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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NOVA VISION ACQUISITION CORP WT</name>
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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>CONVERGEONE HOLDINGS, CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NOBLE CORP WARRANTS</name>
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      <invstOrSec>
        <name>ONEX TSG INTERMEDIATE CORP.</name>
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        <name>LMF Acquisition Opportunities Inc</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>KAIROUS ACQUISITION CORP LTD WT</name>
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      <invstOrSec>
        <name>Cenaq Energy Corp</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>East Resources Acquisition Co</name>
        <lei>N/A</lei>
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        <name>1011778 B.C. UNLIMITED LIABILITY COMPANY</name>
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        <name>Sultanate of Oman</name>
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        <name>Altice France Holding S.A.</name>
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        <name>BOXER PARENT COMPANY INC.</name>
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        <name>TAKE-TWO INTERACTIVE SOFTWARE, INC.</name>
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        <name>LUMEN TECHNOLOGIES, INC.</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Domo Inc</name>
        <lei>N/A</lei>
        <title>DOMO INC - CLASS B COMMON STOCK</title>
        <cusip>257554105</cusip>
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          <isin value="US2575541055"/>
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        <balance>1363.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37891.40000000</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>
      <invstOrSec>
        <name>NATUS MEDICAL INCORPORATED</name>
        <lei>549300ZW3JLSJGT2D838</lei>
        <title>NATUS MEDICAL INC COMMON STOCK</title>
        <cusip>639050103</cusip>
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          <isin value="US6390501038"/>
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        <balance>2973.00000000</balance>
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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>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AG ISSUER, LLC</name>
        <lei>N/A</lei>
        <title>AG ISSUER LLC 144A 6.250000% 03/01/2028</title>
        <cusip>00119LAA9</cusip>
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          <isin value="US00119LAA98"/>
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        <balance>180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>157084.59000000</valUSD>
        <pctVal>0.038129220084</pctVal>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <balance>159000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145459.56000000</valUSD>
        <pctVal>0.035307470812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pono Capital Corp</name>
        <lei>N/A</lei>
        <title>PONO CAPITAL CORP WT EXPIRATION: 12/16/22</title>
        <cusip>732450119</cusip>
        <identifiers>
          <isin value="US7324501193"/>
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        <balance>43850.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2595.92000000</valUSD>
        <pctVal>0.000630108943</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>Pono Capital Corp</issuerName>
                <issueTitle>Pono Capital Equity Warrant Exp 11 Aug 2026</issueTitle>
                <identifiers>
                  <cusip value="732450101"/>
                  <isin value="US7324501193"/>
                  <ticker value="PONOW"/>
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            <shareNo>43850.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2022-12-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-13307.89000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BELLRING BRANDS, INC.</name>
        <lei>549300S3BOK5CMTS8054</lei>
        <title>BELLRING BRANDS INC 144A 7.000000% 03/15/2030</title>
        <cusip>07831CAA1</cusip>
        <identifiers>
          <isin value="US07831CAA18"/>
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        <balance>177000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166822.50000000</valUSD>
        <pctVal>0.040492907786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2022-07-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00013606"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3969.52000000</valUSD>
        <pctVal>0.000963523549</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>UBS WARBURG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>202400.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>160883.34000000</amtCurPur>
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            <settlementDt>2022-07-20</settlementDt>
            <unrealizedAppr>3969.52000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LANNETT COMPANY, INC.</name>
        <lei>5299001DJ6C90XX17G45</lei>
        <title>LANNETT CO INC 144A 7.750000% 04/15/2026</title>
        <cusip>51602UAD0</cusip>
        <identifiers>
          <isin value="US51602UAD00"/>
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        <balance>410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173133.83000000</valUSD>
        <pctVal>0.042024860032</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>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DATADOG, INC.</name>
        <lei>549300F6JNO0KRPO1K63</lei>
        <title>DATADOG INC - CLASS A COMMON STOCK</title>
        <cusip>23804L103</cusip>
        <identifiers>
          <isin value="US23804L1035"/>
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        <balance>-1534.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-146098.16000000</valUSD>
        <pctVal>-0.03546247850</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>AMC ENTERTAINMENT HOLDINGS, INC.</name>
        <lei>549300ZO77UNR6NRBR11</lei>
        <title>AMC ENTERTAINMENT HOLDINGS INC 6.125000% 05/15/2027</title>
        <cusip>00165CAD6</cusip>
        <identifiers>
          <isin value="US00165CAD65"/>
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        <balance>55000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27025.19000000</valUSD>
        <pctVal>0.006559837711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fortress Value Acquisition III Corp</name>
        <lei>N/A</lei>
        <title>FORTRESS VALUE ACQUISITION CORP III WT EXPIRATION: 12/31/27</title>
        <cusip>34964G115</cusip>
        <identifiers>
          <isin value="US34964G1159"/>
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        <balance>129.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23.22000000</valUSD>
        <pctVal>0.000005636202</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>
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                <issueTitle>Fortress Value Acquisition III Equity Warrants Exp 31st Dec 2027</issueTitle>
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                  <isin value="US34964G1159"/>
                  <ticker value="FVT WS"/>
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            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-50.57000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IHEARTCOMMUNICATIONS, INC.</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>IHEARTCOMMUNICATIONS INC 6.375000% 05/01/2026</title>
        <cusip>45174HBC0</cusip>
        <identifiers>
          <isin value="US45174HBC07"/>
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        <balance>215000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199143.75000000</valUSD>
        <pctVal>0.048338260755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <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>SURGERY CENTER HOLDINGS, INC.</name>
        <lei>54930054EVI5HWPPW113</lei>
        <title>SURGERY CENTER HOLDINGS INC 144A 10.000000% 04/15/2027</title>
        <cusip>86881WAD4</cusip>
        <identifiers>
          <isin value="US86881WAD48"/>
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        <balance>392000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379708.77000000</valUSD>
        <pctVal>0.092166897206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PBF HOLDING COMPANY LLC</name>
        <lei>549300TILVIIV9FLL461</lei>
        <title>PBF HOLDING CO LLC / PBF FINANCE CORP 6.000000% 02/15/2028</title>
        <cusip>69318FAJ7</cusip>
        <identifiers>
          <isin value="US69318FAJ75"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16951.00000000</valUSD>
        <pctVal>0.004114524598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>
      <invstOrSec>
        <name>INTEL CORPORATION</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP COMMON STOCK</title>
        <cusip>458140100</cusip>
        <identifiers>
          <isin value="US4581401001"/>
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        <balance>-9920.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-371107.20000000</valUSD>
        <pctVal>-0.09007903387</pctVal>
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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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      <invstOrSec>
        <name>DiamondHead Holdings Corp</name>
        <lei>549300HWN3ECTEH7I380</lei>
        <title>DIAMONDHEAD HOLDINGS CORP WT EXPIRATION: 01/28/28</title>
        <cusip>25278L113</cusip>
        <identifiers>
          <isin value="US25278L1136"/>
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        <balance>9972.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>897.48000000</valUSD>
        <pctVal>0.000217845763</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>JONES TRADING</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>DiamondHead Holdings Equity Warrant Exp 21 Jan 2026</issueTitle>
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                  <isin value="US25278L1136"/>
                  <ticker value="DHHCW"/>
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            <shareNo>9972.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2028-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4967.40000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC 5.375000% 04/01/2032</title>
        <cusip>988498AR2</cusip>
        <identifiers>
          <isin value="US988498AR20"/>
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        <balance>160000.00000000</balance>
        <units>PA</units>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BEAZER HOMES USA, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LUMEN TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FERTITTA ENTERTAINMENT, LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX202071"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>TEAM HEALTH HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>TEAM HEALTH HOLDINGS, INC. 3/2/2027</title>
        <cusip>87817JAG3</cusip>
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          <other otherDesc="All Others" value="LX202831"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Iovance Biotherapeutics Inc</name>
