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      <invstOrSec>
        <name>COMMSCOPE, INC.</name>
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      <invstOrSec>
        <name>STRATEGIC EDUCATION, INC.</name>
        <lei>0PYXF82EO1UCNGL5I740</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LSB INDUSTRIES, INC.</name>
        <lei>5493001H215A0HG0MI71</lei>
        <title>LSB INDUSTRIES INC 144A 9.625000% 05/01/2023</title>
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          <isin value="US502160AM62"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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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        <identifiers>
          <other otherDesc="All Others" value="82028K952"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CONVERGEONE HOLDINGS, CORP.</name>
        <lei>N/A</lei>
        <title>CONVERGEONE HOLDINGS, CORP. 1/4/2026</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX177266"/>
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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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GDS HOLDINGS LIMITED</name>
        <lei>391200MGV8DDCHTN2R77</lei>
        <title>GDS HOLDINGS LTD - ADR DEPOSITARY RECEIPT</title>
        <cusip>36165L108</cusip>
        <identifiers>
          <isin value="US36165L1089"/>
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        <balance>7030.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>551784.70000000</valUSD>
        <pctVal>0.117940179981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Fortistar Sustainable Solutions Corp</name>
        <lei>N/A</lei>
        <title>FORTISTAR SUSTAINABLE SOLU-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <identifiers>
          <isin value="US34962M1062"/>
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        <units>NS</units>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NOBLE CORP WARRANTS</name>
        <lei>N/A</lei>
        <title>NOBLE CORP WARRANTS EXPIRATION: 02/05/28</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX192756"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: THE MIDDLEBY (S)</title>
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          <other otherDesc="All Others" value="TW_MIDD.O"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ACRES COMMERCIAL REALTY CORP.</name>
        <lei>549300RUJWPCMY4JFR46</lei>
        <title>ACRES COMMERCIAL REALTY CORP 4.500000% 08/15/2022</title>
        <cusip>76120WAC8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <pctVal>0.019943059712</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ONEX TSG INTERMEDIATE CORP.</name>
        <lei>N/A</lei>
        <title>ONEX TSG INTERMEDIATE CORP. 2/28/2028</title>
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          <other otherDesc="All Others" value="LX192675"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Monument Circle Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MONUMENT CIRCLE ACQUI-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <identifiers>
          <isin value="US61531M1018"/>
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        <pctVal>0.028326808466</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>East Resources Acquisition Co</name>
        <lei>N/A</lei>
        <title>EAST RESOURCES ACQUISITION CO WT EXPIRATION: 07/01/27</title>
        <cusip>274681113</cusip>
        <identifiers>
          <isin value="US2746811130"/>
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        <balance>17974.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18872.70000000</valUSD>
        <pctVal>0.004033909665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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            <writtenOrPur>Purchased</writtenOrPur>
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                <issueTitle>East Resources Acquisition Equity Warrant Exp 1st July 2027</issueTitle>
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                  <isin value="US2746811130"/>
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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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        <curCd>USD</curCd>
        <valUSD>95414.70000000</valUSD>
        <pctVal>0.020394235090</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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          <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>182325.00000000</valUSD>
        <pctVal>0.038970713242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Herens Holdco S.a r.l.</name>
        <lei>2221002FZ55AMAUX4G64</lei>
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        <cusip>427169AA5</cusip>
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          <isin value="US427169AA59"/>
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        <balance>113000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112435.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <balance>145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149154.25000000</valUSD>
        <pctVal>0.031880693846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: IHS MARKIT LTD (L)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TW_INFO.N"/>
        </identifiers>
        <balance>45002.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>109722.24000000</valUSD>
        <pctVal>0.023452373241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <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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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <terminationDt>2023-05-27</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-4960203.08000000</notionalAmt>
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            <unrealizedAppr>109722.24000000</unrealizedAppr>
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        </derivativeInfo>
        <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 2021-07-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00008468"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7574.84000000</valUSD>
        <pctVal>0.001619069888</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>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>432000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>356477.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7574.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rosecliff Acquisition Corp I</name>
        <lei>N/A</lei>
        <title>ROSECLIFF ACQUISITION CORP I WT EXPIRATION: 12/31/27</title>
        <cusip>77732R111</cusip>
        <identifiers>
          <isin value="US77732R1115"/>
        </identifiers>
        <balance>3874.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3143.36000000</valUSD>
        <pctVal>0.000671871554</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>Rosecliff Acquisition Corp I</issuerName>
                <issueTitle>Rosecliff Acquisition Equity I Warrants Exp 11 Feb 2026</issueTitle>
                <identifiers>
                  <cusip value="77732R103"/>
                  <isin value="US77732R1115"/>
                  <ticker value="RCLFW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>3874.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>810.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1576.21000000</valUSD>
        <pctVal>0.000336904033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2025-06-20</terminationDt>
            <upfrontPmnt>34698.31000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>270000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-33122.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sultanate of Oman</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>OMAN GOV INTERNTL BOND 6.750000% 01/17/2048</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1750114396"/>
        </identifiers>
        <balance>278000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276262.50000000</valUSD>
        <pctVal>0.059049207004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-17</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/23/21 P4060 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="S4N21P Y 4060 US Index"/>
        </identifiers>
        <balance>-28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30940.00000000</valUSD>
        <pctVal>-0.00661321194</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 4060 Jul 2021 on S&amp;P 500 Index</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>-2800.00000000</shareNo>
            <exercisePrice>60.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-07-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8745.39000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altice France Holding S.A.</name>
        <lei>5299000JVHXKJPOE6H40</lei>
        <title>ALTICE FRANCE HOLDING SA 144A 10.500000% 05/15/2027</title>
        <cusip>02156TAB0</cusip>
        <identifiers>
          <isin value="US02156TAB08"/>
        </identifiers>
        <balance>487000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541178.75000000</valUSD>
        <pctVal>0.115673231202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</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>INTERFACE, INC.</name>
        <lei>549300VXZWQOIDFPU355</lei>
        <title>INTERFACE INC COMMON STOCK</title>
        <cusip>458665304</cusip>
        <identifiers>
          <isin value="US4586653044"/>
        </identifiers>
        <balance>2403.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36765.90000000</valUSD>
        <pctVal>0.007858457951</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>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>
        <identifiers>
          <isin value="US865033AC86"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474000.00000000</valUSD>
        <pctVal>0.101314235989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENLINK MIDSTREAM PARTNERS, LP</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>ENLINK MIDSTREAM PARTNERS LP 5.450000% 06/01/2047</title>
        <cusip>29336UAG2</cusip>
        <identifiers>
          <isin value="US29336UAG22"/>
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        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79875.00000000</valUSD>
        <pctVal>0.017072731222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</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>CHANGE HEALTHCARE INC.</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>CHNG US 01/21/22 P17 LONG</title>
        <cusip>3S09906J1</cusip>
        <identifiers>
          <ticker value="CHNG US 01/21/22 P17 Equity"/>
        </identifiers>
        <balance>14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>420.00000000</valUSD>
        <pctVal>0.000089772107</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>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CHANGE HEALTHCARE INC.</issuerName>
                <issueTitle>CHNG Put 17 Jan 2022</issueTitle>
                <identifiers>
                  <cusip value="15912K100"/>
                  <ticker value="CHNG-01/2022-P-17"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1400.00000000</shareNo>
            <exercisePrice>17.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-871.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Churchill Capital IV Corp</name>
        <lei>N/A</lei>
        <title>CCIV US 10/15/21 C30 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCIV US 10/15/21 C30 Equity"/>
        </identifiers>
        <balance>73.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37376.00000000</valUSD>
        <pctVal>0.007988862625</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>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Churchill Capital IV Corp</issuerName>
                <issueTitle>CCIV Call 30 Oct 2021</issueTitle>
                <identifiers>
                  <cusip value="171439102"/>
                  <ticker value="CCIV-10/2021-C-30"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>7300.00000000</shareNo>
            <exercisePrice>30.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>19975.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Herens Midco S.a r.l.</name>
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        <name>GUITAR CENTER ESCROW ISSUER II, INC.</name>
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        <name>EURO</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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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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      <invstOrSec>
        <name>Angel Pond Holdings Corp</name>
        <lei>N/A</lei>
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          <isin value="KYG0447J1105"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AG ISSUER, LLC</name>
        <lei>N/A</lei>
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        <cusip>00119LAA9</cusip>
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          <isin value="US00119LAA98"/>
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        <balance>180000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <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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          <isin value="US075896AC47"/>
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        <balance>376000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <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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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CALLON PETROLEUM COMPANY</name>
        <lei>549300EFOWPEB0WLZW21</lei>
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          <isin value="US13123XBD30"/>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/30/21 P4050 SHORT</title>
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        <name>NUANCE COMMUNICATIONS, INC.</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALPHABET INC.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC-CL A COMMON STOCK</title>
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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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          <isin value="KYG1261Q1230"/>
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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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          <isin value="US71654QCZ37"/>
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      <invstOrSec>
        <name>PropTech Investment II Corp</name>
        <lei>N/A</lei>
        <title>PROPTECH INVESTMENT CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LANNETT COMPANY, INC.</name>
        <lei>5299001DJ6C90XX17G45</lei>
        <title>LANNETT CO INC 144A 7.750000% 04/15/2026</title>
        <cusip>51602UAD0</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <balance>55000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CF Acquisition Corp V</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                <issuerName>CF Acquisition Corp V</issuerName>
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      <invstOrSec>
        <name>DT MIDSTREAM, INC.</name>
        <lei>N/A</lei>
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          <isin value="US23345MAB37"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INTEL CORPORATION</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP COMMON STOCK</title>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
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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>VOC ESCROW LTD</name>
        <lei>N/A</lei>
        <title>VOC ESCROW LTD 144A 5.000000% 02/15/2028</title>
        <cusip>91832VAA2</cusip>
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          <isin value="US91832VAA26"/>
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        <curCd>USD</curCd>
        <valUSD>75825.00000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sports Ventures Acquisition Corp</name>
        <lei>N/A</lei>
        <title>SPORTS VENTURES ACQUISITIO-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G8372A103</cusip>
        <identifiers>
          <isin value="KYG8372A1031"/>
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        <balance>2811.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27294.81000000</valUSD>
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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>SLACK TECHNOLOGIES, INC.</name>
        <lei>549300VIZRB02KN4IJ45</lei>
        <title>SLACK TECHNOLOGIES INC- CL A COMMON STOCK</title>
        <cusip>83088V102</cusip>
        <identifiers>
          <isin value="US83088V1026"/>
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        <balance>61053.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2704647.90000000</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>CHT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CHT 2017-COSMO MORTGAGE TRUST CHT 2017-CSMO F</title>
        <cusip>12546DAQ0</cusip>
        <identifiers>
          <isin value="US12546DAQ07"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ECHOSTAR CORPORATION</name>
        <lei>549300EE20907QZ9GT38</lei>
        <title>ECHOSTAR CORP-A COMMON STOCK</title>
        <cusip>278768106</cusip>
        <identifiers>
          <isin value="US2787681061"/>
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        <curCd>USD</curCd>
        <valUSD>195583.08000000</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>MINERAL RESOURCES LIMITED</name>
        <lei>5299007V1ACKFFX2P066</lei>
        <title>MINERAL RESOURCES LTD 144A 8.125000% 05/01/2027</title>
        <cusip>603051AA1</cusip>
        <identifiers>
          <isin value="US603051AA15"/>
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        <balance>265000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>291168.75000000</valUSD>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SQUARE, INC.</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>SQUARE INC - A COMMON STOCK</title>
        <cusip>852234103</cusip>
        <identifiers>
          <isin value="US8522341036"/>
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        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.375000% 01/23/2045</title>
        <cusip>71654QBR2</cusip>
        <identifiers>
          <isin value="US71654QBR20"/>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP 144A 10.500000% 02/01/2026</title>
        <cusip>143658BG6</cusip>
        <identifiers>
          <isin value="US143658BG61"/>
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        <curCd>USD</curCd>
        <valUSD>110603.75000000</valUSD>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>CASH MGMT BILL 0.000000% 10/05/2021</title>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DHB Capital Corp</name>
        <lei>N/A</lei>
        <title>DHB CAPITAL CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>23291W208</cusip>
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          <isin value="US23291W2089"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>AMBIENCE MERGER SUB, INC.</name>
        <lei>N/A</lei>
        <title>AMBIENCE MERGER SUB INC 144A 7.125000% 07/15/2029</title>
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          <isin value="US04650YAB65"/>
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        <name>Z-Work Acquisition Corp</name>
        <lei>N/A</lei>
        <title>Z-WORK ACQUISITION CORP WT EXPIRATION: 01/04/26</title>
        <cusip>98880C110</cusip>
        <identifiers>
          <isin value="US98880C1100"/>
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        <balance>22845.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20560.50000000</valUSD>
        <pctVal>0.004394665293</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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                <issuerName>Z-Work Acquisition Corp</issuerName>
                <issueTitle>Z Work Acquisition Equity Warrant Exp 29 Jan 2026</issueTitle>
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                  <isin value="US98880C1100"/>
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            <delta>XXXX</delta>
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        <name>CHANGE HEALTHCARE INC.</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>Ares Acquisition Corp</name>
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        <name>DISH DBS Corporation</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>GUITAR CENTER TRANCHE I WARRANTS</name>
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        <name>Omnichannel Acquisition Corp</name>
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        <name>Mason Industrial Technology Inc</name>
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      <invstOrSec>
        <name>FTAC Hera Acquisition Corp</name>
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        <title>FTAC HERA ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>Constellation Pharmaceuticals Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>EQ Health Acquisition Corp</name>
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        <name>PAYLOCITY HOLDING CORPORATION</name>
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        <name>INN OF THE MOUNTAIN GODS RESORT AND CASINO</name>
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        <name>SECURE ENERGY SERVICES INC.</name>
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      <invstOrSec>
        <name>Authentic Equity Acquisition Corp</name>
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        <title>AUTHENTIC EQUITY ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>HERON THERAPEUTICS, INC.</name>
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      <invstOrSec>
        <name>WEX INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Itiquira Acquisition Corp</name>
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        <name>N/A</name>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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      <invstOrSec>
        <name>DIGITALBRIDGE GROUP, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ZILLOW GROUP, INC.</name>
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        <name>SARACEN DEVELOPMENT LLC</name>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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      <invstOrSec>
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        <name>Healthcare Capital Corp</name>
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      <invstOrSec>
        <name>G&amp;P Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>Kingdom of Bahrain</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Dune Acquisition Corp</name>
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        <name>FIRST QUANTUM MINERALS LTD.</name>
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        <name>Itiquira Acquisition Corp</name>
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        <name>OPEN LENDING CORPORATION</name>
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        <name>Z-Work Acquisition Corp</name>
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        <name>Opendoor Technologies Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>ATLAS AIR WORLDWIDE HOLDINGS, INC.</name>
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        <name>SALESFORCE.COM INC</name>
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        <title>SALESFORCE.COM INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mission Advancement Corp</name>
        <lei>N/A</lei>
        <title>MISSION ADVANCEMENT CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00009025"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>Spartan Acquisition III Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <name>ICH US INTERMEDIATE HOLDINGS II, INC.</name>
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        <name>Northern Star Investment Corp III</name>
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        <name>ORYX FUNDING LIMITED</name>
        <lei>549300S728CF0BBRC295</lei>
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        <name>NEW FORTRESS ENERGY INC.</name>
        <lei>N/A</lei>
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        <name>UNIVISION COMMUNICATIONS INC.</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>UNIVISION COMMUNICATIONS INC 144A 6.625000% 06/01/2027</title>
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        <name>TEAM HEALTH HOLDINGS, INC.</name>
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        <name>ULTA BEAUTY, INC.</name>
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        <name>Kakao Corp.</name>
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        <name>KludeIn I Acquisition Corp</name>
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        <name>Olin Corporation</name>
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        <name>COVA Acquisition Corp</name>
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        <name>TRAVELPORT FINANCE</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>MAGNACHIP SEMICONDUCTOR CORPORATION</name>
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        <title>MX US 12/17/21 P20 LONG</title>
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        <name>TACORA RESOURCES INC.</name>
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      <invstOrSec>
        <name>COMMSCOPE TECHNOLOGIES LLC</name>
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        <name>Ribbit LEAP Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BRK: MORGAN STANLEY</name>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
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        <cusip>91705JAC9</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT VARIABLE RATE 05/31/2040</title>
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          <isin value="XS1303929894"/>
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        <balance>623000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>MCAP Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MCAP ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HARVEST MIDSTREAM I, L.P.</name>
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        <cusip>417558AA1</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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      <invstOrSec>
        <name>GLOBAL SPAC PARTNERS CO WT</name>
        <lei>N/A</lei>
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        <name>EAGLE MATERIALS INC.</name>
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        <name>Novo Banco, S.A.</name>
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        <name>NCL CORPORATION LTD.</name>
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        <name>JinkoSolar Holding Co., Ltd.</name>
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        <name>UNITED STATES CELLULAR CORPORATION</name>
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        <name>PMV Consumer Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PMV CONSUMER ACQUISITION CORP WT EXPIRATION: 08/31/27</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>HURTIGRUTEN GROUP AS</name>
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      <invstOrSec>
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        <name>PROVIDENT ACQUISITION CORP WT</name>
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        <name>SCION TECH GROWTH I WT</name>
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        <name>AADVANTAGE LOYALTY IP LTD.</name>
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        <name>MOELIS &amp; COMPANY</name>
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        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <name>MOUNTAIN PROVINCE DIAMONDS INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STWD MORTGAGE TRUST</name>
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        <name>WHEEL PROS, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ALLIED UNIVERSAL HOLDCO LLC</name>
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        <name>PTC INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CINCINNATI BELL INC.</name>
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        <name>North Atlantic Acquisition Corp</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: WILLIS TOWERS WAT(L)</title>
