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          <other otherDesc="FX Forwards" value="CCTUSD__00004443"/>
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      </invstOrSec>
      <invstOrSec>
        <name>PUERTO RICO COMWLTH</name>
        <lei>N/A</lei>
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          <isin value="US74514LB634"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PLNTF HOLDINGS INC. TL</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX193515"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00006560"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>COMMSCOPE, INC.</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>ISRAELI SHEKEL</name>
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          <other otherDesc="FX Forwards" value="CCTILS__00006791"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>LSB INDUSTRIES, INC.</name>
        <lei>5493001H215A0HG0MI71</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Sports Entertainment Acquisition Corp.</name>
        <lei>N/A</lei>
        <title>SPORTS ENTERTAINMENT ACQUI-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 4.500000% 01/23/2026</title>
        <cusip>71654QBW1</cusip>
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          <isin value="US71654QBW15"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: SHAW COMM (L)</title>
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          <other otherDesc="All Others" value="82028K952"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CONVERGEONE HOLDINGS, CORP.</name>
        <lei>N/A</lei>
        <title>CONVERGEONE HOLDINGS, CORP. 1/4/2026</title>
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          <other otherDesc="All Others" value="LX177266"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VINE OIL &amp; GAS LP</name>
        <lei>549300RX6T0LI090DN09</lei>
        <title>VINE OIL &amp; GAS LP / VINE OIL &amp; GAS FINANCE CORP 14 9.750000% 04/15/2023</title>
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        <name>DAVITA INC.</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
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      <invstOrSec>
        <name>NOBLE CORP WARRANTS</name>
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        <name>MALAYSIAN RINGGIT</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00007447"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITI</counterpartyName>
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            <amtCurPur>708700.00000000</amtCurPur>
            <curPur>CAD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HOLOGIC, INC.</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Schumacher Group/SCP Health 2/21 Cov-Lite TLB</name>
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        <title>Schumacher Group/SCP Health 2/21 Cov-Lite TLB 2/23/2028</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX192675"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BROADSTONE ACQUISITION CORP WT</name>
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        <title>BROADSTONE ACQUISITION CORP WT EXPIRATION: 09/15/28</title>
        <cusip>G1739V126</cusip>
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          <ticker value="BSN/WS"/>
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        <balance>8680.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <delta>XXXX</delta>
            <unrealizedAppr>258.32000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Yext Inc</name>
        <lei>5299008ZQSBBVH7K0589</lei>
        <title>YEXT INC COMMON STOCK</title>
        <cusip>98585N106</cusip>
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          <isin value="US98585N1063"/>
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        <curCd>USD</curCd>
        <valUSD>-278131.84000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>East Resources Acquisition Co</name>
        <lei>N/A</lei>
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        <cusip>274681113</cusip>
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          <isin value="US2746811130"/>
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        <balance>17767.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14393.05000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>East Resources Acquisition Co</issuerName>
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                  <cusip value="274681105"/>
                  <isin value="US2746811130"/>
                  <ticker value="ERESW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>834.53000000</unrealizedAppr>
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      <invstOrSec>
        <name>Biotech Acquisition Co</name>
        <lei>N/A</lei>
        <title>BIOTECH ACQUISITION CO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G1125A124</cusip>
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          <isin value="KYG1125A1242"/>
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        <balance>16548.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GETTY IMAGES, INC.</name>
        <lei>5493005NV20IG4VEKZ40</lei>
        <title>GETTY IMAGES INC 144A 9.750000% 03/01/2027</title>
        <cusip>374276AJ2</cusip>
        <identifiers>
          <isin value="US374276AJ21"/>
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        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181050.00000000</valUSD>
        <pctVal>0.038235541004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altimeter Growth Corp</name>
        <lei>N/A</lei>
        <title>ALTIMETER GROWTH CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G0370L124</cusip>
        <identifiers>
          <isin value="KYG0370L1243"/>
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        <balance>34185.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <pctVal>0.088221715901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TARGA RESOURCES PARTNERS LP</name>
        <lei>6OQWTZ1SPC04IFT4T704</lei>
        <title>TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.000000% 01/15/2032</title>
        <cusip>87612BBT8</cusip>
        <identifiers>
          <isin value="US87612BBT89"/>
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        <curCd>USD</curCd>
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        <pctVal>0.028800813027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORP 144A 5.875000% 02/01/2029</title>
        <cusip>165167DG9</cusip>
        <identifiers>
          <isin value="US165167DG90"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="CDS841GPS"/>
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        <balance>270000.00000000</balance>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2021-05-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00006959"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2021-04-21</title>
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          <other otherDesc="FX Forwards" value="CCTAUD__00007589"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <name>MACY'S RETAIL HOLDINGS, LLC</name>
        <lei>549300JMONK27O4SQQ19</lei>
        <title>MACY'S RETAIL HOLDINGS LLC 4.500000% 12/15/2034</title>
        <cusip>55616XAM9</cusip>
        <identifiers>
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      <invstOrSec>
        <name>INTERFACE, INC.</name>
        <lei>549300VXZWQOIDFPU355</lei>
        <title>INTERFACE INC COMMON STOCK</title>
        <cusip>458665304</cusip>
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          <isin value="US4586653044"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SUGARHOUSE HSP GAMING PROP. MEZZ, L.P.</name>
        <lei>549300BND6SAKKOQWR95</lei>
        <title>SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HS 5.875000% 05/15/2025</title>
        <cusip>865033AC8</cusip>
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          <isin value="US865033AC86"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>COLONY CAPITAL, INC.</name>
        <lei>549300XG87L902AGBO89</lei>
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        <name>RUSSIA, FEDERATION OF (GOVERNMENT)</name>
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        <name>IG Acquisition Corp</name>
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        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RUB SETTLE 2021-06-16</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103080"/>
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      <invstOrSec>
        <name>AG ISSUER, LLC</name>
        <lei>N/A</lei>
        <title>AG ISSUER LLC 144A 6.250000% 03/01/2028</title>
        <cusip>00119LAA9</cusip>
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          <isin value="US00119LAA98"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOMBARDIER INC.</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>BOMBARDIER INC 144A 6.000000% 10/15/2022</title>
        <cusip>097751BJ9</cusip>
        <identifiers>
          <isin value="US097751BJ96"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Corporation de Securite Garda World</name>
        <lei>549300ZF1NDXLMCHNO20</lei>
        <title>GARDA WORLD SECURITY CORP 144A 8.750000% 05/15/2025</title>
        <cusip>362438AA1</cusip>
        <identifiers>
          <isin value="US362438AA12"/>
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        <balance>33000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34526.25000000</valUSD>
        <pctVal>0.007291520837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BED BATH &amp; BEYOND INC.</name>
        <lei>529900ZBUWWUV7BKGX39</lei>
        <title>BED BATH &amp; BEYOND INC 5.165000% 08/01/2044</title>
        <cusip>075896AC4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TRIDENT TPI HOLDINGS, INC.</name>
        <lei>549300TPLK304J3RNC85</lei>
        <title>TRIDENT TPI HOLDINGS INC 144A 9.250000% 08/01/2024</title>
        <cusip>89616RAB5</cusip>
        <identifiers>
          <isin value="US89616RAB50"/>
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        <balance>417000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Blueriver Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BLUERIVER ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 144A 5.950000% 01/28/2031</title>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Recharge Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RECHARGE ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>756229209</cusip>
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        <name>PropTech Investment II Corp</name>
        <lei>N/A</lei>
        <title>PROPTECH INVESTMENT CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>EURO</name>
        <lei>N/A</lei>
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        <name>AMC ENTERTAINMENT HOLDINGS, INC.</name>
        <lei>549300ZO77UNR6NRBR11</lei>
        <title>AMC ENTERTAINMENT HOLDINGS INC 6.125000% 05/15/2027</title>
        <cusip>00165CAD6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CF Acquisition Corp V</name>
        <lei>N/A</lei>
        <title>CF ACQUISITION CORP V WT EXPIRATION: 12/31/27</title>
        <cusip>12520R114</cusip>
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          <other otherDesc="FX Forwards" value="CCTCAD__00004459"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>DHB Capital Corp</name>
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          <isin value="US23291W2089"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>OHA CREDIT FUNDING LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHUKCHANSI ECONOMIC DEVELOPMENT AUTHORITY</name>
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          <isin value="US171276AM00"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BORGWARNER INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CONSTELLIUM SE</name>
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          <isin value="FR0013467479"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Ares Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>DISH DBS Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FinServ Acquisition II Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <title>GOLDMAN SACHS INTERNATIONAL 144A ZERO COUPON 07/15/2021</title>
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          <isin value="XS2018806708"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CARESTREAM HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>CARESTREAM HEALTH, INC. 8/8/2023</title>
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          <other otherDesc="All Others" value="LX188110"/>
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        <name>BRK: INTERCOMPANY</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Lightjump Acquisition Corp</name>
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      <invstOrSec>
        <name>GUITAR CENTER TRANCHE I WARRANTS</name>
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        <name>PENNYMAC FINANCIAL SERVICES, INC.</name>
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        <name>ONEMAIN FINANCE CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Omnichannel Acquisition Corp</name>
        <lei>N/A</lei>
        <title>OMNICHANNEL ACQUISITION CORP WT EXPIRATION: 12/30/27</title>
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        <name>Kingdom of Bahrain</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Dune Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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                <issuerName>Dune Acquisition Corp</issuerName>
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      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <cusip>165167DF1</cusip>
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          <isin value="US165167DF18"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ACON S2 ACQUISITION CORP WT</name>
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          <ticker value="STWOW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J P  MORGAN CHASE BANK</counterpartyName>
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        <name>SVF Investment Corp 3</name>
        <lei>N/A</lei>
        <title>SVF INVESTMENT CORP 3-CLS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG8601N1088"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>FIRST QUANTUM MINERALS LTD.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>FIRST QUANTUM MINERALS LTD 144A 6.500000% 03/01/2024</title>
        <cusip>335934AP0</cusip>
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          <isin value="US335934AP02"/>
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        <balance>208000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Itiquira Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ITIQUIRA ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G49773123</cusip>
        <identifiers>
          <isin value="KYG497731235"/>
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        <balance>15167.00000000</balance>
        <units>NS</units>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>OPEN LENDING CORPORATION</name>
        <lei>N/A</lei>
        <title>OPEN LENDING CORP -  CL A COMMON STOCK</title>
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          <isin value="US68373J1043"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SOUTHWESTERN ENERGY COMPANY</name>
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        <title>SOUTHWESTERN ENERGY CO 7.750000% 10/01/2027</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ALLEGHENY TECHNOLOGIES INCORPORATED</name>
        <lei>ZW1LRE7C3H17O2ZN9B45</lei>
        <title>ALLEGHENY TECHNOLOGIES INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Z-Work Acquisition Corp</name>
        <lei>N/A</lei>
        <title>Z-WORK ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>T-MOBILE USA, INC.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 3.375000% 04/15/2029</title>
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        <name>FOXTROT ESCROW ISSUER, LLC</name>
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        <cusip>35166FAA0</cusip>
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        <name>ISRAELI SHEKEL</name>
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      <invstOrSec>
        <name>Music Acquisition Corp</name>
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      <invstOrSec>
        <name>Cerberus Telecom Acquisition Corp</name>
        <lei>N/A</lei>
        <title>CERBERUS TELECOM ACQUISIT-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>RP ESCROW ISSUER, LLC</name>
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        <name>SALESFORCE.COM INC</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>Tekkorp Digital Acquisition Corp</name>
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        <name>Post Holdings, Inc.</name>
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        <name>Virtuoso Acquisition Corp</name>
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        <name>Equity Distribution Acquisition Corp</name>
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        <name>ICH US INTERMEDIATE HOLDINGS II, INC.</name>
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        <name>NEW FORTRESS ENERGY INC.</name>
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        <name>UNIVISION COMMUNICATIONS INC.</name>
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        <name>TEAM HEALTH HOLDINGS, INC.</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ULTA BEAUTY, INC.</name>
        <lei>529900CIV6HN8M28YM82</lei>
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          <isin value="US90384S3031"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Kakao Corp.</name>
        <lei>988400FTKUBQXKVZP434</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>DAVITA INC.</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freedom Acquisition I Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>CHINESE YUAN RENMINBI</name>
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          <other otherDesc="FX Forwards" value="CCTCNY__00103073"/>
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        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J P  MORGAN CHASE BANK</counterpartyName>
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            <amtCurPur>4755793.79000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>SHELF DRILLING HOLDINGS, LTD.</name>
        <lei>54930078ZJ3XP4MRYB68</lei>
        <title>SHELF DRILLING HOLDINGS LTD 144A 8.250000% 02/15/2025</title>
        <cusip>822538AE4</cusip>
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          <isin value="US822538AE44"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lefteris Acquisition Corp</name>
        <lei>N/A</lei>
        <title>LEFTERIS ACQUISITION CORP -A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TB SA Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TB SA ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G8657L113</cusip>
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          <isin value="KYG8657L1133"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Sustainable Development Acquisition I Corp</name>
        <lei>N/A</lei>
        <title>SUSTAINABLE DEVELOPMENT ACQU SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>86934L202</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CERIDIAN HCM HOLDING INC.</name>
        <lei>549300T64GVCHFJ8L449</lei>
        <title>CERIDIAN HCM HOLDING INC COMMON STOCK</title>
        <cusip>15677J108</cusip>
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        <units>NS</units>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WYNN RESORTS FINANCE, LLC</name>
        <lei>N/A</lei>
        <title>WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 7.750000% 04/15/2025</title>
        <cusip>983133AB5</cusip>
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          <isin value="US983133AB53"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>AMC ENTERTAINMENT HOLDINGS, INC.</name>
        <lei>549300ZO77UNR6NRBR11</lei>
        <title>AMC ENTERTAINMENT HOLDINGS INC 5.750000% 06/15/2025</title>
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        <name>JAPANESE YEN</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Investindustrial Acquisition Corp</name>
        <lei>N/A</lei>
        <title>INVESTINDUSTRIAL ACQ-CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG4771L1059"/>
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        <name>Cascade Acquisition Corp</name>
        <lei>N/A</lei>
        <title>CASCADE ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC COMMON STOCK</title>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
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        <name>Simon Property Group Acquisition Holdings Inc</name>
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        <title>SIMON PROPERTY GROUP ACQUISI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>COMMSCOPE TECHNOLOGIES LLC</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>COMMSCOPE TECHNOLOGIES LLC 144A 6.000000% 06/15/2025</title>
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          <isin value="US20337YAA55"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Tuatara Capital Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TUATARA CAPITAL ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G9118J127</cusip>
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          <isin value="KYG9118J1278"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <pctVal>0.008962807844</pctVal>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ribbit LEAP Ltd</name>
        <lei>N/A</lei>
        <title>RIBBIT LEAP LTD SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G7552B121</cusip>
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          <isin value="KYG7552B1216"/>
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        <curCd>USD</curCd>
        <valUSD>646668.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
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          <isin value="US1248EPCB75"/>
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        <balance>85000.00000000</balance>
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        <valUSD>91162.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
        <title>URBAN ONE INC 144A 7.375000% 02/01/2028</title>
        <cusip>91705JAC9</cusip>
        <identifiers>
          <isin value="US91705JAC99"/>
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        <balance>134000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138734.22000000</valUSD>
        <pctVal>0.029298966901</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENWORTH FINANCIAL, INC.</name>
        <lei>549300EMCG286BDNKJ33</lei>
        <title>GENWORTH HOLDINGS INC 4.900000% 08/15/2023</title>
        <cusip>372491AF7</cusip>
        <identifiers>
          <isin value="US372491AF77"/>
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        <balance>109000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107087.05000000</valUSD>
        <pctVal>0.022615472473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Natural Order Acquisition Corp</name>
        <lei>N/A</lei>
        <title>NATURAL ORDER ACQUISITION CORP WT EXPIRATION: 09/15/25</title>
        <cusip>63889L115</cusip>
        <identifiers>
          <isin value="US63889L1153"/>
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        <balance>2037.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1552.19000000</valUSD>
        <pctVal>0.000327803503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Order Acquisition Corp</issuerName>
                <issueTitle>Natural Order Acquisition Equity Warrant Exp 15th Sep 2025</issueTitle>
                <identifiers>
                  <cusip value="63889L107"/>
                  <isin value="US63889L1153"/>
                  <ticker value="NOACW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-748.58000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCVX CORP WT</name>
        <lei>N/A</lei>
        <title>SCVX CORP WT EXPIRATION: 01/24/25</title>
        <cusip>G79448117</cusip>
        <identifiers>
          <ticker value="SCVX/WS"/>
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        <balance>1714.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1714.00000000</valUSD>
        <pctVal>0.000361975792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="G79448208"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1714.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-01-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>25.41000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AXALTA COATING SYSTEMS, LLC</name>
        <lei>549300G80QONCHILSF69</lei>
        <title>AXALTA COATING SYSTEMS LLC 144A 3.375000% 02/15/2029</title>
        <cusip>05453GAC9</cusip>
        <identifiers>
          <isin value="US05453GAC96"/>
        </identifiers>
        <balance>178000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173585.60000000</valUSD>
        <pctVal>0.036659151209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Blueriver Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BLUERIVER ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G1261Q107</cusip>
        <identifiers>
          <isin value="KYG1261Q1073"/>
        </identifiers>
        <balance>518.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5034.96000000</valUSD>
        <pctVal>0.001063321842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HARVEST MIDSTREAM I, L.P.</name>
        <lei>549300DW5M17KJOXCY66</lei>
        <title>HARVEST MIDSTREAM I LP 144A 7.500000% 09/01/2028</title>
        <cusip>417558AA1</cusip>
        <identifiers>
          <isin value="US417558AA18"/>
        </identifiers>
        <balance>158000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169802.60000000</valUSD>
        <pctVal>0.035860227975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hudson Executive Investment Corp III</name>
        <lei>N/A</lei>
        <title>HUDSON EXECUTIV INV CORP III SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>44376L206</cusip>
        <identifiers>
          <isin value="US44376L2060"/>
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        <balance>3941.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39094.72000000</valUSD>
        <pctVal>0.008256325708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN BUILDERS &amp; CONTRACTORS SUPPLY CO., INC.</name>
        <lei>549300H5GQ4C1BEKG397</lei>
        <title>AMERICAN BUILDERS &amp; CONTRACTORS SUPPLY CO INC 144A 5.875000% 05/15/2026</title>
        <cusip>024747AE7</cusip>
        <identifiers>
          <isin value="US024747AE77"/>
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        <balance>56000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57830.08000000</valUSD>
        <pctVal>0.012213004115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atlantic Avenue Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ATLANTIC AVENUE ACQUISI-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>04906P101</cusip>
        <identifiers>
          <isin value="US04906P1012"/>
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        <balance>71805.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>695790.45000000</valUSD>
        <pctVal>0.146942415251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Novo Banco, S.A.</name>
        <lei>N/A</lei>
        <title>NOVO BANCO SA/LUXEMBOURG MTN 3.500000% 01/23/2043</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0877741479"/>
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        <balance>280000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
        <valUSD>288858.91000000</valUSD>
        <pctVal>0.061003461462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSDIGM INC.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC 6.375000% 06/15/2026</title>
        <cusip>893647BB2</cusip>
        <identifiers>
          <isin value="US893647BB29"/>
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        <balance>164000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169535.00000000</valUSD>
        <pctVal>0.035803714135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NCL CORPORATION LTD.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL CORP LTD 144A 12.250000% 05/15/2024</title>
        <cusip>62886HAR2</cusip>
        <identifiers>
          <isin value="US62886HAR21"/>
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        <balance>155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187627.50000000</valUSD>
        <pctVal>0.039624628388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JinkoSolar Holding Co., Ltd.</name>
        <lei>529900Y93WNCS05FG852</lei>
        <title>JINKOSOLAR HOLDING CO-ADR DEPOSITARY RECEIPT</title>
        <cusip>47759T100</cusip>
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          <isin value="US47759T1007"/>
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        <balance>-8279.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-345151.51000000</valUSD>
        <pctVal>-0.07289176864</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES CELLULAR CORPORATION</name>
        <lei>N/A</lei>
        <title>US CELLULAR CORP COMMON STOCK</title>
        <cusip>911684108</cusip>
        <identifiers>
          <isin value="US9116841084"/>
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        <balance>3164.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115422.72000000</valUSD>
        <pctVal>0.024375863813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PMV Consumer Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PMV CONSUMER ACQUISITION CORP WT EXPIRATION: 08/31/27</title>
        <cusip>693486110</cusip>
        <identifiers>
          <isin value="US6934861104"/>
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        <balance>1680.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1293.60000000</valUSD>
        <pctVal>0.000273192465</pctVal>
        <payoffProfile>N/A</payoffProfile>
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      </invstOrSec>
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        <name>SPANISH BROADCASTING SYSTEM, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Centricus Acquisition Corp</name>
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        <name>HURTIGRUTEN GROUP AS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>MGM RESORTS INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DICK'S SPORTING GOODS, INC.</name>
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        <title>HORIZON ACQUISITION COR-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>Flame Acquisition Corp</name>
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        <title>FLAME ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>H &amp; R BLOCK, INC.</name>
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        <name>SCION TECH GROWTH I WT</name>
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        <title>SCION TECH GROWTH I WT EXPIRATION: 11/01/25</title>
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        <name>AADVANTAGE LOYALTY IP LTD.</name>
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        <title>AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.500000% 04/20/2026</title>
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      <invstOrSec>
        <name>MOELIS &amp; COMPANY</name>
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          <isin value="US60786M1053"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <title>BRISTOL-MYERS SQUIBB CO - CVR CONTINGENT VALUE RIGHT</title>
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          <isin value="US1101221570"/>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>MOUNTAIN PROVINCE DIAMONDS INC.</name>
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          <isin value="US62426EAA38"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pioneer Merger Corp</name>
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          <isin value="KYG7S24C1034"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FULL HOUSE RESORTS, INC.</name>
        <lei>5493009DKIWW0H901Y82</lei>
        <title>FULL HOUSE RESORTS INC COMMON STOCK</title>
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          <isin value="US3596781092"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AKAMAI TECHNOLOGIES, INC.</name>
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        <title>AKAMAI TECHNOLOGIES INC COMMON STOCK</title>
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          <isin value="US00971T1016"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PTC INC.</name>
        <lei>54930050SSMU8SKDJ030</lei>
        <title>PTC INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Altimar Acquisition Corp II</name>
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        <title>ALTIMAR ACQUISITION CORP II SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG037091132"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00006554"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00007291"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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      <invstOrSec>
        <name>CINCINNATI BELL INC.</name>
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        <title>CINCINNATI BELL INC 144A 8.000000% 10/15/2025</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>BRK: BANK OF AMERICA MERRILL LYNCH</name>
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        <title>BRK: BANK OF AMERICA MERRILL LYNCH REF: INDONESIA GOVERNMENT</title>
