment Corp. III
        N/A
        Northern Star Investment Corp. III
        66574L100
        
          
        
        7300.00
        NS
        USD
        71467.00
        0.11
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Star Investment Corp. III
        N/A
        Northern Star Investment Corp. III Warrant
        66574L118
        
          
        
        1216.00
        NS
        USD
        534.92
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Star Investment Corp. IV
        N/A
        Northern Star Investment Corp. IV Warrant
        66575B119
        
          
        
        1216.00
        NS
        USD
        565.32
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Norwegian Cruise Line Holdings Ltd.
        N/A
        Norwegian Cruise Line Holdings Ltd.
        G66721104
        
          
        
        81000.00
        NS
        USD
        1772280.00
        2.82
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Norwegian Cruise Line Holdings Ltd., January 20, 2023, Call @ $15.00
        N/A
        
          
        
        -250.00
        NC
        USD
        -212250.00
        -0.34
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Norwegian Cruise Line Hldgs Lt Shs
                Norwegian Cruise Line Hldgs Lt Shs
                
                  
                
              
            
            100.0000
            15.000000
            USD
            2023-01-20
            XXXX
            -101625.57
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Norwegian Cruise Line Holdings Ltd., June 17, 2022, Call @ $20.00
        N/A
        
          
        
        -400.00
        NC
        USD
        -138000.00
        -0.22
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Norwegian Cruise Line Hldgs Lt Shs
                Norwegian Cruise Line Hldgs Lt Shs
                
                  
                
              
            
            100.0000
            20.000000
            USD
            2022-06-17
            XXXX
            -28200.57
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Norwegian Cruise Line Holdings Ltd., September 16, 2022, Call @ $20.00
        N/A
        
          
        
        -160.00
        NC
        USD
        -69600.00
        -0.11
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Norwegian Cruise Line Hldgs Lt Shs
                Norwegian Cruise Line Hldgs Lt Shs
                
                  
                
              
            
            100.0000
            20.000000
            USD
            2022-09-16
            XXXX
            -20720.26
          
        
        
          N
          N
          N
        
      
      
        OceanTech Acquisitions I Corp.
        N/A
        OceanTech Aquistions I Corp.
        675507206
        
          
        
        25000.00
        NS
        USD
        253750.00
        0.40
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PNM Resources, Inc.
        5493003JOBJGLZSDDQ28
        PNM Resources, Inc.
        69349H107
        
          
        
        10000.00
        NS
        USD
        476700.00
        0.76
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PWP Forward Acquisition Corp. I
        N/A
        PWP Forward Acquisition Corp. I Class A
        74709Q101
        
          
        
        3600.00
        NS
        USD
        35208.00
        0.06
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PWP Forward Acquisition Corp. I
        N/A
        PWP Forward Acquisition Corp. I Warrant
        74709Q119
        
          
        
        720.00
        NS
        USD
        244.80
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        Paramount Global Class B
        92556H206
        
          
        
        19562.00
        NS
        USD
        739639.22
        1.18
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        Paramount Global Series A 5.750%, 04/01/2024 PFD
        92556H305
        
          
        
        2400.00
        NS
        USD
        133320.00
        0.21
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pershing Square Tontine Holdings, Ltd.
        549300ZDVEYEVCF35B08
        Pershing Square Tontine Holdings, Ltd. Class A
        71531R109
        
          
        
        33000.00
        NS
        USD
        656370.00
        1.04
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Petrocorp, Inc.
        N/A
        Petrocorp., Inc.
        71645N994
        
          
        
        200.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Post Holdings, Inc.
        JM1I5YUAURL6DC8N1468
        Post Holdings, Inc.
        737446104
        
          
        
        10000.00
        NS
        USD
        692600.00
        1.10
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prosus N.V.
        635400Z5LQ5F9OLVT688
        Prosus N.V. ADR
        74365P108
        
          
        
        30000.00
        NS
        USD
        326700.00
        0.52
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured CABS SER A, 0.000%, 07/01/2024
        74514L3Q8
        
          
        
        11383.00
        PA
        USD
        10386.99
        0.02
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          0.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured CABS SER A, 0.000%, 07/01/2033
        74514L3R6
        
          
        
        28490.00
        PA
        USD
        16452.98
        0.03
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-01
          Fixed
          0.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2033
        74514L3K1
        
          
        
        22136.00
        PA
        USD
        21609.38
        0.03
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-01
          Fixed
          4.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2035
        74514L3L9
        
          
        
        19896.00
        PA
        USD
        19199.64
        0.03
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-01
          Fixed
          4.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2037
        74514L3M7
        
          
        
        17074.00
        PA
        USD
        16393.77
        0.03
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-07-01
          Fixed
          4.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2041
        74514L3N5
        
          
        
        23219.00
        PA
        USD
        22049.46
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2046
        74514L3P0
        
          
        
        24147.00
        PA
        USD
        22714.84
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-01
          Fixed
          4.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 5.250%, 07/01/2023
        74514L3E5
        
          
        
        24723.00
        PA
        USD
        25323.03
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 5.375%, 07/01/2025
        74514L3F2
        
          
        
        24653.00
        PA
        USD
        26010.15
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 5.625%, 07/01/2027
        74514L3G0
        
          
        
        24432.00
        PA
        USD
        26677.06
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          5.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 5.625%, 07/01/2029
        74514L3H8
        
          
        
        24036.00
        PA
        USD
        26804.95
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Puerto Rico Commonwealth Restructured SER A1, 5.750%, 07/01/2031
        74514L3J4
        
          
        
        23345.00
        PA
        USD
        26589.96
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-01
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        N/A
        Puerto Rico Commonwealth SUBSER CW NT CLAIMS, 3.000%, 11/01/2043
        74514L3T2
        
          
        
        115761.00
        PA
        USD
        62221.54
        0.10
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-01
          Variable
          3.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        Puerto Rico Electric Power Authority Series CCC, 4.250%, 07/01/2021
        74526QX98
        
          
        
        10000.00
        PA
        USD
        9512.50
        0.02
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-03
          Fixed
          0.00
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        Puerto Rico Electric Power Authority Series CCC, 4.250%, 07/01/2023
        74526QYW6
        
          
        
        10000.00
        PA
        USD
        9337.50
        0.01
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          4.25
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        Puerto Rico Electric Power Authority Series DDD, 3.500%, 07/01/2020
        74526QJ37
        
          
        
        75000.00
        PA
        USD
        67968.75
        0.11
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-15
          Fixed
          0.00
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        Puerto Rico Electric Power Authority Series DDD, 3.625%, 07/01/2021
        74526QK76
        
          
        
        30000.00
        PA
        USD
        27187.50
        0.04
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-03
          Fixed
          0.00
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        Puerto Rico Electric Power Authority Series TT, 5.000%, 07/01/2020
        74526QG97
        
          
        
        55000.00
        PA
        USD
        52525.00
        0.08
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-15
          Fixed
          0.00
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        Puerto Rico Electric Power Authority Series WW, 5.500%, 07/01/2019
        74526QX23
        
          
        
        15000.00
        PA
        USD
        14456.25
        0.02
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-15
          Fixed
          0.00
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Restaurant Brands International, Inc.
        5299009RXTX9DN9AKJ98
        Restaurant Brands International, Inc.
        76131D103
        
          
        
        7000.00
        NS
        USD
        408730.00
        0.65
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Rice Acquisition Corp. II
        N/A
        Rice Acquisition Corp. II
        G75529118
        
          
        
        9400.00
        NS
        USD
        94000.00
        0.15
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Rice Acquisition Corp. II
        N/A
        Rice Acquisition Corp. II Warrant
        G75529126
        
          
        
        2350.00
        NS
        USD
        1457.24
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Rocket Internet Growth Opportunities Corp.
        N/A
        Rocket Internet Growth Opportunities Corp. Class A
        G7613T103
        
          
        
        6220.00
        NS
        USD
        60956.00
        0.10
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Rocket Internet Growth Opportunities Corp.
        N/A
        Rocket Internet Growth Opportunities Corp. Warrant
        G7613T129
        
          
        
        1575.00
        NS
        USD
        601.18
        0.00
        Long
        DE
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd.
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd.
        V7780T103
        
          
        