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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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        <name>AVIANCA HOLDINGS S.A.</name>
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        <title>AVIANCA HOLDINGS S.A. 11/10/2021</title>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Seaport Global Acquisition Corp</name>
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        <identifiers>
          <isin value="US8122271146"/>
        </identifiers>
        <balance>9479.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8151.94000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>CANTOR FITZGERALD CO.</counterpartyName>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
                <issuerName>Seaport Global Acquisition Corp</issuerName>
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                </identifiers>
              </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>PWP Forward Acquisition Corp I</name>
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        <identifiers>
          <isin value="US74709Q1195"/>
        </identifiers>
        <balance>1312.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1285.89000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>PWP Forward Acquisition Corp I</issuerName>
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                  <cusip value="74709Q101"/>
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                  <ticker value="FRWAW"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1312.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>233.80000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00007871"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
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        <pctVal>0.001800266338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>538191.90000000</amtCurSold>
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            <amtCurPur>676800.00000000</amtCurPur>
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            <settlementDt>2021-07-21</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QTS REALTY TRUST, INC.</name>
        <lei>5493006PA4CJK4OG2J54</lei>
        <title>QTS REALTY TRUST INC-CL A REIT</title>
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        <identifiers>
          <isin value="US74736A1034"/>
        </identifiers>
        <balance>14072.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1087765.60000000</valUSD>
        <pctVal>0.232502406539</pctVal>
        <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
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          <isin value="US85172FAN96"/>
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        <balance>105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>122294.55000000</valUSD>
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        <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>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="SRN21P Y 4200 US Index"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33990.00000000</valUSD>
        <pctVal>0.007265128441</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>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 4200 Jul 2021 on S&amp;P 500 Index</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>1100.00000000</shareNo>
            <exercisePrice>200.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-08-02</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5508.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS Acquisition Holdings Corp II</name>
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        <identifiers>
          <ticker value="GSAH US 08/20/21 C10 Equity"/>
        </identifiers>
        <balance>22.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>990.00000000</valUSD>
        <pctVal>0.000211605682</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GS Acquisition Holdings Corp II</issuerName>
                <issueTitle>GSAH Call 10 Aug 2021</issueTitle>
                <identifiers>
                  <cusip value="36258Q105"/>
                  <ticker value="GSAH-08/2021-C-10"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2200.00000000</shareNo>
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            <expDt>2021-08-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1436.26000000</unrealizedAppr>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARCTIC CANADIAN DIAMOND COMPANY LTD.</name>
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        <title>ARCTIC CANADIAN DIAMOND COMPANY LTD. 12/31/2027</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX192700"/>
        </identifiers>
        <balance>215102.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215102.78000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE CHARLES SCHWAB CORPORATION</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHWAB (CHARLES) CORP COMMON STOCK</title>
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        <identifiers>
          <isin value="US8085131055"/>
        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>-1102197.78000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106595"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <valUSD>4985.30000000</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">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>43116271.36000000</amtCurSold>
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            <settlementDt>2021-09-15</settlementDt>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Science Strategic Acquisition Alpha Corp</name>
        <lei>N/A</lei>
        <title>SCIENCE STRATEGIC ACQUISITIO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>808641203</cusip>
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          <isin value="US8086412033"/>
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        <balance>28315.00000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZOOM VIDEO COMMUNICATIONS, INC.</name>
        <lei>549300T9GCHU0ODOM055</lei>
        <title>ZOOM VIDEO COMMUNICATIONS-A COMMON STOCK</title>
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        <identifiers>
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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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROG Holdings, Inc</name>
        <lei>549300DHYTLBOVRXIG52</lei>
        <title>PROG HOLDINGS INC COMMON STOCK</title>
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        <identifiers>
          <isin value="US74319R1014"/>
        </identifiers>
        <balance>37800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1819314.00000000</valUSD>
        <pctVal>0.388865839526</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACTIVISION BLIZZARD, INC.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>ACTIVISION BLIZZARD INC COMMON STOCK</title>
        <cusip>00507V109</cusip>
        <identifiers>
          <isin value="US00507V1098"/>
        </identifiers>
        <balance>14314.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1366128.16000000</valUSD>
        <pctVal>0.292000486908</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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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>5025.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3969.75000000</valUSD>
        <pctVal>0.000848506726</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>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="G52110114"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>5025.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-261.99000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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        <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/GBP SETTLE 2021-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006001"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1116.03000000</valUSD>
        <pctVal>0.000238543727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UPC Broadband Finco B.V.</name>
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        <name>PBF HOLDING COMPANY LLC</name>
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        <cusip>69318FAG3</cusip>
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        <name>Republic of Ghana</name>
        <lei>213800PP4399SNNXZ126</lei>
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        <cusip>37443GAL5</cusip>
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        <name>JAPANESE YEN</name>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <name>FREEDOM MORTGAGE CORPORATION</name>
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        <name>Shift4 Payments Inc</name>
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        <name>BCPE ULYSSES MERGER SUB, LLC</name>
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        <name>EVERI PAYMENTS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>Sonos Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <name>IHEARTCOMMUNICATIONS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <title>WINDSTREAM SERVICES WARRANTS *</title>
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          <other otherDesc="All Others" value="LX190073"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PMV Consumer Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PMV CONSUMER ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: APOLLOGLOBALMGMT(S)</title>
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        <name>InterPrivate III Financial Partners Inc</name>
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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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        <name>ICAHN ENTERPRISES L.P.</name>
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        <title>ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 4.375000% 02/01/2029</title>
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        <name>CHS/COMMUNITY HEALTH SYSTEMS, INC.</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/COMMUNITY HEALTH SYSTEMS INC 144A 4.750000% 02/15/2031</title>
        <cusip>12543DBK5</cusip>
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      <invstOrSec>
        <name>LIFEPOINT HEALTH, INC.</name>
        <lei>549300G8ZVHRTBBBSZ90</lei>
        <title>LIFEPOINT HEALTH INC 144A 5.375000% 01/15/2029</title>
        <cusip>53219LAU3</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MIDWEST GAMING BORROWER, LLC</name>
        <lei>5493005826VXDUREHL94</lei>
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        <name>Leo Holdings Corp II</name>
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        <name>ALBERTSONS COMPANIES, INC.</name>
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        <name>TRAVERSE MIDSTREAM PARTNERS LLC</name>
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        <name>ARCTIC CANADIAN DIAMOND COMPANY LTD.</name>
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        <name>Aegion 4/21 TL</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>Skydeck Acquisition Corp</name>
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        <title>BED BATH &amp; BEYOND INC COMMON STOCK</title>
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        <name>PREMIER BRANDS GROUP HOLDINGS LLC</name>
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          <maturityDt>2024-03-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.13488040</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>Slam Corp</name>
        <lei>N/A</lei>
        <title>SLAM CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G8210L113</cusip>
        <identifiers>
          <isin value="KYG8210L1133"/>
        </identifiers>
        <balance>5460.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54490.80000000</valUSD>
        <pctVal>0.011647033271</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>Churchill Capital Corp VII</name>
        <lei>N/A</lei>
        <title>CHURCHILL CAPITAL CORP VII SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>17144M201</cusip>
        <identifiers>
          <isin value="US17144M2017"/>
        </identifiers>
        <balance>8155.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81631.55000000</valUSD>
        <pctVal>0.017448181689</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>BOOT BARN HOLDINGS, INC.</name>
        <lei>529900QE1BFMYA3N4E71</lei>
        <title>BOOT BARN HOLDINGS INC COMMON STOCK</title>
        <cusip>099406100</cusip>
        <identifiers>
          <isin value="US0994061002"/>
        </identifiers>
        <balance>-3083.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-259126.15000000</valUSD>
        <pctVal>-0.05538643019</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>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"/>
        </identifiers>
        <balance>15937.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11155.90000000</valUSD>
        <pctVal>0.002384496804</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>Progress Acquisition Corp</issuerName>
                <issueTitle>Progress Acquisition Equity Warrant Exp 11 Nov 2027</issueTitle>
                <identifiers>
                  <cusip value="74327P105"/>
                  <isin value="US74327P1131"/>
                  <ticker value="PGRWW"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>15937.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3030.90000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KIMCO REALTY CORPORATION</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIMCO REALTY CORP REIT</title>
        <cusip>49446R109</cusip>
        <identifiers>
          <isin value="US49446R1095"/>
        </identifiers>
        <balance>52320.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1090872.00000000</valUSD>
        <pctVal>0.233166378148</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>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: CLOUDERA INC (L)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TW_CLDR.N"/>
        </identifiers>
        <balance>6032.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>645.57000000</valUSD>
        <pctVal>0.000137986142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <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">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-06-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-95021.95900000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>645.57000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PropTech Investment II Corp</name>
        <lei>N/A</lei>
        <title>PROPTECH INVESTMENT CORP II WT EXPIRATION: 12/31/27</title>
        <cusip>743497117</cusip>
        <identifiers>
          <isin value="US7434971179"/>
        </identifiers>
        <balance>4327.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4370.27000000</valUSD>
        <pctVal>0.000934115118</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>PropTech Investment II Corp</issuerName>
                <issueTitle>PropTech Investment II Equity Warrant Exp 8th Dec 2027</issueTitle>
                <identifiers>
                  <cusip value="743497109"/>
                  <isin value="US7434971179"/>
                  <ticker value="PTICW"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>4327.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>716.73000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRYON PARK CLO, LTD.</name>
        <lei>N/A</lei>
        <title>TRYON PARK CLO LTD TPCLO 2013-1A CR</title>
        <cusip>89852TAR9</cusip>
        <identifiers>
          <isin value="US89852TAR95"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249095.75000000</valUSD>
        <pctVal>0.053242501264</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>
          <annualizedRt>2.88375120</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>GENERAL MOTORS COMPANY</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO COMMON STOCK</title>
        <cusip>37045V100</cusip>
        <identifiers>
          <isin value="US37045V1008"/>
        </identifiers>
        <balance>826.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48874.42000000</valUSD>
        <pctVal>0.010446570720</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>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/16/21 P4050 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TQN21P Y 4050 US Index"/>
        </identifiers>
        <balance>-74.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41514.00000000</valUSD>
        <pctVal>-0.00887333163</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 4050 Jul 2021 on S&amp;P 500 Index</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <shareNo>-7400.00000000</shareNo>
            <exercisePrice>50.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-07-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>141305.78000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mohegan Gaming &amp; Entertainment</name>
        <lei>549300UB083Z2NRDHC48</lei>
        <title>MOHEGAN GAMING &amp; ENTERTAINMENT 144A 8.000000% 02/01/2026</title>
        <cusip>608328BH2</cusip>
        <identifiers>
          <isin value="US608328BH21"/>
        </identifiers>
        <balance>379000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396017.10000000</valUSD>
        <pctVal>0.084645928112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</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>EQT CORPORATION</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP 7.625000% 02/01/2025</title>
        <cusip>26884LAH2</cusip>
        <identifiers>
          <isin value="US26884LAH24"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58324.50000000</valUSD>
        <pctVal>0.012466460246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.62500000</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>MAGNACHIP SEMICONDUCTOR CORPORATION</name>
        <lei>529900P54J1ATLRBUV29</lei>
        <title>MX US 09/17/21 P22.5 LONG</title>
        <cusip>19J994PE7</cusip>
        <identifiers>
          <ticker value="MX US 09/17/21 P22.5 Equity"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>150.00000000</valUSD>
        <pctVal>0.000032061467</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>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MAGNACHIP SEMICONDUCTOR CORPORATION</issuerName>
                <issueTitle>MX Put 22.5 Sep 2021</issueTitle>
                <identifiers>
                  <cusip value="55933J203"/>
                  <ticker value="MX-09/2021-P-22.5"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
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            <shareNo>100.00000000</shareNo>
            <exercisePrice>22.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>24.72000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAIDU, INC.</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>BAIDU INC - SPON ADR DEPOSITARY RECEIPT</title>
        <cusip>056752108</cusip>
        <identifiers>
          <isin value="US0567521085"/>
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        <balance>4122.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>840475.80000000</valUSD>
        <pctVal>0.179645914651</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>DOMTAR CORPORATION</name>
        <lei>XYSIJOU3HNVROZWNA008</lei>
        <title>DOMTAR CORP COMMON STOCK</title>
        <cusip>257559203</cusip>
        <identifiers>
          <isin value="US2575592033"/>
        </identifiers>
        <balance>1198.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65842.08000000</valUSD>
        <pctVal>0.014073291205</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>N/A</name>
        <lei>N/A</lei>
        <title>NOBLE CORP NEW COMMON STOCK</title>
        <cusip>G7998G106</cusip>
        <identifiers>
          <isin value="BMG7998G1069"/>
        </identifiers>
        <balance>1106.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27650.00000000</valUSD>
        <pctVal>0.005909997099</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>GUITAR CENTER TRANCHE II WARRANTS</name>
        <lei>N/A</lei>
        <title>GUITAR CENTER TRANCHE II WARRANTS 12/22/2070</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="GTRC_WT_2"/>
        </identifiers>
        <balance>574.00000000</balance>
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        <name>BAUSCH HEALTH COMPANIES INC.</name>
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        <name>Progress Acquisition Corp</name>
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        <name>Lightspeed POS Inc</name>
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        <name>SEI Daily Income Trust: Prime Obligation Fund; Class A Shares</name>
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        <name>TAILWIND INTERNATIONAL ACQUISITION CORP WT</name>
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        <name>TOURMALINE OIL CORP.</name>
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        <name>KINS TECHNOLOGY GROUP INC WT</name>
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        <name>THE WE COMPANY MC LLC</name>
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        <name>CUMULUS MEDIA NEW HOLDINGS INC.</name>
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        <name>Gores Guggenheim Inc</name>
        <lei>N/A</lei>
        <title>GORES GUGGENHEIM INC SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>38286Q206</cusip>
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          <isin value="US38286Q2066"/>
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        <curCd>USD</curCd>
        <valUSD>56536.48000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN GREETINGS</name>
        <lei>N/A</lei>
        <title>AMERICAN GREETINGS 4/6/2024</title>
        <cusip>02639DAL0</cusip>
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          <other otherDesc="All Others" value="LX172399"/>
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        <valUSD>189766.72000000</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>2024-04-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50000080</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>
        <name>Constellation Pharmaceuticals Inc</name>
        <lei>N/A</lei>
        <title>CNST US 07/16/21 P25 LONG</title>
        <cusip>10Q991720</cusip>
        <identifiers>
          <ticker value="CNST US 07/16/21 P25 Equity"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20.00000000</valUSD>
        <pctVal>0.000004274862</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>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Constellation Pharmaceuticals Inc</issuerName>
                <issueTitle>CNST Put 25 Jul 2021</issueTitle>
                <identifiers>
                  <cusip value="210373106"/>
                  <ticker value="CNST-07/2021-P-25"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>9.43000000</unrealizedAppr>
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        <securityLending>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CENVEO CORPORATION EQUITY CENVEO 9/18 REORG</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX175990"/>
        </identifiers>
        <balance>2777.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16662.00000000</valUSD>
        <pctVal>0.003561387763</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>Endo Designated Activity Company</name>
        <lei>N/A</lei>
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        <cusip>29273DAC4</cusip>
        <identifiers>
          <isin value="US29273DAC48"/>
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        <balance>128000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86317.44000000</valUSD>
        <pctVal>0.018449758409</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>FIRST QUANTUM MINERALS LTD.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>FIRST QUANTUM MINERALS LTD 144A 7.500000% 04/01/2025</title>
        <cusip>335934AL9</cusip>
        <identifiers>
          <isin value="US335934AL97"/>
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        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332000.00000000</valUSD>
        <pctVal>0.070962713815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</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>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 144A 4.625000% 12/01/2030</title>
        <cusip>126307BD8</cusip>
        <identifiers>
          <isin value="US126307BD80"/>
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        <balance>770000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>755454.70000000</valUSD>
        <pctVal>0.161473239990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</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>
      <invstOrSec>
        <name>ASBURY AUTOMOTIVE GROUP, INC.</name>
        <lei>549300JH4DTA7U42GL91</lei>
        <title>ASBURY AUTOMOTIVE GROUP COMMON STOCK</title>
        <cusip>043436104</cusip>
        <identifiers>
          <isin value="US0434361046"/>
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        <balance>-2247.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-385068.39000000</valUSD>
        <pctVal>-0.08230571674</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>TAPESTRY, INC.</name>
        <lei>549300LJNVY5SW3VTN33</lei>
        <title>TAPESTRY INC COMMON STOCK</title>
        <cusip>876030107</cusip>
        <identifiers>
          <isin value="US8760301072"/>
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        <balance>-16632.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-723159.36000000</valUSD>
        <pctVal>-0.15457033345</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>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>
        <identifiers>
          <isin value="US03690EAA64"/>
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        <balance>195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217933.95000000</valUSD>
        <pctVal>0.046581881098</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>7.87500000</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>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>9395.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93950.00000000</valUSD>
        <pctVal>0.020081165551</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>POLAR US BORROWER, LLC</name>
        <lei>549300VWTN2NKZWJ5F70</lei>
        <title>POLAR US BORROWER LLC / SCHENECTADY INTERNATIONAL 6.750000% 05/15/2026</title>
        <cusip>73103PAA5</cusip>
        <identifiers>
          <isin value="US73103PAA57"/>
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        <balance>186000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186232.50000000</valUSD>
        <pctVal>0.039805914459</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>6.75000000</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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2021-07-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00008466"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-963.53000000</valUSD>
        <pctVal>-0.00020594790</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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            <curSold>ILS</curSold>
            <amtCurPur>403620.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <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>74000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78665.70000000</valUSD>
        <pctVal>0.016814251675</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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          <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>INTERPRIVATE III FINANCIAL PARTNERS INC WT</name>
        <lei>N/A</lei>
        <title>INTERPRIVATE III FINANCIAL PARTNERS INC WT EXPIRATION: 12/31/27</title>
        <cusip>46064R114</cusip>
        <identifiers>
          <ticker value="IPVF/WS"/>
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        <balance>131.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>149.34000000</valUSD>
        <pctVal>0.000031920396</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>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <writtenOrPur>Purchased</writtenOrPur>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Clarim Acquisition Corp</name>
        <lei>N/A</lei>
        <title>CLARIM ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>18049C116</cusip>
        <identifiers>
          <isin value="US18049C1163"/>