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          <other otherDesc="All Others" value="TRS843145"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Evo Acquisition Corp</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
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        <name>Twelve Seas Investment Co II</name>
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        <name>Cascade Acquisition Corp</name>
        <lei>N/A</lei>
        <title>CASCADE ACQUISITION COR-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIANCA DIP TRANCHE A</name>
        <lei>N/A</lei>
        <title>AVIANCA DIP TRANCHE A 11/10/2021</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX189625"/>
        </identifiers>
        <balance>223029.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>224144.27000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE MARCUS CORPORATION</name>
        <lei>549300NL0OKPNEMP6B79</lei>
        <title>MARCUS CORPORATION COMMON STOCK</title>
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          <isin value="US5663301068"/>
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        <curCd>USD</curCd>
        <valUSD>517561.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>ONEMAIN FINANCE CORP 7.125000% 03/15/2026</title>
        <cusip>85172FAN9</cusip>
        <identifiers>
          <isin value="US85172FAN96"/>
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        <balance>105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>121101.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHECK POINT SOFTWARE TECHNOLOGIES LTD.</name>
        <lei>2549003ZVBH73EPNS513</lei>
        <title>CHECK POINT SOFTWARE TECH COMMON STOCK</title>
        <cusip>M22465104</cusip>
        <identifiers>
          <isin value="IL0010824113"/>
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        <balance>-7292.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-816485.24000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>VALARIS DIP 8/17/2021</title>
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          <other otherDesc="All Others" value="VALARISDU"/>
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        <balance>48604.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48604.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Science Strategic Acquisition Alpha Corp</name>
        <lei>N/A</lei>
        <title>SCIENCE STRATEGIC ACQUISITIO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>808641203</cusip>
        <identifiers>
          <isin value="US8086412033"/>
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        <balance>30163.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299820.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROG Holdings, Inc</name>
        <lei>549300DHYTLBOVRXIG52</lei>
        <title>PROG HOLDINGS INC COMMON STOCK</title>
        <cusip>74319R101</cusip>
        <identifiers>
          <isin value="US74319R1014"/>
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        <balance>37800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-04-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006553"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4570.75000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>663700.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>523563.10000000</amtCurPur>
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            <settlementDt>2021-04-21</settlementDt>
            <unrealizedAppr>-4570.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACTIVISION BLIZZARD, INC.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>ACTIVISION BLIZZARD INC COMMON STOCK</title>
        <cusip>00507V109</cusip>
        <identifiers>
          <isin value="US00507V1098"/>
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        <balance>16210.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1507530.00000000</valUSD>
        <pctVal>0.318371859321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carney Technology Acquisition Corp. II</name>
        <lei>N/A</lei>
        <title>CARNEY TECHNOLOGY ACQU- CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>143636108</cusip>
        <identifiers>
          <isin value="US1436361083"/>
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        <balance>3197.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30978.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KAIROS ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>KAIROS ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G52110106</cusip>
        <identifiers>
          <ticker value="KAIRW"/>
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        <balance>2186.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1180.66000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <shareNo>2186.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-978.92000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOVELIS CORPORATION</name>
        <lei>549300G5F3W3B52WYL23</lei>
        <title>NOVELIS CORP 144A 5.875000% 09/30/2026</title>
        <cusip>670001AC0</cusip>
        <identifiers>
          <isin value="US670001AC05"/>
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        <balance>243000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254372.40000000</valUSD>
        <pctVal>0.053720333225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEO HOLDINGS CORP II WT</name>
        <lei>N/A</lei>
        <title>LEO HOLDINGS CORP II WT EXPIRATION: 01/07/28</title>
        <cusip>G5463R128</cusip>
        <identifiers>
          <ticker value="LHC/WS"/>
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        <balance>5661.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3962.70000000</valUSD>
        <pctVal>0.000836873672</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL (DMA)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1188.81000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2021-06-16</title>
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          <other otherDesc="FX Forwards" value="CCTCAD__00004711"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>7279.78000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Ghana</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 04/07/2029</title>
        <cusip>37443GAL5</cusip>
        <identifiers>
          <isin value="US37443GAL59"/>
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        <balance>262000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259380.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS841672</cusip>
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          <ticker value="CDX-NAHY"/>
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        <balance>336000.00000000</balance>
        <units>NC</units>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altimar Acquisition Corp III</name>
        <lei>N/A</lei>
        <title>ALTIMAR ACQUISITION CORP III SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G0370U124</cusip>
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          <isin value="KYG0370U1242"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREEDOM MORTGAGE CORPORATION</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP 144A 8.250000% 04/15/2025</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>VORNADO REALTY TRUST</name>
        <lei>N/A</lei>
        <title>VORNADO REALTY TRUST REIT</title>
        <cusip>929042109</cusip>
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          <isin value="US9290421091"/>
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        <balance>51887.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Shift4 Payments Inc</name>
        <lei>N/A</lei>
        <title>SHIFT4 PAYMENTS INC-CLASS A COMMON STOCK</title>
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          <isin value="US82452J1097"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LGL Systems Acquisition Corp</name>
        <lei>N/A</lei>
        <title>LGL SYSTEMS ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US50201G1067"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BCPE ULYSSES MERGER SUB, LLC</name>
        <lei>N/A</lei>
        <title>LBM ACQUISITION LLC 144A 6.250000% 01/15/2029</title>
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          <isin value="US05552BAA44"/>
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        <curCd>USD</curCd>
        <valUSD>258530.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EVERI PAYMENTS INC.</name>
        <lei>5493006Q4MDLHOY1JV70</lei>
        <title>EVERI PAYMENTS INC 144A 7.500000% 12/15/2025</title>
        <cusip>30034VAB4</cusip>
        <identifiers>
          <isin value="US30034VAB45"/>
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        <balance>180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187272.00000000</valUSD>
        <pctVal>0.039549551145</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLP Capital, L.P.</name>
        <lei>2549005PXW31DRW8EC44</lei>
        <title>GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031</title>
        <cusip>361841AQ2</cusip>
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          <isin value="US361841AQ25"/>
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        <balance>82000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ArcLight Clean Transition Corp</name>
        <lei>N/A</lei>
        <title>ARCLIGHT CLEAN TRANSITION CORP WT EXPIRATION: 09/22/27</title>
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          <isin value="KYG045611251"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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                <issuerName>ArcLight Clean Transition Corp</issuerName>
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                  <isin value="KYG045611251"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST REIT</title>
        <cusip>81761L102</cusip>
        <identifiers>
          <isin value="US81761L1026"/>
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        <balance>1981.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23494.66000000</valUSD>
        <pctVal>0.004961784235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SALESFORCE.COM, INC.</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>SALESFORCE.COM INC COMMON STOCK</title>
        <cusip>79466L302</cusip>
        <identifiers>
          <isin value="US79466L3024"/>
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        <balance>10849.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2298577.63000000</valUSD>
        <pctVal>0.485431423492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WINDSTREAM SERVICES WARRANTS *</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190073"/>
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        <balance>5809.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>74546.90000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>PMV Consumer Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PMV CONSUMER ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>693486102</cusip>
        <identifiers>
          <isin value="US6934861021"/>
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        <balance>1307.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Kismet Acquisition Two Corp</name>
        <lei>N/A</lei>
        <title>KISMET ACQUISITION TWO CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G52807123</cusip>
        <identifiers>
          <isin value="KYG528071239"/>
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        <balance>27697.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>275308.18000000</valUSD>
        <pctVal>0.058141713367</pctVal>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENESIS ENERGY, L.P.</name>
        <lei>549300VJ5D6MDK138782</lei>
        <title>GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 7.750000% 02/01/2028</title>
        <cusip>37185LAL6</cusip>
        <identifiers>
          <isin value="US37185LAL62"/>
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        <balance>80000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80024.00000000</valUSD>
        <pctVal>0.016900088005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>InterPrivate III Financial Partners Inc</name>
        <lei>N/A</lei>
        <title>INTERPRIVATE III FINANCIAL SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US46064R2058"/>
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        <curCd>USD</curCd>
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        <pctVal>0.003573245939</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Far Peak Acquisition Corp</name>
        <lei>N/A</lei>
        <title>FAR PEAK ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <identifiers>
          <isin value="KYG3312L1032"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SCP &amp; Healthcare Acquisition Co</name>
        <lei>N/A</lei>
        <title>SCP &amp; CO HEALTHCARE ACQUISITION CO WT EXPIRATION: 01/27/28</title>
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          <isin value="US7840651126"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issueTitle>SCP &amp; CO Healthcare Acquisition Equity Warrant Exp 27 Oct 2025</issueTitle>
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                  <isin value="US7840651126"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>NATIONSTAR MORTGAGE HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.125000% 12/15/2030</title>
        <cusip>63861CAD1</cusip>
        <identifiers>
          <isin value="US63861CAD11"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34394.85000000</valUSD>
        <pctVal>0.007263770767</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ICAHN ENTERPRISES L.P.</name>
        <lei>549300T0G4GS0SINS786</lei>
        <title>ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 4.375000% 02/01/2029</title>
        <cusip>451102CA3</cusip>
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          <isin value="US451102CA32"/>
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        <balance>165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <pctVal>0.034051837885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FULL HOUSE RESORTS, INC.</name>
        <lei>5493009DKIWW0H901Y82</lei>
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        <cusip>359678AC3</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LIFEPOINT HEALTH, INC.</name>
        <lei>549300G8ZVHRTBBBSZ90</lei>
        <title>LIFEPOINT HEALTH INC 144A 5.375000% 01/15/2029</title>
        <cusip>53219LAU3</cusip>
        <identifiers>
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        <balance>211000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>207835.00000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>NGL ENERGY PARTNERS LP</name>
        <lei>5299005YSRP46BE8Z459</lei>
        <title>NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.500000% 04/15/2026</title>
        <cusip>62913TAP7</cusip>
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          <isin value="US62913TAP75"/>
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        <curCd>USD</curCd>
        <valUSD>17050.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>BRK: GOLDMAN SACHS</name>
        <lei>N/A</lei>
        <title>BRK: GOLDMAN SACHS PAY: 1.0 X MXIBTIIE + 0.0 BPS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS840166"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMSCOPE TECHNOLOGIES LLC</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>COMMSCOPE TECHNOLOGIES LLC 144A 6.000000% 06/15/2025</title>
        <cusip>20337YAA5</cusip>
        <identifiers>
          <isin value="US20337YAA55"/>
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        <curCd>USD</curCd>
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        <pctVal>0.007755194088</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2021-04-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00007708"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.31294000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurPur>2272900.00000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Forum Merger III Corp</name>
        <lei>N/A</lei>
        <title>FORUM MERGER III CORP - A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>349885103</cusip>
        <identifiers>
          <isin value="US3498851035"/>
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        <balance>2571.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25632.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Leo Holdings Corp II</name>
        <lei>N/A</lei>
        <title>LEO HOLDINGS CORP II SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G5463R110</cusip>
        <identifiers>
          <isin value="KYG5463R1103"/>
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        <balance>13250.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131307.50000000</valUSD>
        <pctVal>0.027730534661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Accelerate Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ACCELERATE ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>00439D201</cusip>
        <identifiers>
          <isin value="US00439D2018"/>
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        <balance>12958.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128672.94000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CHENIERE ENERGY PARTNERS, L.P.</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>CHENIERE ENERGY PARTNERS LP 4.500000% 10/01/2029</title>
        <cusip>16411QAG6</cusip>
        <identifiers>
          <isin value="US16411QAG64"/>
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        <balance>85000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88400.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALBERTSONS COMPANIES, INC.</name>
        <lei>549300YKWOC0AOR16R51</lei>
        <title>ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 7.500000% 03/15/2026</title>
        <cusip>013092AA9</cusip>
        <identifiers>
          <isin value="US013092AA91"/>
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        <curCd>USD</curCd>
        <valUSD>1603900.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>J. C. PENNEY COMPANY INC.</name>
        <lei>N/A</lei>
        <title>J. C. PENNEY COMPANY INC. 6/23/2023</title>
        <cusip>46611NAJ2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX153006"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2176899701"/>
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        <curCd>USD</curCd>
        <valUSD>372199.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TRAVERSE MIDSTREAM PARTNERS LLC</name>
        <lei>N/A</lei>
        <title>TRAVERSE MIDSTREAM PARTNERS LLC 9/27/2024</title>
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          <other otherDesc="All Others" value="LX168620"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>10X Capital Venture Acquisition Corp</name>
        <lei>N/A</lei>
        <title>VCVC US 05/21/21 C12.5 LONG</title>
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        <identifiers>
          <ticker value="VCVC US 05/21/21 C12.5 Equity"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1950.00000000</valUSD>
        <pctVal>0.000411816100</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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                <issueTitle>VCVC Call 12.5 May 2021</issueTitle>
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                  <ticker value="VCVC-05/2021-C-12.5"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARCTIC CANADIAN DIAMOND COMPANY LTD.</name>
        <lei>N/A</lei>
        <title>ARCTIC CANADIAN DIAMOND COMPANY LTD. 12/31/2024</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192562"/>
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        <balance>36171.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36171.43000000</valUSD>
        <pctVal>0.007638962689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.00000120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANTERO MIDSTREAM PARTNERS LP</name>
        <lei>529900HFO1BDEIT4QU11</lei>
        <title>ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.375000% 09/15/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Athlon Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US04748A1144"/>
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        <curCd>USD</curCd>
        <valUSD>8435.84000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>NEW ALBERTSONS L.P.</name>
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          <isin value="US013104AH74"/>
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        <curCd>USD</curCd>
        <valUSD>296100.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
        <lei>N/A</lei>
        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
        <cusip>783965593</cusip>
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          <isin value="US7839655930"/>
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        <curCd>USD</curCd>
        <valUSD>3388696.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PREMIER BRANDS GROUP HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>PREMIER BRANDS GROUP HOLDINGS LLC 3/19/2024</title>
        <cusip>74053DAB8</cusip>
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          <other otherDesc="All Others" value="LX179151"/>
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        <curCd>USD</curCd>
        <valUSD>57645.19000000</valUSD>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Slam Corp</name>
        <lei>N/A</lei>
        <title>SLAM CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG8210L1133"/>
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        <balance>1689.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST 4.950000% 10/01/2029</title>
        <cusip>44106MBB7</cusip>
        <identifiers>
          <isin value="US44106MBB72"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39052.50000000</valUSD>
        <pctVal>0.008247409362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Churchill Capital VII Corp</name>
        <lei>N/A</lei>
        <title>CHURCHILL CAPITAL CORP VII SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>17144M201</cusip>
        <identifiers>
          <isin value="US17144M2017"/>
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        <balance>19566.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>195073.02000000</valUSD>
        <pctVal>0.041197030958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Progress Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PROGRESS ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>74327P113</cusip>
        <identifiers>
          <isin value="US74327P1131"/>
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        <balance>2800.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1316.00000000</valUSD>
        <pctVal>0.000277923070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Progress Acquisition Corp</issuerName>
                <issueTitle>Progress Acquisition Equity Warrant Exp 11 Nov 2027</issueTitle>
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                  <isin value="US74327P1131"/>
                  <ticker value="PGRWW"/>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>KIMCO REALTY CORPORATION</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIMCO REALTY CORP REIT</title>
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        <identifiers>
          <isin value="US49446R1095"/>
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        <balance>82266.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1542487.50000000</valUSD>
        <pctVal>0.325754454873</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ayr Wellness Inc</name>
        <lei>549300UX1QHS12D4DZ65</lei>
        <title>AYR WELLNESS INC COMMON STOCK</title>
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        <currencyConditional curCd="CAD" exchangeRt="1.25685000"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>TRYON PARK CLO, LTD.</name>
        <lei>N/A</lei>
        <title>TRYON PARK CLO LTD TPCLO 2013-1A CR</title>
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        <identifiers>
          <isin value="US89852TAR95"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.051631021198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS COMPANY</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO COMMON STOCK</title>
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          <isin value="US37045V1008"/>
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        <balance>582.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.007062481393</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 04/23/21 P3650 LONG</title>
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        <curCd>USD</curCd>
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        <pctVal>0.010595289103</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Mohegan Gaming &amp; Entertainment</name>
        <lei>549300UB083Z2NRDHC48</lei>
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        <cusip>608328BH2</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>EQT CORPORATION</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP 7.625000% 02/01/2025</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2021-06-16</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00004435"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>257723.67000000</amtCurSold>
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            <amtCurPur>308326.42000000</amtCurPur>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>4956.23000000</unrealizedAppr>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAIDU, INC.</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>BAIDU INC - SPON ADR DEPOSITARY RECEIPT</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JACOBS ENTERTAINMENT, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Colicity Inc</name>
        <lei>N/A</lei>
        <title>COLICITY INC SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOBLE CORP NEW COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GUITAR CENTER TRANCHE II WARRANTS</name>
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          <other otherDesc="All Others" value="GTRC_WT_2"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>CORPORATE ACTION</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC COMMON STOCK</title>
        <cusip>071734107</cusip>
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          <isin value="CA0717341071"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Progress Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PROGRESS ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>U.S. DOLLARS</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006991"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lightspeed POS Inc</name>
        <lei>254900T8MDWRTGMFZ257</lei>
        <title>LIGHTSPEED POS INC-SUB VOTE COMMON STOCK</title>
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        <identifiers>
          <isin value="CA53227R1064"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>HEXION HOLDINGS CORPORATION</name>
        <lei>549300LBB370MUHGLV84</lei>
        <title>HEXION HOLDINGS CORP - B COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CALPINE CORPORATION</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>SEI Daily Income Trust: Prime Obligation Fund; Class A Shares</name>
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        <title>MORGAN STANLEY INSTITUTIONAL LIQUIDITY TREASURY SECURITIES PORTFOLIO</title>
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        <name>TRANSDIGM INC.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
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        <name>WINDSTREAM ESCROW, LLC</name>
        <lei>N/A</lei>
        <title>WINDSTREAM ESCROW LLC / WINDSTREAM ESCROW FINANCE 7.750000% 08/15/2028</title>
        <cusip>97382WAA1</cusip>
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        <name>PUERTO RICO COMWLTH</name>
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        <title>PUERTO RICO CMWLTH COMMONWEALTH OF PUERTO RICO</title>
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        <issuerCat>MUN</issuerCat>
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        <name>Insu Acquisition Corp III</name>
        <lei>N/A</lei>
        <title>INSU ACQUISITION CORP III-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>BOYD GAMING CORPORATION</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>BOYD GAMING CORP 6.000000% 08/15/2026</title>
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        <name>TOURMALINE OIL CORP.</name>
        <lei>N/A</lei>
        <title>TOURMALINE OIL CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Hennessy Capital Investment Corp V</name>
        <lei>N/A</lei>
        <title>HENNESSY CAPITAL INVESTMENT CORP V WT EXPIRATION: 01/11/26</title>
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          <isin value="US42589T1152"/>
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        <name>Endo Designated Activity Company</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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        <cusip>126307BD8</cusip>
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          <isin value="US126307BD80"/>
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        <valUSD>581316.47000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ASBURY AUTOMOTIVE GROUP, INC.</name>
        <lei>549300JH4DTA7U42GL91</lei>
        <title>ASBURY AUTOMOTIVE GROUP COMMON STOCK</title>
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          <isin value="US0434361046"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>ANTERO MIDSTREAM PARTNERS LP</name>
        <lei>529900HFO1BDEIT4QU11</lei>
        <title>ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 7.875000% 05/15/2026</title>
        <cusip>03690EAA6</cusip>
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          <isin value="US03690EAA64"/>
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        <balance>195000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PERATON CORP   1L B-DD</name>
        <lei>N/A</lei>
        <title>PERATON CORP   1L B-DD 2/1/2028</title>
        <cusip>71360HAD9</cusip>
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          <other otherDesc="All Others" value="LX193024"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENWORTH FINANCIAL, INC.</name>
        <lei>549300EMCG286BDNKJ33</lei>
        <title>GENWORTH HOLDINGS INC 4.800000% 02/15/2024</title>
        <cusip>372491AG5</cusip>
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          <isin value="US372491AG50"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125450.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 5.000000% 02/15/2029</title>
        <cusip>071734AM9</cusip>
        <identifiers>
          <isin value="US071734AM99"/>
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        <balance>163000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160962.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Pivotal Investment Corp III</name>
        <lei>N/A</lei>
        <title>PIVOTAL INVESTMENT CORP III SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>72582M205</cusip>
        <identifiers>
          <isin value="US72582M2052"/>
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        <balance>7431.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Murata Manufacturing Co., Ltd.</name>
        <lei>529900QZG6DL8ZRI7140</lei>
        <title>MURATA MANUFACTURING CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3914400001"/>
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        <balance>10000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="110.50000000"/>
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        <pctVal>0.168988419974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RMG Acquisition Corp III</name>
        <lei>N/A</lei>
        <title>RMG ACQUISITION CORP III -A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G76088106</cusip>
        <identifiers>
          <isin value="KYG760881063"/>
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        <balance>152.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1594.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OASIS MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
        <title>OASIS MIDSTREAM PARTNERS LP / OMP FINANCE CORP 144 8.000000% 04/01/2029</title>
        <cusip>67421QAA0</cusip>
        <identifiers>
          <isin value="US67421QAA04"/>
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        <balance>115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118162.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nextgen Acquisition Corp</name>
        <lei>N/A</lei>
        <title>NGAC US 04/16/21 C10 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGAC US 04/16/21 C10 Equity"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>100.00000000</valUSD>
        <pctVal>0.000021118774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>Nextgen Acquisition Corp</issuerName>
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                  <cusip value="G65305107"/>
                  <ticker value="NGAC-04/2021-C-10"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>7GC &amp; Holdings Co Inc</name>
        <lei>N/A</lei>
        <title>7GC &amp; CO HOLDINGS INC -CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>81786A107</cusip>
        <identifiers>