        17000.00
        NS
        USD
        1424260.00
        2.27
        Long
        EC
        CORP
        LR
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Royal Caribbean Cruises Ltd., January 20, 2023, Call @ $65.00
        N/A
        
          
        
        -60.00
        NC
        USD
        -148260.00
        -0.24
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Royal Caribbean Cruise Lines
                Royal Caribbean Cruise Lines
                
                  
                
              
            
            100.0000
            65.000000
            USD
            2023-01-20
            XXXX
            -65010.43
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Royal Caribbean Cruises Ltd., June 17, 2022, Call @ $80.00
        N/A
        
          
        
        -80.00
        NC
        USD
        -75200.00
        -0.12
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Royal Caribbean Cruise Lines
                Royal Caribbean Cruise Lines
                
                  
                
              
            
            100.0000
            80.000000
            USD
            2022-06-17
            XXXX
            -20940.28
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Royal Caribbean Cruises Ltd., September 16, 2022, Call @ $80.00
        N/A
        
          
        
        -30.00
        NC
        USD
        -39480.00
        -0.06
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Royal Caribbean Cruise Lines
                Royal Caribbean Cruise Lines
                
                  
                
              
            
            100.0000
            80.000000
            USD
            2022-09-16
            XXXX
            -11475.15
          
        
        
          N
          N
          N
        
      
      
        Royal Gold, Inc.
        5493001NGRU6SFL04184
        Royal Gold, Inc.
        780287108
        
          
        
        4000.00
        NS
        USD
        565120.00
        0.90
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Royal Gold, Inc., October 21, 2022, Call @ $120.00
        N/A
        
          
        
        -40.00
        NC
        USD
        -110400.00
        -0.18
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Royal Gold, Inc.
                Royal Gold, Inc.
                
                  
                
              
            
            100.0000
            120.000000
            USD
            2022-10-21
            XXXX
            -61300.26
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Ryanair Holdings PLC, September 16, 2022, Call @ $90.00
        N/A
        
          
        
        -40.00
        NC
        USD
        -34200.00
        -0.05
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Ryanair Holdings, plc.
                Ryanair Holdings, plc.
                
                  
                
              
            
            100.0000
            90.000000
            USD
            2022-09-16
            XXXX
            7579.78
          
        
        
          N
          N
          N
        
      
      
        Ryanair Holdings PLC
        635400BR2ROC1FVEBQ56
        Ryanair Holdings PLC
        783513203
        
          
        
        4000.00
        NS
        USD
        348480.00
        0.55
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        S Immo AG
        5299001QKV44IT3WPL26
        S Immo AG
        759470107
        
          
        
        10000.00
        NS
        USD
        245021.09
        0.39
        Long
        EC
        CORP
        AT
        N
        
        1
        
          N
          N
          N
        
      
      
        Sacre-Coeur Minerals Ltd.
        N/A
        Sacre-Coeur Minerals Ltd.
        N/A
        
          
        
        109444.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Sandbridge X2 Corp.
        N/A
        Sandbridge X2 Corp. Class A
        799792106
        
          
        
        4000.00
        NS
        USD
        39000.00
        0.06
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sandbridge X2 Corp.
        N/A
        Sandbridge X2 Corp. Warrant
        799792114
        
          
        
        1333.00
        NS
        USD
        613.58
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scout24 SE
        5493007EIKM2ENQS7U66
        Scout24 SE ADR
        N/A
        
          
        
        1500.00
        NS
        USD
        88406.70
        0.14
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Seadrill 2021 Ltd.
        N/A
        Seadrill 2021 Ltd.
        G7997W102
        
          
        
        2.00
        NS
        USD
        0.18
        0.00
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Seadrill New Finance Limited
        549300XB7T5BX418QX67
        Seadrill New Finance Ltd. (United Kingdom), 9.000%, 07/15/2026
        81173JAC3
        
          
        
        149168.00
        PA
        USD
        141709.60
        0.23
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2026-07-15
          Fixed
          9.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seadrill New Finance Limited
        N/A
        Seadrill New Finance Ltd. Private Placement Series 144A Escrow Cusip (United Kingdom), 12.000%, 7/15/2025
        811ESCAA0
        
          
        
        128802.00
        PA
        USD
        0.00
        0.00
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2025-07-15
          Fixed
          12.00
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sohu.com Ltd. ADR
        N/A
        Sohu.com Ltd. ADR
        83410S108
        
          
        
        29000.00
        NS
        USD
        487780.00
        0.78
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwest Gas Holdings, Inc.
        N/A
        Southwest Gas Holdings, Inc.
        844895102
        
          
        
        16000.00
        NS
        USD
        1252640.00
        1.99
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Southwest Gas Holdings, Inc., July 15, 2022, Call @ $65.00
        N/A
        
          
        
        -160.00
        NC
        USD
        -224000.00
        -0.36
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Southwest Gas Holdings, Inc.
                Southwest Gas Holdings, Inc.
                
                  
                
              
            
            100.0000
            65.000000
            USD
            2022-07-15
            XXXX
            -156480.35
          
        
        
          N
          N
          N
        
      
      
        Stoneleigh Partners Acquisition Corp.
        N/A
        Stoneleigh Partners Acquisition Corp.
        861923506
        
          
        
        400.00
        NS
        USD
        0.00
        0.00
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Strategic Environmental & Energy Resources, Inc.
        N/A
        Strategic Environmental & Energy Resources, Inc.
        N/A
        
          
        
        43000.00
        NS
        USD
        2339.20
        0.00
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        TCW Special Purpose Acquisition Corp.
        N/A
        TCW Special Purpose Acquisition Corp. Class A
        87301L106
        
          
        
        6100.00
        NS
        USD
        59475.00
        0.09
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TCW Special Purpose Acquisition Corp.
        N/A
        TCW Special Purpose Acquisition Corp. Warrant
        87301L114
        
          
        
        2033.00
        NS
        USD
        655.64
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TPG, Inc.
        N/A
        TPG, Inc.
        872657101
        
          
        
        600.00
        NS
        USD
        18084.00
        0.03
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software, Inc.
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software, Inc.
        874054109
        
          
        
        3000.00
        NS
        USD
        461220.00
        0.73
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Take-Two Interactive Software, Inc., June 17,2022, Call @ $145.00
        N/A
        
          
        
        -30.00
        NC
        USD
        -49200.00
        -0.08
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Take-Two Interactive Software, Inc.
                Take-Two Interactive Software, Inc.
                
                  
                
              
            
            100.0000
            145.000000
            USD
            2022-06-17
            XXXX
            -4875.23
          
        
        
          N
          N
          N
        
      
      
        Tarena International, Inc.
        5493003SGWGFEXTC4U52
        Tarena International, Inc. ADR
        876108200
        
          
        
        36000.00
        NS
        USD
        88920.00
        0.14
        Long
        EC
        CORP
        KY
        N
        
        1
        
          N
          N
          N
        
      
      
        Teekay Corp.
        YHKQM2RIPKZYOZ6RVZ46
        Teekay Corp.
        Y8564W103
        
          
        
        76000.00
        NS
        USD
        240920.00
        0.38
        Long
        EC
        CORP
        MH
        N
        
        1
        
          N
          N
          N
        
      
      
        Telecom Italia S.P.A.
        549300W384M3RI3VXU42
        Telecom Italia S.p.A. ADR
        87927Y102
        
          
        
        50000.00
        NS
        USD
        182000.00
        0.29
        Long
        EC
        CORP
        IT
        N
        
        1
        
          N
          N
          N
        
      
      
        Clorox Company
        54930044KVSC06Z79I06
        The Clorox Company
        189054109
        
          
        
        3500.00
        NS
        USD
        486605.00
        0.77
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        The Clorox Company, July 15, 2022, Call @ $110.00
        N/A
        
          
        
        50.00
        NC
        USD
        150500.00
        0.24
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                The Clorox Company
                The Clorox Company
                
                  
                
              
            
            100.0000
            110.000000
            USD
            2022-07-15
            XXXX
            -24025.00
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        The Clorox Company, July 15, 2022, Call @ $145.00
        N/A
        
          
        
        -35.00
        NC
        USD
        -16450.00
        -0.03
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                The Clorox Company
                The Clorox Company
                
                  
                
              
            
            100.0000
            145.000000
            USD
            2022-07-15
            XXXX
            11637.35
          
        
        
          N
          N
          N
        
      
      
        Transat AT, Inc.
        549300XNV4JWXQW4SP54
        Transat AT, Inc. Class B
        89351T401
        
          
        
        23000.00
        NS
        USD
        95935.14
        0.15
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TreeHouse Foods, Inc.
        5493007M7EVHE470Q576
        TreeHouse Foods, Inc.
        89469A104
        
          
        
        70000.00
        NS
        USD
        2258200.00
        3.59
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Treehouse Foods, Inc., August 19, 2022, Call @ $35.00
        N/A
        
          
        
        500.00
        NC
        USD
        112500.00
        0.18
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                TreeHouse Foods, Inc.
                TreeHouse Foods, Inc.
                