        <lei>N/A</lei>
        <title>IOVANCE BIOTHERAPEUTICS INC COMMON STOCK</title>
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          <isin value="US4622601007"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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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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        <balance>95000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>AMMO, INC.</name>
        <lei>549300WUBAV2G8RICP63</lei>
        <title>AMMO INC COMMON STOCK</title>
        <cusip>00175J107</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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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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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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                  <isin value="US98880C1100"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-15406.38000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TZP STRATEGIES ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>TZP STRATEGIES ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G91595119</cusip>
        <identifiers>
          <ticker value="TZPSW"/>
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        <balance>43568.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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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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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>CHANGE HEALTHCARE INC.</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>CHANGE HEALTHCARE INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2022-CSMO BX 2022-CSMO D</title>
        <cusip>05610MAE2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>237646.94000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 7.375000% 07/01/2028</title>
        <cusip>25470XBB0</cusip>
        <identifiers>
          <isin value="US25470XBB01"/>
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        <balance>185000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>125837.00000000</valUSD>
        <pctVal>0.030544477136</pctVal>
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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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        <name>RXR Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RXR ACQUISITION CORP WT EXPIRATION: 03/08/26</title>
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          <isin value="US74981W1154"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                <issueTitle>RXR Acquisition Equity Warrants Exp 01 Jan 2025</issueTitle>
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                  <isin value="US74981W1154"/>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SWISS FRANC</name>
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        <title>FX Forward Contract: CHF/USD SETTLE 2022-09-21</title>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>XPAC ACQUISITION CORP WT</name>
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          <ticker value="XPAXW"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>N/A</issuerName>
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            <unrealizedAppr>-3548.47000000</unrealizedAppr>
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      <invstOrSec>
        <name>Social Leverage Acquisition Corp I</name>
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          <isin value="US83363K1108"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>SOCIAL LEVERAGE ACQUISITION CORP I WT</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>Social Leverage Acquisition Corp I</issuerName>
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            <unrealizedAppr>-4.18000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
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        <cusip>1248EPCP6</cusip>
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          <isin value="US1248EPCP61"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CARESTREAM HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>CARESTREAM HEALTH, INC. 8/8/2023</title>
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          <other otherDesc="All Others" value="LX188110"/>
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        <valUSD>182646.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Fortress Value Acquisition Corp IV</name>
        <lei>N/A</lei>
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          <isin value="US34964K1161"/>
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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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Fortress Value Acquisition Corp IV</issuerName>
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                  <cusip value="34964K108"/>
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                  <ticker value="FVIV WS"/>
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            <shareNo>357.00000000</shareNo>
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            <expDt>2028-03-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-221.60000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>FINTECH EVOLUTION ACQUISITION GROUP WT</name>
        <lei>N/A</lei>
        <title>FINTECH EVOLUTION ACQUISITION GROUP WT EXPIRATION: 03/31/28</title>
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          <ticker value="FTEV/WS"/>
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        <balance>5940.00000000</balance>
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        <pctVal>0.000130773480</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
            <shareNo>5940.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-4062.52000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>MCGRAW-HILL EDUCATION, INC.</name>
        <lei>N/A</lei>
        <title>MCGRAW-HILL EDUCATION, INC. 7/28/2028</title>
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          <other otherDesc="All Others" value="LX196470"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CIIG Capital Partners II Inc</name>
        <lei>N/A</lei>
        <title>CIIG CAPITAL PARTNERS II INC WT EXPIRATION: 02/28/28</title>
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          <isin value="US12561U1170"/>
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        <balance>82526.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <descRefInstrmnt>
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        <name>Republic of Ghana</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>REPUBLIC OF GHANA 7.750000% 04/07/2029</title>
        <cusip>N/A</cusip>
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          <isin value="XS2325748106"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GUITAR CENTER TRANCHE I WARRANTS</name>
        <lei>N/A</lei>
        <title>GUITAR CENTER TRANCHE I WARRANTS 22-Dec-2070</title>
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          <other otherDesc="All Others" value="GTRC_WT_1"/>
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      <invstOrSec>
        <name>PACIRA BIOSCIENCES, INC.</name>
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        <name>ASCENT RESOURCES UTICA HOLDINGS, LLC</name>
        <lei>549300EGLQ2M2CL7JZ89</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Braze Inc</name>
        <lei>9845007B9EDBFD37C277</lei>
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      <invstOrSec>
        <name>PENNYMAC FINANCIAL SERVICES, INC.</name>
        <lei>549300W1D516HBDEU871</lei>
        <title>PENNYMAC FINANCIAL SERVICES INC 144A 4.250000% 02/15/2029</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Mount Rainier Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>KELLOGG COMPANY</name>
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        <name>NIELSEN HOLDINGS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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      <invstOrSec>
        <name>Mason Industrial Technology Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5951.47000000</unrealizedAppr>
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        <name>WARBURG PINCUS CAPITAL CORP I-A WT</name>
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          <ticker value="WPCA/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EQ Health Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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        <name>SPANISH BROADCASTING SYSTEM, INC.</name>
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        <name>BREAD FINANCIAL HOLDINGS, INC.</name>
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        <name>Republica Argentina</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>REPUBLIC OF ARGENTINA 1.125000% 07/09/2035</title>
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        <name>Wynn Macau, Limited</name>
        <lei>254900NMDQ8ENTHU1I31</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AQUITY SOLUTIONS</name>
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        <title>AQUITY SOLUTIONS 9/13/2026</title>
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        <name>Turning Point Therapeutics Inc</name>
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        <name>AIR MEDICAL GROUP HOLDINGS INC.</name>
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        <name>Wolfspeed, Inc.</name>
        <lei>549300OGU88P3AW3TO93</lei>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
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        <name>MAUSER PACKAGING SOLUTIONS HOLDING COMPANY</name>
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        <name>PROLOGIS, L.P.</name>
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        <name>Jupiter Acquisition Corp</name>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>Valaris Limited</name>
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        <name>FIRST QUANTUM MINERALS LTD.</name>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bill.com Holdings Inc</name>
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        <name>Fintech Ecosystem Development Corp</name>
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      <invstOrSec>
        <name>HEALTHCARE AI ACQUISITION CORP WT</name>
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        <name>TAIWAN DOLLAR</name>
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        <name>ALLEGHENY TECHNOLOGIES INCORPORATED</name>
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        <name>PROLOGIS, L.P.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE USA, INC.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <curCd>USD</curCd>
        <valUSD>56875.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>HARLEY-DAVIDSON, INC.</name>
        <lei>ZDNAWZWXIKMWI51R2A08</lei>
        <title>HARLEY-DAVIDSON INC COMMON STOCK</title>
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        <balance>-9369.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TCW SPECIAL PURPOSE AC- CW28 SPECIAL PURPOSE ACQUISITION COMPANIES</title>
        <cusip>87301L114</cusip>