          <isin value="US81786A1079"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00007416"/>
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        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72480000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>PUERTO RICO COMWLTH</name>
        <lei>N/A</lei>
        <title>PUERTO RICO CMWLTH COMMONWEALTH OF PUERTO RICO</title>
        <cusip>74514LC21</cusip>
        <identifiers>
          <isin value="US74514LC210"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4175.00000000</valUSD>
        <pctVal>0.000881708830</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>PR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS849858</cusip>
        <identifiers>
          <other otherDesc="All Others" value="CDS849858"/>
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        <balance>275000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2928.79000000</valUSD>
        <pctVal>-0.00061852455</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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        <securityLending>
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      <invstOrSec>
        <name>BOMBARDIER INC.</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>BOMBARDIER INC 144A 7.500000% 03/15/2025</title>
        <cusip>097751BM2</cusip>
        <identifiers>
          <isin value="US097751BM26"/>
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        <balance>115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>113131.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HIG Acquisition Corp</name>
        <lei>N/A</lei>
        <title>HIG ACQUISITION CORP-CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G44898107</cusip>
        <identifiers>
          <isin value="KYG448981079"/>
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        <balance>754.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7494.76000000</valUSD>
        <pctVal>0.001582801454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAVENIR SYSTEMS INC.</name>
        <lei>N/A</lei>
        <title>MAVENIR SYSTEMS INC. 5/8/2025</title>
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        <name>Rosecliff Acquisition Corp I</name>
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        <name>Montes Archimedes Acquisition Corp</name>
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        <name>EVERI HOLDINGS INC.</name>
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        <name>MARLIN TECHNOLOGY CORP WT</name>
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      <invstOrSec>
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        <name>Mason Industrial Technology Inc</name>
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        <name>Supernova Partners Acquisition Company, Inc.</name>
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        <name>Sports Entertainment Acquisition Corp.</name>
        <lei>N/A</lei>
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        <name>Forum Merger III Corp</name>
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      <invstOrSec>
        <name>DIVERSIFIED HEALTHCARE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC BANK PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Khosla Ventures Acquisition III Co</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DELTA AIR LINES, INC.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
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        <cusip>247361ZX9</cusip>
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          <isin value="US247361ZX93"/>
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        <curCd>USD</curCd>
        <valUSD>213038.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Magnum Opus Acquisition Ltd</name>
        <lei>N/A</lei>
        <title>MAGNUM OPUS ACQUISITION LTD SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G5S70A120</cusip>
        <identifiers>
          <isin value="KYG5S70A1205"/>
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        <balance>19438.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>192241.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 9.000000% 12/15/2025</title>
        <cusip>91911KAP7</cusip>
        <identifiers>
          <isin value="US91911KAP75"/>
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        <balance>82000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>89072.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DHC Acquisition Corp</name>
        <lei>N/A</lei>
        <title>DHC ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG2758T1250"/>
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        <balance>19418.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FREEPORT-MCMORAN INC.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
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          <isin value="US35671DBC83"/>
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        <curCd>USD</curCd>
        <valUSD>234124.80000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2021-05-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007438"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6348.19000000</valUSD>
        <pctVal>-0.00134065992</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurPur>454642.54000000</amtCurPur>
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      <invstOrSec>
        <name>Kairos Acquisition Corp</name>
        <lei>N/A</lei>
        <title>KAIROS ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G52110122</cusip>
        <identifiers>
          <isin value="KYG521101223"/>
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        <balance>16771.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SPARTANNASH COMPANY</name>
        <lei>549300TV3QCCSQLF5X16</lei>
        <title>SPARTANNASH CO COMMON STOCK</title>
        <cusip>847215100</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ADT INC.</name>
        <lei>N/A</lei>
        <title>ADT INC COMMON STOCK</title>
        <cusip>00090Q103</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FinTech Evolution Acquisition Group</name>
        <lei>N/A</lei>
        <title>FINTECH EVOLUTION ACQUISITIO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G3R19A112</cusip>
        <identifiers>
          <isin value="KYG3R19A1129"/>
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        <balance>31520.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MICRO FOCUS INTERNATIONAL PLC</name>
        <lei>213800F8E4X648142844</lei>
        <title>MICRO FOCUS INTL-SPN ADR DEPOSITARY RECEIPT</title>
        <cusip>594837403</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Peridot Acquisition Corp II</name>
        <lei>N/A</lei>
        <title>PERIDOT ACQUISITION CORP II SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G7008B113</cusip>
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        <name>REDFIN CORPORATION</name>
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        <title>REDFIN CORP COMMON STOCK</title>
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        <name>N/A</name>
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        <title>MMODAL EQUITY ESCROW AKA AQUITY ESCROW</title>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: MARVELL TECH(S)</title>
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      <invstOrSec>
        <name>SYNIVERSE HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>SYNIVERSE HOLDINGS INC. 3/9/2023</title>
        <cusip>87164GAM5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Powered Brands</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FOOT LOCKER, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00004436"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Tiga Acquisition Corp</name>
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        <title>TIGA ACQUISITION CORP- CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG886721037"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TWILIO INC.</name>
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        <title>TWILIO INC - A COMMON STOCK</title>
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          <isin value="US90138F1021"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <title>CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26</title>
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          <isin value="US1651671646"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CORPORATE ACTION</counterpartyName>
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                  <isin value="US1651671646"/>
                  <ticker value="CHKEW"/>
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        <name>PINNACLE FINANCIAL PARTNERS, INC.</name>
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        <title>PINNACLE FINANCIAL PARTNERS COMMON STOCK</title>
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          <isin value="US72346Q1040"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Warrior Technologies Acquisition Co</name>
        <lei>N/A</lei>
        <title>WARRIOR TECHNOLOGIES ACQUISI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="IRS840098"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Kismet Acquisition One Corp</name>
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        <title>KISMET ACQUISITION ONE CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Peridot Acquisition Corp</name>
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        <title>PDAC US 04/16/21 C12.5 LONG</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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      <invstOrSec>
        <name>NEW RESIDENTIAL INVESTMENT CORP.</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>SCIENTIFIC GAMES INTERNATIONAL, INC.</name>
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        <name>VISTAJET MALTA FINANCE P.L.C.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>COLONY CAPITAL, INC.</name>
        <lei>549300XG87L902AGBO89</lei>
        <title>Colony Capital Inc PREFERRED STOCK</title>
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          <isin value="US19626G4055"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>S&amp;S Holdings L+500 3/9/28 TL</name>
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        <title>S&amp;S Holdings L+500 3/9/28 TL 3/10/2028</title>
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          <other otherDesc="All Others" value="LX192902"/>
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        <curCd>USD</curCd>
        <valUSD>237956.25000000</valUSD>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-10</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Endo Luxembourg Finance Company I S.a r.l.</name>
        <lei>222100B15VY0VVCTG251</lei>
        <title>ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC 14 6.125000% 04/01/2029</title>
        <cusip>29280BAA3</cusip>
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          <isin value="US29280BAA35"/>
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        <curCd>USD</curCd>
        <valUSD>25255.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>Thimble Point Acquisition Corp</name>
        <lei>N/A</lei>
        <title>THIMBLE POINT ACQUISITION CO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>88408P206</cusip>
        <identifiers>
          <isin value="US88408P2065"/>
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        <balance>17495.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174950.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TWILIO INC.</name>
        <lei>5493004W8TRGD63APX93</lei>
        <title>TWILIO INC 3.875000% 03/15/2031</title>
        <cusip>90138FAD4</cusip>
        <identifiers>
          <isin value="US90138FAD42"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66388.40000000</valUSD>
        <pctVal>0.014020416406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WYNN LAS VEGAS, LLC</name>
        <lei>2549002X45DR4UI7NA62</lei>
        <title>WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP 1 4.250000% 05/30/2023</title>
        <cusip>983130AU9</cusip>
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          <isin value="US983130AU95"/>
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        <balance>15000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15266.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS841671</cusip>
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          <ticker value="CDX-NAHY"/>
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        <units>NC</units>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Hashemite Kingdom of Jordan</name>
        <lei>5493000JZ4MYPVMBVN50</lei>
        <title>JORDAN GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 07/07/2030</title>
        <cusip>418097AL5</cusip>
        <identifiers>
          <isin value="US418097AL52"/>
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        <balance>289000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294037.27000000</valUSD>
        <pctVal>0.062097067626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JO</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EPIC Y-GRADE SERVICES, LP</name>
        <lei>N/A</lei>
        <title>EPIC Y-GRADE SERVICES, LP 6/30/2027</title>
        <cusip>29427BAF6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX189432"/>
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        <balance>613645.38990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527735.04000000</valUSD>
        <pctVal>0.111451172390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.99999840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRA HEALTH SCIENCES, INC.</name>
        <lei>549300R1HR1VWWHIAK47</lei>
        <title>PRA HEALTH SCIENCES INC COMMON STOCK</title>
        <cusip>69354M108</cusip>
        <identifiers>
          <isin value="US69354M1080"/>
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        <balance>644.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98744.52000000</valUSD>
        <pctVal>0.020853632385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISRAELI SHEKEL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2021-04-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00006571"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.33470000"/>
        <valUSD>-43137.08000000</valUSD>
        <pctVal>-0.00911002259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>USD</curSold>
            <amtCurPur>2853300.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-04-21</settlementDt>
            <unrealizedAppr>-43137.08000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TGG TS ACQUISITION COMPANY</name>
        <lei>N/A</lei>
        <title>TGG TS ACQUISITION COMPANY 12/14/2025</title>
        <cusip>87242CAB4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX177091"/>
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        <balance>179784.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180234.44000000</valUSD>
        <pctVal>0.038063304727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.62249880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ESM Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ESM ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G3195H120</cusip>
        <identifiers>
          <isin value="KYG3195H1204"/>
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        <balance>7288.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72442.72000000</valUSD>
        <pctVal>0.015299014587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 6.250000% 02/15/2029</title>
        <cusip>071734AK3</cusip>
        <identifiers>
          <isin value="US071734AK34"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334293.75000000</valUSD>
        <pctVal>0.070598742809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Recharge Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RECHARGE ACQUISITION CORP WT EXPIRATION: 10/05/27</title>
        <cusip>756229118</cusip>
        <identifiers>
          <isin value="US7562291184"/>
        </identifiers>
        <balance>95.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>73.36000000</valUSD>
        <pctVal>0.000015492732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Recharge Acquisition Corp</issuerName>
                <issueTitle>Recharge Acquisition Equity Warrant Exp 5th Oct 2027</issueTitle>
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                  <cusip value="756229100"/>
                  <isin value="US7562291184"/>
                  <ticker value="RCHGW"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SHOPIFY INC.</name>
        <lei>549300HGQ43STJLLP808</lei>
        <title>SHOPIFY INC - CLASS A COMMON STOCK</title>
        <cusip>82509L107</cusip>
        <identifiers>
          <isin value="CA82509L1076"/>
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        <balance>724.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>801106.00000000</valUSD>
        <pctVal>0.169183768637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Far Peak Acquisition Corp</name>
        <lei>N/A</lei>
        <title>FAR PEAK ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G3312L129</cusip>
        <identifiers>
          <isin value="KYG3312L1297"/>
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        <balance>924.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9332.40000000</valUSD>
        <pctVal>0.001970888499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bright Lights Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BRIGHT LIGHTS ACQUISITI-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>10920K101</cusip>
        <identifiers>
          <isin value="US10920K1016"/>
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        <balance>10489.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100694.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

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        <name>MDC Partners Inc.</name>
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        <name>SHELF DRILLING HOLDINGS, LTD.</name>
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        <name>21Vianet Group, Inc.</name>
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        <lei>529900W353T1JY1DKT44</lei>
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        <name>LIFEPOINT HEALTH, INC.</name>
        <lei>549300G8ZVHRTBBBSZ90</lei>
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        <name>BAYTEX ENERGY CORP.</name>
        <lei>549300R5LTV2H7I1I079</lei>
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        <name>Scion Tech Growth I</name>
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        <title>SCION TECH GROWTH I-CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>DIAMOND SPORTS GROUP, LLC</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <name>GLASS MOUNTAIN 12/17 TLB</name>
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        <name>MICHAELS STORES, INC.</name>
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        <name>SPDR S&amp;P 500 ETF Trust</name>
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        <name>Jack Creek Investment Corp.</name>
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        <name>THE MICHAELS COMPANIES, INC.</name>
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        <name>KludeIn I Acquisition Corp</name>
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        <name>Kingdom of Saudi Arabia</name>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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        <title>FX Forward Contract: CAD/USD SETTLE 2021-04-21</title>
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          <other otherDesc="FX Forwards" value="CCTCAD__00006542"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITI</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MASCO CORPORATION</name>
        <lei>5GCSNMQXHEYA1JO8QN11</lei>
        <title>MASCO CORP COMMON STOCK</title>
        <cusip>574599106</cusip>
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          <isin value="US5745991068"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.350000% 02/12/2048</title>
        <cusip>71654QCL4</cusip>
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          <isin value="US71654QCL41"/>
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        <balance>1074000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DPCM Capital Inc</name>
        <lei>N/A</lei>
        <title>DPCM CAPITAL INC - CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>23344P101</cusip>
        <identifiers>
          <isin value="US23344P1012"/>
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        <balance>2148.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21179.28000000</valUSD>
        <pctVal>0.004472804357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DEEP LAKE CAPITAL ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>DEEP LAKE CAPITAL ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G27029118</cusip>
        <identifiers>
          <ticker value="DLCAW"/>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-04-21</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00006575"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>272900.00000000</amtCurSold>
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            <amtCurPur>213678.64000000</amtCurPur>
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            <settlementDt>2021-04-21</settlementDt>
            <unrealizedAppr>-3479.31000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>IHEARTMEDIA, INC.</name>
        <lei>N/A</lei>
        <title>IHEARTMEDIA INC - CLASS A COMMON STOCK</title>
        <cusip>45174J509</cusip>
        <identifiers>
          <isin value="US45174J5092"/>
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        <balance>2451.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44485.65000000</valUSD>
        <pctVal>0.009394824052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kairos Acquisition Corp</name>
        <lei>N/A</lei>
        <title>KAIROS ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G52110114</cusip>
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          <isin value="KYG521101140"/>
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        <balance>1120.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007455"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>334600.00000000</amtCurSold>
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            <amtCurPur>398294.46000000</amtCurPur>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>4432.05000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GATX CORPORATION</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GATX CORP COMMON STOCK</title>
        <cusip>361448103</cusip>
        <identifiers>
          <isin value="US3614481030"/>
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        <balance>-1201.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-111380.74000000</valUSD>
        <pctVal>-0.02352224717</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00004710"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>13497.29000000</amtCurSold>
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            <amtCurPur>11358.02000000</amtCurPur>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-127.60000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AURORA CANNABIS INC.</name>
        <lei>549300F6VHCLKCUWDT34</lei>
        <title>AURORA CANNABIS INC 5.500000% 02/28/2024</title>
        <cusip>05156XAG3</cusip>
        <identifiers>
          <isin value="US05156XAG34"/>
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        <balance>127000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altice France Holding S.A.</name>
        <lei>5299000JVHXKJPOE6H40</lei>
        <title>ALTICE FRANCE HOLDING SA 144A 6.000000% 02/15/2028</title>
        <cusip>02156TAA2</cusip>
        <identifiers>
          <isin value="US02156TAA25"/>
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        <balance>359000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alpha Capital Acquisition Co</name>
        <lei>N/A</lei>
        <title>ALPHA CAPITAL ACQUISITION CO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G0316P114</cusip>
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          <isin value="KYG0316P1147"/>
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        <balance>1119.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2021-06-16</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00004438"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>105159.72000000</amtCurSold>
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      <invstOrSec>
        <name>COVA Acquisition Corp</name>
        <lei>N/A</lei>
        <title>COVA ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G2554Y112</cusip>
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          <isin value="KYG2554Y1127"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Powered Brands</name>
        <lei>N/A</lei>
        <title>POWERED BRANDS SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G7209M124</cusip>
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          <isin value="KYG7209M1244"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FMG RESOURCES (AUGUST 2006) PTY LTD</name>
        <lei>549300EFD6S2NFE9D745</lei>
        <title>FMG RESOURCES AUGUST 2006 PTY LTD 144A 4.375000% 04/01/2031</title>
        <cusip>30251GBC0</cusip>
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          <isin value="US30251GBC06"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>1011778 B.C. UNLIMITED LIABILITY COMPANY</name>
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        <cusip>68245XAC3</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIVISION COMMUNICATIONS INC.</name>
        <lei>549300YQDE2JSGTL8V47</lei>
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        <cusip>914906AS1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOME POINT CAPITAL INC.</name>
        <lei>N/A</lei>
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        <cusip>43734LAA4</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS WARBURG</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>SK hynix Inc.</name>
        <lei>988400XAIK6XISWQV045</lei>
        <title>SK HYNIX INC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="KR7000660001"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007717"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>DIVERSIFIED HEALTHCARE TRUST</name>
        <lei>N/A</lei>
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        <cusip>25525PAA5</cusip>
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          <isin value="US25525PAA57"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Tervita Corporation</name>
        <lei>N/A</lei>
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        <cusip>88159EAA1</cusip>
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          <isin value="US88159EAA10"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>7GC &amp; Holdings Co Inc</name>
        <lei>N/A</lei>
        <title>7GC &amp; CO HOLDINGS INC SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>Northern Star Investment Corp II</name>
        <lei>N/A</lei>
        <title>NORTHERN STAR INVESTMENT C-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WESTERN GLOBAL AIRLINES LLC</name>
        <lei>N/A</lei>
        <title>WESTERN GLOBAL AIRLINES LLC 144A 10.375000% 08/15/2025</title>
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      <invstOrSec>
        <name>Burgundy Technology Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BURGUNDY TECHNOLOGY ACQUIS-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Bright Lights Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BRIGHT LIGHTS ACQUISITION C SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>Social Capital Hedosophia Holdings Corp. IV</name>
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          <ticker value="IPOD US 07/16/21 C10 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT</title>
        <cusip>046353108</cusip>
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          <isin value="US0463531089"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GENERAL MILLS, INC.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LANNETT COMPANY INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENLINK MIDSTREAM, LLC</name>
        <lei>54930000GY1H533OBE23</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL REPUBLIC OF NIGERIA</name>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>JOFF Fintech Acquisition Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Poema Global Holdings Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Carney Technology Acquisition Corp. II</name>
        <lei>N/A</lei>
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          <isin value="US1436361166"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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                  <isin value="US1436361166"/>
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      <invstOrSec>
        <name>Social Leverage Acquisition I Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Jaws Mustang Acquisition Corp</name>
        <lei>N/A</lei>
        <title>JAWS MUSTANG ACQUISITION COR SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BALLY'S CORPORATION</name>
        <lei>549300NS4D5IK406VT62</lei>
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      <invstOrSec>
        <name>ACCEL ENTERTAINMENT, INC.</name>
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        <name>L BRANDS, INC.</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
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        <name>Republic of Ghana</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 04/07/2025</title>
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        <name>MCAP Acquisition Corp</name>
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        <name>Goal Acquisitions Corp</name>
        <lei>N/A</lei>
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        <name>BRK: MORGAN STANLEY</name>
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        <name>KISMET ACQUISITION ONE CORP WT</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>Cascade Acquisition Corp</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <name>CONSOLIDATED COMMUNICATIONS, INC.</name>
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        <name>SABRA HEALTH CARE REIT, INC.</name>
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      <invstOrSec>
        <name>Thayer Ventures Acquisition Corp</name>
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      <invstOrSec>
        <name>Haymaker Acquisition Corp III</name>
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      <invstOrSec>
        <name>Supernova Partners Acquisition Company, Inc.</name>
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        <name>DYCOM INDUSTRIES, INC.</name>
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        <name>N/A</name>
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        <name>Fusion Acquisition Corp II</name>
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        <name>PBF HOLDING COMPANY LLC</name>
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        <name>URBAN OUTFITTERS, INC.</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>RED ROCK RESORTS, INC.</name>
        <lei>N/A</lei>
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        <name>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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        <cusip>126307BB2</cusip>
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          <isin value="US126307BB25"/>
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        <balance>155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153958.40000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Pioneer Merger Corp</name>
        <lei>N/A</lei>
        <title>PIONEER MERGER CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G7S24C129</cusip>
        <identifiers>
          <isin value="KYG7S24C1299"/>
        </identifiers>
        <balance>14038.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140239.62000000</valUSD>
        <pctVal>0.029616888930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Khosla Ventures Acquisition Co</name>
        <lei>N/A</lei>
        <title>KHOSLA VENTURES ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>482504107</cusip>
        <identifiers>
          <isin value="US4825041076"/>
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        <balance>3498.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35329.80000000</valUSD>
        <pctVal>0.007461220748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOMBARDIER INC.</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>BOMBARDIER INC 144A 7.500000% 12/01/2024</title>
        <cusip>097751BR1</cusip>
        <identifiers>
          <isin value="US097751BR13"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24968.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TCW Special Purpose Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TCW SPECIAL PURPOSE ACQUISIT SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>87301L205</cusip>
        <identifiers>
          <isin value="US87301L2051"/>
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        <balance>27060.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>269247.00000000</valUSD>
        <pctVal>0.056861666438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Thoma Bravo Advantage</name>