                  
                
              
            
            100.0000
            35.000000
            USD
            2022-08-19
            XXXX
            -121250.00
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Treehouse Foods, Inc., August 19, 2022, Call @ $45.00
        N/A
        
          
        
        -1000.00
        NC
        USD
        -215000.00
        -0.34
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                TreeHouse Foods, Inc.
                TreeHouse Foods, Inc.
                
                  
                
              
            
            100.0000
            45.000000
            USD
            2022-08-19
            XXXX
            -117500.51
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Tronox Holdings PLC., April 14, 2022, Put @ $20.00
        N/A
        
          
        
        -250.00
        NC
        USD
        -20000.00
        -0.03
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Tronox Holdings, Plc.
                Tronox Holdings, Plc.
                
                  
                
              
            
            100.0000
            20.000000
            USD
            2022-04-14
            XXXX
            874.89
          
        
        
          N
          N
          N
        
      
      
        Tronox Holdings PLC
        549300NRVC84SGJSXV06
        Tronox Holdings PLC Class A
        G9087Q102
        
          
        
        30000.00
        NS
        USD
        593700.00
        0.94
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        UDR, Inc.
        P3CH2EG5X6Z1XWU1OO74
        UDR, Inc.
        902653104
        
          
        
        3400.00
        NS
        USD
        195058.00
        0.31
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Foods Holding Corp.
        549300UGOZSO64CFPR97
        US Foods Holding Corp.
        912008109
        
          
        
        15000.00
        NS
        USD
        564450.00
        0.90
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        US Foods Holding Corp., January 20, 2023, Call @ $40.00
        N/A
        
          
        
        -150.00
        NC
        USD
        -75750.00
        -0.12
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                US Foods Holding Corp.
                US Foods Holding Corp.
                
                  
                
              
            
            100.0000
            40.000000
            USD
            2023-01-20
            XXXX
            -7125.36
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Utilities Select Sector SPDR Fund, June 17, 2022, Call @ $74.00
        N/A
        
          
        
        -400.00
        NC
        USD
        -119200.00
        -0.19
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Utilites Select Sector SPDR Fund
                Utilites Select Sector SPDR Fund
                
                  
                
              
            
            100.0000
            74.000000
            USD
            2022-06-17
            XXXX
            -30600.46
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Utilities Select Sector SPDR Fund, June 17, 2022, Put @ $74.00
        N/A
        
          
        
        400.00
        NC
        USD
        76800.00
        0.12
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                Utilites Select Sector SPDR Fund
                Utilites Select Sector SPDR Fund
                
                  
                
              
            
            100.0000
            74.000000
            USD
            2022-06-17
            XXXX
            -7400.00
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        VMware, Inc., October 21, 2022, Call @ $100.00
        N/A
        
          
        
        30.00
        NC
        USD
        59550.00
        0.09
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Vmware, Inc. - Class A
                Vmware, Inc. - Class A
                
                  
                
              
            
            100.0000
            100.000000
            USD
            2022-10-21
            XXXX
            315.00
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        VMware, Inc., October 21, 2022, Call @ $160.00
        N/A
        
          
        
        -60.00
        NC
        USD
        -5400.00
        -0.01
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Vmware, Inc. - Class A
                Vmware, Inc. - Class A
                
                  
                
              
            
            100.0000
            160.000000
            USD
            2022-10-21
            XXXX
            3929.95
          
        
        
          N
          N
          N
        
      
      
        Velocity Acquisition Corp.
        N/A
        Velocity Acquisition Corp. Class A
        92259E104
        
          
        
        5700.00
        NS
        USD
        55575.00
        0.09
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Velocity Acquisition Corp.
        N/A
        Velocity Acquisition Corp. Warrant
        92259E112
        
          
        
        1900.00
        NS
        USD
        626.62
        0.00
        Long
        DE
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VMware, Inc.
        549300BUDHS3LRWBE814
        VMware, Inc. Class A
        928563402
        
          
        
        3000.00
        NS
        USD
        341610.00
        0.54
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WeBuild SpA
        549300UKR289DF4UXQ47
        WeBuild S.p.A. ADR
        N/A
        
          
        
        25935.00
        NS
        USD
        46218.04
        0.07
        Long
        EC
        CORP
        IT
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Willis Towers Watson PLC, December 16, 2022, Call @ $220.00
        N/A
        
          
        
        -40.00
        NC
        USD
        -119800.00
        -0.19
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Willis Towers Watson PLC
                Willis Towers Watson PLC
                
                  
                
              
            
            100.0000
            220.000000
            USD
            2022-12-16
            XXXX
            -41100.41
          
        
        
          N
          N
          N
        
      
      
        Willis Towers Watson Plc.
        549300WHC56FF48KL350
        Willis Towers Watson Plc.
        G96629103
        
          
        
        4000.00
        NS
        USD
        944880.00
        1.50
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Winn Dixie Stores, Inc.
        N/A
        Winn Dixie Stores, Inc. 8.875%, 04/01/2008
        9742809B7
        
          
        
        50000.00
        PA
        USD
        0.00
        0.00
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          0.00
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        Yum China Holdings, Inc., April 14, 2022, Call @ $35.00
        N/A
        
          
        
        -120.00
        NC
        USD
        -82200.00
        -0.13
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Yum China Holdings, Inc.
                Yum China Holdings, Inc.
                
                  
                
              
            
            100.0000
            35.000000
            USD
            2022-04-14
            XXXX
            -23700.30
          
        
        
          N
          N
          N
        
      
      
        Yum China Holdings, Inc.
        529900DO9BYZ7VA3K502
        Yum China Holdings, Inc.
        98850P109
        
          
        
        12000.00
        NS
        USD
        498480.00
        0.79
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimmer Energy Transition Acquisition Corp.
        N/A
        Zimmer Energy Transition Acquistion Corp.
        989570205
        
          
        
        14400.00
        NS
        USD
        141121.44
        0.22
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iHeartMedia, Inc.
        N/A
        iHeartMedia, Inc. Class A
        45174J509
        
          
        
        4610.00
        NS
        USD
        87267.30
        0.14
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2022-03-31
      Frank Funds
      /s/ Brian J. Frank
      Brian J. Frank
      President and Treasurer
    
  
  XXXX




Schedule of Investments

March 31, 2022 (unaudited)

Camelot Event Driven Fund

 

 

 

 

 

 

 

 

 

 

 

 

 

Shares or Principal

 

 

Security Description

 

 

 

Amount ($)

 

Fair Value ($)(1)

 

 

 

 

 

 

 

 

Common Stocks - 67.55%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Air Transportation, Scheduled - 0.56%

 

 

 

 

 

Ryanair Holdings PLC.*

 

 

 

4,000

 

348,480

 

 

 

 

 

 

 

 

Automotive - 0.00%

 

 

 

 

 

 

Exide Technologies ^ † *

 

 

 

5,926

 

0

Flyht Aerospace Solutions, Inc.* ^ †

 

 

101,663

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

Bakery Products - 0.68%

 

 

 

 

 

Bab, Inc.