        <identifiers>
          <isin value="US87301L1145"/>
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        <balance>7800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1716.00000000</valUSD>
        <pctVal>0.000416525527</pctVal>
        <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>
      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2022-09-21</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTNOK__00013572"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.87975000"/>
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        <pctVal>-0.00105673691</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS WARBURG</counterpartyName>
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      <invstOrSec>
        <name>SINCLAIR TELEVISION GROUP, INC.</name>
        <lei>549300CQGEN0CH65UD62</lei>
        <title>SINCLAIR TELEVISION GROUP INC 144A 4.125000% 12/01/2030</title>
        <cusip>829259BA7</cusip>
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          <isin value="US829259BA72"/>
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        <balance>245000.00000000</balance>
        <units>PA</units>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VPC IMPACT ACQUISITION HOLDINGS II WT</name>
        <lei>N/A</lei>
        <title>VPC IMPACT ACQUISITION HOLDINGS II WT EXPIRATION: 12/31/27</title>
        <cusip>G9460L118</cusip>
        <identifiers>
          <ticker value="VPCBW"/>
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        <balance>2522.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>479.18000000</valUSD>
        <pctVal>0.000116311597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2522.00000000</shareNo>
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            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-420.91000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STONEMOR INC.</name>
        <lei>N/A</lei>
        <title>STONEMOR INC 144A 8.500000% 05/15/2029</title>
        <cusip>86184WAA4</cusip>
        <identifiers>
          <isin value="US86184WAA45"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265500.00000000</valUSD>
        <pctVal>0.064444946078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Blockchain Moon Acquisition Corp</name>
        <lei>549300W5G04TQZZCFC27</lei>
        <title>BLOCKCHAIN MOON ACQUISITION CORP WT EXPIRATION: 03/24/23</title>
        <cusip>09370F125</cusip>
        <identifiers>
          <isin value="US09370F1259"/>
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        <balance>4486.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>336.45000000</valUSD>
        <pctVal>0.000081666674</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>MIZUHO SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Blockchain Moon Acquisition Corp</issuerName>
                <issueTitle>Blockchain Moon Acquisition Equity Warrants Exp 14th Oct 2026</issueTitle>
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                  <isin value="US09370F1259"/>
                  <ticker value="BMAQW"/>
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            <shareNo>4486.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-03-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1459.61000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TENNECO INC 144A 5.125000% 04/15/2029</title>
        <cusip>880349AT2</cusip>
        <identifiers>
          <isin value="US880349AT28"/>
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        <balance>746000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702166.87000000</valUSD>
        <pctVal>0.170437311018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>ORYX FUNDING LIMITED</name>
        <lei>549300S728CF0BBRC295</lei>
        <title>ORYX FUNDING LTD 144A 5.800000% 02/03/2031</title>
        <cusip>67114NAA9</cusip>
        <identifiers>
          <isin value="US67114NAA90"/>
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        <balance>212000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199710.78000000</valUSD>
        <pctVal>0.048475896227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</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>TEAM HEALTH HOLDINGS, INC.</name>
        <lei>549300PVTQ4UDTTMQT11</lei>
        <title>TEAM HEALTH HOLDINGS INC 144A 6.375000% 02/01/2025</title>
        <cusip>88047PAA2</cusip>
        <identifiers>
          <isin value="US88047PAA21"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83793.67000000</valUSD>
        <pctVal>0.020339278888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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>Accretion Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ACCRETION ACQUISITION CORP WT EXPIRATION: 02/19/23</title>
        <cusip>00438Y115</cusip>
        <identifiers>
          <isin value="US00438Y1156"/>
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        <balance>46548.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3025.62000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Accretion Acquisition Corp</issuerName>
                <issueTitle>Accretion Acquisition Equity Warrant Exp 1st Mar 2028</issueTitle>
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            <delta>XXXX</delta>
            <unrealizedAppr>-14611.39000000</unrealizedAppr>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JBLU US 09/16/22 C16 LONG</title>
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        <identifiers>
          <ticker value="JBLU US 09/16/22 C16 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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                <issueTitle>JBLU Call 16 Sep 2022</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013804"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>UBS WARBURG</counterpartyName>
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            <amtCurPur>246594.65000000</amtCurPur>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gladstone Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GLADSTONE ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>37653T116</cusip>
        <identifiers>
          <isin value="US37653T1161"/>
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        <balance>10821.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2949.80000000</valUSD>
        <pctVal>0.000716006410</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SHELF DRILLING HOLDINGS, LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Olin Corporation</name>
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        <name>MASTERCARD INCORPORATED.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AVEANNA HEALTHCARE LLC</name>
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        <lei>549300Y7YT18L8G0H525</lei>
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        <name>ATLANTIA S.P.A.</name>
        <lei>8156008DEC771409C487</lei>
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        <name>PRESIDIO HOLDINGS INC</name>
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        <name>WYNN RESORTS FINANCE, LLC</name>
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        <name>Strathcona Resources Ltd.</name>
        <lei>549300MK8E4L4BHGLO91</lei>
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        <name>AMC ENTERTAINMENT HOLDINGS, INC.</name>
        <lei>549300ZO77UNR6NRBR11</lei>
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        <name>KNIGHTSWAN ACQUISITION CORP WT</name>
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        <name>GLOBALINK INVESTMENT INC WT</name>
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        <name>N/A</name>
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        <title>EURO STOXX 50     SEP22 PHYSICAL INDEX FUTURE.</title>
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        <fairValLevel>1</fairValLevel>
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                <indexName>DJ EURO STOXX 50 FUTR Sep 2022</indexName>
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      </invstOrSec>
      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TACORA RESOURCES INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>3</fairValLevel>
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        <name>CITRIX SYSTEMS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>HOSTESS BRANDS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MOTIVE CAPITAL CORP II WT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
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        <identifiers>
          <isin value="US037833EE62"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Achilles Therapeutics PLC</name>
        <lei>984500FDESEB1BE52A76</lei>
        <title>ACHILLES THERAPEUTICS PL-ADR DEPOSITARY RECEIPT</title>
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        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT VARIABLE RATE 05/31/2040</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SILICON MOTION TECHNOLOGY CORPORATION</name>
        <lei>5299005RBVBZQJTYFC89</lei>
        <title>SIMO US 07/15/22 P60 LONG</title>
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          <ticker value="SIMO US 07/15/22 P60 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <descRefInstrmnt>
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        <name>DIAMOND OFFSHORE DRILLING, INC.</name>
        <lei>F14FQJ2EEHW5VPYUHL14</lei>
        <title>DIAMOND OFFSHORE DRILLING IN COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KKR Acquisition Holdings I Corp</name>
        <lei>N/A</lei>
        <title>KKR ACQUISITION HOLDINGS I CORP WT EXPIRATION: 12/31/27</title>
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          <isin value="US48253T1170"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FORTRESS CAPITAL ACQUISITION CORP WT</name>
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        <title>FORTRESS CAPITAL ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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          <ticker value="FCAX/WS"/>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2022-09-21</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00011033"/>
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        <balance>1.00000000</balance>
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        <valUSD>957.36000000</valUSD>
        <pctVal>0.000232380465</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>114393.01000000</amtCurSold>
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            <amtCurPur>121261.28000000</amtCurPur>
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        <name>HARVEST MIDSTREAM I, L.P.</name>
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        <name>Lyell Immunopharma Inc</name>
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        <name>NCR CORPORATION</name>
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        <name>Software Acquisition Group III Inc</name>
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        <name>Republica del Ecuador</name>
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        <name>Studio City Finance Limited</name>
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        <name>Novo Banco, S.A.</name>
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        <name>UNITED STATES CELLULAR CORPORATION</name>