        <lei>N/A</lei>
        <title>THOMA BRAVO ADVANTAGE-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G88272102</cusip>
        <identifiers>
          <isin value="KYG882721023"/>
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        <balance>44121.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>461064.45000000</valUSD>
        <pctVal>0.097371160914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRG ENERGY, INC.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG ENERGY INC 144A 5.250000% 06/15/2029</title>
        <cusip>629377CH3</cusip>
        <identifiers>
          <isin value="US629377CH34"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21400.00000000</valUSD>
        <pctVal>0.004519417716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY LATIN AMERICA LTD.</name>
        <lei>213800YWQHEAX7CAVO83</lei>
        <title>LIBERTY LATIN AMERICA LTD 2.000000% 07/15/2024</title>
        <cusip>53069QAB5</cusip>
        <identifiers>
          <isin value="US53069QAB59"/>
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        <balance>265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260903.40000000</valUSD>
        <pctVal>0.055099600380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Life Time Inc.</name>
        <lei>N/A</lei>
        <title>LIFE TIME INC 144A 8.000000% 04/15/2026</title>
        <cusip>53190FAC9</cusip>
        <identifiers>
          <isin value="US53190FAC95"/>
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        <balance>161000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165830.00000000</valUSD>
        <pctVal>0.035021263544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intelsat (Luxembourg) S.A.</name>
        <lei>54930027UF5LR7S2XC75</lei>
        <title>INTELSAT LUXEMBOURG SA 8.125000% 06/01/2023</title>
        <cusip>458204AQ7</cusip>
        <identifiers>
          <isin value="US458204AQ79"/>
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        <balance>45000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1800.00000000</valUSD>
        <pctVal>0.000380137938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.12500000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 6.125000% 04/15/2025</title>
        <cusip>91831AAC5</cusip>
        <identifiers>
          <isin value="US91831AAC53"/>
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        <balance>164000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168132.80000000</valUSD>
        <pctVal>0.035507586680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CF Acquisition IV Corp</name>
        <lei>N/A</lei>
        <title>CF ACQUISITION CORP IV-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>12520T102</cusip>
        <identifiers>
          <isin value="US12520T1025"/>
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        <balance>16048.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156788.96000000</valUSD>
        <pctVal>0.033111906705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NMG HOLDING COMPANY, INC.</name>
        <lei>N/A</lei>
        <title>NMG HOLDING CO INC / NEIMAN MARCUS GROUP LLC 144A 7.125000% 04/01/2026</title>
        <cusip>62929RAC2</cusip>
        <identifiers>
          <isin value="US62929RAC25"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255000.00000000</valUSD>
        <pctVal>0.053852874653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bright Lights Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BRIGHT LIGHTS ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>10920K119</cusip>
        <identifiers>
          <isin value="US10920K1198"/>
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        <balance>29690.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17814.00000000</valUSD>
        <pctVal>0.003762098466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issueTitle>Bright Lights Acquisition Equity Warrant Exp 11 Jan 2028</issueTitle>
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                  <isin value="US10920K1198"/>
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      <invstOrSec>
        <name>WORKHORSE GROUP INC.</name>
        <lei>5493006JUAG258V8X854</lei>
        <title>WORKHORSE GROUP INC COMMON STOCK</title>
        <cusip>98138J206</cusip>
        <identifiers>
          <isin value="US98138J2069"/>
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        <balance>-15284.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-210460.68000000</valUSD>
        <pctVal>-0.04444671615</pctVal>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENLINK MIDSTREAM PARTNERS, LP</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>ENLINK MIDSTREAM PARTNERS LP 5.600000% 04/01/2044</title>
        <cusip>29336UAC1</cusip>
        <identifiers>
          <isin value="US29336UAC18"/>
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        <balance>148000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122840.00000000</valUSD>
        <pctVal>0.025942302441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: COHERENT INC (L)</title>
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        <identifiers>
          <other otherDesc="All Others" value="TW_COHR.O"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10830.50000000</valUSD>
        <pctVal>-0.00228726885</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <rcptCurCd>USD</rcptCurCd>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WYNN LAS VEGAS, LLC</name>
        <lei>2549002X45DR4UI7NA62</lei>
        <title>WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP 1 5.250000% 05/15/2027</title>
        <cusip>983130AX3</cusip>
        <identifiers>
          <isin value="US983130AX35"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62790.00000000</valUSD>
        <pctVal>0.013260478429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>One Equity Partners Open Water I Corp</name>
        <lei>N/A</lei>
        <title>ONE EQUITY PARTNERS OPEN WAT SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US68237L2043"/>
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        <curCd>USD</curCd>
        <valUSD>436945.22000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQM Midstream Partners, LP</name>
        <lei>549300NELT611CL6XM83</lei>
        <title>EQM MIDSTREAM PARTNERS LP 6.500000% 07/15/2048</title>
        <cusip>26885BAE0</cusip>
        <identifiers>
          <isin value="US26885BAE02"/>
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        <balance>203000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202492.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORP ESCROW 165167DB0</title>
        <cusip>165167DB0</cusip>
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          <isin value="US165167DB04"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AUTOMATIC DATA PROCESSING, INC.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>AUTOMATIC DATA PROCESSING COMMON STOCK</title>
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          <isin value="US0530151036"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sultanate of Oman</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>OMAN GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 01/25/2051</title>
        <cusip>68205LAT0</cusip>
        <identifiers>
          <isin value="US68205LAT08"/>
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        <balance>214000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210790.00000000</valUSD>
        <pctVal>0.044516264503</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANFF MERGER SUB INC.</name>
        <lei>549300DSDR5SWIGOZV63</lei>
        <title>BANFF MERGER SUB INC 144A 9.750000% 09/01/2026</title>
        <cusip>05988LAA6</cusip>
        <identifiers>
          <isin value="US05988LAA61"/>
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        <balance>415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442214.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fortistar Sustainable Solutions Corp</name>
        <lei>N/A</lei>
        <title>FORTISTAR SUSTAINABLE SOLUTI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>34962M205</cusip>
        <identifiers>
          <isin value="US34962M2052"/>
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        <balance>38382.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>379981.80000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Austerlitz Acquisition I Corp</name>
        <lei>N/A</lei>
        <title>AUSTERLITZ ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G0633D117</cusip>
        <identifiers>
          <isin value="KYG0633D1170"/>
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        <balance>5092.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51123.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: KANSAS CITY STHRN(L)</title>
        <cusip>485170302</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TW_KSU.N"/>
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        <balance>4279.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44579.89000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1084733.79980000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>44579.89000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Astrea Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ASTREA ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>04637C205</cusip>
        <identifiers>
          <isin value="US04637C2052"/>
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        <balance>35087.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>347712.17000000</valUSD>
        <pctVal>0.073432548653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rogers Communications Inc.</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>ROGERS COMMUNICATIONS INC-B COMMON STOCK</title>
        <cusip>775109200</cusip>
        <identifiers>
          <isin value="CA7751092007"/>
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        <balance>-9623.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.25685000"/>
        <valUSD>-443690.85000000</valUSD>
        <pctVal>-0.09370206952</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tastemaker Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TASTEMAKER ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>876545203</cusip>
        <identifiers>
          <isin value="US8765452037"/>
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        <balance>53.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>530.00000000</valUSD>
        <pctVal>0.000111929504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 7.750000% 07/01/2026</title>
        <cusip>25470XAY1</cusip>
        <identifiers>
          <isin value="US25470XAY13"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247837.50000000</valUSD>
        <pctVal>0.052340242439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 3.500000% 01/30/2023</title>
        <cusip>71654QBG6</cusip>
        <identifiers>
          <isin value="US71654QBG64"/>
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        <balance>604000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>611550.00000000</valUSD>
        <pctVal>0.129151864684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEWS CORPORATION</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>NEWS CORP - CLASS A COMMON STOCK</title>
        <cusip>65249B109</cusip>
        <identifiers>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: GRANDVISION NV(L)</title>
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          <other otherDesc="All Others" value="TW_GVNV.A"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>EQ Health Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EQ HEALTH ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>26886A200</cusip>
        <identifiers>
          <isin value="US26886A2006"/>
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        <curCd>USD</curCd>
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        <pctVal>0.057083043991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2021-06-16</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00004680"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.25685000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>ITHAX Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="KYG497751100"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>INVESTINDUSTRIAL ACQUISITION CORP WT</name>
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          <ticker value="IIAC/WS"/>
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        <assetCat>DE</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>TLG Acquisition One Corp</name>
        <lei>N/A</lei>
        <title>TLG ACQUISITION ONE CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>87257M207</cusip>
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          <isin value="US87257M2070"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FACEBOOK, INC.</name>
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          <isin value="US30303M1027"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PENNEY BORROWER LLC</name>
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          <other otherDesc="All Others" value="LX191482"/>
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        <balance>3070.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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          <isin value="US7839655930"/>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>CANADIAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00007713"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITI</counterpartyName>
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      <invstOrSec>
        <name>Leo Holdings III Corp</name>
        <lei>N/A</lei>
        <title>LEO HOLDINGS III CORP UNIT</title>
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          <isin value="KYG5463T1168"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BURGUNDY TECHNOLOGY ACQUISITION CORP WT</name>
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        <title>BURGUNDY TECHNOLOGY ACQUISITION CORP WT EXPIRATION: 10/05/25</title>
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        <identifiers>
          <ticker value="BTAQW"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
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        <name>VALARIS DIP</name>
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        <title>VALARIS DIP 8/17/2021</title>
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          <other otherDesc="All Others" value="VALARISD"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Spartacus Acquisition Corp</name>
        <lei>N/A</lei>
        <title>SPARTACUS ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US84677L1098"/>
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        <balance>14548.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DIGICEL LIMITED</name>
        <lei>N/A</lei>
        <title>DIGICEL LTD 144A 6.750000% 03/01/2023</title>
        <cusip>25380QAH2</cusip>
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          <isin value="US25380QAH20"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100651.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Clarim Acquisition Corp</name>
        <lei>N/A</lei>
        <title>CLARIM ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>18049C207</cusip>
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          <isin value="US18049C2070"/>
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        <balance>14424.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TENCENT MUSIC ENTERTAINMENT GROUP</name>
        <lei>213800XTZK2GOHQTYK41</lei>
        <title>TENCENT MUSIC ENTERTAINM-ADR DEPOSITARY RECEIPT</title>
        <cusip>88034P109</cusip>
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          <isin value="US88034P1093"/>
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        <balance>69900.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1432251.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>OLD REPUBLIC INTERNATIONAL CORPORATION</name>
        <lei>N/A</lei>
        <title>OLD REPUBLIC INTL CORP COMMON STOCK</title>
        <cusip>680223104</cusip>
        <identifiers>
          <isin value="US6802231042"/>
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        <balance>37529.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UBER TECHNOLOGIES, INC.</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>UBER TECHNOLOGIES INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>UNION ACQUISITION CORP II WT</name>
        <lei>N/A</lei>
        <title>UNION ACQUISITION CORP II WT EXPIRATION: 04/01/25</title>
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          <ticker value="LATNW"/>
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        <assetCat>DE</assetCat>
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        <name>Twin Ridge Capital Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TWIN RIDGE CAPITAL ACQUISITI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSOCEAN INC.</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC 6.800000% 03/15/2038</title>
        <cusip>893830AT6</cusip>
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          <isin value="US893830AT68"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <pctVal>0.028037707234</pctVal>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPLUNK INC.</name>
        <lei>549300XGDSGBP6UEI867</lei>
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          <isin value="US8486371045"/>
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        <balance>-2284.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-309436.32000000</valUSD>
        <pctVal>-0.06534915825</pctVal>
        <payoffProfile>Short</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RMG ACQUISITION CORP III WT</name>
        <lei>N/A</lei>
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        <cusip>G76088122</cusip>
        <identifiers>
          <ticker value="RMGCW"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11.77000000</valUSD>
        <pctVal>0.000002485679</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <cusip value="G76088106"/>
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            </descRefInstrmnt>
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            <delta>XXXX</delta>
            <unrealizedAppr>-3.65000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sports Entertainment Acquisition Corp.</name>
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        <cusip>N/A</cusip>
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          <ticker value="SEAH US 04/16/21 C10 Equity"/>
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        <balance>28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>140.00000000</valUSD>
        <pctVal>0.000029566284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>Sports Entertainment Acquisition Corp.</issuerName>
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                  <cusip value="84918M106"/>
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            <shareNo>2800.00000000</shareNo>
            <exercisePrice>10.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-289.40000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRILOGY INTERNATIONAL PARTNERS LLC</name>
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        <cusip>89620JAC5</cusip>
        <identifiers>
          <isin value="US89620JAC53"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>295850.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apollo Commercial 2/21 Incremental</name>
        <lei>N/A</lei>
        <title>Apollo Commercial 2/21 Incremental 3/6/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX193136"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197500.00000000</valUSD>
        <pctVal>0.041709579388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 144A 6.875000% 10/16/2025</title>
        <cusip>71654QDG4</cusip>
        <identifiers>
          <isin value="US71654QDG47"/>
        </identifiers>
        <balance>223000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241932.70000000</valUSD>
        <pctVal>0.051093221050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bite Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BITE ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>09175K204</cusip>
        <identifiers>
          <isin value="US09175K2042"/>
        </identifiers>
        <balance>28595.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>282232.65000000</valUSD>
        <pctVal>0.059604076563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2021-04-05</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006801"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53569.12000000</valUSD>
        <pctVal>0.011313141586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>7735200.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1423953.46000000</amtCurPur>
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            <settlementDt>2021-04-05</settlementDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Supernova Partners Acquisition Company, Inc.</name>
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        <title>SUPERNOVA PARTNERS ACQUISI-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US86846V1089"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOARDRIDERS, INC.</name>
        <lei>N/A</lei>
        <title>BOARDRIDERS, INC. 10/23/2023</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX189758"/>
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        <curCd>USD</curCd>
        <valUSD>44848.10000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Z Holdings Corporation</name>
        <lei>52990078MD2OL792YM35</lei>
        <title>Z HOLDINGS CORP COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3933800009"/>
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        <balance>-123800.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="110.50000000"/>
        <valUSD>-616871.31000000</valUSD>
        <pctVal>-0.13027566013</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Yellowstone Acquisition Co</name>
        <lei>N/A</lei>
        <title>YELLOWSTONE ACQUISITION CO WT EXPIRATION: 10/21/25</title>
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        <identifiers>
          <isin value="US98566K1135"/>
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        <balance>2146.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1716.80000000</valUSD>
        <pctVal>0.000362567118</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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                <issueTitle>Yellowstone Acquisition Equity Warrants Exp 21st Oct 2025</issueTitle>
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                  <isin value="US98566K1135"/>
                  <ticker value="YSACW"/>
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      <invstOrSec>
        <name>Provident Acquisition Corp</name>
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        <title>PROVIDENT ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG7282L1005"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RMG Acquisition Corp III</name>
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        <title>RMG ACQUISITION CORP III SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG760881147"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>IG Acquisition Corp</name>
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        <title>IG ACQUISITION CORP-CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WIX.COM LTD</name>
        <lei>5493008P6N29Q1AG9464</lei>
        <title>WIX.COM LTD COMMON STOCK</title>
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          <isin value="IL0011301780"/>
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        <balance>-1798.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Healthcare Capital Corp</name>
        <lei>N/A</lei>
        <title>HEALTHCARE CAPITAL CORP WT EXPIRATION: 03/08/25</title>
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          <isin value="US42228C1190"/>
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        <units>NC</units>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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      <invstOrSec>
        <name>AIR CANADA</name>
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          <isin value="US008911BE87"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>VONTIER CORPORATION</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Growth Capital Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GROWTH CAPITAL ACQUISITION C SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CRESTWOOD EQUITY PARTNERS LP</name>
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        <title>Crestwood Equity Partners LP PREFERRED STOCK</title>
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          <isin value="US2263443077"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ESKOM HOLDINGS SOC LIMITED</name>
        <lei>3789001900ED06F65111</lei>
        <title>ESKOM HOLDINGS SOC LTD MTN 8.450000% 08/10/2028</title>
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          <isin value="XS1864522757"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/CAD SETTLE 2021-04-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007601"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>Northern Genesis Acquisition Corp II</name>
        <lei>N/A</lei>
        <title>NORTHERN GENESIS ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SYKES ENTERPRISES, INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ENLINK MIDSTREAM PARTNERS, LP</name>
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        <cusip>29336UAF4</cusip>
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          <isin value="US29336UAF49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VECTOR GROUP LTD.</name>
        <lei>549300TUIF4WWN6NDN50</lei>
        <title>VECTOR GROUP LTD 144A 10.500000% 11/01/2026</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Himax Technologies Inc</name>
        <lei>529900Z6XWS79D8T1X09</lei>
        <title>HIMAX TECHNOLOGIES INC-ADR DEPOSITARY RECEIPT</title>
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        <name>BRK: BARCLAYS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SILVER CREST ACQUISITION CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
        <title>URBAN ONE INC COMMON STOCK</title>
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      <invstOrSec>
        <name>CASTLE US HOLDING CORPORATION</name>
        <lei>N/A</lei>
        <title>CASTLE US HOLDING CORP 144A 9.500000% 02/15/2028</title>
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      <invstOrSec>
        <name>TEREX CORPORATION</name>
        <lei>YAWJZJYEQ7M1SYMOS462</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ANTERO MIDSTREAM PARTNERS LP</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VPC Impact Acquisition Holdings II</name>
        <lei>N/A</lei>
        <title>VPC IMPACT ACQUISITION HOLD SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JACK CREEK INVESTMENT CORP WT</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>THE FRESH MARKET, INC.</name>
        <lei>529900QM5ZSBEBR6CS58</lei>
        <title>FRESH MARKET INC/THE 144A 9.750000% 05/01/2023</title>
        <cusip>35804HAA4</cusip>
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          <isin value="US35804HAA41"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: II-VI INC (S)</title>
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          <other otherDesc="All Others" value="TW_IIVI.O"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>VENTURE CLO LIMITED</name>
        <lei>N/A</lei>
        <title>VENTURE XVII CLO LTD VENTR 2014-17A DRR</title>
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          <isin value="US92329YAS54"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191390.00000000</valUSD>
        <pctVal>0.040419222274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  JUN21 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SPM1"/>
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        <balance>-9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1785330.00000000</valUSD>
        <pctVal>-0.37703981453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>J.B. BURKE &amp; CO.</counterpartyName>
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            <descRefInstrmnt>
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                <indexName>S&amp;P 500 Future Jun 2021</indexName>
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            <expDate>2021-06-21</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 4.500000% 07/15/2044</title>
        <cusip>674599DK8</cusip>
        <identifiers>
          <isin value="US674599DK85"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Natural Order Acquisition Corp</name>
        <lei>N/A</lei>
        <title>NATURAL ORDER ACQUISITION CO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>63889L107</cusip>
        <identifiers>
          <isin value="US63889L1070"/>
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        <balance>971.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9506.09000000</valUSD>
        <pctVal>0.002007569698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Environmental Impact Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ENVIRONMENTAL IMPACT ACQUISI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>29408N205</cusip>
        <identifiers>
          <isin value="US29408N2053"/>
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        <balance>242.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2444.20000000</valUSD>
        <pctVal>0.000516185083</pctVal>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOUTHWESTERN ENERGY COMPANY</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>SOUTHWESTERN ENERGY CO 7.500000% 04/01/2026</title>
        <cusip>845467AM1</cusip>
        <identifiers>
          <isin value="US845467AM16"/>
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        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179863.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>CARVANA CO.</name>
        <lei>5493003WEAK2PJ5WS063</lei>
        <title>CARVANA CO COMMON STOCK</title>
        <cusip>146869102</cusip>
        <identifiers>
          <isin value="US1468691027"/>
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        <balance>-1531.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-401734.40000000</valUSD>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC COMMON STOCK</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
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        <balance>-4713.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-575692.95000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Arctos Northstar Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ARCTOS NORTHSTAR ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG0477L1187"/>
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        <balance>15390.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Appier Group Inc</name>
        <lei>N/A</lei>
        <title>APPIER GROUP INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3160960005"/>
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        <currencyConditional curCd="JPY" exchangeRt="110.50000000"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REALPAGE, INC.</name>
        <lei>5493001RSFZX4122A604</lei>
        <title>REALPAGE INC COMMON STOCK</title>
        <cusip>75606N109</cusip>
        <identifiers>
          <isin value="US75606N1090"/>
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        <balance>66163.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5769413.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TZP Strategies Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TZP STRATEGIES ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G91595127</cusip>
        <identifiers>
          <isin value="KYG915951274"/>
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        <balance>19673.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195943.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Arrowroot Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ARROWROOT ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>04282M201</cusip>
        <identifiers>
          <isin value="US04282M2017"/>
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        <balance>23729.00000000</balance>
        <units>NS</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Arab Republic of Egypt</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Demant A/S</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GRAFTECH FINANCE INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NORTH ATLANTIC ACQUISITION CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>Isos Acquisition Corp</name>
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        <name>MEXICAN PESO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>Scion Tech Growth I</name>
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        <title>SCION TECH GROWTH I SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CARESTREAM HEALTH, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX188111"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WARNER MUSIC GROUP CORP-CL A</name>
        <lei>N/A</lei>
        <title>WARNER MUSIC GROUP CORP-CL A COMMON STOCK</title>
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          <isin value="US9345502036"/>
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        <name>MALAYSIAN RINGGIT</name>