 

 

 

 

479,411

 

421,882

 

 

 

 

 

 

 

 

Beverages - 0.58%

 

 

 

 

 

 

Anheuser-Busch InBev SA/NV ADR *

 

 

6,000

 

360,360

 

 

 

 

 

 

 

 

Biotech & Pharma - 0.00%

 

 

 

 

 

Inyx, Inc. *  ●

 

 

 

167,850

 

0

 

 

 

 

 

 

 

 

Canned, Frozen & Preserved Fruit, Veg & Food Specialties - 3.59%

 

 

 

 

TreeHouse Foods, Inc.* (b)

 

 

70,000

 

2,258,200

 

 

 

 

 

 

 

 

Communications Services, NEC - 0.79%

 

 

 

 

 

Intelsat CVR Class A*

 

 

 

489

 

0

Intelsat CVR Class B*

 

 

 

489

 

0

Intelsat Emergence SA*

 

 

 

4,675

 

168,627

Intelsat Warrant*

 

 

 

6

 

0

Prosus N.V. ADR*

 

 

 

30,000

 

326,700

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

495,327

 

 

 

 

 

 

 

 

Computer & Office Equipment - 0.83%

 

 

 

 

 

International Business Machines Corp.

 

 

4,000

 

520,080

 

 

 

 

 

 

 

 

Construction & Engineering - 0.07%

 

 

 

 

 

WeBuild SpA ADR*

 

 

 

25,935

 

46,218

 

 

 

 

 

 

 

 

Crude Petroleum & Natural Gas - 0.47%

 

 

 

 

 

Magnolia Oil & Gas Corp.*

 

 

10,400

 

245,960

Hess Midstream LP*

 

 

 

1,600

 

48,000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

293,960

Deep Sea Foreign Transportation of Freight - 0.38%

 

 

 

 

 

Teekay Corp. (Bermuda) *

 

 

76,000

 

240,920

 

 

 

 

 

 

 

 

Drug Manufacturers - General - 0.33%

 

 

 

 

 

Bayer AG (Germany) *

 

 

 

3,000

 

205,500

 

 

 

 

 

 

 

 

Electric & Other Services Combined - 6.76%

 

 

 

 

 

Duke Energy Corp. (a) (b)

 

 

5,000

 

558,300

Evergy, Inc. (b)

 

 

 

47,000

 

3,211,980

PNM Resources, Inc.

 

 

 

10,000

 

476,700

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

4,246,980

Electrical Industrial Apparatus  - 0.51%

 

 

 

 

 

Hollsys Automation Technologies Ltd.*

 

 

20,000

 

319,400

 

 

 

 

 

 

 

 

Electronic Components & Accessories  - 1.03%

 

 

 

 

 

Mercury Systems, Inc.*

 

 

 

10,000

 

644,500

 

 

 

 

 

 

 

 

Federal & Federally-Sponsored Credit Agencies  - 0.12%

 

 

 

 

 

Federal National Mortgage Association Fannie Mae *

 

 

100,000

 

78,500

 

 

 

 

 

 

 

 

Food & Kindred Products - 0.53%

 

 

 

 

 

Conagra Brands, Inc.*

 

 

 

10,000

 

335,700

 

 

 

 

 

 

 

 

Gaming, Lodging & Restaurants - 0.17%

 

 

 

 

 

Guoco Group Ltd. (Bermuda) *

 

 

10,000

 

106,213

 

 

 

 

 

 

 

 

Gas & Other Services Combined - 0.71%

 

 

 

 

 

Archaea Energy, Inc.*

 

 

 

20,450

 

448,468

 

 

 

 

 

 

 

 

General Industrial Machinery & Equipment - 0.08%

 

 

 

 

 

Gates Industrial Corporation PLC ORD*

 

 

3,200

 

48,192

 

 

 

 

 

 

 

 

Grain Mill Products - 1.10%

 

 

 

 

 

Post Holdings, Inc.* (b)

 

 

 

10,000

 

692,600

 

 

 

 

 

 

 

 

Guided Missiles & Space Vehicles & Parts - 1.00%

 

 

 

 

 

Aerojet Rocketdyne Holdings, Inc.*

 

 

16,000

 

629,600

 

 

 

 

 

 

 

 

Holding Companies - 0.00%

 

 

 

 

 

Stoneleigh Partners Acquisition Corp. *  †

 

 

400

 

0

 

 

 

 

 

 

 

 

IT Services - 0.00%

 

 

 

 

 

 

Computer Horizons Corp. * †

 

 

65,000

 

0

 

 

 

 

 

 

 

 

Industrial Inorganic Chemicals - 0.94%

 

 

 

 

 

Tronox Holdings PLC*

 

 

 

30,000

 

593,700

 

 

 

 

 

 

 

 

Industrial Organic Chemicals - 1.46%

 

 

 

 

 

International Flavors & Fragrances, Inc. (a) (b)*

 

 

7,000

 

919,310

 

 

 

 

 

 

 

 

Industrial Services - 0.08%

 

 

 

 

 

Astaldi SpA ADR * † ●

 

 

 

1,022,580

 

50,618

 

 

 

 

 

 

 

 

Insurance Agents, Brokers & Services - 1.50%

 

 

 

 

 

Willis Towers Watson PLC

 

 

4,000

 

944,880

 

 

 

 

 

 

 

 

Investment Advice - 0.03%

 

 

 

 

 

TPG, Inc.*

 

 

 

 

600

 

18,084

 

 

 

 

 

 

 

 

Gold and Silver Ores - 1.27%

 

 

 

 

 

Agnico Eagle Mines Ltd. (Canada) (a)

 

 

7,000

 

428,680

Barrick Gold Corp. (Canada)

 

 

15,000

 

367,950

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

796,630

 

 

 

 

 

 

 

 

Meat Packing Plants - 0.09%

 

 

 

 

 

BRF SA*

 

 

 

 

14,800

 

58,756

 

 

 

 

 

 

 

 

Media - 5.98%

 

 

 

 

 

 

30DC, Inc. * #

 

 

 

50,000

 

800

Clear Channel Outdoor Holdings, Inc. *

 

 

11,249

 

38,922

IAC/InterActiveCorp.*

 

 

 

7,000

 

701,960

iHeartMedia, Inc. *

 

 

 

4,610

 

87,267

Liberty Media Corp-Liberty SiriusXM*

 

 

46,000

 

2,102,660

Paramount Global (a)

 

 

 

19,562

 

739,639

Scout24 AG*

 

 

 

 

1,500

 

88,407

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

3,759,655

 

 

 

 

 

 

 

 

Metals & Mining - 0.00%

 

 

 

 

 

Sacre-Coeur Minerals Ltd.^ * †

 

 

109,444

 

0

 

 

 

 

 

 

 

 

Mineral Royalty Traders - 0.90%

 

 

 

 

 

Royal Gold, Inc.

 

 

 

4,000

 

565,120

 

 

 

 

 

 

 

 

Motor Vehicle Parts & Accessories - 0.61%

 

 

 

 

 

Autoliv, Inc.

 

 

 

 

5,000

 

382,200

 

 

 

 

 

 

 

 

National Commercial Banks - 1.02%

 

 

 

 

 

Citigroup, Inc. (a)

 

 

 

12,000

 

640,800

 

 

 

 

 

 

 

 

Natural Gas Transmission & Distribution - 1.99%

 

 

 

 

 

Southwest Gas Holdings, Inc.