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        <balance>9143.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8045.84000000</valUSD>
        <pctVal>0.001719742895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Clarim Acquisition Corp</issuerName>
                <issueTitle>Clarim Acquisition Equity Warrant Exp 05 Jan 2026</issueTitle>
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                  <isin value="US18049C1163"/>
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            <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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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>-4829.30000000</valUSD>
        <pctVal>-0.00103222961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BRK: JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <name>BOMBARDIER INC.</name>
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      <invstOrSec>
        <name>HIG Acquisition Corp</name>
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        <name>MAVENIR SYSTEMS INC.</name>
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        <name>Rosecliff Acquisition Corp I</name>
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        <name>Montes Archimedes Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MONTES ARCHIMEDES ACQUISIT-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>EVERI HOLDINGS INC.</name>
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        <title>EVERI HOLDINGS INC COMMON STOCK</title>
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        <name>MAGELLAN HEALTH, INC.</name>
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        <name>Mason Industrial Technology Inc</name>
        <lei>N/A</lei>
        <title>MASON INDUSTRIAL TECHNOLOGY SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>Petroleos Mexicanos</name>
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        <title>PETROLEOS MEXICANOS 144A 6.950000% 01/28/2060</title>
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        <name>FACEBOOK, INC.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>FACEBOOK INC-CLASS A COMMON STOCK</title>
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        <name>CANADIAN DOLLAR</name>
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        <name>DIVERSIFIED HEALTHCARE TRUST</name>
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        <name>TAILWIND TWO ACQUISITION CORP WT</name>
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        <title>TAILWIND TWO ACQUISITION CORP WT EXPIRATION: 03/09/28</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Digital Transformation Opportunities Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ITT HOLDINGS LLC</name>
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        <name>BRK: MORGAN STANLEY</name>
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      <invstOrSec>
        <name>DELTA AIR LINES, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Magnum Opus Acquisition Ltd</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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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>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  SEP21 PHYSICAL INDEX FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DHC Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FREEPORT-MCMORAN INC.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bite Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BITE ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>Kairos Acquisition Corp</name>
        <lei>N/A</lei>
        <title>KAIROS ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>VIKING CRUISES LTD</name>
        <lei>549300IJP90T4MV2GL84</lei>
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        <name>SPARTANNASH COMPANY</name>
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        <name>FinTech Evolution Acquisition Group</name>
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        <title>FINTECH EVOLUTION ACQUISITIO SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>MICRO FOCUS INTERNATIONAL PLC</name>
        <lei>213800F8E4X648142844</lei>
        <title>MICRO FOCUS INTL-SPN ADR DEPOSITARY RECEIPT</title>
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        <name>Peridot Acquisition Corp II</name>
        <lei>N/A</lei>
        <title>PERIDOT ACQUISITION CORP II SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>REDFIN CORPORATION</name>
        <lei>549300HXWD3JEMZU3O57</lei>
        <title>REDFIN CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sustainable Development Acquisition I Corp</name>
        <lei>N/A</lei>
        <title>SUSTAINABLE DEVELOPMENT ACQUISITION I CORP WT EXPIRATION: 12/31/28</title>
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          <isin value="US86934L1118"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Purchased</writtenOrPur>
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        <name>SYNIVERSE HOLDINGS INC.</name>
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        <name>The Hashemite Kingdom of Jordan</name>
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        <name>EPIC Y-GRADE SERVICES, LP</name>
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        <name>TGG TS ACQUISITION COMPANY</name>
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        <name>ESM Acquisition Corp</name>
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        <name>SHELF DRILLING HOLDINGS, LTD.</name>
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        <name>BAUSCH HEALTH COMPANIES INC.</name>
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        <name>Giginternational1 Inc</name>
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        <name>SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY</name>
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          <isin value="IE00BKVD2N49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HIGHLAND TRANSCEND PARTNERS I CORP WT</name>
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          <ticker value="HTPA/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Scion Tech Growth I</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TAKE-TWO INTERACTIVE SOFTWARE, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Banque Centrale de Tunisie</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DIAMOND SPORTS GROUP, LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Isleworth Healthcare Acquisition Corp</name>
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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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      <invstOrSec>
        <name>PENN NATIONAL GAMING, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GLASS MOUNTAIN 12/17 TLB</name>
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          <other otherDesc="All Others" value="LX170112"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <curCd>USD</curCd>
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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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            <descRefInstrmnt>
              <indexBasketInfo>
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        <name>TURNING POINT BRANDS, INC.</name>
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      <invstOrSec>
        <name>THE GOODYEAR TIRE &amp; RUBBER COMPANY</name>
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        <name>WYNN LAS VEGAS, LLC</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: THERMO FISHER SCI(S)</title>
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      <invstOrSec>
        <name>SPDR S&amp;P 500 ETF Trust</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KISMET ACQUISITION TWO CORP WT</name>
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        <title>KISMET ACQUISITION TWO CORP WT EXPIRATION: 12/31/27</title>
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          <ticker value="KAIIW"/>
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        <balance>11690.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.002273777871</pctVal>
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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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        <name>Jack Creek Investment Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PELOTON INTERACTIVE, INC.</name>
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        <name>Kingdom of Saudi Arabia</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.750000% 02/03/2032</title>
        <cusip>N/A</cusip>
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          <isin value="XS2109766472"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PEAK 10 HOLDING CORPORATION</name>
        <lei>N/A</lei>
        <title>PEAK 10 HOLDING CORPORATION 8/1/2024</title>
        <cusip>70469CAC4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX167187"/>
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        <balance>668994.81980000</balance>
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        <curCd>USD</curCd>
        <valUSD>612371.10000000</valUSD>
        <pctVal>0.130890105777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64725000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC BANK PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>HSBC BANK PLC 144A ZERO COUPON 08/19/2021</title>
        <cusip>BP5990232</cusip>
        <identifiers>
          <isin value="XS2346541100"/>
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        <balance>6450000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EGP" exchangeRt="15.69500000"/>
        <valUSD>405407.71000000</valUSD>
        <pctVal>0.086653106335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</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>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.350000% 02/12/2048</title>
        <cusip>71654QCL4</cusip>
        <identifiers>
          <isin value="US71654QCL41"/>
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        <balance>1074000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>915262.80000000</valUSD>
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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>
          <annualizedRt>6.35000000</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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-07-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00008243"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1848.65000000</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>
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            <amtCurSold>261000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>212644.13000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <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>7956.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78605.28000000</valUSD>
        <pctVal>0.016801337316</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>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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        <balance>7475.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6803.00000000</valUSD>
        <pctVal>0.001454094403</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>
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                <issueTitle>N/A</issueTitle>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1490.10000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kairos Acquisition Corp</name>
        <lei>N/A</lei>
        <title>KAIROS ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G52110114</cusip>
        <identifiers>
          <isin value="KYG521101140"/>
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        <balance>488.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4733.60000000</valUSD>
        <pctVal>0.001011774403</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHANGE HEALTHCARE INC.</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>CHNG US 10/15/21 P17 LONG</title>
        <cusip>3S09907C5</cusip>
        <identifiers>
          <ticker value="CHNG US 10/15/21 P17 Equity"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10.00000000</valUSD>
        <pctVal>0.000002137431</pctVal>
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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">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>CHANGE HEALTHCARE INC.</issuerName>
                <issueTitle>CHNG Put 17 Oct 2021</issueTitle>
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                  <cusip value="15912K100"/>
                  <ticker value="CHNG-10/2021-P-17"/>
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            </descRefInstrmnt>
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            <expDt>2021-10-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-60.57000000</unrealizedAppr>
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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>
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        <curCd>USD</curCd>
        <valUSD>107315.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GODADDY INC - CLASS A</name>
        <lei>N/A</lei>
        <title>GODADDY INC - CLASS A COMMON STOCK</title>
        <cusip>380237107</cusip>
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          <isin value="US3802371076"/>
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        <balance>-7309.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-635590.64000000</valUSD>
        <pctVal>-0.13585312256</pctVal>
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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>
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        <balance>134000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133437.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

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          <isDefault>N</isDefault>
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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>
        <identifiers>
          <isin value="KYG0316P1147"/>
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        <balance>46.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>464.60000000</valUSD>
        <pctVal>0.000099305050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <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>TRILOGY INTERNATIONAL SOUTH PACIFIC LLC</name>
        <lei>N/A</lei>
        <title>TRILOGY INTERNATIONAL SOUTH PACIFIC LLC / TISP FIN 8.875000% 05/15/2023</title>
        <cusip>89623TAA4</cusip>
        <identifiers>
          <isin value="US89623TAA43"/>
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        <balance>316103.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315067.76000000</valUSD>
        <pctVal>0.067343564112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.87500000</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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>CASH MGMT BILL 0.000000% 09/28/2021</title>
        <cusip>912796L56</cusip>
        <identifiers>
          <isin value="US912796L566"/>
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        <balance>630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629937.70000000</valUSD>
        <pctVal>0.134644845562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-28</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>CLOUDFLARE, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Biotech Acquisition Co</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COVA Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>1</fairValLevel>
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        <name>FMG RESOURCES (AUGUST 2006) PTY LTD</name>
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        <cusip>30251GBC0</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>1011778 B.C. UNLIMITED LIABILITY COMPANY</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>SportsTek Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US8491961186"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Virtuoso Acquisition Corp</name>
        <lei>N/A</lei>
        <title>VIRTUOSO ACQUISITION CORP -A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HOME POINT CAPITAL INC.</name>
        <lei>549300DQF6YN0E43PM71</lei>
        <title>HOME POINT CAPITAL INC 144A 5.000000% 02/01/2026</title>
        <cusip>43734LAA4</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2021-08-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00009026"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Stratim Cloud Acquisition Corp</name>
        <lei>N/A</lei>
        <title>STRATIM CLOUD ACQUISITION CORP WT EXPIRATION: 03/05/26</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <descRefInstrmnt>
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        <name>SK hynix Inc.</name>
        <lei>988400XAIK6XISWQV045</lei>
        <title>SK HYNIX INC COMMON STOCK</title>
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        <name>DIVERSIFIED HEALTHCARE TRUST</name>
        <lei>N/A</lei>
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        <name>FERRELLGAS ESCROW LLC</name>
        <lei>N/A</lei>
        <title>FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 5.375000% 04/01/2026</title>
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        <name>Tervita Corporation</name>
        <lei>N/A</lei>
        <title>TERVITA CORP 144A 11.000000% 12/01/2025</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>TRANSDIGM INC.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC 7.500000% 03/15/2027</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>D and Z Media Acquisition Corp</name>
        <lei>N/A</lei>
        <title>D AND Z MEDIA ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>Porch Group Inc</name>
        <lei>N/A</lei>
        <title>PORCH GROUP INC COMMON STOCK</title>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COMMSCOPE, INC.</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
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        <cusip>20338QAA1</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NMG HOLDING COMPANY, INC.</name>
        <lei>N/A</lei>
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        <cusip>62929RAC2</cusip>
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        <name>WESTERN GLOBAL AIRLINES LLC</name>
        <lei>N/A</lei>
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        <cusip>958278AA1</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047</title>
        <cusip>71654QCC4</cusip>
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        <curCd>USD</curCd>
        <valUSD>448695.00000000</valUSD>
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        <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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        <name>Social Capital Hedosophia Holdings Corp. IV</name>
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        <pctVal>0.000172063206</pctVal>
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        <assetCat>DE</assetCat>
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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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          <isLoanByFund>N</isLoanByFund>
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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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        <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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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 6.625000% MATURITY: PERPETUAL</title>
        <cusip>29273VAJ9</cusip>
        <identifiers>
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        <balance>83000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST 4.750000% 10/01/2026</title>
        <cusip>44106MBA9</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>ENLINK MIDSTREAM, LLC</name>
        <lei>54930000GY1H533OBE23</lei>
        <title>ENLINK MIDSTREAM LLC 5.375000% 06/01/2029</title>
        <cusip>29336TAA8</cusip>
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          <isin value="US29336TAA88"/>
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        <balance>325000.00000000</balance>
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        <curCd>USD</curCd>
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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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        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2021-08-18</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL REPUBLIC OF NIGERIA</name>
        <lei>549300GSBZD84TNEQ285</lei>
        <title>REPUBLIC OF NIGERIA 7.625000% 11/21/2025</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JOFF Fintech Acquisition Corp</name>
        <lei>N/A</lei>
        <title>JOFF FINTECH ACQUISITION COR SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <fairValLevel>1</fairValLevel>
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        <name>ANTERO RESOURCES CORPORATION</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>ANTERO RESOURCES CORP 144A 7.625000% 02/01/2029</title>
        <cusip>03674XAQ9</cusip>
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        <curCd>USD</curCd>
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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>Atlantic Coastal Acquisition Corp</name>
        <lei>549300DD1GOILOBIY455</lei>
        <title>ATLANTIC COASTAL ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>048453112</cusip>
        <identifiers>
          <isin value="US0484531126"/>
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        <units>NC</units>
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        <pctVal>0.000208784273</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Atlantic Coastal Acquisition Corp</issuerName>
                <issueTitle>Atlantic Coastal Acquisition Equity Warrant Exp 02 March 2026</issueTitle>
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                  <isin value="US0484531126"/>
                  <ticker value="048453104"/>
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            <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <securityLending>
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        <name>ALPHA CAPITAL ACQUISITION CO WT</name>
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        <name>Republic of Ghana</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>CONSOLIDATED COMMUNICATIONS, INC.</name>
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        <name>Haymaker Acquisition Corp III</name>
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        <name>TALEN ENERGY SUPPLY, LLC</name>
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        <name>CROWN PROPTECH ACQUISITIONS WT</name>
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        <name>PBF HOLDING COMPANY LLC</name>
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        <name>DEVON ENERGY CORPORATION</name>
        <lei>54930042348RKR3ZPN35</lei>
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        <name>N/A</name>
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        <name>Skydeck Acquisition Corp</name>
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        <name>RED ROCK RESORTS, INC.</name>
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        <title>RED ROCK RESORTS INC-CLASS A COMMON STOCK</title>
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        <lei>3HG2WD2W22M120IUNG49</lei>
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        <name>GRANITE POINT MORTGAGE TRUST INC.</name>
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        <name>BOMBARDIER INC.</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>BOMBARDIER INC 144A 7.500000% 12/01/2024</title>
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        <name>LIBERTY LATIN AMERICA LTD.</name>
        <lei>213800YWQHEAX7CAVO83</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Intelsat (Luxembourg) S.A.</name>
        <lei>54930027UF5LR7S2XC75</lei>
        <title>INTELSAT LUXEMBOURG SA 8.125000% 06/01/2023</title>
        <cusip>458204AQ7</cusip>
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        <name>Bright Lights Acquisition Corp</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <name>Fusion Acquisition Corp II</name>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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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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            <amtCurPur>280118.96000000</amtCurPur>
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          <isCashCollateral>N</isCashCollateral>
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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"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
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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>UBS WARBURG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>497400.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AUTOMATIC DATA PROCESSING, INC.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>AUTOMATIC DATA PROCESSING COMMON STOCK</title>
        <cusip>053015103</cusip>
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          <isin value="US0530151036"/>
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        <balance>-4418.00000000</balance>
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        <curCd>USD</curCd>
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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>
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      </invstOrSec>
      <invstOrSec>
        <name>Oman Sovereign Sukuk SAOC</name>
        <lei>549300KM6RUZQLK8LU36</lei>
        <title>OMAN SOVEREIGN SUKUK CO 144A 4.875000% 06/15/2030</title>
        <cusip>68204LAB0</cusip>
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          <isin value="US68204LAB09"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205192.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES STEEL CORPORATION</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
        <title>UNITED STATES STEEL CORP 6.875000% 08/15/2025</title>
        <cusip>912909AM0</cusip>
        <identifiers>
          <isin value="US912909AM02"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107436.00000000</valUSD>
        <pctVal>0.022963705185</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <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>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>
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        <curCd>USD</curCd>
        <valUSD>217488.20000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <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>466000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490465.00000000</valUSD>
        <pctVal>0.104833516360</pctVal>
        <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>
          <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>NEW ORIENTAL EDUCATION &amp; TECHNOLOGY GROUP INC.</name>
        <lei>529900NHZVBZQZ8EKN29</lei>
        <title>NEW ORIENTAL EDUCATIO-SP ADR DEPOSITARY RECEIPT</title>
        <cusip>647581107</cusip>
        <identifiers>
          <isin value="US6475811070"/>
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        <balance>79151.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>648246.69000000</valUSD>
        <pctVal>0.138558266097</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>MAGNACHIP SEMICONDUCTOR CORPORATION</name>
        <lei>529900P54J1ATLRBUV29</lei>
        <title>MX US 09/17/21 P20 LONG</title>
        <cusip>19J994PD9</cusip>
        <identifiers>
          <ticker value="MX US 09/17/21 P20 Equity"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>180.00000000</valUSD>
        <pctVal>0.000038473760</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>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MAGNACHIP SEMICONDUCTOR CORPORATION</issuerName>
                <issueTitle>MX Put 20 Sep 2021</issueTitle>
                <identifiers>
                  <cusip value="55933J203"/>
                  <ticker value="MX-09/2021-P-20"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>200.00000000</shareNo>
            <exercisePrice>20.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>29.44000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Golden Falcon Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GOLDEN FALCON ACQUISITION CORP WT EXPIRATION: 11/04/26</title>