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        <title>FX Forward Contract: CNY/USD SETTLE 2021-05-20</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00007343"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00026869"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEW RUSSIAN ROUBLE</name>
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          <other otherDesc="FX Forwards" value="CCTRUB__00103971"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FREEDOM MORTGAGE CORPORATION</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ACCENTURE PUBLIC LIMITED COMPANY</name>
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        <name>InterPrivate II Acquisition Corp</name>
        <lei>N/A</lei>
        <title>INTERPRIVATE II ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>VECTOR GROUP LTD.</name>
        <lei>549300TUIF4WWN6NDN50</lei>
        <title>VECTOR GROUP LTD 144A 5.750000% 02/01/2029</title>
        <cusip>92240MBL1</cusip>
        <identifiers>
          <isin value="US92240MBL19"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>314531.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXELON CORPORATION</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP COMMON STOCK</title>
        <cusip>30161N101</cusip>
        <identifiers>
          <isin value="US30161N1019"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>758276.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>THE NEW YORK TIMES COMPANY</name>
        <lei>529900J1WEMMIW7BOH57</lei>
        <title>NEW YORK TIMES CO-A COMMON STOCK</title>
        <cusip>650111107</cusip>
        <identifiers>
          <isin value="US6501111073"/>
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        <balance>-18278.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-925232.36000000</valUSD>
        <pctVal>-0.19539773454</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SALEM MEDIA GROUP, INC.</name>
        <lei>549300CTHBTS2MIXZL54</lei>
        <title>SALEM MEDIA GROUP INC 144A 6.750000% 06/01/2024</title>
        <cusip>794093AG9</cusip>
        <identifiers>
          <isin value="US794093AG99"/>
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        <balance>395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389075.00000000</valUSD>
        <pctVal>0.082167871395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREEDOM MORTGAGE CORPORATION</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP 144A 8.125000% 11/15/2024</title>
        <cusip>35640YAA5</cusip>
        <identifiers>
          <isin value="US35640YAA55"/>
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        <balance>162000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167872.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avianca Holdings S.A.</name>
        <lei>529900VB3L5MRBU13P27</lei>
        <title>AVIANCA DIP TRANCHE A 11/10/2021</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAP0604GAB31"/>
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        <balance>26672.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133.36000000</valUSD>
        <pctVal>0.000028163997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000360</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Monument Circle Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MONUMENT CIRCLE ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>61531M200</cusip>
        <identifiers>
          <isin value="US61531M2008"/>
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        <balance>43001.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423989.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Adit EdTech Acquisition Cor</name>
        <lei>N/A</lei>
        <title>ADIT EDTECH ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>007024102</cusip>
        <identifiers>
          <isin value="US0070241023"/>
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        <balance>7968.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76731.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duddell Street Acquisition Corp.</name>
        <lei>213800ES9QGPFJR85C09</lei>
        <title>DUDDELL STREET ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G28553108</cusip>
        <identifiers>
          <isin value="KYG285531086"/>
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        <balance>12981.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126954.18000000</valUSD>
        <pctVal>0.026811166832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIBERTY INTERACTIVE LLC 3.750000% 02/15/2030</title>
        <cusip>530715AL5</cusip>
        <identifiers>
          <isin value="US530715AL56"/>
        </identifiers>
        <balance>227193.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174086.76000000</valUSD>
        <pctVal>0.036764990059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007451"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18640.31000000</valUSD>
        <pctVal>0.003936605011</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00004712"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.25685000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>LADDER CAPITAL FINANCE HOLDINGS LLLP</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 5.250000% 10/01/2025</title>
        <cusip>505742AG1</cusip>
        <identifiers>
          <isin value="US505742AG11"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35000.00000000</valUSD>
        <pctVal>0.007391571030</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TWILIO INC.</name>
        <lei>5493004W8TRGD63APX93</lei>
        <title>TWILIO INC 3.625000% 03/15/2029</title>
        <cusip>90138FAC6</cusip>
        <identifiers>
          <isin value="US90138FAC68"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65801.45000000</valUSD>
        <pctVal>0.013896459760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PARKER DRILLING COMPANY</name>
        <lei>5493003B4WZ1YZYFR583</lei>
        <title>PARKER DRILLING CO-POST BANK COMMON STOCK</title>
        <cusip>701081606</cusip>
        <identifiers>
          <isin value="US7010816061"/>
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        <balance>4256.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28089.60000000</valUSD>
        <pctVal>0.005932179246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.625000% 12/15/2029</title>
        <cusip>15135BAT8</cusip>
        <identifiers>
          <isin value="US15135BAT89"/>
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        <balance>214000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231613.27000000</valUSD>
        <pctVal>0.048913883911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORP 144A 5.875000% 02/01/2029</title>
        <cusip>165167DG9</cusip>
        <identifiers>
          <isin value="US165167DG90"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26500.00000000</valUSD>
        <pctVal>0.005596475209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IRON MOUNTAIN INCORPORATED</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>IRON MOUNTAIN INC 144A 5.250000% 07/15/2030</title>
        <cusip>46284VAJ0</cusip>
        <identifiers>
          <isin value="US46284VAJ08"/>
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        <balance>119000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122784.20000000</valUSD>
        <pctVal>0.025930518165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>RAIN CII CARBON LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="All Others" value="LX192757"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALEXION PHARMACEUTICALS, INC.</name>
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        <name>VTB Capital S.A.</name>
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          <isin value="KYG8190F1028"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Finserv Acquisition Corp</name>
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        <name>KORN FERRY</name>
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        <title>KORN FERRY COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INPHI CORPORATION</name>
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        <title>INPHI CORP COMMON STOCK</title>
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        <name>Lionheart Acquisition Corporation II</name>
        <lei>N/A</lei>
        <title>LIONHEART ACQUISITION CORP - WARRANT TERMS 1:1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Artius Acquisition Inc</name>
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        <name>WILLIAM HILL PLC</name>
        <lei>213800MDW41W5UZQIX82</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BRK: GOLDMAN SACHS INTERNATIONAL</name>
        <lei>N/A</lei>
        <title>BRK: GOLDMAN SACHS INTERNATIONAL REF: NOVATEK MICROELECT</title>
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      <invstOrSec>
        <name>TPG REAL ESTATE FINANCE ISSUER LTD</name>
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      <invstOrSec>
        <name>WORKDAY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>26 Capital Acquisition Corp</name>
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        <name>Highland Transcend Partners I Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HUDSON PACIFIC PROPERTIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Constellation Acquisition Corp I</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WELLS FARGO &amp; COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Authentic Equity Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Novo Banco, S.A.</name>
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        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>SWISS FRANC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS WARBURG</counterpartyName>
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        <name>Mission Advancement Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>D8 Holdings Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CBAC BORROWER LLC</name>
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        <name>Yucaipa Acquisition Corp</name>
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        <title>YUCAIPA ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>RAYONIER A.M. PRODUCTS INC.</name>
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        <name>TLG Acquisition One Corp</name>
        <lei>N/A</lei>
        <title>TLG ACQUISITION ONE CORP WT EXPIRATION: 01/25/28</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2021-05-19</title>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <name>PUERTO RICO COMWLTH</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AEROVIRONMENT, INC.</name>
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        <name>TWC Tech Holdings II Corp</name>
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        <name>MARQUEE RAINE ACQUISITION CORP WT</name>
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        <name>LANAI HOLDINGS II INC.</name>
        <lei>N/A</lei>
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        <name>AMERICAN GAMING</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <name>NUANCE COMMUNICATIONS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DAVE &amp; BUSTER'S, INC.</name>
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        <name>LG CHEM LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050</title>
        <cusip>03846JX62</cusip>
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          <isin value="US03846JX626"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Intelsat S.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EMPIRE COMMUNITIES CORP</name>
        <lei>549300JM1L6KK2QFP273</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Athlon Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ATHLON ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2021-05-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006960"/>
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        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: CHANGEHEALTHCARE(L)</title>
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          <other otherDesc="All Others" value="TW_CHNG.O"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE MIDDLEBY CORPORATION</name>
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        <title>MIDDLEBY CORP COMMON STOCK</title>
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      <invstOrSec>
        <name>The Hashemite Kingdom of Jordan</name>
        <lei>5493000JZ4MYPVMBVN50</lei>
        <title>JORDAN GOVERNMENT INTERNATIONAL BOND 144A 4.950000% 07/07/2025</title>
        <cusip>418097AK7</cusip>
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          <isin value="US418097AK79"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TENET HEALTHCARE CORPORATION</name>
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        <name>BURFORD CAPITAL GLOBAL FINANCE LLC</name>
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        <name>Cumulus Media Inc</name>
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        <name>Republica de Angola</name>
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        <name>THE E.W. SCRIPPS COMPANY</name>
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        <name>POLYMER ADDITIVES, INC</name>
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        <name>Dune Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BOMBARDIER INC.</name>
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        <name>B. Riley Principal 150 Merger Corp</name>
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        <name>ARDAGH PACKAGING FINANCE PLC</name>
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        <name>E.Merge Technology Acquisition Corp</name>
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        <name>MDGH ? GMTN B.V.</name>
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        <name>LIFESCAN GLOBAL CORPORATION</name>
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        <name>SINCLAIR TELEVISION GROUP, INC.</name>
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        <name>Insu Acquisition Corp III</name>
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      <invstOrSec>
        <name>BOA Acquisition Corp</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BRK: DEUTSCHE BANK</name>
        <lei>N/A</lei>
        <title>BRK: DEUTSCHE BANK REF: INDONESIA GOVERNMENT</title>
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          <isin value="IDG000009705"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2014-IV-R LTD CIFC 2014-4RA C</title>
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          <isin value="US12552FAL76"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Power &amp; Digital Infrastructure Acquisition Corp</name>
        <lei>N/A</lei>
        <title>POWER &amp; DIGITAL INFRASTRUCTU SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US7391902050"/>
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        <balance>1498.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MERCADOLIBRE, INC.</name>
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        <title>MERCADOLIBRE INC COMMON STOCK</title>
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          <isin value="US58733R1023"/>
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        <balance>611.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AUTHENTIC EQUITY ACQUISITION CORP WT</name>
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          <ticker value="AEACW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>THL CREDIT WIND RIVER CLO LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="TQJ21P Y 3650 US Index"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
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              <indexBasketInfo>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00007115"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITI</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Baffinland Iron Mines Corporation</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>DISH NETWORK CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Syniverse 3/18 2nd Lien Cov-Lite</name>
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        <title>Syniverse 3/18 2nd Lien Cov-Lite 3/11/2024</title>
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          <other otherDesc="All Others" value="LX171442"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OCA Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>OCA Acquisition Corp</issuerName>
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                  <isin value="US6708651129"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Life Time Inc.</name>
        <lei>N/A</lei>
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          <isin value="US53190FAA30"/>
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        <curCd>USD</curCd>
        <valUSD>216048.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EQUINIX, INC.</name>
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        <title>EQUINIX INC REIT</title>
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          <isin value="US29444U7000"/>
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        <balance>-1297.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GUITAR CENTER TRANCHE III WARRANTS</name>
        <lei>N/A</lei>
        <title>GUITAR CENTER TRANCHE III WARRANTS 12/22/2070</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="GTRC_WT_3"/>
        </identifiers>
        <balance>47.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>CORPORATE ACTION</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
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            <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <cusip>38141G104</cusip>
        <identifiers>
          <isin value="US38141G1040"/>
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        <balance>-1629.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-532683.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FRONTLINE LTD.</name>
        <lei>5493004BCIKYU1YL3H63</lei>
        <title>FRONTLINE LTD COMMON STOCK</title>
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          <isin value="BMG3682E1921"/>
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        <balance>-121389.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIGHT BIDCO B.V.</name>
        <lei>N/A</lei>
        <title>BRIGHT BIDCO B.V. 6/30/2024</title>
        <cusip>N1603LAD9</cusip>
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          <other otherDesc="All Others" value="LX171142"/>
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        <balance>451571.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343397.35000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MDH Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MDH ACQUISITION CORP UNIT</title>
        <cusip>55283P205</cusip>
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          <isin value="US55283P2056"/>
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        <balance>33841.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>336379.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AGREE REALTY CORPORATION</name>
        <lei>N/A</lei>
        <title>AGREE REALTY CORP REIT</title>
        <cusip>008492100</cusip>
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          <isin value="US0084921008"/>
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        <balance>11502.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>774199.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equity Distribution Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EQUITY DISTRIBUTION ACQUIS-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>29465E106</cusip>
        <identifiers>
          <isin value="US29465E1064"/>
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        <balance>2033.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HPX Corp</name>
        <lei>N/A</lei>
        <title>HPX CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G32219100</cusip>
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          <isin value="KYG322191001"/>
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        <balance>38319.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>376292.58000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCP &amp; Healthcare Acquisition Co</name>
        <lei>N/A</lei>
        <title>SCP &amp; CO HEALTHCARE ACQUIS-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>784065104</cusip>
        <identifiers>
          <isin value="US7840651043"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>REGENCY CENTERS CORPORATION</name>
        <lei>529900053A7X7FJ97S58</lei>
        <title>REGENCY CENTERS CORP REIT</title>
        <cusip>758849103</cusip>
        <identifiers>
          <isin value="US7588491032"/>
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        <balance>8246.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 04/23/21 P3850 LONG</title>
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          <ticker value="S4J21P Y 3850 US Index"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Gaming &amp; Hospitality Acquisition Corp</name>
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        <title>GAMING &amp; HOSPITALITY ACQUISI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US3646812053"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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          <other otherDesc="All Others" value="CDS823418"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>US FOODS, INC.</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
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          <isin value="US90290MAC55"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Delwinds Insurance Acquisition Corp</name>
        <lei>N/A</lei>
        <title>DELWINDS INSURANCE ACQUISITION CORP WT EXPIRATION: 08/01/27</title>
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          <isin value="US24803C1100"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NHN KCP Corp.</name>
        <lei>N/A</lei>
        <title>NHN KCP CORP COMMON STOCK</title>
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          <isin value="KR7060250008"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CENGAGE LEARNING INC.</name>
        <lei>N/A</lei>
        <title>CENGAGE LEARNING INC. 6/7/2023</title>
        <cusip>15134NAE6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX152766"/>
        </identifiers>
        <balance>338755.72990000</balance>
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        <curCd>USD</curCd>
        <valUSD>334734.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.24999880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CC Neuberger Principal Holdings II</name>
        <lei>N/A</lei>
        <title>CC NEUBERGER PRINCIPAL HOLDI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G3166T129</cusip>
        <identifiers>
          <isin value="KYG3166T1296"/>
        </identifiers>
        <balance>85.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>866.15000000</valUSD>
        <pctVal>0.000182920264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EJF Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EJF ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G2955B117</cusip>
        <identifiers>
          <isin value="KYG2955B1178"/>
        </identifiers>
        <balance>43428.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>432108.60000000</valUSD>
        <pctVal>0.091256040284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPENCER SPIRIT IH LLC</name>
        <lei>N/A</lei>
        <title>SPENCER SPIRIT IH LLC 6/19/2026</title>
        <cusip>84823UAB8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX180642"/>
        </identifiers>
        <balance>215283.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213804.51000000</valUSD>
        <pctVal>0.045152892068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.11025120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VINE OIL &amp; GAS LP</name>
        <lei>549300RX6T0LI090DN09</lei>
        <title>VINE OIL &amp; GAS LP / VINE OIL &amp; GAS FINANCE CORP 14 8.750000% 04/15/2023</title>
        <cusip>927375AA3</cusip>
        <identifiers>
          <isin value="US927375AA33"/>
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        <balance>158000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168191.00000000</valUSD>
        <pctVal>0.035519877807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NGL ENERGY PARTNERS LP</name>
        <lei>5299005YSRP46BE8Z459</lei>
        <title>NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 6.125000% 03/01/2025</title>
        <cusip>62913TAM4</cusip>
        <identifiers>
          <isin value="US62913TAM45"/>
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        <balance>107000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90950.00000000</valUSD>
        <pctVal>0.019207525293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BWX TECHNOLOGIES, INC.</name>
        <lei>549300NP85N265KWMS58</lei>
        <title>BWX TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>05605H100</cusip>
        <identifiers>
          <isin value="US05605H1005"/>
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        <balance>37433.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2468332.02000000</valUSD>
        <pctVal>0.521281470106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atlantic Coastal Acquisition Corp</name>
        <lei>549300DD1GOILOBIY455</lei>
        <title>ATLANTIC COASTAL ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>048453203</cusip>
        <identifiers>
          <isin value="US0484532033"/>
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        <balance>15202.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149739.70000000</valUSD>
        <pctVal>0.031623189391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Empowerment &amp; Inclusion Capital I Corp</name>
        <lei>N/A</lei>
        <title>EMPOWERMENT &amp; INCLUSION CAPI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>29248N209</cusip>
        <identifiers>
          <isin value="US29248N2099"/>
        </identifiers>
        <balance>6685.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65914.10000000</valUSD>
        <pctVal>0.013920250059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PARTS EUROPE S.A.</name>
        <lei>969500DL3O9K7T2M4M15</lei>
        <title>PARTS EUROPE SA 6.500000% 07/16/2025</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2205088896"/>
        </identifiers>
        <balance>219000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
        <valUSD>269409.77000000</valUSD>
        <pctVal>0.056896041468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUERTO RICO COMWLTH</name>
        <lei>N/A</lei>
        <title>PUERTO RICO CMWLTH COMMONWEALTH OF PUERTO RICO</title>
        <cusip>74514LWX1</cusip>
        <identifiers>
          <isin value="US74514LWX18"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4156.25000000</valUSD>
        <pctVal>0.000877749059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>PR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merger Fund; Institutional Class Shares</name>
        <lei>N/A</lei>
        <title>MERGER FUND-INST MUTUAL FUND</title>
        <cusip>589509207</cusip>
        <identifiers>
          <isin value="US5895092071"/>
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        <balance>2877796.14600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50390210.52000000</valUSD>
        <pctVal>10.64179486633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSDIGM UK HOLDINGS PLC</name>
        <lei>549300JTYP71LZZSE903</lei>
        <title>TRANSDIGM UK HOLDINGS PLC 6.875000% 05/15/2026</title>
        <cusip>89365DAB9</cusip>
        <identifiers>
          <isin value="US89365DAB91"/>
        </identifiers>
        <balance>55000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57887.50000000</valUSD>
        <pctVal>0.012225130515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GUITAR CENTERNEW COMMON SHARES</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="GTRC_EQTY"/>
        </identifiers>
        <balance>2167.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>306988.06000000</valUSD>
        <pctVal>0.064832115746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00103904"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14525.00000000"/>
        <valUSD>-625.63000000</valUSD>
        <pctVal>-0.00013212538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>USD</curSold>
            <amtCurPur>2411360820.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2021-06-16</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00004441"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-127.20000000</valUSD>
        <pctVal>-0.00002686308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>96450.30000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>76630.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-127.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SL GREEN REALTY CORP.</name>
        <lei>549300VQZPJU97H3GT17</lei>
        <title>SL GREEN REALTY CORP REIT</title>
        <cusip>78440X804</cusip>
        <identifiers>
          <isin value="US78440X8048"/>
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        <balance>32731.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2290842.69000000</valUSD>
        <pctVal>0.483797898966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOLSON COORS BEVERAGE COMPANY</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>MOLSON COORS BEVERAGE CO - B COMMON STOCK</title>
        <cusip>60871R209</cusip>
        <identifiers>
          <isin value="US60871R2094"/>
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        <balance>15090.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>771853.50000000</valUSD>
        <pctVal>0.163005999163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quantum FinTech Acquisition Corp</name>
        <lei>N/A</lei>
        <title>QUANTUM FINTECH ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>74767A105</cusip>
        <identifiers>
          <isin value="US74767A1051"/>
        </identifiers>
        <balance>541.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5226.06000000</valUSD>
        <pctVal>0.001103679820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2021-04-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007112"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6940.65000000</valUSD>
        <pctVal>0.001465780213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TeamViewer AG</name>
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        <name>CRESTWOOD MIDSTREAM PARTNERS LP</name>
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        <name>TRANSDIGM INC.</name>
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        <name>LENDINGTREE, INC.</name>
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        <name>Mission Advancement Corp</name>
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        <name>LGL Systems Acquisition Corp</name>
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        <name>JAPANESE YEN</name>
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        <name>CATERPILLAR INC.</name>
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        <name>BCE Inc.</name>
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        <name>Endo Designated Activity Company</name>
        <lei>N/A</lei>
        <title>ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 144A 9.500000% 07/31/2027</title>
        <cusip>29273DAB6</cusip>
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          <isin value="US29273DAB64"/>
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        <balance>114000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123832.50000000</valUSD>
        <pctVal>0.026151906276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH AMERICAS, INC.</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
        <title>BAUSCH HEALTH AMERICAS INC 144A 8.500000% 01/31/2027</title>
        <cusip>91911XAW4</cusip>
        <identifiers>
          <isin value="US91911XAW48"/>
        </identifiers>
        <balance>547000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606828.13000000</valUSD>
        <pctVal>0.128154663613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITI GROUP INC.</name>
        <lei>549300V3NU625PJUVA84</lei>
        <title>UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CA 7.125000% 12/15/2024</title>
        <cusip>20341WAE5</cusip>
        <identifiers>
          <isin value="US20341WAE57"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51437.50000000</valUSD>
        <pctVal>0.010862969568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00004440"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57.67000000</valUSD>
        <pctVal>-0.00001217919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>43730.93000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>34744.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-57.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aon plc</name>
        <lei>635400FALWQYX5E6QC64</lei>
        <title>AON PLC-CLASS A COMMON STOCK</title>
        <cusip>G0403H108</cusip>
        <identifiers>
          <isin value="IE00BLP1HW54"/>
        </identifiers>
        <balance>-7927.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1824081.97000000</valUSD>
        <pctVal>-0.38522375564</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TWC Tech Holdings II Corp</name>