 

 

16,000

 

1,252,640

 

 

 

 

 

 

 

 

Oil, Gas & Coal - 1.04%

 

 

 

 

 

Chevron Corp. (b)

 

 

 

4,000

 

651,320

Seadrill Ltd. (United Kingdom) *

 

 

2

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

651,321

 

 

 

 

 

 

 

 

Operators of Non-Residential Buildings - 0.09%

 

 

 

 

 

Brookfield Asset Management, Inc. Class A (Canada)

 

 

1,005

 

56,836

 

 

 

 

 

 

 

 

Passenger Transportation - 0.15%

 

 

 

 

 

Transat AT, Inc. Class B (Canada) *

 

 

23,000

 

95,935

 

 

 

 

 

 

 

 

Petroleum Refining - 2.48%

 

 

 

 

 

BP PLC*

 

 

 

 

40,000

 

1,176,000

CVR Energy, Inc.*

 

 

 

15,000

 

383,100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1,559,100

 

 

 

 

 

 

 

 

Pharmaceutical Preparations- 5.69%

 

 

 

 

 

Bausch Health Cos., Inc. (Canada) *

 

 

40,000

 

914,000

Elanco Animal Health, Inc. * (a)

 

 

93,000

 

2,426,370

Emisphere Technologies, Inc. * ●

 

 

30,000

 

234,300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

3,574,670

 

 

 

 

 

 

 

 

Radio & TV Broadcasting & Communications Equipment - 0.14%

 

 

 

 

 

KVH Industries, Inc.*

 

 

 

10,000

 

91,000

 

 

 

 

 

 

 

 

Real Estate - 1.20%

 

 

 

 

 

 

CA Immobilien Anlagen AG (Austria)

 

 

16,500

 

511,972

Conwert Immobilien Invest AG *  †

 

 

45,000

 

0

S Immo AG (Austria)*

 

 

 

10,000

 

245,021

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

756,993

 

 

 

 

 

 

 

 

Retail - 1.29%

 

 

 

 

 

 

JD.com, Inc.*

 

 

 

14,000

 

810,180

 

 

 

 

 

 

 

 

Retail-Department Stores - 0.05%

 

 

 

 

 

Neiman-Marcus Group Parent LLC * †  ●

 

 

791

 

30,817

 

 

 

 

 

 

 

 

Retail - Eating Places - 1.44%

 

 

 

 

 

Restaurant Brands International, Inc. (Canada) (a)

 

 

7,000

 

408,730

Yum China Holdings, Inc.*

 

 

12,000

 

498,480

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

907,210

 

 

 

 

 

 

 

 

Services-Business Services - 1.61%

 

 

 

 

 

Fiserv, Inc.*

 

 

 

 

10,000

 

1,014,000

 

 

 

 

 

 

 

 

Services-Computer Processing & Data Preparation - 0.78%

 

 

 

 

 

Sohu.com Ltd.ADR *

 

 

 

29,000

 

487,780

 

 

 

 

 

 

 

 

Services-Computer Integrated Systems Design - 0.02%

 

 

 

 

 

Kyndryl Holdings, Inc.*

 

 

 

800

 

10,496

 

 

 

 

 

 

 

 

Services-Educational Services - 0.14%

 

 

 

 

 

Tarena International, Inc. ADR*

 

 

36,000

 

88,920

 

 

 

 

 

 

 

 

Services-Employment Agencies - 1.43%

 

 

 

 

 

51job.com ADR*

 

 

 

15,400

 

901,670

 

 

 

 

 

 

 

 

Services-Business Services, NEC - 0.87%

 

 

 

 

 

Alibaba Group Holding Ltd.*

 

 

5,000

 

544,000

 

 

 

 

 

 

 

 

Services- Miscellaneous Amusement & Recreation - 3.14%

 

 

 

 

 

Madison Square Garden Sports Corp. Class A*

 

 

11,000

 

1,972,960

 

 

 

 

 

 

 

 

Services-Prepackaged Software - 2.21%

 

 

 

 

 

Microsoft Corp.

 

 

 

3,000

 

924,930

Take-Two Interactive Software, Inc.*

 

 

3,000

 

461,220

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1,386,150

 

 

 

 

 

 

 

 

Software - 0.54%

 

 

 

 

 

 

VMWare, Inc. Class A*

 

 

 

3,000

 

341,610

 

 

 

 

 

 

 

 

Specialty Cleaning, Polishing & Sanitation Preparations - 0.77%

 

 

 

 

 

The Clorox Company* (b)

 

 

3,500

 

486,605

 

 

 

 

 

 

 

 

Telecom - 0.32%

 

 

 

 

 

 

NII Holdings, Inc.* ^

 

 

 

44,529

 

22,265

Telecom Italia SpA ADR*

 

 

50,000

 

182,000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

204,265

 

 

 

 

 

 

 

 

Waste & Environmental Services & Equipment - 0.00%

 

 

 

 

 

Strategic Environmental & Energy Resources, Inc. * ^ # †

 

 

43,000

 

2,339

 

 

 

 

 

 

 

 

Water Transportation - 5.09%

 

 

 

 

 

Norwegian Cruise Line Holdings Lt Shs*

 

 

81,000

 

1,772,280

Royal Caribbean Cruise Lines*

 

 

17,000

 

1,424,260

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

3,196,540

 

 

 

 

 

 

 

 

Wholesale-Groceries & Related Products - 0.90%

 

 

 

 

 

US Foods Holding Corp.* (b)

 

 

15,000

 

564,450

 

 

 

 

 

 

 

 

Total Common Stock

 

 

 

(Cost $           43,463,077)

 

42,459,320

 

 

 

 

 

 

 

 

Escrow Shares - 0.00%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Exide Technologies  * ^ †

 

 

1,777

 

0

Petrocorp., Inc. * †

 

 

 

200

 

0

 

 

 

 

 

 

 

 

Total Escrow Shares

 

 

 

(Cost $                     1,687)

 

0

 

 

 

 

 

 

 

 

Asset-Backed Securities - 0.20%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

AFC Home Equity Loan Trust Series 2000-02 Class 1A, 0.87% (1 Month LIBOR USD + 0.79%), 6/25/2030 + ** ●

4,108

 

3,934

Citigroup Mortgage Loan Trust, Inc. Series 2005-OPT1 Class M3, 0.860%, (1 Month LIBOR USD + 0.710%), 02/25/2035 ** + ●

97,432

 

95,791

Countrywide Asset-Backed Certificates Series 2007-11 Class 2M2, 0.47%, (1 Month LIBOR USD + 0.320%) 06/25/2047 + ** ●

649,319

 

23,725

Countrywide Alternative Loan, Series 07-0A7, Class A3, 0.5017%, (1 Month LIBOR USD + 0.30%), 5/25/2047 ** +  

960,000

 

0

 

 

 

 

 

 

 

 

Total Asset-Backed Securities

 

 

(Cost $                110,915)

 

123,450

 

 

 

 

 

 

 

 

Rights - 0.00%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Clear Channel Outdoor Holdings, Inc. * †

 

 

11,249

 

0

G3 VRM Acquissition Corp. Rights*

 

 

500

 

105

 

 

 

 

 

 

 

 

Total Rights

 

 

 

 

(Cost $                            0)

 

105

 

 

 

 

 

 

 

 

Corporate Bonds - 1.12%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Automotive - 0.71%

 

 

 

 

 

 

Exide Technologies, 11.000%, 04/30/2022 + ^ # †

 

 

546,810

 

448,384

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Diversified Financial Services - 0.02%

 

 

 

 

 

Hellas Telecommunication Luxembourg II SCA, (United Kingdom), 6.054%, (3 Month LIBOR USD + 5.75% ) 01/15/2015+ ^ # †

5,000,000

 

6,250

Lehman Brothers Holdings, Inc. Series MTN 0.00%, 02/14/2023 +  ● **

 

200,000

 

840

Lehman Brothers Holdings, Inc. Series MTN1 0.00%, 07/08/2014 +  ●

 

130,000

 

546

Lehman Brothers Holdings, Inc. Series LEHN 5.50%, 02/27/2020 +  ●

 

100,000

 

420

Lehman Brothers Holdings, Inc. Series MTNG 7.00%, 1/28/2020 +  ● **

 

100,000

 

420

Lehman Brothers Holdings, Inc. Series MTNG 7.27%, (1 Month CPI YOY + 2.25% 2/17/2015 **

110,000

 

572

Lehman Brothers Holdings, Inc. Series MTNH 8.25%, 9/23/2020  **+

 

 

100,000

 

420

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

9,468

 

 

 

 

 

 

 

 

Oil, Gas & Coal - 0.23%

 

 

 

 

 

Seadrill New Finance Private Placement Series 144A (United Kingdom), 12.000%, 07/15/2025  ● #

128,802

 

0

Seadrill New Finance Ltd. (United Kingdom), 9.000%, 07/15/2026

 

 

149,168

 

141,710

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

141,710

 

 

 

 

 

 

 

 

Radio Telephone Communications - 0.16%

 

 

 

 

 

Digicel Group 0.5 Ltd. 8.0%, 04/01/2025  ● #

 

 

55,246

 

48,916

Digicel Group 0.5 Ltd. Private Placement Series 144A Conv. 7.00%, 12/03/2099 ● #

 

83,597

 

54,338

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

103,254

 

 

 

 

 

 

 

 

Retail - Grocery Stores - 0.00%

 

 

 

 