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        <name>PMV Consumer Acquisition Corp</name>
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        <name>Li Auto Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>DCP MIDSTREAM OPERATING, LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMN HEALTHCARE SERVICES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CLEAN HARBORS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WINTRUST FINANCIAL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TEGNA INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Biohaven Pharmaceutical Holding Company Ltd</name>
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        <name>FINANCE OF AMERICA FUNDING LLC</name>
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        <name>SPANISH BROADCASTING SYSTEM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TENNECO INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HURTIGRUTEN GROUP AS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ITIQUIRA ACQUISITION CORP WT</name>
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        <name>InterPrivate IV InfraTech Partners Inc</name>
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        <name>ACADEMY, LTD.</name>
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        <name>Turning Point Therapeutics Inc</name>
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        <name>DYNATRACE, INC.</name>
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        <name>TALON 1 ACQUISITION CORP WT</name>
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        <name>AVAYA INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PROVIDENT ACQUISITION CORP WT</name>
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        <name>CAESARS ENTERTAINMENT, INC.</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>MOUNTAIN PROVINCE DIAMONDS INC.</name>
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        <name>Northern Star Investment Corp II</name>
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      <invstOrSec>
        <name>VOC ESCROW LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Murphy Canyon Acquisition Corp</name>
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          <isin value="US6266421105"/>
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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>
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                <issuerName>Murphy Canyon Acquisition Corp</issuerName>
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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTH32 LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CHS/COMMUNITY HEALTH SYSTEMS, INC.</name>
        <lei>5493007X5NC5XI1BB106</lei>
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        <name>ARCTIC CANADIAN DIAMOND COMPANY LTD.</name>
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        <title>ARCTIC CANADIAN DIAMOND COMPANY LTD. 31-Dec-2027</title>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>Kimbell Tiger Acquisition Corp</name>
        <lei>N/A</lei>
        <title>KIMBELL TIGER ACQUISITION CORP WT EXPIRATION: 09/15/28</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ZOOM VIDEO COMMUNICATIONS, INC.</name>
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        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <name>KAIROS ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>KAIROS ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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        <name>LEO HOLDINGS CORP II WT</name>
        <lei>N/A</lei>
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        <name>Gold Fields Limited</name>
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        <name>BUILDERS FIRSTSOURCE, INC.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
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        <name>Kingdom of Bahrain</name>
        <lei>549300RODM1WN85LFQ95</lei>
        <title>CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 3.875000% 05/18/2029</title>
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      </invstOrSec>
      <invstOrSec>
        <name>MERITOR, INC.</name>
        <lei>5LTG829X630QFHTFBO82</lei>
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        <cusip>59001KAH3</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PBF HOLDING COMPANY LLC</name>
        <lei>549300TILVIIV9FLL461</lei>
        <title>PBF HOLDING CO LLC / PBF FINANCE CORP 7.250000% 06/15/2025</title>
        <cusip>69318FAG3</cusip>
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          <isin value="US69318FAG37"/>
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        <balance>140000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Ghana</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 04/07/2029</title>
        <cusip>37443GAL5</cusip>
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          <isin value="US37443GAL59"/>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THE COCA-COLA COMPANY</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA-COLA CO/THE 2.500000% 06/01/2040</title>
        <cusip>191216CW8</cusip>
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          <isin value="US191216CW80"/>
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        <balance>145000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>113444.56000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>ENVISION HEALTHCARE CORPORATION</name>
        <lei>549300OL60X0LPKY8N60</lei>
        <title>ENVISION HEALTHCARE CORP 144A 8.750000% 10/15/2026</title>
        <cusip>29373TAA2</cusip>
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          <isin value="US29373TAA25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2022-08-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00013474"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurPur>40680100.00000000</amtCurPur>
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      <invstOrSec>
        <name>BULLPEN PARLAY ACQUISITION CO WT</name>
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        <title>BULLPEN PARLAY ACQUISITION CO WT EXPIRATION: 12/03/26</title>
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          <ticker value="BPACW"/>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Turkiye Cumhuriyeti</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>REPUBLIC OF TURKEY 5.750000% 05/11/2047</title>
        <cusip>900123CM0</cusip>
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          <isin value="US900123CM05"/>
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        <balance>3236000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AVIANCA MIDCO 2 LTD 144A 9.000000% 12/01/2028</title>
        <cusip>05368PAA7</cusip>
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          <isin value="US05368PAA75"/>
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        <balance>367695.00000000</balance>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Churchill Capital VI Corp</name>
        <lei>N/A</lei>
        <title>CHURCHILL CAPITAL CORP VI WT EXPIRATION: 12/31/27</title>
        <cusip>17143W119</cusip>
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          <isin value="US17143W1190"/>
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        <balance>14796.00000000</balance>
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        <valUSD>5030.64000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <descRefInstrmnt>
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                <issueTitle>Churchill Capital VI Equity Warrants 17th Feb 2026</issueTitle>
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                  <isin value="US17143W1190"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>SONOS, INC.</name>
        <lei>549300WEPU6075I77M08</lei>
        <title>SONOS INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>MKS INSTRUMENTS, INC.</name>
        <lei>549300KEQATBHAGVF505</lei>
        <title>MKSI US 07/15/22 C160 LONG</title>
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        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD 144A 11.500000% 06/01/2025</title>
        <cusip>780153AZ5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WINDSTREAM SERVICES WARRANTS</name>
        <lei>N/A</lei>
        <title>WINDSTREAM SERVICES WARRANTS *</title>
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          <other otherDesc="All Others" value="LX190073"/>
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      <invstOrSec>
        <name>MICROSOFT CORPORATION</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MINERAL RESOURCES LIMITED</name>
        <lei>5299007V1ACKFFX2P066</lei>
        <title>MINERAL RESOURCES LTD MTN 8.500000% 05/01/2030</title>
        <cusip>603051AD5</cusip>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CROWN CASTLE INTERNATIONAL CORP.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL CORP 3.250000% 01/15/2051</title>
        <cusip>22822VAU5</cusip>
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          <isin value="US22822VAU52"/>
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        <balance>35000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-01-15</maturityDt>
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      <invstOrSec>
        <name>GENESIS ENERGY, L.P.</name>
        <lei>549300VJ5D6MDK138782</lei>
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          <isin value="US37185LAL62"/>
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        <valUSD>138408.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABERCROMBIE &amp; FITCH CO.</name>
        <lei>5493000J7LL72TOGT983</lei>
        <title>ABERCROMBIE &amp; FITCH CO-CL A COMMON STOCK</title>
        <cusip>002896207</cusip>
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          <isin value="US0028962076"/>
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        <curCd>USD</curCd>
        <valUSD>-556397.28000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EPIC HEALTH 6/21 DELAYED TL</name>
        <lei>N/A</lei>
        <title>EPIC HEALTH 6/21 DELAYED TL 7/17/2028</title>
        <cusip>05549DAK4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX195994"/>
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        <balance>38704.74980000</balance>
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        <curCd>USD</curCd>
        <valUSD>33915.04000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCP &amp; Healthcare Acquisition Co</name>
        <lei>N/A</lei>
        <title>SCP &amp; CO HEALTHCARE ACQUISITION CO WT EXPIRATION: 01/27/28</title>
        <cusip>784065112</cusip>
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          <isin value="US7840651126"/>
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        <balance>20988.00000000</balance>
        <units>NC</units>
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        <assetCat>DE</assetCat>
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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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            <writtenOrPur>Purchased</writtenOrPur>
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                  <ticker value="SHACW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-11237.95000000</unrealizedAppr>