        <lei>N/A</lei>
        <title>TWCT US 04/16/21 C10 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TWCT US 04/16/21 C10 Equity"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36.00000000</valUSD>
        <pctVal>0.000007602758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TWC Tech Holdings II Corp</issuerName>
                <issueTitle>TWCT Call 10 Apr 2021</issueTitle>
                <identifiers>
                  <cusip value="90117G105"/>
                  <ticker value="TWCT-04/2021-C-10"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
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            <exercisePrice>10.00000000</exercisePrice>
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            <expDt>2021-04-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-102.02000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lionheart Acquisition Corporation II</name>
        <lei>N/A</lei>
        <title>LIONHEART ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>53625R203</cusip>
        <identifiers>
          <isin value="US53625R2031"/>
        </identifiers>
        <balance>3004.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30700.88000000</valUSD>
        <pctVal>0.006483649578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RINGCENTRAL, INC.</name>
        <lei>549300C8EH0H1614VE84</lei>
        <title>RINGCENTRAL INC-CLASS A COMMON STOCK</title>
        <cusip>76680R206</cusip>
        <identifiers>
          <isin value="US76680R2067"/>
        </identifiers>
        <balance>1712.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>509970.56000000</valUSD>
        <pctVal>0.107699531940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>FORD MOTOR CO 8.500000% 04/21/2023</title>
        <cusip>345370CV0</cusip>
        <identifiers>
          <isin value="US345370CV02"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122650.00000000</valUSD>
        <pctVal>0.025902176769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Advisor Group 1/21 TL</name>
        <lei>N/A</lei>
        <title>Advisor Group 1/21 TL 7/31/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192367"/>
        </identifiers>
        <balance>60024.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59949.10000000</valUSD>
        <pctVal>0.012660515168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62075120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Silver Crest Acquisition Corp</name>
        <lei>N/A</lei>
        <title>SILVER CREST ACQUISITION COR SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G81355110</cusip>
        <identifiers>
          <isin value="KYG813551101"/>
        </identifiers>
        <balance>21473.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213226.89000000</valUSD>
        <pctVal>0.045030905803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>D8 Holdings Corp</name>
        <lei>N/A</lei>
        <title>D8 HOLDINGS CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G2614K110</cusip>
        <identifiers>
          <isin value="KYG2614K1105"/>
        </identifiers>
        <balance>29661.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294830.34000000</valUSD>
        <pctVal>0.062264554290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pontem Corp</name>
        <lei>N/A</lei>
        <title>PONTEM CORP-CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G71707106</cusip>
        <identifiers>
          <isin value="KYG717071065"/>
        </identifiers>
        <balance>4826.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46715.68000000</valUSD>
        <pctVal>0.009865779056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CF Acquisition VIII Corp</name>
        <lei>N/A</lei>
        <title>CF ACQUISITION CORP VIII SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>12520C208</cusip>
        <identifiers>
          <isin value="US12520C2089"/>
        </identifiers>
        <balance>564.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5594.88000000</valUSD>
        <pctVal>0.001181570083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JOHN MENZIES PLC</name>
        <lei>5493008LNN1X4R79PJ89</lei>
        <title>MENZIES (JOHN) PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0005790059"/>
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        <balance>10304.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72480000"/>
        <valUSD>47056.07000000</valUSD>
        <pctVal>0.009937665252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lefteris Acquisition Corp</name>
        <lei>N/A</lei>
        <title>LFTR US 04/16/21 C10 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LFTR US 04/16/21 C10 Equity"/>
        </identifiers>
        <balance>28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>140.00000000</valUSD>
        <pctVal>0.000029566284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Lefteris Acquisition Corp</issuerName>
                <issueTitle>LFTR Call 10 Apr 2021</issueTitle>
                <identifiers>
                  <cusip value="52470X109"/>
                  <ticker value="LFTR-04/2021-C-10"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2800.00000000</shareNo>
            <exercisePrice>10.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-04-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-429.40000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 04/16/21 P3750 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TQJ21P Y 3750 US Index"/>
        </identifiers>
        <balance>-148.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-139120.00000000</valUSD>
        <pctVal>-0.02938043890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 3750 Apr 2021 on S&amp;P 500 Index</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <shareNo>-14800.00000000</shareNo>
            <exercisePrice>750.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-04-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>198746.45000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JACK HENRY &amp; ASSOCIATES, INC.</name>
        <lei>529900X1QS8C54W0JB21</lei>
        <title>JACK HENRY &amp; ASSOCIATES INC COMMON STOCK</title>
        <cusip>426281101</cusip>
        <identifiers>
          <isin value="US4262811015"/>
        </identifiers>
        <balance>-3929.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-596107.88000000</valUSD>
        <pctVal>-0.12589067820</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TTM TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J P  MORGAN CHASE BANK</counterpartyName>
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      <invstOrSec>
        <name>Lionheart Acquisition Corporation II</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Akumin Inc.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VIVINT SMART HOME, INC.</name>
        <lei>N/A</lei>
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          <isin value="US9285421098"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CRESTWOOD EQUITY PARTNERS LP</name>
        <lei>549300CUY0F1TYDLDL45</lei>
        <title>Crestwood Equity Partners LP PREFERRED STOCK</title>
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          <isin value="US2263443077"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>26 Capital Acquisition Corp</name>
        <lei>N/A</lei>
        <title>26 CAPITAL ACQUISITION COR-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SNAP INC.</name>
        <lei>549300JNC0L6VP8A2Q35</lei>
        <title>SNAP INC - A COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GO Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GO ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TPI COMPOSITES, INC.</name>
        <lei>549300TI9H56OIY0QE39</lei>
        <title>TPI COMPOSITES INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CAMPBELL SOUP COMPANY</name>
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        <title>CAMPBELL SOUP CO COMMON STOCK</title>
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        <name>BRK: GOLDMAN SACHS INTERNATIONAL</name>
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        <title>BRK: GOLDMAN SACHS INTERNATIONAL REF: NETMARBLE CORP</title>
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        <name>BAUSCH HEALTH AMERICAS, INC.</name>
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        <name>Turkiye Cumhuriyeti</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Delwinds Insurance Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 04/09/21 P3880 SHORT</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007588"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN TIRE DISTRIBUTORS, INC.</name>
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          <other otherDesc="All Others" value="LX143787"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
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          <isin value="US7839655930"/>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2021-06-16</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007470"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>FULL HOUSE RESORTS, INC.</name>
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        <cusip>359678109</cusip>
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          <isin value="US3596781092"/>
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        <balance>46555.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-04-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006559"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>SPXW US 04/16/21 P3710 LONG</title>
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          <ticker value="TQJ21P Y 3710 US Index"/>
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        <balance>60.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 3710 Apr 2021 on S&amp;P 500 Index</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <shareNo>6000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-40018.57000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2021-05-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00007711"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.56120000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>NATWEST MARKETS INC. (PAS)</counterpartyName>
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            <amtCurSold>324423.91000000</amtCurSold>
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            <amtCurPur>2118700.00000000</amtCurPur>
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            <unrealizedAppr>-2713.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>N/A</cusip>
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          <ticker value="CDX-NAHY"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <unrealizedAppr>-39075.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ALIBABA GROUP HOLDING LIMITED</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>ALIBABA GROUP HOLDING LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG017191142"/>
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        <balance>35382.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.77445000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Roman DBDR Tech Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ROMAN DBDR TECH ACQUISITION CORP WT EXPIRATION: 10/31/25</title>
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          <isin value="US77584N1191"/>
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        <balance>11429.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>Roman DBDR Tech Acquisition Corp</issuerName>
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                  <isin value="US77584N1191"/>
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      <invstOrSec>
        <name>DFP Healthcare Acquisitions Corp</name>
        <lei>N/A</lei>
        <title>DFP HEALTHCARE ACQUISIT-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US23343Q1004"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Avanti Acquisition Corp</name>
        <lei>549300N1STADABPJNC94</lei>
        <title>AVANTI ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G0682V109</cusip>
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          <isin value="KYG0682V1095"/>
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        <balance>4838.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>1236904 B.C. LTD.</name>
        <lei>N/A</lei>
        <title>1236904 B.C. LTD. 3/4/2027</title>
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          <other otherDesc="All Others" value="LX186193"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-04</maturityDt>
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      <invstOrSec>
        <name>IRON MOUNTAIN INCORPORATED</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>IRON MOUNTAIN INC REIT</title>
        <cusip>46284V101</cusip>
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          <isin value="US46284V1017"/>
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        <balance>-16987.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HIG Acquisition Corp</name>
        <lei>N/A</lei>
        <title>HIG ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G44898115</cusip>
        <identifiers>
          <isin value="KYG448981152"/>
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        <balance>8763.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89733.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISRAELI SHEKEL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2021-04-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00006580"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.33470000"/>
        <valUSD>-22325.25000000</valUSD>
        <pctVal>-0.00471481917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>469626.14000000</amtCurSold>
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        <name>Republica Argentina</name>
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        <name>DiamondHead Holdings Corp</name>
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        <name>Arab Republic of Egypt</name>
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        <name>OUTFRONT MEDIA INC.</name>
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        <name>E.Merge Technology Acquisition Corp</name>
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        <name>L BRANDS, INC.</name>
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      </invstOrSec>
      <invstOrSec>
        <name>VAREX IMAGING CORPORATION</name>
        <lei>549300CWYWPVCT8E9W67</lei>
        <title>VAREX IMAGING CORP 144A 7.875000% 10/15/2027</title>
        <cusip>92214XAC0</cusip>
        <identifiers>
          <isin value="US92214XAC02"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250312.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Priveterra Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PRIVETERRA ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>74275N201</cusip>
        <identifiers>
          <isin value="US74275N2018"/>
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        <balance>25231.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250796.14000000</valUSD>
        <pctVal>0.052965070945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC COMMON STOCK</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
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        <balance>-23028.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1339078.20000000</valUSD>
        <pctVal>-0.28279690375</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUERTO RICO COMWLTH</name>
        <lei>N/A</lei>
        <title>PUERTO RICO CMWLTH COMMONWEALTH OF PUERTO RICO</title>
        <cusip>74514LA98</cusip>
        <identifiers>
          <isin value="US74514LA982"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4175.00000000</valUSD>
        <pctVal>0.000881708830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>PR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PBF HOLDING COMPANY LLC</name>
        <lei>549300TILVIIV9FLL461</lei>
        <title>PBF HOLDING CO LLC / PBF FINANCE CORP 7.250000% 06/15/2025</title>
        <cusip>69318FAG3</cusip>
        <identifiers>
          <isin value="US69318FAG37"/>
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        <balance>101000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82274.60000000</valUSD>
        <pctVal>0.017375387141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC.</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL ENVIRONMENTAL INC 144A 8.500000% 05/01/2027</title>
        <cusip>36168QAE4</cusip>
        <identifiers>
          <isin value="US36168QAE44"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110125.00000000</valUSD>
        <pctVal>0.023257050279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NRG ENERGY, INC.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG ENERGY INC COMMON STOCK</title>
        <cusip>629377508</cusip>
        <identifiers>
          <isin value="US6293775085"/>
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        <balance>58711.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2215166.03000000</valUSD>
        <pctVal>0.467815915886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spartacus Acquisition Corp</name>
        <lei>N/A</lei>
        <title>SPARTACUS ACQUISITION CORP WT EXPIRATION: 10/31/27</title>
        <cusip>84677L117</cusip>
        <identifiers>
          <isin value="US84677L1171"/>
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        <balance>15081.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9651.84000000</valUSD>
        <pctVal>0.002038350312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spartacus Acquisition Corp</issuerName>
                <issueTitle>Spartacus Acquisition Equity Warrant Exp 31st Oct 2027</issueTitle>
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                  <isin value="US84677L1171"/>
                  <ticker value="TMTSW"/>
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            </descRefInstrmnt>
            <shareNo>15081.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-11-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2092.82000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kingdom of Saudi Arabia</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.750000% 02/03/2032</title>
        <cusip>80413TAQ2</cusip>
        <identifiers>
          <isin value="US80413TAQ22"/>
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        <balance>772000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>772015.44000000</valUSD>
        <pctVal>0.163040198906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Colonnade Acquisition II Corp</name>
        <lei>N/A</lei>
        <title>COLONNADE ACQUISITION CORP I SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G2284B127</cusip>
        <identifiers>
          <isin value="KYG2284B1279"/>
        </identifiers>
        <balance>24248.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238842.80000000</valUSD>
        <pctVal>0.050440672040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aequi Acquisition Corp</name>
        <lei>N/A</lei>
        <title>AEQUI ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>00775W201</cusip>
        <identifiers>
          <isin value="US00775W2017"/>
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        <balance>11216.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112160.00000000</valUSD>
        <pctVal>0.023686817337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Global Synergy Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GLOBAL SYNERGY ACQUISITION C SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G3934J114</cusip>
        <identifiers>
          <isin value="KYG3934J1141"/>
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        <balance>2309.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22997.64000000</valUSD>
        <pctVal>0.004856819702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST QUANTUM MINERALS LTD.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>FIRST QUANTUM MINERALS LTD 144A 6.875000% 10/15/2027</title>
        <cusip>335934AT2</cusip>
        <identifiers>
          <isin value="US335934AT24"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139425.00000000</valUSD>
        <pctVal>0.029444851171</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Peridot Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PDAC US 04/16/21 C20 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PDAC US 04/16/21 C20 Equity"/>
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        <balance>-51.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-765.00000000</valUSD>
        <pctVal>-0.00016155862</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <writtenOrPur>Written</writtenOrPur>
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                <issueTitle>PDAC Call 20 Apr 2021</issueTitle>
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                  <ticker value="PDAC-04/2021-C-20"/>
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      <invstOrSec>
        <name>Pontem Corp</name>
        <lei>N/A</lei>
        <title>PONTEM CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G71707114</cusip>
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          <isin value="KYG717071149"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IG Acquisition Corp</name>
        <lei>N/A</lei>
        <title>IG ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>449534205</cusip>
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          <isin value="US4495342051"/>
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        <balance>5268.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>North Atlantic Acquisition Corp</name>
        <lei>N/A</lei>
        <title>NORTH ATLANTIC ACQUISITION C SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G66139117</cusip>
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          <isin value="KYG661391170"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>291351.34000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Anzu Special Acquisition I Corp</name>
        <lei>N/A</lei>
        <title>ANZU SPECIAL ACQUISITION COR SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>03737A200</cusip>
        <identifiers>
          <isin value="US03737A2006"/>
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        <balance>43233.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>431465.34000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VISHAY INTERTECHNOLOGY, INC.</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>VISHAY INTERTECHNOLOGY INC COMMON STOCK</title>
        <cusip>928298108</cusip>
        <identifiers>
          <isin value="US9282981086"/>
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        <balance>101344.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2440363.52000000</valUSD>
        <pctVal>0.515374865695</pctVal>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>East Resources Acquisition Co</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Qell Acquisition Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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          <other otherDesc="FX Forwards" value="CCTKRW__00007385"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>HARLEY-DAVIDSON, INC.</name>
        <lei>ZDNAWZWXIKMWI51R2A08</lei>
        <title>HARLEY-DAVIDSON INC COMMON STOCK</title>
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          <isin value="US4128221086"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Cohn Robbins Holdings Corp</name>
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        <title>COHN ROBBINS HOLDINGS-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG237261055"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Decarbonization Plus Acquisition Corporation III</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>EMPIRE COMMUNITIES CORP</name>
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          <isin value="US29163VAC72"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JAPANESE YEN</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00007712"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007297"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104312"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J P  MORGAN CHASE BANK</counterpartyName>
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      <invstOrSec>
        <name>Fortress Value Acquisition III Corp</name>
        <lei>N/A</lei>
        <title>FORTRESS VALUE ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CNX RESOURCES CORPORATION</name>
        <lei>549300JK3KH8PWM3B226</lei>
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      <invstOrSec>
        <name>TRIUMPH GROUP, INC.</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC 5.250000% 06/01/2022</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bluescape Opportunities Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BLUESCAPE OPPORTUNITIES AC-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>TRANSOCEAN INC.</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC 144A 11.500000% 01/30/2027</title>
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        <name>BRK: CITI</name>
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      <invstOrSec>
        <name>SCVX Corp</name>
        <lei>N/A</lei>
        <title>SCVX CORP - CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Tailwind International Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TAILWIND INTERNATIONAL ACQUI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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        <name>CSTN MERGER SUB, INC.</name>
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        <name>ON SEMICONDUCTOR CORPORATION</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Adara Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ADARA ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US00653H2013"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Golden Falcon Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GOLDEN FALCON ACQUISITI-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US38102H1095"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ANALOG DEVICES, INC.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
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          <isin value="US0326541051"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENDO PHARMACEUTICALS</name>
        <lei>N/A</lei>
        <title>ENDO PHARMACEUTICALS 4/29/2024</title>
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          <other otherDesc="All Others" value="LX163026"/>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LAMAR ADVERTISING COMPANY</name>
        <lei>529900Y8WW4MKVPTB543</lei>
        <title>LAMAR ADVERTISING CO-A REIT</title>
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          <isin value="US5128161099"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>First Reserve Sustainable Growth Corp</name>
        <lei>N/A</lei>
        <title>FIRST RESERVE SUSTAINABLE SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US3361692060"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Social Capital Hedosophia Holdings Corp VI</name>
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        <title>IPOF US 07/16/21 C10 LONG</title>
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          <ticker value="IPOF US 07/16/21 C10 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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        <name>SilverBox Engaged Merger I Corp</name>
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          <isin value="US82836L2007"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CNX RESOURCES CORPORATION</name>
        <lei>549300JK3KH8PWM3B226</lei>
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        <cusip>12653CAC2</cusip>
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          <isin value="US12653CAC29"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>D and Z Media Acquisition Corp</name>
        <lei>N/A</lei>
        <title>D &amp; Z MEDIA ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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          <isin value="US23305Q1141"/>
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        <balance>4480.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>SUNOCO LP</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Global Partner Acquisition II Corp</name>
        <lei>N/A</lei>
        <title>GLOBAL PARTNER ACQUISITION C SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G3934P110</cusip>
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          <isin value="KYG3934P1101"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEXI SPA</name>
        <lei>5493000P70CQRQG8SN85</lei>
        <title>NEXI SPA COMMON STOCK</title>
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          <isin value="IT0005366767"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FLEX LTD.</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>FLEX LTD COMMON STOCK</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Empowerment &amp; Inclusion Capital I Corp</name>
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        <title>EMPOWERMENT &amp; INCLUSION CAPITAL I CORP WT EXPIRATION: 12/31/27</title>
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        <name>TILRAY, INC.</name>
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        <invCountry>CA</invCountry>

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        <name>CLEARWAY ENERGY, INC.</name>
        <lei>549300LHAZ9HA9G3XC48</lei>
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        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/AUD SETTLE 2021-04-21</title>
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        <name>Far Peak Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>iShares Russell 2000 ETF</name>
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        <name>Rakuten, Inc.</name>
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        <name>REPUBLICA DEL PARAGUAY</name>
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        <name>VIATRIS INC.</name>
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        <name>Constellation Acquisition Corp I</name>
        <lei>N/A</lei>
        <title>CONSTELLATION ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COOPER?S HAWK INTERMEDIATE HOLDING, LLC</name>
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        <name>FISERV, INC.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTAUD__00007719"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EMPOWER LTD WT</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Athlon Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ATHLON ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>CSN Inova Ventures.</name>
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        <name>TITAN MACHINERY INC.</name>
        <lei>549300835ZM8G0BT5C94</lei>
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        <name>EURO</name>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2021-06-16</title>
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        <name>TUTOR PERINI CORPORATION</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tailwind Two Acquisition Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Live Oak Mobility Acquisition Corp</name>
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        <name>NATIONSTAR MORTGAGE HOLDINGS INC.</name>
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        <name>Verisure Holding AB</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Healthcare Capital Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Republica Argentina</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007590"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2021-04-05</title>
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          <other otherDesc="FX Forwards" value="CCTBRL__00102836"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>THE WALT DISNEY COMPANY</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>WALT DISNEY CO/THE COMMON STOCK</title>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Waldencast Acquisition Corp</name>
        <lei>N/A</lei>
        <title>WALDENCAST ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>MASTERCARD INCORPORATED.</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MASTERCARD INC - A COMMON STOCK</title>
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        <name>POLARIS INC.</name>
        <lei>549300QJSN8UVWN1EI78</lei>
        <title>POLARIS INC COMMON STOCK</title>
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        <name>NEW RUSSIAN ROUBLE</name>
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        <title>FX Forward Contract: RUB/USD SETTLE 2021-06-16</title>
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          <other otherDesc="FX Forwards" value="CCTRUB__00103902"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>890 5th Avenue Partners Inc</name>
        <lei>N/A</lei>
        <title>890 5TH AVENUE PARTNERS INC SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Broadscale Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BROADSCALE ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00004651"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>SURGERY CENTER HOLDINGS, INC.</name>
        <lei>54930054EVI5HWPPW113</lei>
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          <isin value="US84611WAB00"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse AG</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