 

Winn Dixie Stores, Inc. 8.875%, 04/01/2008

 

 

50,000

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Venture Capital - 0.00%

 

 

 

 

 

Infinity Capital Group, 7.000%, 12/31/2049 + ^ # †

 

 

25,000

 

0

 

 

 

 

 

 

 

 

Total Corporate Bonds

 

 

 

(Cost $             1,164,266)

 

702,816

 

 

 

 

 

 

 

 

Government  Bonds - 0.19%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lebanese Republic - 0.19%

 

 

 

 

 

Lebanese Republic Series GMTN 6.15%, 06/19/2020 + ●

 

 

1,000,000

 

120,830

 

 

 

 

 

 

 

 

Total Government Bonds

 

 

 

(Cost $                212,500)

 

120,830

 

 

 

 

 

 

 

 

Mortgage-Backed Securities - 0.02%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

GNR Government National Mortgage Series 2019-108 Class NI 4.000%, 8/20/2049  ● ~

 

102,488

 

3,073

GSR Mortgage Loan Trust Series 2005-5F Class B2 5.73101%, 6/25/2035  ● ~

 

141,376

 

10,157

 

 

 

 

 

 

 

 

Total Mortgage-Backed Securities

 

 

(Cost $                100,862)

 

13,230

 

 

 

 

 

 

 

 

Municipal Bonds - 0.80%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Puerto Rico - 0.80%

 

 

 

 

 

 

Puerto Rico Commonwealth Restructured SER A1, 5.250%, 07/01/2023 + ●

 

24,723

 

25,323

Puerto Rico Commonwealth Restructured SER A1, 5.375%, 07/01/2025 + ●

 

24,653

 

26,010

Puerto Rico Commonwealth Restructured SER A1, 5.625%, 07/01/2027 + ●

 

24,432

 

26,677

Puerto Rico Commonwealth Restructured SER A1, 5.625%, 07/01/2029  + ●

 

24,036

 

26,805

Puerto Rico Commonwealth Restructured SER A1, 5.750%, 07/01/2031 + ●

 

23,345

 

26,590

Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2033  + ●

 

22,136

 

21,609

Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2035  + ●

 

19,896

 

19,200

Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2037  + ●

 

17,074

 

16,394

Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2041  + ●

 

23,219

 

22,049

Puerto Rico Commonwealth Restructured SER A1, 4.000%, 07/01/2046  + ●

 

24,147

 

22,715

Puerto Rico Commonwealth Restructured CABS SER A, 0.000%, 07/01/2024  ●

 

11,383

 

10,387

Puerto Rico Commonwealth Restructured CABS SER A, 0.000%, 07/01/2033  ●

 

28,490

 

16,453

Puerto Rico Commonwealth SUBSER CW NT CLAIMS, 3.000%, 11/01/2043  ●

 

115,761

 

62,222

Puerto Rico Electric Power Authority Series CCC 4.25%, 7/01/2021  +  ●

 

10,000

 

9,513

Puerto Rico Electric Power Authority Series CCC 4.25%, 7/01/2023   +  ●

 

10,000

 

9,338

Puerto Rico Electric Power Authority Series DDD 3.50%, 7/01/2020  +  ●

 

75,000

 

67,969

Puerto Rico Electric Power Authority Series DDD 3.625%, 7/01/2021  +  ●

 

30,000

 

27,188

Puerto Rico Electric Power Authority Series TT 5.00%, 7/01/2020  +  ●

 

55,000

 

52,525

Puerto Rico Electric Power Authority Series WW 5.50%, 7/01/2019  +  ●

 

15,000

 

14,456

 

 

 

 

 

 

 

 

Total Municipal Bonds

 

 

 

(Cost $                439,966)

 

503,423

 

 

 

 

 

 

 

 

Preferred Stocks - 1.44%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Government Agencies - 1.18%

 

 

 

 

 

Federal Home Loan Mortgage Corp. Series B 0.00%,(3 month LIBOR USD + 0.1377%) Perpetual  ∞

19,000

 

76,950

Federal Home Loan Mortgage Corp. Series F 0.00%, Perpetual  ∞

 

 

4,500

 

18,765

Federal Home Loan Mortgage Corp. Series H 5.10%, Perpetual ∞

 

 

55,000

 

234,850

Federal Home Loan Mortgage Corp. Series M 0.00%, (2 Year CMT + 0.10%) Perpetual  ∞

 

10,600

 

41,340

Federal Home Loan Mortgage Corp. Series Q 0.00%,  (2 Year CMT + 0.20%) Perpetual  ∞

 

42,879

 

162,940

Federal Home Loan Mortgage Corp. Series S 0.00%, (3 Month LIBOR USD + 0.50%) Perpetual  ** ∞

25,000

 

108,750

Federal National Mortgage Corp. Series H 5.81%, Perpetual  ∞

 

 

5,500

 

23,320

Federal National Mortgage Corp. Series I 5.375%, Perpetual  ∞

 

 

700

 

3,150

Federal National Mortgage Corp. Series M 4.75%, Perpetual  ∞

 

 

4,440

 

18,826

Federal National Mortgage Corp. Series N 5.50%, Perpetual  ∞

 

 

360

 

1,591

Federal National Mortgage Corp. Series T, 8.25%, Perpetual  ∞

 

 

20,000

 

53,700

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

744,182

 

 

 

 

 

 

 

 

Insurance - 0.02%

 

 

 

 

 

 

MBIA Insurance Corp. Series 144a 4.707%, Perpetual * ^ # †

 

 

10

 

10,000

 

 

 

 

 

 

 

 

Media - 0.21%

 

 

 

 

 

 

ViacomCBS, Inc. Series A, 5.750%, 04/01/2024

 

 

2,400

 

133,320

 

 

 

 

 

 

 

 

Real Estate - 0.03%

 

 

 

 

 

 

Brookfield Property Partners LP 6.25% (Bermuda)

 

 

723

 

16,266

 

 

 

 

 

 

 

 

Total Preferred Stocks

 

 

 

(Cost $            1,528,757)

 

903,768

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Real Estate Investment Trusts - 5.45%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Crown Castle International Corp New (a) (b)

 

 

17,500

 

3,230,500

UDR, Inc.*

 

 

 

 

3,400

 

195,058

 

 

 

 

 

 

 

 

Total Real Estate Investment Trusts

 

 

(Cost $             3,219,788)

 

3,425,558

 

 

 

 

 

 

 

 

Special Purpose Acquisition Company - 5.12%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Special Purpose Acquisition Company  - 5.12%

 

 

 

 

 

Agile Growth Corp. Class A *

 

 

3,700

 

36,186

Ahren Acquisition Corp.*

 

 

 

4,400

 

44,264

AIB Acquisition Corp.*

 

 

 

5,000

 

50,050

Aurora Technology Acquisition Corp.*

 

 

30,000

 

302,700

Blue World Acquisition Corp.*

 

 

10,000

 

100,846

BYTE Acquisition Corp. Class A *

 

 

13,000

 

127,010

Corazon Capital V838 Monceros Corp. Class A*

 

 

14,300

 

139,426

Disruptive Acquisition Corp. I Class A  *

 

 

4,800

 

46,944

FTAC Hera Acquisition Corp. Class A *

 

 

6,400

 

62,656

G3 VRM Acquisition Corp.*

 

 

5,000

 

51,750

Haymaker Acquisition Corp. III *

 

 

4,580

 

45,250

Hudson Executive Investment Corp. III Class A *

 

 

3,750

 

36,638

Independence Holdings Corp. Class A *

 

 

3,000

 

29,370

Investcorp Europe Acquisition I Corp.*

 

 

7,000

 

70,770

Jaguar Global Growth Corporation I*

 

 

4,000

 

40,200

Khosla Ventures Acquisition Co. III Class A *

 

 

7,500

 

73,275

Kismet Acquisition Three Corp. Class A *

 

 

1,800

 

17,622

Kismet Acquisition Two Corp. Class A *

 

 

1,900

 

18,601

KKR Acquisition Holdings I Corp. Class A *

 

 

29,400

 

289,002

Lakeshore Acquisition II Corp.