        <cusip>38102H117</cusip>
        <identifiers>
          <isin value="US38102H1178"/>
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        <balance>19526.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18159.18000000</valUSD>
        <pctVal>0.003881399679</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>Golden Falcon Acquisition Corp</issuerName>
                <issueTitle>Golden Falcon Acquisition Equity Warrants 04 Nov 2026</issueTitle>
                <identifiers>
                  <cusip value="38102H109"/>
                  <isin value="US38102H1178"/>
                  <ticker value="GFX WS"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>19526.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-11-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2437.58000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TI AUTOMOTIVE FINANCE PLC</name>
        <lei>549300MZ54ZRN8UFQS35</lei>
        <title>TI AUTOMOTIVE FINANCE PLC 3.750000% 04/15/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2331728126"/>
        </identifiers>
        <balance>136000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324000"/>
        <valUSD>164366.40000000</valUSD>
        <pctVal>0.035132186156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2021-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00008750"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72388000"/>
        <valUSD>-11507.88000000</valUSD>
        <pctVal>-0.00245973010</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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            <amtCurSold>488374.81000000</amtCurSold>
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            <amtCurPur>345200.00000000</amtCurPur>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHUKCHANSI ECONOMIC DEVELOPMENT AUTHORITY</name>
        <lei>5493004YGQX08T1Y2F88</lei>
        <title>CHUKCHANSI ECONOMIC DEVELOPMENT AUTHORITY 144A 8.000000% 04/15/2028</title>
        <cusip>171276AP3</cusip>
        <identifiers>
          <isin value="US171276AP31"/>
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        <balance>98581.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86751.92000000</valUSD>
        <pctVal>0.018542625517</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>
          <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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2021-08-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00008727"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6113.36000000</valUSD>
        <pctVal>0.001306688602</pctVal>
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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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            <amtCurPur>559458.41000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canopy Growth Corporation</name>
        <lei>529900CSD7NH1UBC9X07</lei>
        <title>CANOPY GROWTH CORP 144A 4.250000% 07/15/2023</title>
        <cusip>138035AA8</cusip>
        <identifiers>
          <isin value="US138035AA88"/>
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        <balance>166000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>139249.37000000</valUSD>
        <pctVal>0.029763593952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>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>254812.50000000</valUSD>
        <pctVal>0.054464417211</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 3.500000% 01/30/2023</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-30</maturityDt>
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      <invstOrSec>
        <name>NEWS CORPORATION</name>
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        <balance>72063.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BRK: MORGAN STANLEY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>EQ Health Acquisition Corp</name>
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          <isin value="US26886A2006"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INVESTINDUSTRIAL ACQUISITION CORP WT</name>
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          <ticker value="IIAC/WS"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>TLG Acquisition One Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ITHAX ACQUISITION CORP WT</name>
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          <ticker value="ITHXW"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>SPIRIT AEROSYSTEMS HOLDINGS, INC.</name>
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        <curCd>USD</curCd>
        <valUSD>2377904.10000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PENNEY BORROWER LLC</name>
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          <other otherDesc="All Others" value="LX191482"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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          <isin value="US7839655930"/>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MAGNUM OPUS ACQUISITION LTD WT</name>
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          <ticker value="OPA/WS"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BURGUNDY TECHNOLOGY ACQUISITION CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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      <invstOrSec>
        <name>CHEMIN DE FER CANADIEN PACIFIQUE LIMITEE</name>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/09/21 P4250 LONG</title>
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          <ticker value="S2N21P Y 4250 US Index"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <indexBasketInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00008315"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>14738300.00000000</amtCurSold>
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            <amtCurPur>2260380.47000000</amtCurPur>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DIGICEL LIMITED</name>
        <lei>N/A</lei>
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        <identifiers>
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      <invstOrSec>
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              <counterpartyName>CITI</counterpartyName>
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        <name>Clarim Acquisition Corp</name>
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      <invstOrSec>
        <name>CALLON PETROLEUM COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBER TECHNOLOGIES, INC.</name>
        <lei>549300B2FTG34FILDR98</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GRANITE POINT MORTGAGE TRUST INC.</name>
        <lei>529900VX2HQZ76AYIE02</lei>
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        <name>Twin Ridge Capital Acquisition Corp</name>
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        <name>TRANSOCEAN INC.</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>RMG ACQUISITION CORP III WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MALAYSIAN RINGGIT</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00008855"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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        <name>BEYOND MEAT, INC.</name>
        <lei>549300XQ946NCE51DR09</lei>
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        <name>GLOBAL SYNERGY ACQUISITION CORP WT</name>
        <lei>N/A</lei>
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        <name>APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.</name>
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        <name>Petroleos Mexicanos</name>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
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      <invstOrSec>
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              <counterpartyName>BARCLAYS CAPITAL (DMA)</counterpartyName>
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      <invstOrSec>
        <name>BOARDRIDERS, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Z Holdings Corporation</name>
        <lei>52990078MD2OL792YM35</lei>
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          <isin value="JP3933800009"/>
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        <balance>-123800.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
        <valUSD>-621063.52000000</valUSD>
        <pctVal>-0.13274805069</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</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>Yellowstone Acquisition Co</name>
        <lei>N/A</lei>
        <title>YELLOWSTONE ACQUISITION CO WT EXPIRATION: 10/21/25</title>
        <cusip>98566K113</cusip>
        <identifiers>
          <isin value="US98566K1135"/>
        </identifiers>
        <balance>2146.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1695.34000000</valUSD>
        <pctVal>0.000362367250</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>Yellowstone Acquisition Co</issuerName>
                <issueTitle>Yellowstone Acquisition Equity Warrants Exp 21st Oct 2025</issueTitle>
                <identifiers>
                  <cusip value="98566K105"/>
                  <isin value="US98566K1135"/>
                  <ticker value="YSACW"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2146.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-10-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-293.53000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIRRUS LOGIC, INC.</name>
        <lei>549300NKSJEM5ZZSSV18</lei>
        <title>CIRRUS LOGIC INC COMMON STOCK</title>
        <cusip>172755100</cusip>
        <identifiers>
          <isin value="US1727551004"/>
        </identifiers>
        <balance>18560.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1579827.20000000</valUSD>
        <pctVal>0.337677185155</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>RMG Acquisition Corp III</name>
        <lei>N/A</lei>
        <title>RMG ACQUISITION CORP III SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G76088114</cusip>
        <identifiers>
          <isin value="KYG760881147"/>
        </identifiers>
        <balance>21553.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215530.00000000</valUSD>
        <pctVal>0.046068053339</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>IG Acquisition Corp</name>
        <lei>N/A</lei>
        <title>IG ACQUISITION CORP-CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>449534106</cusip>
        <identifiers>
          <isin value="US4495341061"/>
        </identifiers>
        <balance>671.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6535.54000000</valUSD>
        <pctVal>0.001396926670</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>TRIDENT TPI HOLDINGS, INC.</name>
        <lei>549300TPLK304J3RNC85</lei>
        <title>TRIDENT TPI HOLDINGS INC 144A 6.625000% 11/01/2025</title>
        <cusip>89616RAA7</cusip>
        <identifiers>
          <isin value="US89616RAA77"/>
        </identifiers>
        <balance>166000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170150.00000000</valUSD>
        <pctVal>0.036368390830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</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>MAGNACHIP SEMICONDUCTOR CORPORATION</name>
        <lei>529900P54J1ATLRBUV29</lei>
        <title>MX US 07/16/21 C22.5 LONG</title>
        <cusip>09W994QZ5</cusip>
        <identifiers>
          <ticker value="MX US 07/16/21 C22.5 Equity"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1080.00000000</valUSD>
        <pctVal>0.000230842563</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>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MAGNACHIP SEMICONDUCTOR CORPORATION</issuerName>
                <issueTitle>MX Call 22.5 Jul 2021</issueTitle>
                <identifiers>
                  <cusip value="55933J203"/>
                  <ticker value="MX-07/2021-C-22.5"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>600.00000000</shareNo>
            <exercisePrice>22.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-07-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-91.71000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Healthcare Capital Corp</name>
        <lei>N/A</lei>
        <title>HEALTHCARE CAPITAL CORP WT EXPIRATION: 03/08/25</title>
        <cusip>42228C119</cusip>
        <identifiers>
          <isin value="US42228C1190"/>
        </identifiers>
        <balance>28702.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20665.44000000</valUSD>
        <pctVal>0.004417095495</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>Healthcare Capital Corp</issuerName>
                <issueTitle>Healthcare Capital Equity Warrant Exp 31 Dec 2025</issueTitle>
                <identifiers>
                  <cusip value="42228C101"/>
                  <isin value="US42228C1190"/>
                  <ticker value="HCCCW"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>28702.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-03-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>480.99000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VONTIER CORPORATION</name>
        <lei>N/A</lei>
        <title>VONTIER CORP COMMON STOCK</title>
        <cusip>928881101</cusip>
        <identifiers>
          <isin value="US9288811014"/>
        </identifiers>
        <balance>22462.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>731811.96000000</valUSD>
        <pctVal>0.156419767121</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>CRESTWOOD EQUITY PARTNERS LP</name>
        <lei>549300CUY0F1TYDLDL45</lei>
        <title>Crestwood Equity Partners LP PREFERRED STOCK</title>
        <cusip>226344307</cusip>
        <identifiers>
          <isin value="US2263443077"/>
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        <balance>13968.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131019.84000000</valUSD>
        <pctVal>0.028004588584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</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>BOOKING HOLDINGS INC.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>BOOKING HOLDINGS INC COMMON STOCK</title>
        <cusip>09857L108</cusip>
        <identifiers>
          <isin value="US09857L1089"/>
        </identifiers>
        <balance>-286.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-625793.74000000</valUSD>
        <pctVal>-0.13375910264</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>ESKOM HOLDINGS SOC LIMITED</name>
        <lei>3789001900ED06F65111</lei>
        <title>ESKOM HOLDINGS SOC LTD MTN 8.450000% 08/10/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1864522757"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>971155.00000000</valUSD>
        <pctVal>0.207577693781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.45000000</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>TB SA Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TB SA ACQUISITION CORP -A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G8657L105</cusip>
        <identifiers>
          <isin value="KYG8657L1059"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9.68000000</valUSD>
        <pctVal>0.000002069033</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>ENLINK MIDSTREAM PARTNERS, LP</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>ENLINK MIDSTREAM PARTNERS LP 4.850000% 07/15/2026</title>
        <cusip>29336UAF4</cusip>
        <identifiers>
          <isin value="US29336UAF49"/>
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        <balance>85000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87975.00000000</valUSD>
        <pctVal>0.018804050445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.85000000</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>VECTOR GROUP LTD.</name>
        <lei>549300TUIF4WWN6NDN50</lei>
        <title>VECTOR GROUP LTD 144A 10.500000% 11/01/2026</title>
        <cusip>92240MBJ6</cusip>
        <identifiers>
          <isin value="US92240MBJ62"/>
        </identifiers>
        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238781.25000000</valUSD>
        <pctVal>0.051037847916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</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>SILVER CREST ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>SILVER CREST ACQUISITION CORP WT EXPIRATION: 03/31/28</title>
        <cusip>G81355128</cusip>
        <identifiers>
          <ticker value="SLCRW"/>
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        <balance>43604.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37176.77000000</valUSD>
        <pctVal>0.007946278584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <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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                <issueTitle>N/A</issueTitle>
                <identifiers>
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            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-04-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>10601.92000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
        <title>URBAN ONE INC COMMON STOCK</title>
        <cusip>91705J105</cusip>
        <identifiers>
          <isin value="US91705J1051"/>
        </identifiers>
        <balance>1680.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14565.60000000</valUSD>
        <pctVal>0.003113296699</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>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: DIALOG SEMI(L)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TW_DLGS.D"/>
        </identifiers>
        <balance>12115.00000000</balance>
        <units>NC</units>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CASTLE US HOLDING CORPORATION</name>
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        <name>AIR TRANSPORT SERVICES GROUP, INC.</name>
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        <name>X-FAB SILICON FOUNDRIES EUROPESE VENNOOTSCHAP</name>
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        <name>ANTERO MIDSTREAM PARTNERS LP</name>
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        <name>JACK CREEK INVESTMENT CORP WT</name>
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        <name>THE FRESH MARKET, INC.</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: II-VI INC (S)</title>
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        <name>Hudson Executive Investment Corp II</name>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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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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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MAGNACHIP SEMICONDUCTOR CORPORATION</name>
        <lei>529900P54J1ATLRBUV29</lei>
        <title>MX US 07/16/21 P20 LONG</title>
        <cusip>19J994QY2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issueTitle>MX Put 20 Jul 2021</issueTitle>
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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>
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        <curCd>USD</curCd>
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        <pctVal>0.002057277471</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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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>
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        <balance>120000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CARVANA CO.</name>
        <lei>5493003WEAK2PJ5WS063</lei>
        <title>CARVANA CO COMMON STOCK</title>
        <cusip>146869102</cusip>
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        <balance>-1203.00000000</balance>
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        <pctVal>-0.07760787180</pctVal>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Golden Arrow Merger Corp</name>
        <lei>N/A</lei>
        <title>GOLDEN ARROW MERGER CORP WT EXPIRATION: 07/31/26</title>
        <cusip>380799114</cusip>
        <identifiers>
          <isin value="US3807991142"/>
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        <balance>69.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56.04000000</valUSD>
        <pctVal>0.000011978164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>Golden Arrow Merger Corp</issuerName>
                <issueTitle>Golden Arrow Merger Equity Warrant Exp 31 July 2026</issueTitle>
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                  <isin value="US3807991142"/>
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            <shareNo>69.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arctos Northstar Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ARCTOS NORTHSTAR ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G0477L118</cusip>
        <identifiers>
          <isin value="KYG0477L1187"/>
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        <balance>14619.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146190.00000000</valUSD>
        <pctVal>0.031247105821</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>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"/>
        </identifiers>
        <balance>19673.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196336.54000000</valUSD>
        <pctVal>0.041965583432</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>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 144A 5.125000% 06/01/2029</title>
        <cusip>25470XBC8</cusip>
        <identifiers>
          <isin value="US25470XBC83"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49371.50000000</valUSD>
        <pctVal>0.010552818148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>23203.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232726.09000000</valUSD>
        <pctVal>0.049743599162</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>MAGNITE, INC.</name>
        <lei>54930018FR2YX1HHSB02</lei>
        <title>MAGNITE INC COMMON STOCK</title>
        <cusip>55955D100</cusip>
        <identifiers>
          <isin value="US55955D1000"/>
        </identifiers>
        <balance>21025.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>711486.00000000</valUSD>
        <pctVal>0.152075233137</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>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.875000% 02/16/2031</title>
        <cusip>03846JAB6</cusip>
        <identifiers>
          <isin value="US03846JAB61"/>
        </identifiers>
        <balance>365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354415.00000000</valUSD>
        <pctVal>0.075753765713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-16</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>Demant A/S</name>
        <lei>213800RM6L9LN78BVA56</lei>
        <title>DEMANT A/S COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0060738599"/>
        </identifiers>
        <balance>-16968.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.27055000"/>
        <valUSD>-955211.90000000</valUSD>
        <pctVal>-0.20416996594</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAGNACHIP SEMICONDUCTOR CORPORATION</name>
        <lei>529900P54J1ATLRBUV29</lei>
        <title>MX US 08/20/21 P22.5 LONG</title>
        <cusip>19J994RA3</cusip>
        <identifiers>
          <ticker value="MX US 08/20/21 P22.5 Equity"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>375.00000000</valUSD>
        <pctVal>0.000080153667</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>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MAGNACHIP SEMICONDUCTOR CORPORATION</issuerName>
                <issueTitle>MX Put 22.5 Aug 2021</issueTitle>
                <identifiers>
                  <cusip value="55933J203"/>
                  <ticker value="MX-08/2021-P-22.5"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>300.00000000</shareNo>
            <exercisePrice>22.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-08-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6.35000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTH ATLANTIC ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>NORTH ATLANTIC ACQUISITION CORP WT EXPIRATION: 10/20/25</title>
        <cusip>G66139125</cusip>
        <identifiers>
          <ticker value="NAACW"/>
        </identifiers>
        <balance>10709.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11244.45000000</valUSD>
        <pctVal>0.002403423757</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>GOLDMAN SACHS &amp; CO</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="G66139109"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>10709.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-10-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4390.69000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2021-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00107007"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3734.00000000"/>
        <valUSD>-5280.26000000</valUSD>
        <pctVal>-0.00112861921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>957314.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3566953901.52000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-5280.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scion Tech Growth I</name>
        <lei>N/A</lei>
        <title>SCION TECH GROWTH I SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G31067120</cusip>
        <identifiers>
          <isin value="KYG310671204"/>
        </identifiers>
        <balance>10848.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110107.20000000</valUSD>
        <pctVal>0.023534655791</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>CARESTREAM HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>CARESTREAM HEALTH, INC. 5/8/2023</title>
        <cusip>14173VAN3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX188111"/>
        </identifiers>
        <balance>498100.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498722.76000000</valUSD>
        <pctVal>0.106598555696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.75000080</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>TALEN ENERGY SUPPLY, LLC</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>TALEN ENERGY SUPPLY LLC 144A 7.625000% 06/01/2028</title>
        <cusip>87422VAJ7</cusip>
        <identifiers>
          <isin value="US87422VAJ70"/>
        </identifiers>
        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4678.55000000</valUSD>
        <pctVal>0.001000007845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.62500000</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>ARD Finance S.A.</name>
        <lei>6354006P6QPGGPVJW880</lei>
        <title>ARD FINANCE SA 5.000000% 06/30/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2079032483"/>
        </identifiers>
        <balance>233000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324000"/>
        <valUSD>283339.10000000</valUSD>
        <pctVal>0.060561781524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/30/21 P4150 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SRN21P Y 4150 US Index"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27687.00000000</valUSD>
        <pctVal>0.005917905594</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>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 4150 Jul 2021 on S&amp;P 500 Index</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <shareNo>1100.00000000</shareNo>
            <exercisePrice>150.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-08-02</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2495.18000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACCENTURE PUBLIC LIMITED COMPANY</name>
        <lei>N/A</lei>
        <title>ACCENTURE PLC-CL A COMMON STOCK</title>
        <cusip>G1151C101</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
        </identifiers>
        <balance>-1856.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-547130.24000000</valUSD>
        <pctVal>-0.11694532120</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>InterPrivate II Acquisition Corp</name>
        <lei>N/A</lei>
        <title>INTERPRIVATE II ACQUISITION SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>46064Q207</cusip>
        <identifiers>
          <isin value="US46064Q2075"/>
        </identifiers>
        <balance>7668.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76449.96000000</valUSD>
        <pctVal>0.016340652508</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>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"/>
        </identifiers>