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        <cusip>22542D258</cusip>
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          <isin value="US22542D2586"/>
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        <issuerCat>RF</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Legato Merger Corp</name>
        <lei>N/A</lei>
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          <isin value="US52473X1147"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Legato Merger Corp</issuerName>
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                  <cusip value="52473X106"/>
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                  <ticker value="LEGOW"/>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>NGL ENERGY PARTNERS LP</name>
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          <isin value="US62913TAP75"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FREEDOM MORTGAGE CORPORATION</name>
        <lei>549300LYRWPSYPK6S325</lei>
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          <isin value="US35640YAB39"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>SPXW US 04/16/21 P3810 SHORT</title>
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        <identifiers>
          <ticker value="TQJ21P Y 3810 US Index"/>
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        <balance>-119.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-154819.00000000</valUSD>
        <pctVal>-0.03269587529</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 3810 Apr 2021 on S&amp;P 500 Index</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <shareNo>-11900.00000000</shareNo>
            <exercisePrice>810.00000000</exercisePrice>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Isleworth Healthcare Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ISLEWORTH HEALTHCARE ACQUISI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>46468P102</cusip>
        <identifiers>
          <isin value="US46468P1021"/>
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        <balance>35903.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 3.375000% 02/15/2030</title>
        <cusip>15135BAV3</cusip>
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          <isin value="US15135BAV36"/>
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        <balance>82000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>82768.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS846208</cusip>
        <identifiers>
          <other otherDesc="All Others" value="CDS846208"/>
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        <balance>458000.00000000</balance>
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        <valUSD>-5042.78000000</valUSD>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SportsTek Acquisition Corp</name>
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        <title>SPORTSTEK ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>DISH NETWORK CORPORATION</name>
        <lei>529900U350CWHH15G169</lei>
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        <name>RUSSIA, FEDERATION OF (GOVERNMENT)</name>
        <lei>5493004EHVGF71PDBU58</lei>
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        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00007298"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SIJ, LLC</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Taiwan Semiconductor Manufacturing Co., Ltd.</name>
        <lei>549300KB6NK5SBD14S87</lei>
        <title>TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT</title>
        <cusip>874039100</cusip>
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          <isin value="US8740391003"/>
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        <balance>8358.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sciplay Corp</name>
        <lei>549300B8E2F1A3EW6869</lei>
        <title>SCIPLAY CORP-CLASS A COMMON STOCK</title>
        <cusip>809087109</cusip>
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          <isin value="US8090871091"/>
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        <balance>2609.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42213.62000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOLDEN NUGGET INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX168592"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Agile Growth Corp</name>
        <lei>N/A</lei>
        <title>AGILE GROWTH CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG012021294"/>
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        <balance>14089.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>139762.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: EXTENDED STAY (L)</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="TW_STAY.O"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-161.18000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHUKCHANSI ECONOMIC DEVELOPMENT AUTHORITY</name>
        <lei>5493004YGQX08T1Y2F88</lei>
        <title>CHUKCHANSI ECONOMIC DEVELOPMENT AUTHORITY 144A 10.250000% 05/30/2020</title>
        <cusip>171276AK4</cusip>
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          <isin value="US171276AK44"/>
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        <valUSD>22366.11000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>AVAYA HOLDINGS CORP.</name>
        <lei>549300NZS2OZN6Q63A60</lei>
        <title>AVAYA HOLDINGS CORP COMMON STOCK</title>
        <cusip>05351X101</cusip>
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          <isin value="US05351X1019"/>
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        <balance>24884.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC.</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL ENVIRONMENTAL INC 144A 3.500000% 09/01/2028</title>
        <cusip>36168QAM6</cusip>
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          <isin value="US36168QAM69"/>
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        <balance>169000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Austerlitz Acquisition II Corp</name>
        <lei>N/A</lei>
        <title>AUSTERLITZ ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG0633U1195"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: JAZZ PHARMA(S)</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>NUSTAR LOGISTICS, L.P.</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NuStar Logistics LP PREFERRED STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>Verisure Midholding AB</name>
        <lei>549300496LYEZ55X1M49</lei>
        <title>VERISURE MIDHOLDING AB 5.250000% 02/15/2029</title>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HIG ACQUISITION CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SPDR S&amp;P 500 ETF Trust</name>
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        <name>TERRIER MEDIA BUYER, INC.</name>
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      <invstOrSec>
        <name>BRUNSWICK CORPORATION</name>
        <lei>YM4O38W15AX4YLLQKU27</lei>
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        <name>Capstar Special Purpose Acquisition Corp</name>
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      <invstOrSec>
        <name>Velocity Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US92259E2037"/>
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        <balance>14802.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>145947.72000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALPINE CORPORATION</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>CALPINE CORP 144A 5.125000% 03/15/2028</title>
        <cusip>131347CN4</cusip>
        <identifiers>
          <isin value="US131347CN48"/>
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        <balance>116000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>116539.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mercer Park Brand Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MERCER PARK BRAND ACQUISIT-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>58810P102</cusip>
        <identifiers>
          <isin value="CA58810P1027"/>
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        <balance>6210.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>62969.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dmy Technology Group Inc IV</name>
        <lei>N/A</lei>
        <title>DMY TECHNOLOGY GROUP INC IV SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>23344K201</cusip>
        <identifiers>
          <isin value="US23344K2015"/>
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        <balance>115523.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1159874.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Foresight Acquisition Corp</name>
        <lei>N/A</lei>
        <title>FORESIGHT ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>34552Y205</cusip>
        <identifiers>
          <isin value="US34552Y2054"/>
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        <balance>18452.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>183412.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hamilton Lane Alliance Holdings I Inc</name>
        <lei>N/A</lei>
        <title>HAMILTON LANE ALLIANCE HOLDI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>40749M202</cusip>
        <identifiers>
          <isin value="US40749M2026"/>
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        <balance>4211.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41857.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hennessy Capital Investment Corp V</name>
        <lei>N/A</lei>
        <title>HENNESSY CAPITAL INVESTMEN-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>42589T107</cusip>
        <identifiers>
          <isin value="US42589T1079"/>
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        <balance>4664.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45730.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYSTEMS, INC.</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/COMMUNITY HEALTH SYSTEMS INC 144A 8.125000% 06/30/2024</title>
        <cusip>12543DBA7</cusip>
        <identifiers>
          <isin value="US12543DBA72"/>
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        <balance>253000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264385.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PG&amp;E CORPORATION</name>
        <lei>8YQ2GSDWYZXO2EDN3511</lei>
        <title>P G &amp; E CORP COMMON STOCK</title>
        <cusip>69331C108</cusip>
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          <isin value="US69331C1080"/>
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        <balance>206166.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2414203.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Vistas Media Acquisition Company Inc</name>
        <lei>N/A</lei>
        <title>VISTAS MEDIA ACQUISITION CO INC WT EXPIRATION: 08/01/26</title>
        <cusip>92840T115</cusip>
        <identifiers>
          <isin value="US92840T1152"/>
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        <balance>6608.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000865227738</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vistas Media Acquisition Company Inc</issuerName>
                <issueTitle>Vistas Media Acquisition Equity Warrant Exp 1 Aug 2026</issueTitle>
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                  <isin value="US92840T1152"/>
                  <ticker value="VMACW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1365.42000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MONITRONICS INTERNATIONAL, INC.</name>
        <lei>N/A</lei>
        <title>MONITRONICS INTERNATIONAL IN COMMON STOCK</title>
        <cusip>609453105</cusip>
        <identifiers>
          <isin value="US6094531059"/>
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        <balance>9199.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93553.83000000</valUSD>
        <pctVal>0.019757422276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORP COMMON STOCK</title>
        <cusip>165167735</cusip>
        <identifiers>
          <isin value="US1651677353"/>
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        <balance>7538.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THOR INDUSTRIES, INC.</name>
        <lei>254900XZO1228PDSG060</lei>
        <title>THOR INDUSTRIES INC COMMON STOCK</title>
        <cusip>885160101</cusip>
        <identifiers>
          <isin value="US8851601018"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2021-06-16</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00007469"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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            <amtCurPur>62000.00000000</amtCurPur>
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            <settlementDt>2021-06-16</settlementDt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>VPC Impact Acquisition Holdings III Inc</name>
        <lei>N/A</lei>
        <title>VPC IMPACT ACQUISITION HOLDI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>91835J207</cusip>
        <identifiers>
          <isin value="US91835J2078"/>
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        <balance>3307.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Base Inc</name>
        <lei>N/A</lei>
        <title>BASE INC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3835260005"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Population Health Investment Co Inc</name>
        <lei>N/A</lei>
        <title>POPULATION HEALTH INVESTMENT SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AETHON UNITED BR LP</name>
        <lei>5493007HPG2M9K9X5V41</lei>
        <title>AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 1 8.250000% 02/15/2026</title>
        <cusip>00810GAC8</cusip>
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          <isin value="US00810GAC87"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PUERTO RICO COMWLTH</name>
        <lei>N/A</lei>
        <title>PUERTO RICO CMWLTH COMMONWEALTH OF PUERTO RICO</title>
        <cusip>74514LC47</cusip>
        <identifiers>
          <isin value="US74514LC475"/>
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        <curCd>USD</curCd>
        <valUSD>4156.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>PR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goal Acquisitions Corp</name>
        <lei>N/A</lei>
        <title>GOAL ACQUISITIONS CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>38021H206</cusip>
        <identifiers>
          <isin value="US38021H2067"/>
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        <balance>159766.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1605648.30000000</valUSD>
        <pctVal>0.339093241718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Endo Luxembourg Finance Company I S.a r.l.</name>
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        <name>SCIENTIFIC GAMES INTERNATIONAL, INC.</name>
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        <name>NCL CORPORATION LTD.</name>
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        <name>Avanti Acquisition Corp</name>
        <lei>549300N1STADABPJNC94</lei>
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        <name>CF Acquisition Corp V</name>
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        <title>CF ACQUISITION CORP V SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MASHANTUCKET (WESTERN) PEQUOT TRIBE</name>
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          <other otherDesc="All Others" value="LX131096"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dune Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US2653341022"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FIRSTENERGY CORP.</name>
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          <isin value="US3379321074"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>Sandbridge X2 Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00006543"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Epiphany Technology Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EPIPHANY TECHNOLOGY ACQUISIT SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US29429X2080"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prime Impact Acquisition I</name>
        <lei>N/A</lei>
        <title>PRIME IMPACT ACQUISITION I SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG610741111"/>
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        <balance>5808.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>JCPENNEY BORROWER LLC</name>
        <lei>N/A</lei>
        <title>JCPENNEY BORROWER LLC 12/7/2025</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX191381"/>
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        <curCd>USD</curCd>
        <valUSD>386035.98000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>IG Acquisition Corp</name>
        <lei>N/A</lei>
        <title>IG ACQUISITION CORP WT EXPIRATION: 10/05/27</title>
        <cusip>449534114</cusip>
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          <isin value="US4495341145"/>
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        <balance>8433.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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                <issuerName>IG Acquisition Corp</issuerName>
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        <name>NCL CORPORATION LTD.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
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        <cusip>62886HAP6</cusip>
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        <name>WESTERN MIDSTREAM OPERATING, LP</name>
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        <name>Kernel Group Holdings Inc</name>
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        <title>KERNEL GROUP HOLDINGS INC SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>IRON MOUNTAIN INCORPORATED</name>
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        <name>MGIC INVESTMENT CORPORATION</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>HIBBETT SPORTS, INC.</name>
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        <name>Cellnex Telecom S.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Locust Walk Acquisition Corp</name>
        <lei>N/A</lei>
        <title>LOCUST WALK ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PERATON CORP TL 1L B</name>
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        <title>PERATON CORP TL 1L B 2/1/2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-01</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>ENLINK MIDSTREAM, LLC</name>
        <lei>54930000GY1H533OBE23</lei>
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        <curCd>USD</curCd>
        <valUSD>77358.40000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Locust Walk Acquisition Corp</name>
        <lei>N/A</lei>
        <title>LOCUST WALK ACQUISITIO-CLS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>54015L103</cusip>
        <identifiers>
          <isin value="US54015L1035"/>
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        <balance>1669.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16239.37000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-04-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006548"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9378.60000000</valUSD>
        <pctVal>-0.00198064537</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <curSold>CAD</curSold>
            <amtCurPur>1080389.84000000</amtCurPur>
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      <invstOrSec>
        <name>SYNCAPAY, INC.</name>
        <lei>N/A</lei>
        <title>SYNCAPAY, INC. 12/10/2027</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX191236"/>
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        <curCd>USD</curCd>
        <valUSD>235822.71000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PRIDE INTERNATIONAL LLC</name>
        <lei>N/A</lei>
        <title>PRIDE INTERNATIONAL LLC 7.875000% 08/15/2040</title>
        <cusip>74153QAJ1</cusip>
        <identifiers>
          <isin value="US74153QAJ13"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8750.00000000</valUSD>
        <pctVal>0.001847892757</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mudrick Capital Acquisition Corporation II</name>
        <lei>N/A</lei>
        <title>MUDRICK CAPITAL ACQUIS II SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>62477L206</cusip>
        <identifiers>
          <isin value="US62477L2060"/>
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        <balance>31721.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>320064.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANTERO MIDSTREAM PARTNERS LP</name>
        <lei>529900HFO1BDEIT4QU11</lei>
        <title>ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.750000% 03/01/2027</title>
        <cusip>03690AAD8</cusip>
        <identifiers>
          <isin value="US03690AAD81"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150033.00000000</valUSD>
        <pctVal>0.031685130756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kadem Sustainable Impact Corp</name>
        <lei>N/A</lei>
        <title>KADEM SUSTAINABLE IMPACT COR SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>48284E204</cusip>
        <identifiers>
          <isin value="US48284E2046"/>
        </identifiers>
        <balance>392.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3880.80000000</valUSD>
        <pctVal>0.000819577395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oaktree Acquisition II Corp</name>
        <lei>N/A</lei>
        <title>OAKTREE ACQ CORP II - CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G6715X103</cusip>
        <identifiers>
          <isin value="KYG6715X1034"/>
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        <balance>6546.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64739.94000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Edify Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EDIFY ACQUISITION CORP-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>28059Q103</cusip>
        <identifiers>
          <isin value="US28059Q1031"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DMT SOLUTIONS GLOBAL CORPORATION</name>
        <lei>N/A</lei>
        <title>DMT SOLUTIONS GLOBAL CORPORATION 7/2/2024</title>
        <cusip>23347DAF2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX191218"/>
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        <balance>210000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207900.01000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT, INC.</name>
        <lei>549300FA4CTCW903Y781</lei>
        <title>CAESARS ENTERTAINMENT INC 144A 6.250000% 07/01/2025</title>
        <cusip>28470RAH5</cusip>
        <identifiers>
          <isin value="US28470RAH57"/>
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        <balance>383000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407435.40000000</valUSD>
        <pctVal>0.086045362846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROADRIDGE FINANCIAL SOLUTIONS, INC.</name>
        <lei>549300KZDJZQ2YIHRC28</lei>
        <title>BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK</title>
        <cusip>11133T103</cusip>
        <identifiers>
          <isin value="US11133T1034"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-623882.50000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CC Neuberger Principal Holdings II</name>
        <lei>N/A</lei>
        <title>CC NEUBERGER PRINCIPAL-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G3166T103</cusip>
        <identifiers>
          <isin value="KYG3166T1031"/>
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        <balance>9352.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2021-04-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006934"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurPur>141671.48000000</amtCurPur>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deep Lake Capital Acquisition Corp</name>
        <lei>N/A</lei>
        <title>DEEP LAKE CAPITAL ACQUIS-CLA SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G27029100</cusip>
        <identifiers>
          <isin value="KYG270291001"/>
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        <balance>1198.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11740.40000000</valUSD>
        <pctVal>0.002479428586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENLINK MIDSTREAM PARTNERS, LP</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>ENLINK MIDSTREAM PARTNERS LP 6.000000% MATURITY: PERPETUAL</title>
        <cusip>29336UAH0</cusip>
        <identifiers>
          <isin value="US29336UAH05"/>
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        <balance>122000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75640.00000000</valUSD>
        <pctVal>0.015974240936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rotor Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ROTOR ACQUISITION CORP WT EXPIRATION: 06/15/27</title>
        <cusip>77879W113</cusip>
        <identifiers>
          <isin value="US77879W1137"/>
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        <balance>3240.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2106.00000000</valUSD>
        <pctVal>0.000444761388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Rotor Acquisition Corp</issuerName>
                <issueTitle>Rotor Acquisition Equity Warrants Exp 15th June 2027</issueTitle>
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                  <isin value="US77879W1137"/>
                  <ticker value="ROT WS"/>
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            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-06-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-379.08000000</unrealizedAppr>
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        <name>Bumble Inc</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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      <invstOrSec>
        <name>Arconic Corporation</name>
        <lei>N/A</lei>
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          <isin value="US03966VAA52"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Coupang Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CENVEO CORPORATION</name>
        <lei>N/A</lei>
        <title>CENVEO CORPORATION 6/7/2023</title>
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          <other otherDesc="All Others" value="LX175764"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FRONTIER COMMUNICATIONS CORPORATION</name>
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          <isin value="US35906AAW80"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00103389"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
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      <invstOrSec>
        <name>UNITI GROUP INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COTY INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GENTING NEW YORK LLC</name>
        <lei>N/A</lei>
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          <isin value="US37255JAA07"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ACON S2 Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ACON S2 ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>M3-Brigade Acquisition II Corp</name>
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        <title>M3-BRIGADE ACQUISITION II CO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>The Mattamy Corporation</name>
        <lei>5493008TNY7A82WCXU31</lei>
        <title>MATTAMY GROUP CORP 144A 4.625000% 03/01/2030</title>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 04/09/21 P3950 LONG</title>
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        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2021-04-05</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LD HOLDINGS GROUP LLC</name>
        <lei>N/A</lei>
        <title>LD HOLDINGS GROUP LLC 144A 6.500000% 11/01/2025</title>
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        <name>HOULIHAN LOKEY, INC.</name>
        <lei>549300S3CNGTQ1QZVY46</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 4.625000% 06/15/2045</title>
        <cusip>674599CF0</cusip>
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          <isin value="US674599CF00"/>
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        <name>URBAN ONE, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>APPLIED MATERIALS, INC.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
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        <name>Goal Acquisitions Corp</name>
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        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
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        <name>Adit EdTech Acquisition Cor</name>
        <lei>N/A</lei>
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        <name>MEG Energy Corp.</name>
        <lei>5493002WXPTG5ZC1T326</lei>
        <title>MEG ENERGY CORP 144A 7.125000% 02/01/2027</title>
        <cusip>552704AE8</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AMC ENTERTAINMENT HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>AMC ENTERTAINMENT HOLDINGS, INC. 4/22/2026</title>
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        <name>Social Capital Hedosophia Holdings Corp VI</name>
        <lei>N/A</lei>
        <title>IPOF US 06/18/21 C10 LONG</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
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        <name>MONTES ARCHIMEDES ACQUISITION CORP WT</name>
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        <title>MONTES ARCHIMEDES ACQUISITION CORP WT EXPIRATION: 12/31/25</title>
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          <ticker value="MAACW"/>
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        <name>Concord Acquisition Corp</name>
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        <name>Eldorado Gold Corporation</name>
        <lei>5493004PWQ01YDD1IH62</lei>
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        <name>PETSMART LLC</name>
        <lei>N/A</lei>
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        <name>WYNN RESORTS, LIMITED</name>
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        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J P  MORGAN CHASE BANK</counterpartyName>
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        <name>Digicel Group 0.5 Ltd</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AADVANTAGE LOYALTY IP LTD.</name>
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        <name>Omnichannel Acquisition Corp</name>
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        <name>VIACOMCBS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Deep Lake Capital Acquisition Corp</name>
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        <name>THE MICHAELS COMPANIES, INC.</name>
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        <name>Kins Technology Group Inc.</name>
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        <name>FACTSET RESEARCH SYSTEMS INC.</name>
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        <name>Kismet Acquisition Three Corp</name>
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        <name>TWC Tech Holdings II Corp</name>
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        <name>Hennessy Capital Investment Corp V</name>
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      </invstOrSec>
      <invstOrSec>
        <name>PELOTON INTERACTIVE, INC.</name>
        <lei>5493002YS021166W0339</lei>
        <title>PELOTON INTERACTIVE INC-A COMMON STOCK</title>
        <cusip>70614W100</cusip>
        <identifiers>
          <isin value="US70614W1009"/>
        </identifiers>
        <balance>-4811.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-540948.84000000</valUSD>
        <pctVal>-0.11424176499</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE USA, INC.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 3.500000% 04/15/2031</title>
        <cusip>87264ABW4</cusip>
        <identifiers>
          <isin value="US87264ABW45"/>
        </identifiers>
        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65588.25000000</valUSD>
        <pctVal>0.013851434533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCEPT PHARMACEUTICALS, INC.</name>
        <lei>N/A</lei>
        <title>INTERCEPT PHARMACEUTICALS IN COMMON STOCK</title>
        <cusip>45845P108</cusip>
        <identifiers>
          <isin value="US45845P1084"/>
        </identifiers>
        <balance>6848.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158051.84000000</valUSD>
        <pctVal>0.033378611483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRIUMPH GROUP, INC.</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC 7.750000% 08/15/2025</title>
        <cusip>896818AP6</cusip>
        <identifiers>
          <isin value="US896818AP61"/>
        </identifiers>
        <balance>290000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291450.00000000</valUSD>
        <pctVal>0.061550667913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apollo Strategic Growth Capital II</name>
        <lei>N/A</lei>
        <title>APOLLO STRATEGIC GROWTH CAPI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G0412A110</cusip>
        <identifiers>
          <isin value="KYG0412A1105"/>
        </identifiers>