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      <invstOrSec>
        <name>TEGNA INC.</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TEGNA INC 5.000000% 09/15/2029</title>
        <cusip>87901JAH8</cusip>
        <identifiers>
          <isin value="US87901JAH86"/>
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        <balance>763000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>721683.55000000</valUSD>
        <pctVal>0.175174604390</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123383.64000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 08/15/2030</title>
        <cusip>1248EPCE1</cusip>
        <identifiers>
          <isin value="US1248EPCE15"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166055.63000000</valUSD>
        <pctVal>0.040306765052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JBLU US 07/15/22 C12 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JBLU US 07/15/22 C12 Equity"/>
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        <balance>135.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>135.00000000</valUSD>
        <pctVal>0.000032768616</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>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>JETBLUE AIRWAYS CORPORATION</issuerName>
                <issueTitle>JBLU Call 12 Jul 2022</issueTitle>
                <identifiers>
                  <cusip value="477143101"/>
                  <ticker value="JBLU-07/2022-C-12"/>
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            <exercisePrice>12.00000000</exercisePrice>
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            <expDt>2022-07-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5842.69000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gold Fields Limited</name>
        <lei>5299003KXIBJQYCBBD72</lei>
        <title>GFI US 07/15/22 C11 LONG</title>
        <cusip>5TX997WE8</cusip>
        <identifiers>
          <ticker value="GFI US 07/15/22 C11 Equity"/>
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        <balance>27.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>135.00000000</valUSD>
        <pctVal>0.000032768616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gold Fields Limited</issuerName>
                <issueTitle>GFI Call 11 Jul 2022</issueTitle>
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                  <cusip value="38059T106"/>
                  <ticker value="GFI-07/2022-C-11"/>
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            <exercisePrice>11.00000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-548.89000000</unrealizedAppr>
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      <invstOrSec>
        <name>AMAZON.COM, INC.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC COMMON STOCK</title>
        <cusip>023135106</cusip>
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          <isin value="US0231351067"/>
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        <balance>-11480.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1219290.80000000</valUSD>
        <pctVal>-0.29595905785</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SILICON MOTION TECHNOLOGY CORPORATION</name>
        <lei>5299005RBVBZQJTYFC89</lei>
        <title>SIMO US 07/15/22 C60 LONG</title>
        <cusip>17M996181</cusip>
        <identifiers>
          <ticker value="SIMO US 07/15/22 C60 Equity"/>
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        <balance>201.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>464310.00000000</valUSD>
        <pctVal>0.112702195532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SILICON MOTION TECHNOLOGY CORPORATION</issuerName>
                <issueTitle>SIMO Call 60 Jul 2022</issueTitle>
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                  <cusip value="82706C108"/>
                  <ticker value="SIMO-07/2022-C-60"/>
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            <exercisePrice>60.00000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-142916.86000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMSCOPE TECHNOLOGIES LLC</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>COMMSCOPE TECHNOLOGIES LLC 144A 6.000000% 06/15/2025</title>
        <cusip>20337YAA5</cusip>
        <identifiers>
          <isin value="US20337YAA55"/>
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        <balance>36000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31140.00000000</valUSD>
        <pctVal>0.007558627573</pctVal>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VZ Secured Financing B.V.</name>
        <lei>549300MG611MYCOWY949</lei>
        <title>VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032</title>
        <cusip>91845AAA3</cusip>
        <identifiers>
          <isin value="US91845AAA34"/>
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        <balance>145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120350.00000000</valUSD>
        <pctVal>0.029212614917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</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>APOGEE ENTERPRISES, INC.</name>
        <lei>549300579S7QW8V4IJ60</lei>
        <title>APOGEE ENTERPRISES INC COMMON STOCK</title>
        <cusip>037598109</cusip>
        <identifiers>
          <isin value="US0375981091"/>
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        <balance>-31769.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1245980.18000000</valUSD>
        <pctVal>-0.30243738423</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>ALBERTSONS COMPANIES, INC.</name>
        <lei>549300YKWOC0AOR16R51</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TENNECO INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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        <name>J. C. PENNEY COMPANY INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Republic of Iraq</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>ALTICE FINANCING S.A.</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Athlon Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US04748A1144"/>
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        <curCd>USD</curCd>
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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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                  <isin value="US04748A1144"/>
                  <ticker value="SWETW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-32369.17000000</unrealizedAppr>
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      <invstOrSec>
        <name>BIOTECH ACQUISITION CO WT</name>
        <lei>N/A</lei>
        <title>BIOTECH ACQUISITION CO WT EXPIRATION: 11/30/27</title>
        <cusip>G1125A116</cusip>
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          <ticker value="BIOTW"/>
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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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            <delta>XXXX</delta>
            <unrealizedAppr>-32521.07000000</unrealizedAppr>
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      <invstOrSec>
        <name>AEGION CORPORATION</name>
        <lei>N/A</lei>
        <title>AEGION CORPORATION 5/17/2028</title>
        <cusip>00771PAJ0</cusip>
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          <other otherDesc="All Others" value="LX193563"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NEW ALBERTSONS L.P.</name>
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        <cusip>013104AH7</cusip>
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          <isin value="US013104AH74"/>
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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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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
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        <valUSD>3102527.82000000</valUSD>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PREMIER BRANDS GROUP HOLDINGS LLC</name>
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        <identifiers>
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        <name>GX Acquisition Corp II</name>
        <lei>N/A</lei>
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          <isin value="US36260F1131"/>
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        <name>Progress Acquisition Corp</name>
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      <invstOrSec>
        <name>KIMCO REALTY CORPORATION</name>
        <lei>549300EA7I6T15IBYS12</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS WARBURG</counterpartyName>
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      <invstOrSec>
        <name>PG&amp;E CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AP ACQUISITION CORP WT</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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            <unrealizedAppr>-0.10000000</unrealizedAppr>
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      <invstOrSec>
        <name>SPIRIT IP CAYMAN LTD.</name>
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          <isin value="US84859BAA98"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TECHNOLOGY &amp; TELECOMMUNICATION ACQUISITION CORP WT</name>
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        <cusip>G87119114</cusip>
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          <ticker value="TETEW"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>EQT CORPORATION</name>
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          <isin value="US26884LAH24"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>SPLUNK INC.</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>SPLUNK INC COMMON STOCK</title>
        <cusip>848637104</cusip>
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          <isin value="US8486371045"/>
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        <balance>3585.00000000</balance>
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        <valUSD>317129.10000000</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>Turning Point Therapeutics Inc</name>
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        <cusip>70L991EF2</cusip>
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          <ticker value="TPTX US 07/15/22 P55 Equity"/>
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        <balance>10.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.000012136524</pctVal>
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        <assetCat>DE</assetCat>
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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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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Turning Point Therapeutics Inc</issuerName>
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      <invstOrSec>
        <name>AIRBNB, INC.</name>
        <lei>549300HMUDNO0RY56D37</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NCL CORPORATION LTD.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
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        <cusip>62886HBE0</cusip>