 

 

5,000

 

50,225

LDH Growth Corp. I Class A *

 

 

3,150

 

30,839

Levere Holdings Corp. Class A *

 

 

6,200

 

60,822

Medicus Sciences Acquisition Corp. Class A *

 

 

3,000

 

29,340

Northern Star Investment Corp. III *

 

 

7,300

 

71,467

OceanTech Acquisitions I Corp.*

 

 

25,000

 

253,750

Pershing Square Tontine Holdings Ltd.*

 

 

33,000

 

656,370

PWP Forward Acquisition Corp. I Class A*

 

 

3,600

 

35,208

Rice Acquisition Corp. II*

 

 

9,400

 

94,000

Rocket Internet Growth Opportunities Corp. Class A (Cayman Islands) *

 

6,220

 

60,956

Sandbridge X2 Corp. Class A *

 

 

4,000

 

39,000

TCW Special Purpose Acquisition Corp. Class A *

 

 

6,100

 

59,475

Velocity Acquisition Corp. Class A *

 

 

5,700

 

55,575

Zimmer Energy Transition Acquistion Corp.*

 

 

14,400

 

141,121

 

 

 

 

 

 

 

 

Total Special Purpose Acquisition Company

 

 

(Cost $             3,238,079)

 

3,220,708

 

 

 

 

 

 

 

 

Warrants - 0.03%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Investment Companies  - 0.03%

 

 

 

 

 

Agile Growth Corp. Class A, 12/31/2027 @ $11.50 (Notional Value $12,059) *

 

1,233

 

372

Alpha Capital Acquisition Co. Class A, 12/31/2027 @ $11.50 (Notional Value $3,728) (Cayman Islands) *

375

 

216

Arctos Northstar Acquisition Corp. Class A, 12/31/2028 @ $11.50 (Notional Value $12,727) *

1,300

 

448

BYTE Acquisition Corp. Class A, 12/31/2028 @ $11.50 (Notional Value $63,505) *

 

6,500

 

1,280

Corazon Capital V838 Monoceros Corp. Class A, 12/31/2028 @ $11.50 (Notional Value $46,469) *

4,766

 

1,660

DHC Acquisition Corp. Class A, 12/31/2027 @ $11.50 (Notional Value $20,247) *

 

2,066

 

477

Disruptive Acquisition Corp. Class A, 03/06/2026 @ $11.50 (Notional Value $15,648) *

 

1,600

 

395

FTAC Hera Acquisition Corp. Class A, 12/31/2027 @ $11.50 (Notional Value $15,664) *

 

1,600

 

712

Goldenbridge Acquisition Ltd., 10/28/2025 @ $11.50 (Notional Value $3,012) (Hong Kong) *

300

 

27

Haymaker Acquisition Corp. Class A, 02/12/2027 @ $11.50 (Notional Value $13,928) *

 

1,225

 

674

Hudson Executive Investment Corp. Class A, 12/31/2028 @ $11.50 (Notional Value $7,706) *

780

 

308

Independence Holdings Corp. Class A, 03/31/2028 @ $11.50 (Notional Value $5,874) *

 

600

 

276

KKR Acquisition Holdings Corp. I Class A, 12/31/2027 @ $11.50 (Notional Value $72,251) *

7,350

 

4,851

Kismet Acquisition Corp. II Class A, 12/31/2027 @ $11.50 (Notional Value $6,197) *

 

633

 

97

Kismet Acquisition Corp. III Class A, 12/31/2027 @ $11.50 (Notional Value $5,874) *

 

600

 

107

LDH Growth Corp. I Class A, 12/31/2028 @ $11.50 (Notional Value $6,168) *

 

630

 

239

Levere Holdings Corp. Class A, 12/31/2028 @ $11.50 (Notional Value $20,267) (Cayman Islands) *

2,066

 

620

Medicus Sciences Acquisition Corp. Class A, 12/31/2027 @ $11.50 (Notional Value $3,257)*

333

 

142

Northern Star Investment Corp. III Class A, 12/31/2027 @ $11.50 (Notional Value $11,905)*

 

1,216

 

535

Northern Star Investment Corp. IV Class A, 12/31/2027 @ $11.50 (Notional Value $11,868) *

1,216

 

565

PWP Forward Acquisition Corp. I Class A, 03/09/2026 @ $11.50 (Notional Value $7,042) *

 

720

 

245

Rice Acquisition Corp. II Class A, 03/12/2026 @ $11.50 (Notional Value $23,171)*

 

2,350

 

1,457

Rocket Internet Growth Opportunities Corp. Class A, 12/31/2027 @ $11.50 (Notional Value $15,435) (Cayman Islands) *

1,575

 

601

Sandbridge X2 Corp. Class A, 12/31/2027 @ $11.50 (Notional Value $12,997) *

 

1,333

 

614

TCW Special Purpose Acquisition Corp. Class A, 12/31/2028 @ $11.50 (Notional Value $19,822) *

2,033

 

656

Velocity Acquisition Corp. Class A, 02/26/2027 @ $11.50 (Notional Value $17,575) *

 

1,900

 

626

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

18,200

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bank Deposit Accounts - 4.29%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Collateral Huntington Conservative Deposit Account 0.02% **

 

 

128,047

 

128,047

Huntington Conservative Deposit Account 0.02% ** (b)

 

 

2,565,865

 

2,565,865

 

 

 

 

 

 

 

 

Total Bank Deposit Accounts

 

 

(Cost $             2,693,912)

 

2,693,912

 

 

 

 

 

 

 

 

Total Investments - 93.21%

 

 

(Cost $           59,786,839)

 

58,589,052

 

 

 

 

 

 

 

 

Other Assets less Liabilities  (6.79%)

 

 

 

 

4,267,302

 

 

 

 

 

 

 

 

Total Net Assets - 100.00%

 

 

 

 

62,856,355

 

 

 

 

 

 

 

 

Options

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Long (Short)

 

Notional Value of

 

Fair

 

 

 

Contracts

Expiration Date

Contracts ($)

 

Value ($)

Call Options

 

 

 

 

 

 

Citigroup, Inc., Strike $55.00

120

6/17/2022

660,000

 

24,480

Energy Select Sector SPDR Fund ETF, Strike $40.00

585

9/16/2022

2,340,000

 

2,168,888

Fiserv, Inc., Strike $70.00

70

6/17/2022

490,000

 

226,975

Fiserv, Inc., Strike $60.00

235

9/16/2022

1,410,000

 

1,004,625

IAC/Interactivecorp, Strike $90.00

200

6/17/2022

1,800,000

 

306,000

International Business Machines, Inc., Strike $110.00

40

1/20/2023

440,000

 

91,700

Madison Square Garden Sports Corp. Class A, Strike $150.00

45

8/19/2022

675,000

 

150,075

The Clorox Company, Strike $110.00

50

7/15/2022

550,000

 

150,500

TreeHouse Foods, Inc., Strike $35.00

500

8/19/2022

1,750,000

 

112,500

VMware, Inc. Class A, Strike $100.00

30

10/21/2022

300,000

 

59,550

 

 

 

 

 

 

 

 

 

 

 

1875

 

10,415,000

 

4,295,293

 

 

 

 

 

 

 

 

Put Options

 

 

 

 

 

 

 

Invesco CurrencyShares Euro Currency Trust, Strike $105.00

113

6/17/2022

1,186,500

 

31,640

Utilities Select Sector SPDR Fund, Strike $74.00

400

6/17/2022

2,960,000

 

76,800

 

 

 

 

 

 

 

 

 

 

 

513

 

4,146,500

 

108,440

 

 

 

 

 

 

 

 

Call Options Written

 

 

 

 

 

 

Aerojet Rocketdyne Holdings, Inc., Strike $40.00

(160)

5/20/2022

(640,000)

 

(28,800)

Agnico Eagle Mines Ltd., Strike  $60.00

(70)

1/20/2023

(420,000)

 

(67,550)

Archaea Energy, Inc., Strike $20.00

(200)

9/16/2022

(400,000)

 

(86,000)

Barrick Gold Corp., Strike $23.00

(150)

9/16/2022

(390,000)

 

(48,000)

BP PLC, Strike $31.00

 

(200)

7/15/2022

(620,000)

 

(28,200)

BP PLC, Strike $29.00

 

(200)

10/21/2022

(580,000)

 

(58,700)