        <balance>305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310706.55000000</valUSD>
        <pctVal>0.066411385506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>THE NEW YORK TIMES COMPANY</name>
        <lei>529900J1WEMMIW7BOH57</lei>
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          <isin value="US6501111073"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SALEM MEDIA GROUP, INC.</name>
        <lei>549300CTHBTS2MIXZL54</lei>
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        <cusip>794093AG9</cusip>
        <identifiers>
          <isin value="US794093AG99"/>
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        <balance>395000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>383150.00000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>167467.50000000</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>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
        <title>URBAN ONE INC COMMON STOCK</title>
        <cusip>91705J204</cusip>
        <identifiers>
          <isin value="US91705J2042"/>
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        <balance>2827.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14191.54000000</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>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>3844.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37248.36000000</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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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 4.875000% 06/01/2028</title>
        <cusip>071734AN7</cusip>
        <identifiers>
          <isin value="US071734AN72"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35822.50000000</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>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2021-07-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00007878"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
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        <pctVal>0.000926839302</pctVal>
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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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              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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            <amtCurPur>347100.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/30/21 P4100 SHORT</title>
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        <identifiers>
          <ticker value="SRN21P Y 4100 US Index"/>
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        <balance>-22.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43670.00000000</valUSD>
        <pctVal>-0.00933416178</pctVal>
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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">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 4100 Jul 2021 on S&amp;P 500 Index</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <delta>XXXX</delta>
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        <securityLending>
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          <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>4993.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48382.17000000</valUSD>
        <pctVal>0.010341355673</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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          <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"/>
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        <balance>227193.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171530.84000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Renesas Electronics Corporation</name>
        <lei>5299000EPC47VJQOFB81</lei>
        <title>RENESAS ELECTRONICS CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3164720009"/>
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        <balance>60600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Swissport PIK L+800 12/16/24</name>
        <lei>N/A</lei>
        <title>Swissport PIK L+800 12/16/24 12/16/2024</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX191475"/>
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        <balance>225377.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84324000"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>LU</invCountry>

        <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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          <isLoanByFund>N</isLoanByFund>
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        <name>ZTO Express (Cayman) Inc</name>
        <lei>549300SCJPK3YZJTJR78</lei>
        <title>ZTO EXPRESS CAYMAN INC-ADR DEPOSITARY RECEIPT</title>
        <cusip>98980A105</cusip>
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          <isin value="US98980A1051"/>
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        <curCd>USD</curCd>
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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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        <name>TWILIO INC.</name>
        <lei>5493004W8TRGD63APX93</lei>
        <title>TWILIO INC 3.625000% 03/15/2029</title>
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        <identifiers>
          <isin value="US90138FAC68"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <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>Gores Metropoulos II Inc</name>
        <lei>N/A</lei>
        <title>GORES METROPOULOS II INC-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>382873107</cusip>
        <identifiers>
          <isin value="US3828731071"/>
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        <balance>18109.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179098.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <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>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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        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <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>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>246000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270543.42000000</valUSD>
        <pctVal>0.057826793036</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>
          <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>27061.38000000</valUSD>
        <pctVal>0.005784183627</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00008738"/>
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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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            <amtCurPur>524002.33000000</amtCurPur>
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      <invstOrSec>
        <name>MAGNACHIP SEMICONDUCTOR CORPORATION</name>
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          <ticker value="MX US 01/21/22 P20 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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        <name>ONEMAIN HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>RAIN CII CARBON LLC</name>
        <lei>5493002CIT11OW5J8846</lei>
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          <isin value="US75079RAC25"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PATHFINDER ACQUISITION CORP WT</name>
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          <ticker value="PFDRW"/>
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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>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>320.06000000</unrealizedAppr>
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      <invstOrSec>
        <name>NOBLE CORP WARRANTS</name>
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          <other otherDesc="All Others" value="LX192757"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>CORPORATE ACTION</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>CNX RESOURCES CORPORATION</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX RESOURCES CORP 2.250000% 05/01/2026</title>
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          <isin value="US12653CAG33"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

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        <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>
      <invstOrSec>
        <name>ALEXION PHARMACEUTICALS, INC.</name>
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        <title>ALEXION PHARMACEUTICALS INC COMMON STOCK</title>
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          <isin value="US0153511094"/>
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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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      </invstOrSec>
      <invstOrSec>
        <name>VTB Capital S.A.</name>
        <lei>529900Z143LRJYE8LK88</lei>
        <title>VTB BANK OJSC VIA VTB CAPITAL SA 6.950000% 10/17/2022</title>
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          <isin value="XS0842078536"/>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BRK: GOLDMAN SACHS INTERNATIONAL</name>
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        <title>BRK: GOLDMAN SACHS INTERNATIONAL REF: SILERGY CORP</title>
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          <isin value="KYG8190F1028"/>
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        <balance>13000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>1</fairValLevel>
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            <descRefInstrmnt>
              <indexBasketInfo>
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      <invstOrSec>
        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
        <title>BRK: JP MORGAN PAY: 1.0 X MXIBTIIE + 0.0 BPS</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Lionheart Acquisition Corporation II</name>
        <lei>N/A</lei>
        <title>LIONHEART ACQUISITION CORP - WARRANT TERMS 1:1</title>
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          <isin value="US53625R1124"/>
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        <balance>30446.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WILLIAM HILL PLC</name>
        <lei>213800MDW41W5UZQIX82</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BRK: GOLDMAN SACHS INTERNATIONAL</name>
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      <invstOrSec>
        <name>L CATTERTON ASIA ACQUISITION CORP WT</name>
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          <ticker value="LCAAW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>TPG REAL ESTATE FINANCE ISSUER LTD</name>
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        <title>TRTX 2021-FL4 ISSUER LTD TRTX 2021-FL4 E</title>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pine Technology Acquisition Corp</name>
        <lei>N/A</lei>
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        <cusip>722850112</cusip>
        <identifiers>
          <isin value="US7228501125"/>
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        <balance>4576.00000000</balance>
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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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                <issuerName>Pine Technology Acquisition Corp</issuerName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>WORKDAY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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      <invstOrSec>
        <name>CHINESE YUAN RENMINBI</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bite Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US09175K1135"/>
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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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        <name>TEKKORP DIGITAL ACQUISITION CORP WT</name>
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          <ticker value="TEKKW"/>
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      <invstOrSec>
        <name>Constellation Acquisition Corp I</name>
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      <invstOrSec>
        <name>TEXAS ROADHOUSE, INC.</name>
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        <name>HILTON GRAND VACATIONS BORROWER ESCROW, LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Authentic Equity Acquisition Corp</name>
        <lei>N/A</lei>
        <title>AUTHENTIC EQUITY ACQUISITI-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Novo Banco, S.A.</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>Science Strategic Acquisition Alpha Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TALEN ENERGY SUPPLY, LLC</name>
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        <name>INDEPENDENCE ENERGY FINANCE LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITI</counterpartyName>
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      <invstOrSec>
        <name>Software AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CBAC BORROWER LLC</name>
        <lei>N/A</lei>
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        <name>RAYONIER A.M. PRODUCTS INC.</name>
        <lei>549300ZGRDDK1QM6MM16</lei>
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        <cusip>75508EAB4</cusip>
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        <name>TLG Acquisition One Corp</name>
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        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <name>GRAY TELEVISION, INC.</name>
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        <name>LANAI HOLDINGS II INC.</name>
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        <name>AMERICAN GAMING</name>
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        <name>POPULATION HEALTH INVESTMENT CO INC WT</name>
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        <name>PUERTO RICO COMWLTH</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>DAVE &amp; BUSTER'S, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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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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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="BOARDRIDE"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Intelsat S.A.</name>
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      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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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>Mudrick Capital Acquisition Corporation II</name>
        <lei>N/A</lei>
        <title>MUDRICK CAPITAL ACQUISITIO-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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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>LifeScan TL2 L+950 10/1/25</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: CHANGEHEALTHCARE(L)</title>
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      <invstOrSec>
        <name>THE MIDDLEBY CORPORATION</name>
        <lei>JDFO86U9VQRBKW5KYA35</lei>
        <title>MIDDLEBY CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>PINDUODUO INC.</name>
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        <name>The Hashemite Kingdom of Jordan</name>
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        <name>WHITE CAP PARENT, LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Valaris Limited</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>APA CORPORATION</name>
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        <name>BURFORD CAPITAL GLOBAL FINANCE LLC</name>
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        <name>Republica de Angola</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>U.S. DOLLARS</name>
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        <name>MSG National 10/20</name>
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        <name>Catcha Investment Corp</name>
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        <name>Carnival Corporation</name>
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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS, INC.</name>
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        <name>Northern Star Investment Corp IV</name>
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        <name>TPG REAL ESTATE FINANCE ISSUER LTD</name>
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        <name>Landcadia Holdings IV Inc</name>
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        <name>Growth Capital Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Thayer Ventures Acquisition Corp</name>
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        <name>SES SA</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>NCL CORPORATION LTD.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
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          <isin value="US62886HBA86"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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        <name>Clarios Global LP</name>
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      <invstOrSec>
        <name>LIFEPOINT HEALTH, INC.</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Poema Global Holdings Corp</name>
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      <invstOrSec>
        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 6.876000% 05/21/2029</title>
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        <invCountry>UA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>G SQUARED ASCEND I INC WT</name>
        <lei>N/A</lei>
        <title>G SQUARED ASCEND I INC WT EXPIRATION: 12/31/27</title>
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          <ticker value="GSQD/WS"/>
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      <invstOrSec>
        <name>Kingdom of Saudi Arabia</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 01/21/2055</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ENDO FINANCE LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CRYSTAL PEAK ACQUISITION WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Constellation Pharmaceuticals Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>POLYMER ADDITIVES, INC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX174401"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00030355"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL (DMA)</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BOMBARDIER INC.</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARDAGH PACKAGING FINANCE PLC</name>
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        <cusip>03969AAL4</cusip>
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          <isin value="US03969AAL44"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CENTURY CASINOS, INC TL</name>
        <lei>N/A</lei>
        <title>CENTURY CASINOS, INC TL 12/7/2026</title>
        <cusip>15649EAC8</cusip>
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          <other otherDesc="All Others" value="LX183951"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MDGH ? GMTN B.V.</name>
        <lei>213800L53ZH5KG593W13</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Atlas Crest Investment Corp II</name>
        <lei>N/A</lei>
        <title>ATLAS CREST INVESTMENT CORP II WT EXPIRATION: 02/28/26</title>
        <cusip>049287113</cusip>
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          <isin value="US0492871134"/>
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        <balance>201.00000000</balance>
        <units>NC</units>
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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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        <name>Healthcare Services Acquisition Corp</name>
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      <invstOrSec>
        <name>LIFESCAN GLOBAL CORPORATION</name>
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        <title>LIFESCAN GLOBAL CORPORATION 10/1/2024</title>
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      <invstOrSec>
        <name>NORWEGIAN CRUISE LINE HOLDINGS LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BW LPG LIMITED</name>
        <lei>5493006WBEME88YFDW23</lei>
        <title>BW LPG LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Build Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BUILD ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="US12008J2042"/>
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      <invstOrSec>
        <name>Insu Acquisition Corp III</name>
        <lei>N/A</lei>
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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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        <name>PEBBLEBROOK HOTEL TRUST</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <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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        <balance>8423000000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: DEUTSCHE BANK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2014-IV-R LTD CIFC 2014-4RA C</title>
        <cusip>12552FAL7</cusip>
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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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MERCADOLIBRE, INC.</name>
        <lei>549300DKPDN9M5S8GB14</lei>
        <title>MERCADOLIBRE INC COMMON STOCK</title>
        <cusip>58733R102</cusip>
        <identifiers>
          <isin value="US58733R1023"/>
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        <balance>689.00000000</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>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: SPIRE HEALTH (L)</title>
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        <identifiers>
          <other otherDesc="All Others" value="BNLPYF7"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AUTHENTIC EQUITY ACQUISITION CORP WT</name>
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        <title>AUTHENTIC EQUITY ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G06607124</cusip>
        <identifiers>
          <ticker value="AEACW"/>
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        <balance>34487.00000000</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>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00006139"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Concord Acquisition Corp</name>
        <lei>N/A</lei>
        <title>CONCORD ACQUISITION CORP WT EXPIRATION: 11/28/25</title>
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        <identifiers>
          <isin value="US2060711106"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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      <invstOrSec>
        <name>THL CREDIT WIND RIVER CLO LLC</name>
        <lei>N/A</lei>
        <title>WIND RIVER 2015-2 CLO LTD WINDR 2015-2A DR</title>
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        <name>EURO</name>
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        <name>BRK: CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SYNIVERSE HOLDINGS, INC.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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      <invstOrSec>
        <name>Life Time Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GUITAR CENTER TRANCHE III WARRANTS</name>
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          <other otherDesc="All Others" value="GTRC_WT_3"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BRIGHT BIDCO B.V.</name>
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        <title>BRIGHT BIDCO B.V. 6/30/2024</title>
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          <other otherDesc="All Others" value="LX171142"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MDH Acquisition Corp</name>
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          <isin value="US55283P2056"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</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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      <invstOrSec>
        <name>DEI SALES, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX194324"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KANSAS CITY SOUTHERN</name>
        <lei>5493008C12PZMWP3WY03</lei>
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        <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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        <name>BRK: CITIGROUP</name>
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        <name>Alpha Capital Acquisition Co</name>
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        <title>ALPHA CAPITAL ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>US FOODS, INC.</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
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        <name>Delwinds Insurance Acquisition Corp</name>
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        <name>EJF Acquisition Corp</name>
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          <isin value="KYG2955B1178"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>OQ S.A.O.C</name>
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          <isin value="US67624L2A50"/>
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        <curCd>USD</curCd>
        <valUSD>201012.80000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-06</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/09/21 P3990 LONG</title>
        <cusip>N/A</cusip>
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          <ticker value="S2N21P Y 3990 US Index"/>
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        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1824.00000000</valUSD>
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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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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 3990 Jul 2021 on S&amp;P 500 Index</indexName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>SPENCER SPIRIT IH LLC</name>
        <lei>N/A</lei>
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        <cusip>84823UAB8</cusip>
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          <other otherDesc="All Others" value="LX180642"/>
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        <valUSD>213456.83000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-19</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMAZON.COM, INC.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC COMMON STOCK</title>
        <cusip>023135106</cusip>
        <identifiers>
          <isin value="US0231351067"/>
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        <balance>453.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1558392.48000000</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>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>
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          <isin value="US62913TAM45"/>
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        <balance>119000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107992.50000000</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>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BWX TECHNOLOGIES, INC.</name>
        <lei>549300NP85N265KWMS58</lei>
        <title>BWX TECHNOLOGIES INC COMMON STOCK</title>
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        <identifiers>
          <isin value="US05605H1005"/>
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        <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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      <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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        <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>
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      <invstOrSec>
        <name>ARD Finance S.A.</name>
        <lei>6354006P6QPGGPVJW880</lei>
        <title>ARD FINANCE SA 144A 6.500000% 06/30/2027</title>
        <cusip>00191AAD8</cusip>
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          <isin value="US00191AAD81"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MCAP Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MCAP ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>55282T109</cusip>
        <identifiers>
          <isin value="US55282T1097"/>