        <balance>102.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1017.96000000</valUSD>
        <pctVal>0.000214980675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sarissa Capital Acquisition Corp</name>
        <lei>N/A</lei>
        <title>SARISSA CAPITAL ACQUISITI-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G7823W102</cusip>
        <identifiers>
          <isin value="KYG7823W1024"/>
        </identifiers>
        <balance>1304.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13183.44000000</valUSD>
        <pctVal>0.002784180948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARVELL TECHNOLOGY GROUP LTD.</name>
        <lei>8DF36O58U3QIHUCGZB18</lei>
        <title>MARVELL TECHNOLOGY GROUP LTD COMMON STOCK</title>
        <cusip>G5876H105</cusip>
        <identifiers>
          <isin value="BMG5876H1051"/>
        </identifiers>
        <balance>-11547.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-565572.06000000</valUSD>
        <pctVal>-0.11944188727</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AEA-Bridges Impact Corp.</name>
        <lei>N/A</lei>
        <title>AEA-BRIDGES IMPACT CORP-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G01046104</cusip>
        <identifiers>
          <isin value="KYG010461047"/>
        </identifiers>
        <balance>4074.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40006.68000000</valUSD>
        <pctVal>0.008448920483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Empowerment &amp; Inclusion Capital I Corp</name>
        <lei>N/A</lei>
        <title>EMPOWERMENT &amp; INCLUSION-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>29248N100</cusip>
        <identifiers>
          <isin value="US29248N1000"/>
        </identifiers>
        <balance>1456.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14079.52000000</valUSD>
        <pctVal>0.002973422061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EAST VALLEY TOURIST DEVELOPMENT AUTHORITY</name>
        <lei>N/A</lei>
        <title>EAST VALLEY TOURIST DEVELOPMENT AUTHORITY 3/7/2022</title>
        <cusip>27571VAD5</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX156619"/>
        </identifiers>
        <balance>130636.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128677.26000000</valUSD>
        <pctVal>0.027175060210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CAMPBELL SOUP CO COMMON STOCK</title>
        <cusip>134429109</cusip>
        <identifiers>
          <isin value="US1344291091"/>
        </identifiers>
        <balance>-8711.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-437901.97000000</valUSD>
        <pctVal>-0.09247952902</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Corporation de Securite Garda World</name>
        <lei>549300ZF1NDXLMCHNO20</lei>
        <title>GARDA WORLD SECURITY CORP 144A 9.500000% 11/01/2027</title>
        <cusip>36257BAA7</cusip>
        <identifiers>
          <isin value="US36257BAA70"/>
        </identifiers>
        <balance>310000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343129.70000000</valUSD>
        <pctVal>0.072464787153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GO Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GO ACQUISITION CORP-CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>362019101</cusip>
        <identifiers>
          <isin value="US3620191011"/>
        </identifiers>
        <balance>28264.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278400.40000000</valUSD>
        <pctVal>0.058794752332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ScION Tech Growth II</name>
        <lei>N/A</lei>
        <title>SCION TECH GROWTH II SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G31070124</cusip>
        <identifiers>
          <isin value="KYG310701241"/>
        </identifiers>
        <balance>10642.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105994.32000000</valUSD>
        <pctVal>0.022384701290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VIRACTA THERAPEUTICS, INC.</name>
        <lei>549300O5S543GE2D9G67</lei>
        <title>VIRACTA THERAPEUTICS INC COMMON STOCK</title>
        <cusip>92765F108</cusip>
        <identifiers>
          <isin value="US92765F1084"/>
        </identifiers>
        <balance>7686.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71095.50000000</valUSD>
        <pctVal>0.015014498235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COGENT COMMUNICATIONS HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>COGENT COMMUNICATIONS HOLDIN COMMON STOCK</title>
        <cusip>19239V302</cusip>
        <identifiers>
          <isin value="US19239V3024"/>
        </identifiers>
        <balance>-6162.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-423699.12000000</valUSD>
        <pctVal>-0.08948006117</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERITAS US INC.</name>
        <lei>549300RFUWCPWS8FQ104</lei>
        <title>VERITAS US INC / VERITAS BERMUDA LTD 144A 10.500000% 02/01/2024</title>
        <cusip>92346LAA1</cusip>
        <identifiers>
          <isin value="US92346LAA17"/>
        </identifiers>
        <balance>514000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>526207.50000000</valUSD>
        <pctVal>0.111128574664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORNERSTONE BUILDING BRANDS, INC.</name>
        <lei>549300IW41QEWQ6T0H29</lei>
        <title>CORNERSTONE BUILDING BRANDS COMMON STOCK</title>
        <cusip>21925D109</cusip>
        <identifiers>
          <isin value="US21925D1090"/>
        </identifiers>
        <balance>3879.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54422.37000000</valUSD>
        <pctVal>0.011493337529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLEGION PUBLIC LIMITED COMPANY</name>
        <lei>N/A</lei>
        <title>ALLEGION PLC COMMON STOCK</title>
        <cusip>G0176J109</cusip>
        <identifiers>
          <isin value="IE00BFRT3W74"/>
        </identifiers>
        <balance>-3455.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-434017.10000000</valUSD>
        <pctVal>-0.09165909209</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2021-06-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00007449"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
        <valUSD>-6851.32000000</valUSD>
        <pctVal>-0.00144691481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>627896.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>527600.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-6851.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN GREETINGS CORPORATION</name>
        <lei>549300WMJOT8C9DNMF90</lei>
        <title>AMERICAN GREETINGS CORP 144A 8.750000% 04/15/2025</title>
        <cusip>026375AR6</cusip>
        <identifiers>
          <isin value="US026375AR68"/>
        </identifiers>
        <balance>265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272950.00000000</valUSD>
        <pctVal>0.057643694654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Carnival Corporation</name>
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        <name>Rotor Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>VG Acquisition Corp</name>
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        <name>BCPE ULYSSES INTERMEDIATE, INC.</name>
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        <name>Northern Genesis Acquisition Corp II</name>
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        <name>JAWS MUSTANG ACQUISITION CORP WT</name>
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        <name>Digital Transformation Opportunities Corp</name>
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        <name>THE GAP, INC.</name>
        <lei>T2ZG1WRWZ4BUCMQL9224</lei>
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        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
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        <name>APX GROUP, INC.</name>
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        <name>U.S. DOLLARS</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>EXTRACTION OIL &amp; GAS, INC.</name>
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        <title>EXTRACTION OIL &amp; GAS INC COMMON STOCK</title>
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        <name>Jadex/Process Solutions 2/21 Cov-Lite TL</name>
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        <name>REALOGY GROUP LLC</name>
        <lei>LF6PBYTYG3BDVEF4FI12</lei>
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        <name>MONITRONICS INTERNATIONAL, INC.</name>
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        <name>ASCENT RESOURCES UTICA HOLDINGS, LLC</name>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <name>Trepont Acquisition I Corp</name>
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        <name>Clarios Global LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>QORVO, INC.</name>
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        <name>InterPrivate IV InfraTech Partners Inc</name>
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        <title>INTERPRIVATE IV INFRATECH SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>COMSTOCK RESOURCES, INC.</name>
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        <name>KOREAN WON</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>Recharge Acquisition Corp</name>
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        <name>United States of America</name>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
        <name>PUERTO RICO COMWLTH</name>
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        <name>Commonwealth of the Bahamas</name>
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        <name>BEACON ROOFING SUPPLY, INC.</name>
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        <name>AGROFRESH INC.</name>
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          <other otherDesc="All Others" value="LX189077"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Spartan Acquisition III Corp</name>
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        <name>McGraw-Hill 1/21 Cov-Lite</name>
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          <other otherDesc="All Others" value="LX191917"/>
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        <name>AUTONATION, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CAESARS ENTERTAINMENT, INC.</name>
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        <name>TRIUMPH GROUP, INC.</name>
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        <name>FirstMark Horizon Acquisition Corp</name>
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        <name>EHEALTH, INC.</name>
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        <name>Enterprise Development Authority 2/21 Cov-Lite</name>
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        <name>POEMA GLOBAL HOLDINGS CORP WT</name>
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        <name>BRK: JP MORGAN</name>
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        <name>CBRE Acquisition Holdings Inc</name>
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        <name>Population Health Investment Co Inc</name>
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        <name>Property Solutions Acquisition Corp II</name>
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        <title>PROPERTY SOLUTIONS ACQUISITI UNIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COLONY CAPITAL, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TENCENT HOLDINGS LIMITED</name>
        <lei>254900N4SLUMW4XUYY11</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NORWEIGAN KRONE</name>
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          <other otherDesc="FX Forwards" value="CCTNOK__00004614"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>US BANCORP INVESTMENTS INC.</counterpartyName>
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      <invstOrSec>
        <name>Soaring Eagle Acquisition Corp</name>
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        <title>SOARING EAGLE ACQUISITION CO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PETROBRAS GLOBAL FINANCE B.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GUITAR CENTER INC. NEW JUNIOR PREFERRED EQUITY</title>
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          <other otherDesc="All Others" value="GTRC_PFEQ"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2021-04-05</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007117"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>824300.00000000</amtCurSold>
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            <amtCurPur>154218.90000000</amtCurPur>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Malacca Straits Acquisition Co Ltd</name>
        <lei>N/A</lei>
        <title>MALACCA STRAITS ACQUISI-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG5859B1178"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Altitude Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ALTU US 04/16/21 C10 LONG</title>
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          <ticker value="ALTU US 04/16/21 C10 Equity"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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                <issuerName>Altitude Acquisition Corp</issuerName>
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        <name>HCA INC.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FLEXENTIAL INTERMEDIATE CORPORATION</name>
        <lei>549300M6D163XS0DO113</lei>
        <title>FLEXENTIAL INTERMEDIATE CORP 144A 11.250000% 08/01/2024</title>
        <cusip>33938DAA7</cusip>
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          <isin value="US33938DAA72"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Epiphany Technology Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EPIPHANY TECHNOLOGY ACQ-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Gores Metropoulos II Inc</name>
        <lei>N/A</lei>
        <title>GORES METROPOULOS II INC SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US3828732061"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC COMMON STOCK</title>
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          <isin value="CA0717341071"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TRONOX INCORPORATED</name>
        <lei>549300EPZ4YXC7E5P181</lei>
        <title>TRONOX INC 144A 4.625000% 03/15/2029</title>
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          <isin value="US897051AC29"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 7.750000% MATURITY: PERPETUAL</title>
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          <isin value="US06738EBA29"/>
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        <curCd>USD</curCd>
        <valUSD>212784.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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            <dbtSecRefInstrument>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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      <invstOrSec>
        <name>HYATT HOTELS CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PAYCOM SOFTWARE, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <balance>794.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <delta>XXXX</delta>
            <unrealizedAppr>-4970.44000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSOLIDATED COMMUNICATIONS, INC.</name>
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          <isin value="US20903XAF06"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MACY'S RETAIL HOLDINGS, LLC</name>
        <lei>549300JMONK27O4SQQ19</lei>
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        <identifiers>
          <isin value="US55616XAH08"/>
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        <balance>3000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3021.98000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Capstar Special Purpose Acquisition Corp</name>
        <lei>N/A</lei>
        <title>CAPSTAR SPECIAL PURPOSE AC-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US14070Y1010"/>
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        <balance>6105.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59584.80000000</valUSD>
        <pctVal>0.012583579473</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 04/23/21 P3750 SHORT</title>
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          <ticker value="S4J21P Y 3750 US Index"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-169050.00000000</valUSD>
        <pctVal>-0.03570128807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 3750 Apr 2021 on S&amp;P 500 Index</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <shareNo>-11500.00000000</shareNo>
            <exercisePrice>750.00000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>105585.71000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oyster Enterprises Acquisition Corp</name>
        <lei>N/A</lei>
        <title>OYSTER ENTERPRISES ACQUISITI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <identifiers>
          <isin value="US69242M2035"/>
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        <balance>55410.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>548004.90000000</valUSD>
        <pctVal>0.115731918389</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CINEMARK HOLDINGS, INC.</name>
        <lei>549300LL2QMPTYIE0K55</lei>
        <title>CINEMARK HOLDINGS INC COMMON STOCK</title>
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        <identifiers>
          <isin value="US17243V1026"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crown PropTech Acquisitions</name>
        <lei>N/A</lei>
        <title>CROWN PROPTECH ACQUISITIONS SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G25741128</cusip>
        <identifiers>
          <isin value="KYG257411283"/>
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        <balance>21642.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215121.48000000</valUSD>
        <pctVal>0.045431019991</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ADVANCED MICRO DEVICES, INC.</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>ADVANCED MICRO DEVICES COMMON STOCK</title>
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          <isin value="US0079031078"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1720641.50000000</valUSD>
        <pctVal>-0.36337839617</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26</title>
        <cusip>165167180</cusip>
        <identifiers>
          <isin value="US1651671802"/>
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        <balance>165.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2772.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issueTitle>Chesapeake Energy Equity Warrants Class C Exp 9th Feb 2026</issueTitle>
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                  <isin value="US1651671802"/>
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      <invstOrSec>
        <name>THE KROGER CO.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO COMMON STOCK</title>
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          <isin value="US5010441013"/>
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        <curCd>USD</curCd>
        <valUSD>-429540.65000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCP &amp; Healthcare Acquisition Co</name>
        <lei>N/A</lei>
        <title>SCP &amp; CO HEALTHCARE ACQUISIT SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US7840652033"/>
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        <curCd>USD</curCd>
        <valUSD>345809.45000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FRONTIER COMMUNICATIONS CORPORATION</name>
        <lei>549300ZCZ76HYCS0H445</lei>
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        <cusip>35906AAM0</cusip>
        <identifiers>
          <isin value="US35906AAM09"/>
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        <balance>75000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>48562.50000000</valUSD>
        <pctVal>0.010255804805</pctVal>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHEWY, INC.</name>
        <lei>N/A</lei>
        <title>CHEWY INC - CLASS A COMMON STOCK</title>
        <cusip>16679L109</cusip>
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          <isin value="US16679L1098"/>
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        <balance>288.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24396.48000000</valUSD>
        <pctVal>0.005152237566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEAM HEALTH HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>TEAM HEALTH HOLDINGS INC. 2/6/2024</title>
        <cusip>87817JAE8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX156377"/>
        </identifiers>
        <balance>619703.95050000</balance>
        <units>PA</units>
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        <name>CONX Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WARNER MUSIC GROUP CORP.</name>
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      <invstOrSec>
        <name>DANAOS CORPORATION</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cablevision Lightpath CT LLC</name>
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          <isin value="US12687GAA76"/>
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      <invstOrSec>
        <name>VORNADO RLTY TST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Peridot Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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        <name>SL GREEN REALTY (REIT)</name>
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        <name>USA COMPRESSION PARTNERS, LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TRONOX INCORPORATED</name>
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        <title>TRONOX INC 144A 4.625000% 03/15/2029</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Cirsa Finance International S.a r.l.</name>
        <lei>254900KUJN6DHWH2K029</lei>
        <title>CIRSA FINANCE INTERNATIONAL SARL 144A 7.875000% 12/20/2023</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>3HG2WD2W22M120IUNG49</lei>
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        <name>Nightdragon Acquisition Corp</name>
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        <title>NIGHTDRAGON ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <title>PUERTO RICO CMWLTH COMMONWEALTH OF PUERTO RICO</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NCL FINANCE LIMITED</name>
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        <name>Decarbonization Plus Acquisition Corporation II</name>
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        <title>DECARBONIZATION PLUS ACQUISI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>TRIUMPH GROUP, INC.</name>
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        <name>OKTA, INC.</name>
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        <title>OKTA INC COMMON STOCK</title>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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      <invstOrSec>
        <name>BOARDRIDERS, INC.</name>
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        <name>Supernova Partners Acquisition Company II Ltd</name>
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        <title>SUPERNOVA PARTNERS ACQUISITI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COOPER-STANDARD AUTOMOTIVE INC.</name>
        <lei>ITCH5B3Q4RTX2PH9UN62</lei>
        <title>COOPER-STANDARD AUTOMOTIVE INC 144A 5.625000% 11/15/2026</title>
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      <invstOrSec>
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        <name>Leo Holdings Corp II</name>
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        <name>ICON PUBLIC LIMITED COMPANY</name>
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        <name>Monument Circle Acquisition Corp</name>
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        <name>GARRETT MOTION INC.</name>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <name>GENWORTH MORTGAGE HOLDINGS, INC.</name>
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        <title>GENWORTH MORTGAGE HOLDINGS INC 144A 6.500000% 08/15/2025</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Switchback II Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GODADDY INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CNX MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
        <title>CNX MIDSTREAM PARTNERS LP / CNX MIDSTREAM FINANCE 6.500000% 03/15/2026</title>
        <cusip>12654TAA8</cusip>
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          <isin value="US12654TAA88"/>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>EURO</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00007464"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ISLEWORTH HEALTHCARE ACQUISI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US46468P2011"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORTHERN OIL AND GAS, INC.</name>
        <lei>OKFF0PIZDDMNH4UCYE51</lei>
        <title>NORTHERN OIL AND GAS INC 144A 8.125000% 03/01/2028</title>
        <cusip>665531AG4</cusip>
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          <isin value="US665531AG42"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00006999"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurPur>8785100.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MEG Energy Corp.</name>
        <lei>5493002WXPTG5ZC1T326</lei>
        <title>MEG ENERGY CORP 144A 5.875000% 02/01/2029</title>
        <cusip>552704AF5</cusip>
        <identifiers>
          <isin value="US552704AF51"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>80200.00000000</valUSD>
        <pctVal>0.016937257048</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REVLON CONSUMER PRODUCTS CORPORATION</name>
        <lei>N/A</lei>
        <title>REVLON CONSUMER PRODUCTS CORPORATION 9/7/2023</title>
        <cusip>761520AY1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX153860"/>
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        <balance>896744.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>420348.79000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.25000160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2021-05-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00006995"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurPur>3688700.00000000</amtCurPur>
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      <invstOrSec>
        <name>Logitech international S.A.</name>
        <lei>549300SN6PRK6IJJC215</lei>
        <title>LOGITECH INTERNATIONAL-REG COMMON STOCK</title>
        <cusip>H50430232</cusip>
        <identifiers>
          <isin value="CH0025751329"/>
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        <curCd>USD</curCd>
        <valUSD>-1188165.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SEA LIMITED</name>
        <lei>529900OM6JLLW44YKI15</lei>
        <title>SEA LTD-ADR DEPOSITARY RECEIPT</title>
        <cusip>81141R100</cusip>
        <identifiers>
          <isin value="US81141R1005"/>
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        <balance>6244.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GRAND CANYON EDUCATION, INC.</name>
        <lei>529900XFER799IYOSW74</lei>
        <title>GRAND CANYON EDUCATION INC COMMON STOCK</title>
        <cusip>38526M106</cusip>
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          <isin value="US38526M1062"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Libbey  EXIT L+800 11/12/27 TL</name>
        <lei>N/A</lei>
        <title>Libbey  EXIT L+800 11/12/27 TL 11/13/2025</title>
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          <other otherDesc="All Others" value="LX190661"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ALIBABA GROUP HOLDING LIMITED</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT</title>
        <cusip>01609W102</cusip>
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          <isin value="US01609W1027"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Broadstone Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BROADSTONE ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G1739V118</cusip>
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          <isin value="KYG1739V1187"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BUILDERS FIRSTSOURCE, INC.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC 144A 6.750000% 06/01/2027</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COLONY CAPITAL, INC.</name>
        <lei>549300XG87L902AGBO89</lei>
        <title>Colony Capital Inc PREFERRED STOCK</title>
        <cusip>19626G603</cusip>
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          <isin value="US19626G6035"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RANGE RESOURCES CORPORATION</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>RANGE RESOURCES CORP 9.250000% 02/01/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>DOMINION DIAMOND MINES ULC</name>
        <lei>549300514YCQANUHXW83</lei>
        <title>NORTHWEST ACQUISITIONS ULC / DOMINION FINCO INC 14 7.125000% 11/01/2022</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SVF Investment Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ARCTIC CANADIAN DIAMOND COMPANY LTD.</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Edify Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EDIFY ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <balance>12783.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>127190.85000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <balance>30641.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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      <invstOrSec>
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        <lei>N/A</lei>
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          <other otherDesc="All Others" value="IRS840240"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CENGAGE LEARNING, INC.</name>
        <lei>549300BYGM0FWUSVXJ88</lei>
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        <cusip>15137NAA1</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SKECHERS U.S.A., INC.</name>
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        <title>SKECHERS USA INC-CL A COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Lakestar SPAC I SE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MALAYSIAN RINGGIT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Golden Falcon Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GOLDEN FALCON ACQUISITION CO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>ALASKA AIR GROUP, INC.</name>
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        <name>PARK HOTELS &amp; RESORTS INC.</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>336812500.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>301579.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-05-20</settlementDt>
            <unrealizedAppr>2659.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MONITRONICS INTERNATIONAL, INC.</name>
        <lei>N/A</lei>
        <title>MONITRONICS INTERNATIONAL IN COMMON STOCK</title>
        <cusip>609453105</cusip>
        <identifiers>
          <isin value="US6094531059"/>
        </identifiers>
        <balance>9238.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93950.46000000</valUSD>
        <pctVal>0.019841185670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GTCR (AP) FINANCE INC.</name>
        <lei>N/A</lei>
        <title>GTCR AP FINANCE INC 144A 8.000000% 05/15/2027</title>
        <cusip>40060QAA3</cusip>
        <identifiers>
          <isin value="US40060QAA31"/>
        </identifiers>
        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241593.75000000</valUSD>
        <pctVal>0.051021638964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>America Movil, S.A.B. de C.V.</name>
        <lei>5493000FNR3UCEAONM59</lei>
        <title>AMERICA MOVIL-SPN ADR CL L DEPOSITARY RECEIPT</title>
        <cusip>02364W105</cusip>
        <identifiers>
          <isin value="US02364W1053"/>
        </identifiers>
        <balance>-71153.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-966257.74000000</valUSD>
        <pctVal>-0.20406179198</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TREPONT ACQUISITION CORP I WT</name>
        <lei>N/A</lei>
        <title>TREPONT ACQUISITION CORP I WT EXPIRATION: 11/24/25</title>
        <cusip>G9095M127</cusip>
        <identifiers>
          <ticker value="TACA/WS"/>
        </identifiers>
        <balance>2031.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1462.32000000</valUSD>
        <pctVal>0.000308824061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="G9095M101"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2031.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-11-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-63.53000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE J. M. SMUCKER COMPANY</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>JM SMUCKER CO/THE COMMON STOCK</title>
        <cusip>832696405</cusip>
        <identifiers>
          <isin value="US8326964058"/>
        </identifiers>
        <balance>-9977.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1262389.81000000</valUSD>
        <pctVal>-0.26660125569</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-03-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Peter Rodriguez</ncom:signature>
      <ncom:signerName>Peter Rodriguez</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