Citigroup, Inc., Strike $70.00

(100)

6/17/2022

(700,000)

 

(2,160)

Crown Castle International, Inc., Strike $170.00

(60)

1/20/2023

(1,020,000)

 

(154,200)

Crown Castle International, Inc., Strike $175.00

(115)

1/20/2023

(2,012,500)

 

(250,700)

CVR Energy, Inc., Strike $25.00

(150)

12/16/2022

(375,000)

 

(82,500)

Duke Energy Corp., Strike $100.00

(50)

1/20/2023

(500,000)

 

(75,250)

Elanco Animal Health, Inc., Strike $27.00

(370)

1/20/2023

(999,000)

 

(111,000)

Elanco Animal Health, Inc., Strike $27.00

(220)

10/21/2022

(594,000)

 

(53,350)

Elanco Animal Health, Inc., Strike $27.00

(200)

9/16/2022

(540,000)

 

(43,000)

Energy Select Sector SPDR Fund, Strike $60.00

(285)

6/17/2022

(1,710,000)

 

(503,025)

Evergy, Inc., Strike $65.00

(470)

1/20/2023

(3,055,000)

 

(357,200)

Fiserv, Inc., Strike $100.00

(100)

6/17/2022

(1,000,000)

 

(61,250)

Fiserv, Inc., Strike $100.00

(235)

9/16/2022

(2,350,000)

 

(211,500)

IAC/Interactivecorp, Strike $100.00

(40)

12/16/2022

(400,000)

 

(62,400)

Interactivecorp, Strike $140.00

(30)

6/17/2022

(420,000)

 

(4,875)

International Business Machines, Inc., Strike $130.00

(80)

1/20/2023

(1,040,000)

 

(82,000)

Invesco CurrencyShares Euro Currency Trust, Strike $105.00

(113)

6/17/2022

(1,186,500)

 

(6,215)

Liberty Media Corp., Strike $45.00

(350)

10/21/2022

(1,575,000)

 

(161,000)

Liberty Sirius XM Group Series A, Strike $45.00

(110)

7/15/2022

(495,000)

 

(35,750)

Madison Square Garden Sports Corp., Strike $170.00

(30)

8/19/2022

(510,000)

 

(53,700)

Madison Square Garden Sports Corp., Strike $200.00

(90)

8/19/2022

(1,800,000)

 

(33,750)

Madison Square Garden Sports Corp., Strike $180.00

(35)

11/18/2022

(630,000)

 

(56,000)

Magnolia Oil & Gas Corp., Strike $25.00

(104)

9/16/2022

(260,000)

 

(30,160)

Mercury Systems, Inc. Strike $55.00

(100)

9/16/2022

(550,000)

 

(135,000)

Microsoft Corp., Strike $300.00

(30)

6/17/2022

(900,000)

 

(61,500)

Norwegian Cruise Line Holdings, Ltd., January 20, 2023 Call @ $15.00

(250)

1/20/2023

(375,000)

 

(212,250)

Norwegian Cruise Line Holdings, Ltd., June 17, 2022 Call @ $20.00

(400)

6/17/2022

(800,000)

 

(138,000)

Norwegian Cruise Line Holdings, Ltd., September 16, 2022 Call @ $20.00

(160)

9/16/2022

(320,000)

 

(69,600)

Royal Caribbean Cruises Ltd., January 20, 2023 Call @ $65.00

(60)

1/20/2023

(390,000)

 

(148,260)

Royal Caribbean Cruises Ltd., June 17, 2022 Call @ $80.00

(80)

6/17/2022

(640,000)

 

(75,200)

Royal Caribbean Cruises Ltd., September 16, 2022 Call @ $80.00

(30)

9/16/2022

(240,000)

 

(39,480)

Royal Gold, Inc., October 21, 2022 Call @ $120.00

(40)

10/21/2022

(480,000)

 

(110,400)

Ryanair Holdings, Plc., September 16, 2022 Call @ $90.00

(40)

9/16/2022

(360,000)

 

(34,200)

Southwest Gas Holdings, Inc. July 15, 2022 Call @ $65.00

(160)

7/15/2022

(1,040,000)

 

(224,000)

Take-Two Interactive Software, Inc. June 17,2022 Call @ $145.00

(30)

6/17/2022

(435,000)

 

(49,200)

The Clorox Company, July 15, 2022 Call @ $145.00

(35)

7/15/2022

(507,500)

 

(16,450)

Treehouse Foods, Inc. August 19, 2022 Call @ $45.00

(1,000)

8/19/2022

(4,500,000)

 

(215,000)

US Foods Holding Corp., January 20, 2023 Call @ $40.00

(150)

1/20/2023

(600,000)

 

(75,750)

Utilities Select Sector SPDR Fund June 17, 2022 Call @ $74.00

(400)

6/17/2022

(2,960,000)

 

(119,200)

VMware, Inc. October 21, 2022 Call @ $160.00

(60)

10/21/2022

(960,000)

 

(5,400)

Willis Towers Watson Plc December 16, 2022 Call @ $220.00

(40)

12/16/2022

(880,000)

 

(119,800)

YUM CHINA HOLDINGS, INC. April 14, 2022 Call @ $35.00

(120)

4/14/2022

(420,000)

 

(82,200)

 

 

 

 

 

 

 

 

 

 

 

(7,502)

 

(43,579,500)

 

(4,679,125)

 

 

 

 

 

 

 

 

Put Options Written

 

 

 

 

 

 

Tronox Holdings PLC, Strike $20.00

(250)

4/14/2022

(500,000)

 

(20,000)

 

 

 

 

 

 

 

 

 

 

 

(250)

 

(500,000)

 

(20,000)

 

 

 

 

 

 

 

 

Total Options

 

 

 

 

(Cost $                2,358,989)

 

(295,393)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Short Positions

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Shares or Principal

 

 

Security Description

 

 

 

Amount ($)

 

Fair Value ($)

 

 

 

 

 

 

 

 

Railroads, Line-Haul Operating

 

 

 

 

 

Canadian National Railway Co.

 

 

(1,000)

 

(134,140)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1)  Statement on Financial Accounting Standard No. 157 "Fair Value Measurements" - Various inputs are used in determining the value of the Fund's investments.

 

 

       These inputs are summarized in the three broad levels listed below.

 

 

 

 

 

        • Level 1 - quoted prices in active markets for identical securities

 

 

 

 

 

        • Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

 

 

        • Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

 

 

 

 

 

 

 

 

 

 

 

       The following is a summary of the inputs used as of March 31, 2022 in valuing the Fund's assets carried at fair value:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Investments in

 

Other Financial

Valuation Inputs

 

 

 

Securities

 

Instruments

Level 1 - Quoted Prices

 

 

$

56,917,667

$

-

Level 2 - Other Significant Observable Inputs

 

 

1,182,148

 

-

Level 3 - Significant Unobservable Inputs

 

 

489,238

 

-

Total

 

 

 

$

58,589,052

$

-

 

 

 

 

 

 

 

 

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term

 

 

debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment

 

 

Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active

 

 

market, such securities are reflected as Level 2.

 

 

 

 

 

 

 

 

 

 

 

 

 

ADR - American Depositary Receipt.

 

 

 

 

 

*  Represents non-income producing securities.

 

 

 

 

 

(a)  Subject to written option contracts.

 

 

 

 

 

+  Default Bonds

 

 

 

 

 

 

∞  Distressed Securities.

 

 

 

 

 

 

 ●  Level 2 Security.

 

 

 

 

 

 

~  Variable Rate Security. The coupon is based on an underlying pool of loans.

 

 

 

 

^  Indicates a fair valued security. Total market value for fair valued securities is $489,238 representing .77% of net assets and Level 3 securities.

 

 

# Denotes a restricted security that may be sold without restriction to "qualified institutional buyers" as defined in Rule 144A under the Securities Act of 1933, as amended, is $571,027 representing .90% of net assets.

† Indicates an illiquid security. Total market value for illiquid securities is $548,408 representing .87% of net assets.

 

 

 

(b) All or a portion of this security is held as collateral for written options. Total value of collateral for written options is $8,243,256.08 representing 13.11% of net assets.

 

**Variable rate security; the coupon rate shown represents the yield at March 31, 2022

 

 

 

 





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