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        <balance>38547.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>370822.14000000</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>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD 144A 5.500000% 04/01/2028</title>
        <cusip>780153BG6</cusip>
        <identifiers>
          <isin value="US780153BG60"/>
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        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94257.00000000</valUSD>
        <pctVal>0.020146784687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>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>50735546.05000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GUITAR CENTERNEW COMMON SHARES</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="GTRC_EQTY"/>
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        <balance>2167.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>319957.55000000</valUSD>
        <pctVal>0.068388723053</pctVal>
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        <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>
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      <invstOrSec>
        <name>MOLSON COORS BEVERAGE COMPANY</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>MOLSON COORS BEVERAGE CO - B COMMON STOCK</title>
        <cusip>60871R209</cusip>
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          <isin value="US60871R2094"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>TeamViewer AG</name>
        <lei>3912000FZ0R0KEK9JS42</lei>
        <title>TEAMVIEWER AG COMMON STOCK</title>
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          <isin value="DE000A2YN900"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Republic of the Philippines</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>REPUBLIC OF PHILIPPINES 3.200000% 07/06/2046</title>
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        <balance>388000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/16/21 P4160 LONG</title>
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          <ticker value="TQN21P Y 4160 US Index"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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                <indexName>Put Option 4160 Jul 2021 on S&amp;P 500 Index</indexName>
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        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2021-08-13</title>
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          <other otherDesc="FX Forwards" value="CCTCAD__00030165"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL (DMA)</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <units>NS</units>
        <curCd>USD</curCd>
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        <pctVal>-0.17628957493</pctVal>
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        <name>CRESTWOOD MIDSTREAM PARTNERS LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Advanced Merger Partners Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>TRANSDIGM INC.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
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        <cusip>893647BK2</cusip>
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        <balance>109000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005990"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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      <invstOrSec>
        <name>NGL ENERGY PARTNERS LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Mission Advancement Corp</name>
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        <title>MISSION ADVANCEMENT CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Forest Road Acquisition Corp II</name>
        <lei>N/A</lei>
        <title>FOREST ROAD ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>Qualtrics International Inc</name>
        <lei>549300NW34K5PVZGTN68</lei>
        <title>QUALTRICS INTERNATIONAL-CL A COMMON STOCK</title>
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        <identifiers>
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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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: BANCOFCALIFORNIA (S)</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>BCE Inc.</name>
        <lei>5493001I9203PRB5KR45</lei>
        <title>BCE INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Endo Designated Activity Company</name>
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        <cusip>29273DAB6</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>PROSPECTOR CAPITAL CORP WT</name>
        <lei>N/A</lei>
        <title>PROSPECTOR CAPITAL CORP WT EXPIRATION: 01/01/25</title>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Advisor Group 1/21 TL</name>
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        <name>Silver Crest Acquisition Corp</name>
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      <invstOrSec>
        <name>Gaming &amp; Hospitality Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GAMING &amp; HOSPITALITY ACQUISITION CORP WT EXPIRATION: 02/04/28</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>BRITISH STERLING POUND</name>
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      <invstOrSec>
        <name>Pontem Corp</name>
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        <name>JOHN MENZIES PLC</name>
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        <name>Jack Creek Investment Corp.</name>
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        <name>CLARIVATE Plc</name>
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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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              <indexBasketInfo>
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      <invstOrSec>
        <name>Akumin Inc.</name>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
        <name>VIVINT SMART HOME, INC.</name>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Music Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <balance>5804.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <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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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <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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        <name>TPI COMPOSITES, INC.</name>
        <lei>549300TI9H56OIY0QE39</lei>
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        <balance>-8070.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-390749.40000000</valUSD>
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        <assetCat>EC</assetCat>
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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>Executive Network Partnering Corp</name>
        <lei>N/A</lei>
        <title>EXECUTIVE NETWORK PARTNERING CORP WT EXPIRATION: 09/25/28</title>
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        <balance>21122.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>JONES TRADING</counterpartyName>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>1236904 B.C. LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Romania</name>
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        <name>IRON MOUNTAIN INCORPORATED</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>IRON MOUNTAIN INC REIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CF Acquisition IV Corp</name>
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        <name>Noble Rock Acquisition Corp</name>
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        <title>NOBLE ROCK ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>DiamondHead Holdings Corp</name>
        <lei>549300HWN3ECTEH7I380</lei>
        <title>DIAMONDHEAD HOLDINGS CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>ETSY, INC.</name>
        <lei>54930089Q7XT501AEA40</lei>
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        <name>OUTFRONT MEDIA INC.</name>
        <lei>549300RZWDYU5722I639</lei>
        <title>OUTFRONT MEDIA INC REIT</title>
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        <name>E.Merge Technology Acquisition Corp</name>
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        <title>E.MERGE TECHNOLOGY ACQUISITION CORP WT EXPIRATION: 07/30/25</title>
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        <name>FREEDOM MORTGAGE CORPORATION</name>
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        <name>L BRANDS, INC.</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
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        <name>DIGITAL REALTY TRUST, INC.</name>
        <lei>549300HKCZ31D08NEI41</lei>
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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>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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        <curCd>USD</curCd>
        <valUSD>252000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIGITALBRIDGE GROUP, INC.</name>
        <lei>549300XG87L902AGBO89</lei>
        <title>DigitalBridge Group Inc PREFERRED STOCK</title>
        <cusip>25401T207</cusip>
        <identifiers>
          <isin value="US25401T2078"/>
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        <balance>4529.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115580.08000000</valUSD>
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        <assetCat>EP</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Priveterra Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PRIVETERRA ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>74275N201</cusip>
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          <isin value="US74275N2018"/>
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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>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>EXXON MOBIL CORPORATION</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP COMMON STOCK</title>
        <cusip>30231G102</cusip>
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          <isin value="US30231G1022"/>
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        <curCd>USD</curCd>
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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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        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: DEUTSCHE WOHNEN (L)</title>
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          <other otherDesc="All Others" value="B0YZ0Z5"/>
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        <units>NC</units>
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        <assetCat>DE</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>PBF HOLDING COMPANY LLC</name>
        <lei>549300TILVIIV9FLL461</lei>
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        <cusip>69318FAG3</cusip>
        <identifiers>
          <isin value="US69318FAG37"/>
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        <curCd>USD</curCd>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <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>792167.73000000</valUSD>
        <pctVal>0.169320397343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</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>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"/>
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        <balance>19345.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>192231.27000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2021-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00009024"/>
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        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324000"/>
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        <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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurPur>191200.00000000</amtCurPur>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>141661.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZM</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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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2021-09-15</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00008725"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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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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      <invstOrSec>
        <name>TALEN ENERGY SUPPLY, LLC</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>TALEN ENERGY SUPPLY LLC 144A 10.500000% 01/15/2026</title>
        <cusip>87422VAE8</cusip>
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          <isin value="US87422VAE83"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <isLoanByFund>N</isLoanByFund>
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      <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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        <curCd>USD</curCd>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 01/31/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1558078736"/>
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        <balance>877000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Anzu Special Acquisition Corp I</name>
        <lei>N/A</lei>
        <title>ANZU SPECIAL ACQUISITION COR SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>03737A200</cusip>
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          <isin value="US03737A2006"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <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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        <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>East Resources Acquisition Co</name>
        <lei>N/A</lei>
        <title>EAST RESOURCES ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>274681105</cusip>
        <identifiers>
          <isin value="US2746811056"/>
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        <balance>976.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9525.76000000</valUSD>
        <pctVal>0.002036065604</pctVal>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>CEC ENTERTAINMENT, LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLONNADE ACQUISITION CORP II WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EMPIRE COMMUNITIES CORP</name>
        <lei>549300JM1L6KK2QFP273</lei>
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        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTCAD__00002722"/>
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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>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <name>TRANSOCEAN INC.</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
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        <name>BRK: CITI</name>
        <lei>N/A</lei>
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        <name>ENERGY TRANSFER LP</name>
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        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 6.876000% 05/21/2029</title>
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        <name>Tailwind International Acquisition Corp</name>
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        <name>ABERCROMBIE &amp; FITCH MANAGEMENT CO.</name>
        <lei>5493003QMCFDA98NPT74</lei>
        <title>ABERCROMBIE &amp; FITCH MANAGEMENT CO 144A 8.750000% 07/15/2025</title>
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        <name>Oyster Enterprises Acquisition Corp</name>
        <lei>N/A</lei>
        <title>OYSTER ENTERPRISES ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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        <name>CSTN MERGER SUB, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>First Reserve Sustainable Growth Corp</name>
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          <isin value="US3361692060"/>
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        <name>Social Capital Hedosophia Holdings Corp VI</name>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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        <name>SilverBox Engaged Merger Corp I</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CNX RESOURCES CORPORATION</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOA Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>D and Z Media Acquisition Corp</name>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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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>
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        <name>NEXI SPA</name>
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        <name>AF Acquisition Corp</name>
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        <name>Empowerment &amp; Inclusion Capital I Corp</name>
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        <name>One Equity Partners Open Water I Corp</name>
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      <invstOrSec>
        <name>iShares Russell 2000 ETF</name>
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          <isin value="US4642876555"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ISRAELI SHEKEL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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          <other otherDesc="FX Forwards" value="CCTKRW__00008465"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00008154"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>Evolution AB (publ)</name>
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          <isin value="SE0012673267"/>
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        <name>Rakuten Group, Inc.</name>
        <lei>529900IMXUCQKUL1H943</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>REPUBLICA DEL PARAGUAY</name>
        <lei>529900UXKJTJPCU0HK83</lei>
        <title>REPUBLIC OF PARAGUAY 4.625000% 01/25/2023</title>
        <cusip>P75744AA3</cusip>
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          <isin value="USP75744AA38"/>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VIATRIS INC.</name>
        <lei>254900ZZTSW7NL773X71</lei>
        <title>VIATRIS INC COMMON STOCK</title>
        <cusip>92556V106</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>COOPER'S HAWK INTERMEDIATE HOLDING, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>INDIGO NATURAL RESOURCES LLC</name>
        <lei>549300F7DOI6H6TA3C86</lei>
        <title>INDIGO NATURAL RESOURCES LLC 144A 5.375000% 02/01/2029</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
        <lei>222100R8R68DM7VM3661</lei>
        <title>CSN INOVA VENTURES 144A 6.750000% 01/28/2028</title>
        <cusip>12642KAB0</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>TITAN MACHINERY INC.</name>
        <lei>549300835ZM8G0BT5C94</lei>
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        <name>PRIMAVERA CAPITAL ACQUISITION CORP WT</name>
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        <title>PRIMAVERA CAPITAL ACQUISITION CORP WT EXPIRATION: 01/19/26</title>
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        <name>DIGITALBRIDGE GROUP, INC.</name>
        <lei>549300XG87L902AGBO89</lei>
        <title>DigitalBridge Group Inc PREFERRED STOCK</title>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOBLE CORP NEW COMMON STOCK</title>
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        <name>S&amp;P GLOBAL INC.</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>S&amp;P GLOBAL INC COMMON STOCK</title>
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        <name>TUTOR PERINI CORPORATION</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
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      <invstOrSec>
        <name>Tailwind Two Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHESAPEAKE ENERGY CORPORATION</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>Healthcare Capital Corp</name>
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        <name>Republica Argentina</name>
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        <name>THE WALT DISNEY COMPANY</name>
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        <name>AMAZON.COM, INC.</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <name>MASTERCARD INCORPORATED.</name>
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        <name>Warrior Technologies Acquisition Co</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>POLARIS INC.</name>
        <lei>549300QJSN8UVWN1EI78</lei>
        <title>POLARIS INC COMMON STOCK</title>
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        <name>MALAYSIAN RINGGIT</name>
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        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>ALTICE FRANCE SA/FRANCE 144A 5.125000% 07/15/2029</title>
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          <isin value="US02156LAF85"/>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Broadscale Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BROADSCALE ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>11134Y200</cusip>
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          <isin value="US11134Y2000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>G&amp;P Acquisition Corp</name>
        <lei>N/A</lei>
        <title>G&amp;P ACQUISITION CORP WT EXPIRATION: 03/05/27</title>
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          <isin value="US36146G1114"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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                  <isin value="US36146G1114"/>
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            <unrealizedAppr>143.94000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>SURGERY CENTER HOLDINGS, INC.</name>
        <lei>54930054EVI5HWPPW113</lei>
        <title>SURGERY CENTER HOLDINGS INC 144A 6.750000% 07/01/2025</title>
        <cusip>84611WAB0</cusip>
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          <isin value="US84611WAB00"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2021-08-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00008237"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITI</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BLUE BIRD CORPORATION</name>
        <lei>5493004ZXJUUWQ65ER59</lei>
        <title>BLUE BIRD CORP COMMON STOCK</title>
        <cusip>095306106</cusip>
        <identifiers>
          <isin value="US0953061068"/>
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        <balance>-24003.00000000</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>Credit Suisse AG</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>VELOCITYSHARES 2X VIX SH-TRM MUTUAL FUND</title>
        <cusip>22542D258</cusip>
        <identifiers>
          <isin value="US22542D2586"/>
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        <balance>498.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4357.50000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <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>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>
        <identifiers>
          <isin value="US62913TAP75"/>
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        <balance>208000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189800.00000000</valUSD>
        <pctVal>0.040568443018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>FERRELLGAS ESCROW LLC</name>
        <lei>N/A</lei>
        <title>FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 5.875000% 04/01/2029</title>
        <cusip>315289AC2</cusip>
        <identifiers>
          <isin value="US315289AC26"/>
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        <balance>126000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124425.00000000</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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Plum Acquisition I Corp</name>
        <lei>N/A</lei>
        <title>PLUM ACQUISITION CORP I SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G7134L100</cusip>
        <identifiers>
          <isin value="KYG7134L1005"/>
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        <balance>806.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FREEDOM MORTGAGE CORPORATION</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP 144A 8.250000% 04/15/2025</title>
        <cusip>35640YAB3</cusip>
        <identifiers>
          <isin value="US35640YAB39"/>
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        <balance>510000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>532312.50000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BLUE RACER MIDSTREAM, LLC</name>
        <lei>N/A</lei>
        <title>BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 6.625000% 07/15/2026</title>
        <cusip>095796AE8</cusip>
        <identifiers>
          <isin value="US095796AE85"/>
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        <balance>155000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>SPDR S&amp;P 500 ETF Trust</name>
        <lei>N/A</lei>
        <title>SPY US 07/16/21 P450 LONG</title>
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          <ticker value="SPY US 07/16/21 P450 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 3.375000% 02/15/2030</title>
        <cusip>15135BAV3</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS846208</cusip>
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        <valUSD>-6444.40000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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      <invstOrSec>
        <name>DISH NETWORK CORPORATION</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH NETWORK CORP-A COMMON STOCK</title>
        <cusip>25470M109</cusip>
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          <isin value="US25470M1099"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.375000% 09/25/2032</title>
        <cusip>N/A</cusip>
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          <isin value="XS1577952952"/>
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        <curCd>USD</curCd>
        <valUSD>276394.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RUSSIA, FEDERATION OF (GOVERNMENT)</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="RU000A1007F4"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-17</maturityDt>
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      <invstOrSec>
        <name>SIJ, LLC</name>
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          <other otherDesc="All Others" value="LX189892"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Taiwan Semiconductor Manufacturing Co., Ltd.</name>
        <lei>549300KB6NK5SBD14S87</lei>
        <title>TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT</title>
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          <isin value="US8740391003"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Sciplay Corp</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Agile Growth Corp</name>
        <lei>N/A</lei>
        <title>AGILE GROWTH CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G01202129</cusip>
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          <isin value="KYG012021294"/>
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        <balance>14089.00000000</balance>
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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>DT MIDSTREAM, INC.</name>
        <lei>N/A</lei>
        <title>DT MIDSTREAM INC 144A 4.125000% 06/15/2029</title>
        <cusip>23345MAA5</cusip>
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          <isin value="US23345MAA53"/>
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        <balance>172000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-06-15</maturityDt>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005962"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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      <invstOrSec>
        <name>AVAYA HOLDINGS CORP.</name>
        <lei>549300NZS2OZN6Q63A60</lei>
        <title>AVAYA HOLDINGS CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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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>

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        <name>Verisure Midholding AB</name>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: SILTRONIC NAM (L)</title>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DHC 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>ATOTECH LIMITED</name>