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          <isin value="US62886HBE09"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>NOBLE CORPORATION</name>
        <lei>N/A</lei>
        <title>NOBLE CORP COMMON STOCK</title>
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          <isin value="KYG6610J2093"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GUITAR CENTER TRANCHE II WARRANTS</name>
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        <title>GUITAR CENTER TRANCHE II WARRANTS 22-Dec-2070</title>
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        <identifiers>
          <other otherDesc="All Others" value="GTRC_WT_2"/>
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        <balance>574.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>Astrea Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US04637C1146"/>
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      <invstOrSec>
        <name>SEI Daily Income Trust: Prime Obligation Fund; Class A Shares</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TAILWIND INTERNATIONAL ACQUISITION CORP WT</name>
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          <ticker value="TWNI/WS"/>
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        <balance>99981.00000000</balance>
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      <invstOrSec>
        <name>WINDSTREAM ESCROW, LLC</name>
        <lei>N/A</lei>
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          <isin value="US97382WAA18"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hennessy Capital Investment Corp V</name>
        <lei>N/A</lei>
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        <cusip>42589T115</cusip>
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          <isin value="US42589T1152"/>
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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>
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                <issuerName>Hennessy Capital Investment Corp V</issuerName>
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                  <cusip value="42589T107"/>
                  <isin value="US42589T1152"/>
                  <ticker value="HCICW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-745.48000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kins Technology Group Inc.</name>
        <lei>N/A</lei>
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        <cusip>49714K117</cusip>
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          <isin value="US49714K1170"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Kins Technology Group Inc.</issuerName>
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                  <cusip value="49714K109"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-564.22000000</unrealizedAppr>
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      <invstOrSec>
        <name>THE WE COMPANY MC LLC</name>
        <lei>N/A</lei>
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        <cusip>96208LAA9</cusip>
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          <isin value="US96208LAA98"/>
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        <balance>485000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</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>
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      <invstOrSec>
        <name>1011778 B.C. UNLIMITED LIABILITY COMPANY</name>
        <lei>549300RHSHNRWI5LLA86</lei>
        <title>1011778 BC ULC / NEW RED FINANCE INC 144A 3.875000% 01/15/2028</title>
        <cusip>68245XAH2</cusip>
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          <isin value="US68245XAH26"/>
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        <balance>72000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>62490.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</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>
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      <invstOrSec>
        <name>Sprott Physical Uranium Trust</name>
        <lei>N/A</lei>
        <title>SPROTT PHYSICAL URANIUM TRUS MUTUAL FUND</title>
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          <isin value="CA85210A1049"/>
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        <balance>19864.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <pctVal>0.052025048105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JETBLUE AIRWAYS CORP COMMON STOCK</title>
        <cusip>477143101</cusip>
        <identifiers>
          <isin value="US4771431016"/>
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        <balance>25540.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213769.80000000</valUSD>
        <pctVal>0.051888449093</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>COMMSCOPE, INC.</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
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        <cusip>20338QAD5</cusip>
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          <isin value="US20338QAD51"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) SEP22 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBU2"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>J.B. BURKE &amp; CO.</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                  <ticker value="BTU22"/>
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            </descRefInstrmnt>
            <expDate>2022-09-15</expDate>
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      <invstOrSec>
        <name>AMERICAN GREETINGS</name>
        <lei>N/A</lei>
        <title>AMERICAN GREETINGS 4/6/2024</title>
        <cusip>02639DAL0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX172399"/>
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        <curCd>USD</curCd>
        <valUSD>143007.91000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSTELLATION ACQUISITION CORP I WT</name>
        <lei>N/A</lei>
        <title>CONSTELLATION ACQUISITION CORP I WT EXPIRATION: 12/31/27</title>
        <cusip>G2R18K113</cusip>
        <identifiers>
          <ticker value="CSTA/WS"/>
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        <balance>24013.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3131.30000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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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>N/A</name>
        <lei>N/A</lei>
        <title>CENVEO CORPORATION EQUITY CENVEO 9/18 REORG</title>
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          <other otherDesc="All Others" value="LX175990"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Endo Designated Activity Company</name>
        <lei>N/A</lei>
        <title>ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 144A 6.000000% 06/30/2028</title>
        <cusip>29273DAC4</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Neximmune Inc</name>
        <lei>5493005RDYAV26LAQ930</lei>
        <title>NEXIMMUNE INC COMMON STOCK</title>
        <cusip>65344D109</cusip>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <pctVal>0.010403382841</pctVal>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 5.000000% 02/15/2029</title>
        <cusip>071734AM9</cusip>
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          <isin value="US071734AM99"/>
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        <balance>143000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OASIS MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
        <title>CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTR 8.000000% 04/01/2029</title>
        <cusip>67421QAA0</cusip>
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          <isin value="US67421QAA04"/>
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        <balance>404000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375219.04000000</valUSD>
        <pctVal>0.091077102826</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>28544.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3139.84000000</valUSD>
        <pctVal>0.000762134913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <name>Republic of Ghana</name>
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        <name>MARLIN TECHNOLOGY CORP WT</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Digital Transformation Opportunities Corp</name>
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          <isin value="US25401K1152"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013151"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>UBS WARBURG</counterpartyName>
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      <invstOrSec>
        <name>ITT HOLDINGS LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>FIRST HORIZON CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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        <name>INVESTCORP EUROPE ACQUISITION CORP I WT</name>
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          <ticker value="IVCBW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PULTEGROUP, INC.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HKD SETTLE 2022-09-21</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00010988"/>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING, LLC</name>
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        <title>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051</title>
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        <name>Oceantech Acquisitions I Corp</name>
        <lei>N/A</lei>
        <title>OCEANTECH ACQUISITIONS I CORP WT EXPIRATION: 05/10/26</title>
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      <invstOrSec>
        <name>FREEPORT-MCMORAN INC.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
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        <name>MKS INSTRUMENTS, INC.</name>
        <lei>549300KEQATBHAGVF505</lei>
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        <name>SPARTANNASH COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ADT INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MICRO FOCUS INTERNATIONAL PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Sustainable Development Acquisition I Corp</name>
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          <isin value="US86934L1118"/>
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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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        <name>Live Oak Mobility Acquisition Corp</name>
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          <isin value="US5381261115"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CEMEX MATERIALS LLC</name>
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          <isin value="US766879AA85"/>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RXB HOLDINGS, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX191299"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>TRINET GROUP, INC.</name>
        <lei>5299003FJVBETSFKE990</lei>
        <title>TRINET GROUP INC COMMON STOCK</title>
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          <isin value="US8962881079"/>
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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__00013799"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UBS WARBURG</counterpartyName>