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        <name>TERRIER MEDIA BUYER, INC.</name>
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        <name>BRUNSWICK CORPORATION</name>
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        <name>ISRAELI SHEKEL</name>
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        <name>Hamilton Lane Alliance Holdings I Inc</name>
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        <name>JOFF Fintech Acquisition Corp</name>
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        <name>KOREAN WON</name>
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        <name>KL Acquisition Corp</name>
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        <name>MONITRONICS INTERNATIONAL, INC.</name>
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        <name>PBF HOLDING COMPANY LLC</name>
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        <name>N/A</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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      <invstOrSec>
        <name>COMSTOCK RESOURCES, INC.</name>
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        <name>TRANSDIGM INC.</name>
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        <name>N/A</name>
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        <name>CF Acquisition Corp V</name>
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        <name>N/A</name>
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        <title>PROPCO CERTIFICATES *</title>
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        <name>Hudson Executive Investment Corp II</name>
        <lei>N/A</lei>
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        <name>MASHANTUCKET (WESTERN) PEQUOT TRIBE</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: BROOKFIELD ASSET (S)</title>
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        <name>Quantum Health TL L+450 12/22/27</name>
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        <name>Dune Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>FIRSTENERGY CORP.</name>
        <lei>549300SVYJS666PQJH88</lei>
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        <name>Epiphany Technology Acquisition Corp</name>
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        <name>Cineplex Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NCL CORPORATION LTD.</name>
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        <name>ROOT, INC.</name>
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        <name>Kernel Group Holdings Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GLOBAL PARTNER ACQUISITION CORP II WT</name>
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        <name>Locust Walk Acquisition Corp</name>
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        <title>LOCUST WALK ACQUISITIO-CLS A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>ANTERO MIDSTREAM PARTNERS LP</name>
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          <isin value="US03690AAD81"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DMT SOLUTIONS GLOBAL CORPORATION</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX191218"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BROADRIDGE FINANCIAL SOLUTIONS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Bumble Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SOUND POINT CLO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ZSCALER, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CENVEO CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: CDN NATL RR(S)</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COTY INC.</name>
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        <title>COTY INC-CL A COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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        <name>GENTING NEW YORK LLC</name>
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      <invstOrSec>
        <name>KOREAN WON</name>
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        <name>ACON S2 Acquisition Corp</name>
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        <name>The Mattamy Corporation</name>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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      <invstOrSec>
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        <name>VMED O2 UK FINANCING I PLC</name>
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        <name>ALPHABET INC.</name>
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        <title>ALPHABET INC-CL A COMMON STOCK</title>
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        <name>URBAN ONE, INC.</name>
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        <name>Astrea Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ASTREA ACQUISITION CORP-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Proterra Inc</name>
        <lei>N/A</lei>
        <title>PROTERRA INC WT EXPIRATION: 09/22/27</title>
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        <name>LAREDO PETROLEUM, INC</name>
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        <cusip>516806AF3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP 144A 11.500000% 04/01/2023</title>
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        <name>Adit EdTech Acquisition Cor</name>
        <lei>N/A</lei>
        <title>ADIT EDTECH ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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        <name>MEG Energy Corp.</name>
        <lei>5493002WXPTG5ZC1T326</lei>
        <title>MEG ENERGY CORP 144A 7.125000% 02/01/2027</title>
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        <name>AMC ENTERTAINMENT HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>AMC ENTERTAINMENT HOLDINGS, INC. 4/22/2026</title>
        <cusip>00164DAQ6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CBRE ACQUISITION HOLDINGS INC WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005999"/>
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        <name>Eldorado Gold Corporation</name>
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        <name>PETSMART LLC</name>
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        <name>FIDELITY NATIONAL INFORMATION SERVICES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Kambi Group PLC</name>
        <lei>2138003TN71ZS4RHIJ87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WYNN RESORTS, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Digicel Group 0.5 Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Seven Oaks Acquisition Corp</name>
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        <name>STWD MORTGAGE TRUST</name>
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        <name>AADVANTAGE LOYALTY IP LTD.</name>
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        <name>VIACOMCBS INC.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
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        <name>R. R. DONNELLEY &amp; SONS COMPANY</name>
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        <name>COVA ACQUISITION CORP WT</name>
        <lei>N/A</lei>
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        <name>RUSSIA, FEDERATION OF (GOVERNMENT)</name>
        <lei>5493004EHVGF71PDBU58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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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        <balance>214000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>229314.91000000</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>2027-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Kismet Acquisition Three Corp</name>
        <lei>N/A</lei>
        <title>KISMET ACQUISITION THREE COR SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>G5276C128</cusip>
        <identifiers>
          <isin value="KYG5276C1289"/>
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        <balance>18844.00000000</balance>
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        <valUSD>188251.56000000</valUSD>
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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>GX Acquisition Corp II</name>
        <lei>N/A</lei>
        <title>GX ACQUISITION CORP II-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>36260F105</cusip>
        <identifiers>
          <isin value="US36260F1057"/>
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        <balance>22.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00008313"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.46085000"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>108347.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>706400.00000000</amtCurPur>
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            <settlementDt>2021-08-18</settlementDt>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>RITE AID CORPORATION</name>
        <lei>529900W353T1JY1DKT44</lei>
        <title>RITE AID CORP 144A 8.000000% 11/15/2026</title>
        <cusip>767754CL6</cusip>
        <identifiers>
          <isin value="US767754CL62"/>
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        <balance>76000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77140.00000000</valUSD>
        <pctVal>0.016488143806</pctVal>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE GOODYEAR TIRE &amp; RUBBER COMPANY</name>
        <lei>5493002BI0S2ZQUY3437</lei>
        <title>GOODYEAR TIRE &amp; RUBBER CO/THE 5.625000% 04/30/2033</title>
        <cusip>382550BK6</cusip>
        <identifiers>
          <isin value="US382550BK68"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>237307.50000000</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>2033-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00106309"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.50855000"/>
        <valUSD>-27937.01000000</valUSD>
        <pctVal>-0.00597134351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</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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            <amtCurSold>976356.93000000</amtCurSold>
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            <amtCurPur>20402100.96000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-27937.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Athena Technology Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ATHENA TECHNOLOGY ACQUISITION CORP WT EXPIRATION: 03/31/28</title>
        <cusip>04687A117</cusip>
        <identifiers>
          <isin value="US04687A1170"/>
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        <balance>2144.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1865.28000000</valUSD>
        <pctVal>0.000398690755</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <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>
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                <issuerName>Athena Technology Acquisition Corp</issuerName>
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                  <isin value="US04687A1170"/>
                  <ticker value="ATHN WS"/>
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            <shareNo>2144.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>279.20000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67245.75000000</valUSD>
        <pctVal>0.014373316001</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VINE ENERGY HOLDINGS LLC</name>
        <lei>254900PNIMG4CPJH6R25</lei>
        <title>VINE ENERGY HOLDINGS LLC 144A 6.750000% 04/15/2029</title>
        <cusip>92735LAA0</cusip>
        <identifiers>
          <isin value="US92735LAA08"/>
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        <balance>169000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177872.50000000</valUSD>
        <pctVal>0.038019022027</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>SPXW US 07/16/21 P3950 LONG</title>
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        <identifiers>
          <ticker value="TQN21P Y 3950 US Index"/>
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        <balance>37.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12210.00000000</valUSD>
        <pctVal>0.002609803420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 3950 Jul 2021 on S&amp;P 500 Index</indexName>
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            <shareNo>3700.00000000</shareNo>
            <exercisePrice>950.00000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-47148.68000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190311.35000000</valUSD>
        <pctVal>0.040677740559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <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>SCION TECH GROWTH II WT</name>
        <lei>N/A</lei>
        <title>SCION TECH GROWTH II WT EXPIRATION: 01/28/26</title>
        <cusip>G31070116</cusip>
        <identifiers>
          <ticker value="SCOBW"/>
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        <balance>9562.00000000</balance>
        <units>NC</units>
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        <valUSD>8841.98000000</valUSD>
        <pctVal>0.001889912338</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>DIAMONDBACK ENERGY, INC.</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>DIAMONDBACK ENERGY INC COMMON STOCK</title>
        <cusip>25278X109</cusip>
        <identifiers>
          <isin value="US25278X1090"/>
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        <balance>-3942.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-370114.38000000</valUSD>
        <pctVal>-0.07910940008</pctVal>
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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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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2021-09-15</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00006253"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
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        <pctVal>0.000015746455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>12184.79000000</amtCurSold>
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            <amtCurPur>15177.32000000</amtCurPur>
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            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>73.67000000</unrealizedAppr>
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        </derivativeInfo>
        <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/CNY SETTLE 2021-08-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00008988"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3134.35000000</valUSD>
        <pctVal>-0.00066994572</pctVal>
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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>MEREDITH CORPORATION</name>
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          <isin value="US589433AB71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EAST VALLEY TOURIST DEVELOPMENT AUTHORITY</name>
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          <other otherDesc="All Others" value="LX156619"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Corporation de Securite Garda World</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ScION Tech Growth II</name>
        <lei>N/A</lei>
        <title>SCION TECH GROWTH II SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG310701241"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>VIRACTA THERAPEUTICS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COGENT COMMUNICATIONS HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VERITAS US INC.</name>
        <lei>549300RFUWCPWS8FQ104</lei>
        <title>VERITAS US INC / VERITAS BERMUDA LTD 144A 10.500000% 02/01/2024</title>
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        <name>United States of America</name>
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          <ticker value="USU1"/>
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        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="TQN21P Y 4090 US Index"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PARTY CITY HOLDINGS INC.</name>
        <lei>5493005PYM1JS6EZN307</lei>
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      <invstOrSec>
        <name>AMERICAN GREETINGS CORPORATION</name>
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        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
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          <isin value="US143658BJ01"/>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/16/21 P3990 LONG</title>
        <cusip>N/A</cusip>
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          <ticker value="TQN21P Y 3990 US Index"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6400.00000000</valUSD>
        <pctVal>0.001367955928</pctVal>
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        <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>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 3990 Jul 2021 on S&amp;P 500 Index</indexName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1872.88000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WINDSTREAM SERVICES EQUITY *</title>
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          <other otherDesc="All Others" value="LX190074"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00028943"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16670.90000000</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>BARCLAYS CAPITAL (DMA)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>530000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>645716.23000000</amtCurPur>
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            <settlementDt>2021-08-13</settlementDt>
            <unrealizedAppr>16670.90000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAWS MUSTANG ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>JAWS MUSTANG ACQUISITION CORP WT EXPIRATION: 01/30/26</title>
        <cusip>G50737124</cusip>
        <identifiers>
          <ticker value="JWSM/WS"/>
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        <balance>27838.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35075.88000000</valUSD>
        <pctVal>0.007497227814</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <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>
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                  <cusip value="G50737108"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>27838.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2026-02-02</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5700.80000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Digital Transformation Opportunities Corp</name>
        <lei>N/A</lei>
        <title>DIGITAL TRANSFORMATION OPPOR SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>25401K206</cusip>
        <identifiers>
          <isin value="US25401K2069"/>
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        <balance>8908.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88189.20000000</valUSD>
        <pctVal>0.018849834220</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Velocity Acquisition Corp</name>
        <lei>N/A</lei>
        <title>VELOCITY ACQUISITION CORP WT EXPIRATION: 02/26/27</title>
        <cusip>92259E112</cusip>
        <identifiers>
          <isin value="US92259E1120"/>
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        <balance>2624.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2309.12000000</valUSD>
        <pctVal>0.000493558499</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>Velocity Acquisition Corp</issuerName>
                <issueTitle>Velocity Acquisition Equity Warrant Exp 24 Feb 2028</issueTitle>
                <identifiers>
                  <cusip value="92259E104"/>
                  <isin value="US92259E1120"/>
                  <ticker value="VELOW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2624.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-03-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>467.07000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST 3.950000% 01/15/2028</title>
        <cusip>44106MAX0</cusip>
        <identifiers>
          <isin value="US44106MAX02"/>
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        <balance>215000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202637.50000000</valUSD>
        <pctVal>0.043312370243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</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>APX GROUP, INC.</name>
        <lei>549300OMQVKPRU98OE64</lei>
        <title>APX GROUP INC 8.500000% 11/01/2024</title>
        <cusip>00213MAU8</cusip>
        <identifiers>
          <isin value="US00213MAU80"/>
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        <balance>330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344850.00000000</valUSD>
        <pctVal>0.073709312829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-07-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007876"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7384.97000000</valUSD>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>587100.00000000</amtCurSold>
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            <amtCurPur>466783.70000000</amtCurPur>
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            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7384.97000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOA Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BOA ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>05601A109</cusip>
        <identifiers>
          <isin value="US05601A1097"/>
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        <balance>16259.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157224.53000000</valUSD>
        <pctVal>0.033605660624</pctVal>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXTRACTION OIL &amp; GAS, INC.</name>
        <lei>5493002FL3WIE1JVUP20</lei>
        <title>EXTRACTION OIL &amp; GAS INC COMMON STOCK</title>
        <cusip>30227M303</cusip>
        <identifiers>
          <isin value="US30227M3034"/>
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        <balance>7582.01000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>416328.17000000</valUSD>
        <pctVal>0.088987279461</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2021-09-15</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00008991"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>JADEX INC.</name>
        <lei>N/A</lei>
        <title>JADEX INC. 2/18/2028</title>
        <cusip>73178EAD4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192522"/>
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        <balance>155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154612.50000000</valUSD>
        <pctVal>0.033047357198</pctVal>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-18</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REALOGY GROUP LLC</name>
        <lei>LF6PBYTYG3BDVEF4FI12</lei>
        <title>REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 144A 9.375000% 04/01/2027</title>
        <cusip>75606DAG6</cusip>
        <identifiers>
          <isin value="US75606DAG60"/>
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        <balance>187000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207783.18000000</valUSD>
        <pctVal>0.044412223909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MONITRONICS INTERNATIONAL, INC.</name>
        <lei>SCAKOG18M6QWWML8YF46</lei>
        <title>MONITRONICS ESCROW</title>
        <cusip>609453AG0</cusip>
        <identifiers>
          <isin value="US609453AG02"/>
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        <balance>495000.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.000000002137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>COHN ROBBINS HOLDINGS CORP WT</name>
        <lei>N/A</lei>
        <title>COHN ROBBINS HOLDINGS CORP WT EXPIRATION: 08/28/25</title>
        <cusip>G23726113</cusip>
        <identifiers>
          <ticker value="CRHC/WS"/>
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        <balance>23395.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <name>XILINX, INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <name>ENTRAVISION COMMUNICATIONS CORPORATION</name>
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        <name>Clarios Global LP</name>
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        <name>Corporation de Securite Garda World</name>
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        <name>GS Acquisition Holdings Corp II</name>
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        <name>Commonwealth of the Bahamas</name>
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      <invstOrSec>
        <name>AGROFRESH INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>VENATOR MATERIALS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <other otherDesc="All Others" value="LX191917"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AUTONATION, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TRIUMPH GROUP, INC.</name>
        <lei>5493007L6S47Q14SL582</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>EHEALTH, INC.</name>
        <lei>5299003O8Y5OKXUZQ421</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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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>JAPANESE YEN</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Property Solutions Acquisition Corp II</name>
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        <title>PROPERTY SOLUTIONS ACQUISITI SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <name>FLEXENTIAL INTERMEDIATE CORPORATION</name>
        <lei>549300M6D163XS0DO113</lei>
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          <isin value="US33938DAA72"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2021-08-18</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITI</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>116367.08000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Epiphany Technology Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EPIPHANY TECHNOLOGY ACQ-CL A SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>29429X109</cusip>
        <identifiers>
          <isin value="US29429X1090"/>
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        <balance>3019.00000000</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>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC COMMON STOCK</title>
        <cusip>071734107</cusip>
        <identifiers>
          <isin value="CA0717341071"/>
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        <balance>1928.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56528.96000000</valUSD>
        <pctVal>0.012082675936</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>NOVA Chemicals Corporation</name>
        <lei>5493007M1XGU5E55ZJ25</lei>
        <title>NOVA CHEMICALS CORP 144A 4.250000% 05/15/2029</title>
        <cusip>66977WAS8</cusip>
        <identifiers>
          <isin value="US66977WAS89"/>
        </identifiers>
        <balance>189000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190890.00000000</valUSD>
        <pctVal>0.040801423012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-07-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007885"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6643.16000000</valUSD>
        <pctVal>-0.00141992970</pctVal>
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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>532300.00000000</amtCurSold>
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            <amtCurPur>423266.54000000</amtCurPur>
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            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6643.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 7.750000% MATURITY: PERPETUAL</title>
        <cusip>06738EBA2</cusip>
        <identifiers>
          <isin value="US06738EBA29"/>
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        <balance>195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214256.25000000</valUSD>
        <pctVal>0.045795798048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BARCLAYS PLC</name>
              <title>BARC 7.75 PERP</title>
              <curCd>GBP</curCd>
              <identifiers>