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        <name>DECARBONIZATION PLUS ACQUISITION CORP IV WT</name>
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        <title>DECARBONIZATION PLUS ACQUISITION CORP IV WT EXPIRATION: 12/31/28</title>
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          <ticker value="DCRDW"/>
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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        <name>CHW ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>CHW ACQUISITION CORP WT EXPIRATION: 03/01/28</title>
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        <name>BYTE ACQUISITION CORP WT</name>
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        <name>NEW RESIDENTIAL INVESTMENT CORP.</name>
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        <name>CC NEUBERGER PRINCIPAL HOLDINGS III WT</name>
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        <title>DIRECTV FINANCING, LLC 8/2/2027</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-02</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SS&amp;C TECHNOLOGIES HOLDINGS, INC.</name>
        <lei>529900POY8H7NPPNKK71</lei>
        <title>SS&amp;C TECHNOLOGIES HOLDINGS COMMON STOCK</title>
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          <isin value="US78467J1007"/>
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        <curCd>USD</curCd>
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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: MAXLINEAR INC. (S)</title>
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        <identifiers>
          <other otherDesc="All Others" value="57776J100"/>
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        <curCd>USD</curCd>
        <valUSD>11385.02000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-3366.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>11385.02000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00116410"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>39261.69000000</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>31127118.83000000</amtCurSold>
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            <amtCurPur>1558225.81000000</amtCurPur>
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            <settlementDt>2022-09-21</settlementDt>
            <unrealizedAppr>39261.69000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>S&amp;S HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>S&amp;S HOLDINGS LLC 3/11/2028</title>
        <cusip>78524HAB1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192902"/>
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        <curCd>USD</curCd>
        <valUSD>268647.82000000</valUSD>
        <pctVal>0.065209017981</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>2028-03-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.74471160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Twelve Seas Investment Co II</name>
        <lei>N/A</lei>
        <title>TWELVE SEAS INVESTMENT CO II WT EXPIRATION: 03/02/28</title>
        <cusip>90118T114</cusip>
        <identifiers>
          <isin value="US90118T1144"/>
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        <balance>24081.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1926.48000000</valUSD>
        <pctVal>0.000467615441</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>Twelve Seas Investment Co II</issuerName>
                <issueTitle>Twelve Seas Investment II Equity Warrant Exp 26th Feb 2026</issueTitle>
                <identifiers>
                  <cusip value="90118T106"/>
                  <isin value="US90118T1144"/>
                  <ticker value="TWLVW"/>
                  <other otherDesc="Other" value="N/A"/>
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            <shareNo>24081.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2028-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-15586.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BCP V MODULAR SERVICES FINANCE PLC</name>
        <lei>213800K8U94KVZL98H64</lei>
        <title>BCP V MODULAR SERVICES FINANCE PLC 6.750000% 11/30/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2397448346"/>
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        <balance>125000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.95653000"/>
        <valUSD>95070.20000000</valUSD>
        <pctVal>0.023076436582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-30</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>Endo Luxembourg Finance Company I S.a r.l.</name>
        <lei>222100B15VY0VVCTG251</lei>
        <title>ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC 14 6.125000% 04/01/2029</title>
        <cusip>29280BAA3</cusip>
        <identifiers>
          <isin value="US29280BAA35"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18895.50000000</valUSD>
        <pctVal>0.004586514043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEOPHOTONICS CORPORATION</name>
        <lei>5493001EHDO3GEGZ6930</lei>
        <title>NEOPHOTONICS CORP COMMON STOCK</title>
        <cusip>64051T100</cusip>
        <identifiers>
          <isin value="US64051T1007"/>
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        <balance>36096.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>567790.08000000</valUSD>
        <pctVal>0.137819966439</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>NIELSEN HOLDINGS PLC</name>
        <lei>549300ZVCBHQE0XHG367</lei>
        <title>NIELSEN HOLDINGS PLC COMMON STOCK</title>
        <cusip>G6518L108</cusip>
        <identifiers>
          <isin value="GB00BWFY5505"/>
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        <balance>186429.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4328881.38000000</valUSD>
        <pctVal>1.050751514558</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>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2022-09-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00116630"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.17575000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
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            <amtCurSold>64346.97000000</amtCurSold>
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            <amtCurPur>1353624.93000000</amtCurPur>
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            <settlementDt>2022-09-21</settlementDt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TSEM US 01/19/24 P45 LONG</title>
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          <ticker value="TSEM US 01/19/24 P45 Equity"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>705.00000000</valUSD>
        <pctVal>0.000171124998</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">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
                <issueTitle>TSEM Put 45 Jan 2024</issueTitle>
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                  <ticker value="TSEM-01/2024-P-45"/>
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            </descRefInstrmnt>
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            <expDt>2024-01-22</expDt>
            <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EPIC Y-GRADE SERVICES, LP</name>
        <lei>N/A</lei>
        <title>EPIC Y-GRADE SERVICES, LP 6/30/2027</title>
        <cusip>29427BAF6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX189432"/>
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        <curCd>USD</curCd>
        <valUSD>1007929.77000000</valUSD>
        <pctVal>0.244655290692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.07999840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALSP ORCHID ACQUISITION CORP I WT</name>
        <lei>N/A</lei>
        <title>ALSP ORCHID ACQUISITION CORP I WT EXPIRATION: 11/30/28</title>
        <cusip>G0231L123</cusip>
        <identifiers>
          <ticker value="ALORW"/>
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        <balance>18864.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1699.65000000</valUSD>
        <pctVal>0.000412556883</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>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            </descRefInstrmnt>
            <shareNo>18864.00000000</shareNo>
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            <expDt>2028-12-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1318.59000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TGG TS ACQUISITION COMPANY</name>
        <lei>N/A</lei>
        <title>TGG TS ACQUISITION COMPANY 14-Dec-2025</title>
        <cusip>87242CAB4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX177091"/>
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        <balance>155777.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149789.05000000</valUSD>
        <pctVal>0.036358370058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.55957160</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>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 6.250000% 02/15/2029</title>
        <cusip>071734AK3</cusip>
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          <isin value="US071734AK34"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167643.00000000</valUSD>
        <pctVal>0.040692068156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NGL ENERGY OPERATING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>McLaren Technology Acquisition Corp</name>
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        <name>SHELF DRILLING HOLDINGS, LTD.</name>
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        <invCountry>AE</invCountry>

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        <name>RITE AID CORPORATION</name>
        <lei>529900W353T1JY1DKT44</lei>
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        <name>BAUSCH HEALTH COMPANIES INC.</name>
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        <name>BUILDERS FIRSTSOURCE, INC.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
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        <name>NVIDIA CORPORATION</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
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        <name>ALAUNOS THERAPEUTICS, INC.</name>
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        <name>THOMSON REUTERS CORPORATION</name>
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        <name>OXBRIDGE ACQUISITION CORP WT</name>
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        <name>Banque Centrale de Tunisie</name>
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        <name>Isleworth Healthcare Acquisition Corp</name>
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        <name>Banyan Acquisition Corp</name>
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        <name>KIRBY CORPORATION</name>
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        <name>NEXGEN ENERGY LTD.</name>
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        <name>Liberty Resources Acquisition Corp</name>
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        <name>MAUSER PACKAGING SOLUTIONS HOLDING COMPANY</name>
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        <name>TB SA ACQUISITION CORP WT</name>