                <isin value="GB0031348658"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00000000" curCd="GBP"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EJF ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>EJF ACQUISITION CORP WT EXPIRATION: 02/28/27</title>
        <cusip>G2955B125</cusip>
        <identifiers>
          <ticker value="EJFAW"/>
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        <balance>7106.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5826.92000000</valUSD>
        <pctVal>0.001245464025</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>EJF ACQUISITION CORP WT</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="G2955B109"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>7106.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-03-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1089.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arrowroot Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ARROWROOT ACQUISITION CORP WT EXPIRATION: 01/29/26</title>
        <cusip>04282M110</cusip>
        <identifiers>
          <isin value="US04282M1100"/>
        </identifiers>
        <balance>17880.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15376.80000000</valUSD>
        <pctVal>0.003286685113</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>Arrowroot Acquisition Corp</issuerName>
                <issueTitle>Arrowroot Acquisition Warrant Exp 02 March 2026</issueTitle>
                <identifiers>
                  <cusip value="04282M102"/>
                  <isin value="US04282M1100"/>
                  <ticker value="ARRWW"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>17880.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-02-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4223.20000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYATT HOTELS CORPORATION</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>HYATT HOTELS CORP - CL A COMMON STOCK</title>
        <cusip>448579102</cusip>
        <identifiers>
          <isin value="US4485791028"/>
        </identifiers>
        <balance>-4660.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-361802.40000000</valUSD>
        <pctVal>-0.07733277159</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>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/16/21 P4190 LONG</title>
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        <identifiers>
          <ticker value="TQN21P Y 4190 US Index"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21248.00000000</valUSD>
        <pctVal>0.004541613684</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>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 4190 Jul 2021 on S&amp;P 500 Index</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <shareNo>1600.00000000</shareNo>
            <exercisePrice>190.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-07-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4101.84000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <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/CAD SETTLE 2021-07-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007883"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3132.22000000</valUSD>
        <pctVal>-0.00066949045</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">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>253300.00000000</amtCurSold>
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            <amtCurPur>201444.39000000</amtCurPur>
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            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3132.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26</title>
        <cusip>165167172</cusip>
        <identifiers>
          <isin value="US1651671729"/>
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        <balance>847.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20184.01000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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                  <cusip value="165167735"/>
                  <isin value="US1651671729"/>
                  <ticker value="CHKEZ"/>
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            </descRefInstrmnt>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSOLIDATED COMMUNICATIONS, INC.</name>
        <lei>549300WW675Y48HDVX34</lei>
        <title>CONSOLIDATED COMMUNICATIONS INC 144A 6.500000% 10/01/2028</title>
        <cusip>20903XAF0</cusip>
        <identifiers>
          <isin value="US20903XAF06"/>
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        <curCd>USD</curCd>
        <valUSD>367906.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP-CLASS A COMMON STOCK</title>
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          <isin value="US20030N1019"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CINEMARK HOLDINGS, INC.</name>
        <lei>549300LL2QMPTYIE0K55</lei>
        <title>CINEMARK HOLDINGS INC COMMON STOCK</title>
        <cusip>17243V102</cusip>
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        <balance>30849.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>677135.55000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: AON PLC (S)</title>
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          <other otherDesc="All Others" value="TW_AON.N"/>
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        <balance>1765659.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17697.39000000</valUSD>
        <pctVal>0.003782695246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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      <invstOrSec>
        <name>HILTON WORLDWIDE HOLDINGS INC.</name>
        <lei>549300HVGPK36ICB0B89</lei>
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          <isin value="US43300A2033"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Crown PropTech Acquisitions</name>
        <lei>N/A</lei>
        <title>CROWN PROPTECH ACQUISITIONS SPECIAL PURPOSE ACQUISITION COMPANIES</title>
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          <isin value="KYG257411283"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>ADVANCED MICRO DEVICES, INC.</name>
        <lei>R2I72C950HOYXII45366</lei>
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          <isin value="US0079031078"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GO Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US3620191193"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL (DMA)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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          <isin value="US1651671802"/>
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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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                  <ticker value="CHKEL"/>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-02-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-353.10000000</unrealizedAppr>
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        <name>CHP Merger Corp</name>
        <lei>N/A</lei>
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          <isin value="US12558Y1148"/>
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        <balance>7532.00000000</balance>
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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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            <descRefInstrmnt>
              <otherRefInst>
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            <delta>XXXX</delta>
            <unrealizedAppr>602.76000000</unrealizedAppr>
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      <invstOrSec>
        <name>Tastemaker Acquisition Corp</name>
        <lei>N/A</lei>
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        <cusip>876545112</cusip>
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          <isin value="US8765451120"/>
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        <balance>2405.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Tastemaker Acquisition Corp</issuerName>
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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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        <fairValLevel>1</fairValLevel>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030</title>
        <cusip>N/A</cusip>
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          <isin value="ZAG000106998"/>
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        <balance>9470052.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TEAM HEALTH HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>TEAM HEALTH HOLDINGS INC. 2/6/2024</title>
        <cusip>87817JAE8</cusip>
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          <other otherDesc="All Others" value="LX156377"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Anzu Special Acquisition Corp I</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LD HOLDINGS GROUP LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp PREFERRED STOCK</title>
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        <name>MARKETAXESS HOLDINGS INC.</name>
        <lei>5493002U1CA1XJOVID83</lei>
        <title>MARKETAXESS HOLDINGS INC COMMON STOCK</title>
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      <invstOrSec>
        <name>CLEVELAND-CLIFFS INC.</name>
        <lei>549300TM2WLI2BJMDD86</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GENESIS ENERGY, L.P.</name>
        <lei>549300VJ5D6MDK138782</lei>
        <title>GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 8.000000% 01/15/2027</title>
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          <isin value="US37185LAM46"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>157593.75000000</valUSD>
        <pctVal>0.033684578856</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007882"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>Stratim Cloud Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106311"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>Corner Growth Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>RXR Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENCINO ACQUISITION PARTNERS HOLDINGS, LLC</name>
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        <name>U.S. DOLLARS</name>
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        <name>AEA-BRIDGES IMPACT CORP WT</name>
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        <name>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
        <lei>529900E7PUVK6BC8PE80</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <other otherDesc="FX Forwards" value="CCTCAD__00006289"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00008462"/>
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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>CORELOGIC, INC.</name>
        <lei>54930086CD8K2UIL0516</lei>
        <title>CORELOGIC INC 144A 4.500000% 05/01/2028</title>
        <cusip>21871DAD5</cusip>
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          <isin value="US21871DAD57"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>USA COMPRESSION PARTNERS, LP</name>
        <lei>N/A</lei>
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        <cusip>91740PAF5</cusip>
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          <isin value="US91740PAF53"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TRONOX INCORPORATED</name>
        <lei>549300EPZ4YXC7E5P181</lei>
        <title>TRONOX INC 144A 4.625000% 03/15/2029</title>
        <cusip>897051AC2</cusip>
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          <isin value="US897051AC29"/>
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        <balance>195000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
        <lei>N/A</lei>
        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TRIUMPH GROUP, INC.</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC 144A 6.250000% 09/15/2024</title>
        <cusip>896818AQ4</cusip>
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          <isin value="US896818AQ45"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: ATHENE HOLDING (L)</title>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: PPD INC (L)</title>
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        <name>OKTA, INC.</name>
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        <name>AMC NETWORKS INC.</name>
        <lei>549300VGG9K75226LR46</lei>
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        <name>WYNN LAS VEGAS, LLC</name>
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        <title>WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP 1 4.250000% 05/30/2023</title>
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        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <title>ROYAL CARIBBEAN CRUISES LTD 144A 9.125000% 06/15/2023</title>
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      <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/30/21 P4000 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>
      <invstOrSec>
        <name>BOARDRIDERS, INC.</name>
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          <other otherDesc="All Others" value="LX189759"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007741"/>
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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>Senior Connect Acquisition Corp I</name>
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      <invstOrSec>
        <name>Leo Holdings Corp II</name>
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      <invstOrSec>
        <name>Monument Circle Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US61531M1190"/>
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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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Monument Circle Acquisition Corp</issuerName>
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      <invstOrSec>
        <name>COOPER-STANDARD AUTOMOTIVE INC.</name>
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          <isin value="US216762AG93"/>
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        <balance>135000.00000000</balance>
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        <curCd>USD</curCd>
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        <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>13.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GETTY IMAGES</name>
        <lei>N/A</lei>
        <title>GETTY IMAGES 2/19/2026</title>
        <cusip>37427UAJ9</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX178592"/>
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        <balance>145525.33520000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-19</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORPORATION</name>
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          <isin value="US165167DF18"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Thunder Bridge Capital Partners III Inc</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>ENACT HOLDINGS, INC.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Switchback II Corp</name>
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      <invstOrSec>
        <name>KISMET ACQUISITION THREE CORP WT</name>
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          <ticker value="KIIIW"/>
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      <invstOrSec>
        <name>MONOLITHIC POWER SYSTEMS, INC.</name>
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        <name>GODADDY INC.</name>
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      <invstOrSec>
        <name>CNX MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NORTHERN OIL AND GAS, INC.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ORBCOMM INC.</name>
        <lei>529900PSC8WVCY267I23</lei>
        <title>ORBCOMM INC COMMON STOCK</title>
        <cusip>68555P100</cusip>
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          <isin value="US68555P1003"/>
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        <balance>37256.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418757.44000000</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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      <invstOrSec>
        <name>Executive Network Partnering Corp</name>
        <lei>N/A</lei>
        <title>EXECUTIVE NETWORK PARTNERING SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>30158L209</cusip>
        <identifiers>
          <isin value="US30158L2097"/>
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        <balance>3188.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31848.12000000</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83400.00000000</valUSD>
        <pctVal>0.017826175699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/16/21 P4150 LONG</title>
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        <identifiers>
          <ticker value="TQN21P Y 4150 US Index"/>
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        <balance>37.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37888.00000000</valUSD>
        <pctVal>0.008098299099</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>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Put Option 4150 Jul 2021 on S&amp;P 500 Index</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <exercisePrice>150.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-110694.74000000</unrealizedAppr>
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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>896403.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>493021.83000000</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>2023-09-07</maturityDt>
          <couponKind>Floating</couponKind>
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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>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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        <balance>-11370.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1374860.40000000</valUSD>
        <pctVal>-0.29386694307</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>
      <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>5629.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1545723.40000000</valUSD>
        <pctVal>0.330387732747</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>LIBBEY GLASS LLC</name>
        <lei>N/A</lei>
        <title>LIBBEY GLASS LLC 11/13/2025</title>
        <cusip>52989XAB9</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190661"/>
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        <balance>141168.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144980.28000000</valUSD>
        <pctVal>0.030988536501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.00000000</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>REPUBLIC OF SOUTH AFRICA</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ZAG000125972"/>
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        <balance>9197022.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.27875000"/>
        <valUSD>584652.48000000</valUSD>
        <pctVal>0.124965441625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.87500000</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>ALIBABA GROUP HOLDING LIMITED</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT</title>
        <cusip>01609W102</cusip>
        <identifiers>
          <isin value="US01609W1027"/>
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        <balance>6729.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1526002.62000000</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>BUILDERS FIRSTSOURCE, INC.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC 144A 6.750000% 06/01/2027</title>
        <cusip>12008RAM9</cusip>
        <identifiers>
          <isin value="US12008RAM97"/>
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        <balance>492000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527055.00000000</valUSD>
        <pctVal>0.112654376897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</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>GENWORTH FINANCIAL, INC.</name>
        <lei>549300EMCG286BDNKJ33</lei>
        <title>GENWORTH HOLDINGS INC 4.800000% 02/15/2024</title>
        <cusip>372491AG5</cusip>
        <identifiers>
          <isin value="US372491AG50"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35000.00000000</valUSD>
        <pctVal>0.007481008986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80000000</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>RANGE RESOURCES CORPORATION</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>RANGE RESOURCES CORP 9.250000% 02/01/2026</title>
        <cusip>75281ABG3</cusip>
        <identifiers>
          <isin value="US75281ABG31"/>
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        <balance>303000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334057.50000000</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>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.25000000</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>DOMINION DIAMOND MINES ULC</name>
        <lei>549300514YCQANUHXW83</lei>
        <title>NORTHWEST ACQUISITIONS ULC / DOMINION FINCO INC 14 7.125000% 11/01/2022</title>
        <cusip>66727WAA0</cusip>
        <identifiers>
          <isin value="US66727WAA09"/>
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        <balance>460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46.00000000</valUSD>
        <pctVal>0.000009832183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Edify Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EDIFY ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>28059Q202</cusip>
        <identifiers>
          <isin value="US28059Q2021"/>
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        <balance>12754.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126774.76000000</valUSD>
        <pctVal>0.027097231966</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 Avenue Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ATLANTIC AVENUE ACQUISITION CORP WT EXPIRATION: 10/06/27</title>
        <cusip>04906P119</cusip>
        <identifiers>
          <isin value="US04906P1194"/>
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        <balance>74205.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65300.40000000</valUSD>
        <pctVal>0.013957510835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Atlantic Avenue Acquisition Corp</issuerName>
                <issueTitle>Atlantic Avenue Acquisition Equity Warrants Exp 6 Oct 2027</issueTitle>
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                  <isin value="US04906P1194"/>
                  <ticker value="ASAQ WS"/>
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            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2027-10-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12986.65000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: TALENDA SA (L)</title>
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          <other otherDesc="All Others" value="TW_TLND.O"/>
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        <balance>8928.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10929.62000000</valUSD>
        <pctVal>0.002336131012</pctVal>
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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>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-574747.18010000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10929.62000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CENGAGE LEARNING, INC.</name>
        <lei>549300BYGM0FWUSVXJ88</lei>
        <title>CENGAGE LEARNING INC 144A 9.500000% 06/15/2024</title>
        <cusip>15137NAA1</cusip>
        <identifiers>
          <isin value="US15137NAA19"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470925.00000000</valUSD>
        <pctVal>0.100656975914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</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>SKECHERS U.S.A., INC.</name>
        <lei>529900D2R54KZPA4XR56</lei>
        <title>SKECHERS USA INC-CL A COMMON STOCK</title>
        <cusip>830566105</cusip>
        <identifiers>
          <isin value="US8305661055"/>
        </identifiers>
        <balance>-14707.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-732849.81000000</valUSD>
        <pctVal>-0.15664160041</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>N/A</name>
        <lei>N/A</lei>
        <title>SPXW US 07/16/21 P4060 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TQN21P Y 4060 US Index"/>
        </identifiers>
        <balance>-16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9312.00000000</valUSD>
        <pctVal>-0.00199037587</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 4060 Jul 2021 on S&amp;P 500 Index</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>-1600.00000000</shareNo>
            <exercisePrice>60.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-07-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>20281.20000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIGITALBRIDGE GROUP, INC.</name>
        <lei>549300XG87L902AGBO89</lei>
        <title>DigitalBridge Group Inc PREFERRED STOCK</title>
        <cusip>25401T306</cusip>
        <identifiers>
          <isin value="US25401T3068"/>
        </identifiers>
        <balance>1900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49799.00000000</valUSD>
        <pctVal>0.010644193329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PARK HOTELS &amp; RESORTS INC.</name>
        <lei>5493005UZ5TQN0H6HS73</lei>
        <title>PARK HOTELS &amp; RESORTS INC REIT</title>
        <cusip>700517105</cusip>
        <identifiers>
          <isin value="US7005171050"/>
        </identifiers>
        <balance>67670.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1394678.70000000</valUSD>
        <pctVal>0.298102968231</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>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>-1067295.00000000</valUSD>
        <pctVal>-0.22812695675</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>Altimeter Growth 2 Corp</name>
        <lei>N/A</lei>
        <title>AGCB US 07/16/21 C10 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="AGCB US 07/16/21 C10 Equity"/>
        </identifiers>
        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>390.00000000</valUSD>
        <pctVal>0.000083359814</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>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Altimeter Growth 2 Corp</issuerName>
                <issueTitle>AGCB Call 10 Jul 2021</issueTitle>
                <identifiers>
                  <cusip value="G0371B109"/>
                  <ticker value="AGCB-07/2021-C-10"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1300.00000000</shareNo>
            <exercisePrice>10.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-07-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1238.70000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>S&amp;P GLOBAL INC</name>
        <lei>N/A</lei>
        <title>S&amp;P GLOBAL INC COMMON STOCK</title>
        <cusip>78409V104</cusip>
        <identifiers>
          <isin value="US78409V1044"/>
        </identifiers>
        <balance>-434.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-178135.30000000</valUSD>
        <pctVal>-0.03807519371</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>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2021-09-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00106968"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700000"/>
        <valUSD>-7967.47000000</valUSD>
        <pctVal>-0.00170299184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>946171.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3569762.76000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-7967.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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>38301.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34277.44000000</valUSD>
        <pctVal>0.007326566762</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>38301.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-11-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3750.76000000</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>-1292719.89000000</valUSD>
        <pctVal>-0.27630997469</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>2021-06-30</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>
  <documents>XXXX</documents>
</edgarSubmission>