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        <name>Sportradar Group AG</name>
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        <name>DEEP LAKE CAPITAL ACQUISITION CORP WT</name>
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        <name>JD.COM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Turning Point Therapeutics Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MAXLINEAR, INC.</name>
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        <name>CITGO PETROLEUM CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
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        <name>CLOUDFLARE, INC.</name>
        <lei>5493007DY18BGNLDWU14</lei>
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        <name>GOGREEN INVESTMENTS CORP WT</name>
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        <name>EVEREST CONSOLIDATOR ACQUISITION CORP WT</name>
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        <name>Digital Health Acquisition Corp</name>
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      <invstOrSec>
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        <name>HOME POINT CAPITAL INC.</name>
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        <name>Goal Acquisitions Corp</name>
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        <name>EC FINANCE PLC</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>CASCADE ACQUISITION CORP WT</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
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        <name>TENNECO INC.</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>SHAKE SHACK INC.</name>
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        <name>NMG HOLDING COMPANY, INC.</name>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <name>Oman Sovereign Sukuk SAOC</name>
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        <name>MICROSOFT CORPORATION</name>
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        <name>POWERED BRANDS WT</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>TRIPLEPOINT VENTURE GROWTH BDC CORP.</name>
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        <title>TRIPLEPOINT VENTURE GROWTH B COMMON STOCK</title>
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        <name>APX ACQUISITION CORP I WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TENNECO INC.</name>
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        <title>TEN US 07/15/22 P13 LONG</title>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>WORLD QUANTUM GROWTH ACQUISITION CORP WT</name>
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          <ticker value="WQGA/WS"/>
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        <name>LDH GROWTH CORP I WT</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>TWITTER, INC.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>TWITTER INC COMMON STOCK</title>
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        <name>DIAMOND SPORTS GROUP, LLC</name>
        <lei>5493002K6DHWNZH8YA34</lei>
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      <invstOrSec>
        <name>ZENDESK, INC.</name>
        <lei>549300SLI6BN94BKKO36</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UBER TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CROWNROCK, L.P.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITI</counterpartyName>
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        <name>TRANSOCEAN INC.</name>
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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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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>Avalon Acquisition Inc</name>
        <lei>549300MQ0W8R6XMVEN12</lei>
        <title>AVALON ACQUISITION INC WT EXPIRATION: 02/26/23</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>JONES TRADING</counterpartyName>
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      <invstOrSec>
        <name>Maxpro Capital Acquisition Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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        <name>Marblegate Acquisition Corp</name>
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        <name>GLOBAL SYNERGY ACQUISITION CORP WT</name>
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        <name>APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.</name>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 5.250000% 01/30/2030</title>
        <cusip>071734AJ6</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akumin Inc.</name>
        <lei>N/A</lei>
        <title>AKUMIN ESCROW INC 144A 7.500000% 08/01/2028</title>
        <cusip>01021FAB5</cusip>
        <identifiers>
          <isin value="US01021FAB58"/>
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        <balance>165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117712.48000000</valUSD>
        <pctVal>0.028572408385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</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>PALO ALTO NETWORKS, INC.</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>PALO ALTO NETWORKS INC COMMON STOCK</title>
        <cusip>697435105</cusip>
        <identifiers>
          <isin value="US6974351057"/>
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        <balance>1288.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>636194.72000000</valUSD>
        <pctVal>0.154423858478</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>KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>KNIGHT-SWIFT TRANSPORTATION COMMON STOCK</title>
        <cusip>499049104</cusip>
        <identifiers>
          <isin value="US4990491049"/>
        </identifiers>
        <balance>-6535.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-302505.15000000</valUSD>
        <pctVal>-0.07342722440</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>MEITUAN</name>
        <lei>21380033K525E5JLIA77</lei>
        <title>MEITUAN-CLASS B COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG596691041"/>
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        <balance>16800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84695000"/>
        <valUSD>415774.28000000</valUSD>
        <pctVal>0.100921096254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOARDRIDERS, INC.</name>
        <lei>N/A</lei>
        <title>BOARDRIDERS, INC. 23-Oct-2023</title>
        <cusip>09660JAD2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX189758"/>
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        <balance>46481.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45552.15000000</valUSD>
        <pctVal>0.011056895858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.37071000</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>CAESARS RESORT COLLECTION, LLC</name>
        <lei>549300V3UCT773B1KR38</lei>
        <title>CAESARS RESORT COLLECTION LLC / CRC FINCO INC 144A 5.750000% 07/01/2025</title>
        <cusip>12770RAA1</cusip>
        <identifiers>
          <isin value="US12770RAA14"/>
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        <balance>713000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681849.03000000</valUSD>
        <pctVal>0.165505551684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>CIRRUS LOGIC, INC.</name>
        <lei>549300NKSJEM5ZZSSV18</lei>
        <title>CIRRUS LOGIC INC COMMON STOCK</title>
        <cusip>172755100</cusip>
        <identifiers>
          <isin value="US1727551004"/>
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        <balance>24468.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1774908.72000000</valUSD>
        <pctVal>0.430824469887</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>DOCUSIGN, INC.</name>
        <lei>549300Q7PVDWRZ39JG09</lei>
        <title>DOCUSIGN INC COMMON STOCK</title>
        <cusip>256163106</cusip>
        <identifiers>
          <isin value="US2561631068"/>
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        <balance>-4882.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-280129.16000000</valUSD>
        <pctVal>-0.06799588930</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>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"/>
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        <balance>79000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72482.50000000</valUSD>
        <pctVal>0.017593713009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</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>
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      </invstOrSec>
      <invstOrSec>
        <name>VONTIER CORPORATION</name>
        <lei>549300VVSQLG4P5K4639</lei>
        <title>VONTIER CORP COMMON STOCK</title>
        <cusip>928881101</cusip>
        <identifiers>
          <isin value="US9288811014"/>
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        <balance>33994.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>781522.06000000</valUSD>
        <pctVal>0.189699235465</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>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>1558000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1257929.20000000</valUSD>
        <pctVal>0.305337775762</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>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>208687.50000000</valUSD>
        <pctVal>0.050654819905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</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>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>20488.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4390.58000000</valUSD>
        <pctVal>0.001065727651</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>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="G81355102"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>20488.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-04-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8217.68000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
        <title>URBAN ONE INC COMMON STOCK</title>
        <cusip>91705J105</cusip>
        <identifiers>
          <isin value="US91705J1051"/>
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        <balance>5619.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30679.74000000</valUSD>
        <pctVal>0.007446908436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CASTLE US HOLDING CORPORATION</name>
        <lei>N/A</lei>
        <title>CASTLE US HOLDING CORP 144A 9.500000% 02/15/2028</title>
        <cusip>14852LAA1</cusip>
        <identifiers>
          <isin value="US14852LAA17"/>
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        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145169.52000000</valUSD>
        <pctVal>0.035237069260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</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>AIR TRANSPORT SERVICES GROUP, INC.</name>
        <lei>5493000F3MSFGIXTQE27</lei>
        <title>AIR TRANSPORT SERVICES GROUP COMMON STOCK</title>
        <cusip>00922R105</cusip>
        <identifiers>
          <isin value="US00922R1059"/>
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        <balance>79250.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2276852.50000000</valUSD>
        <pctVal>0.552661531418</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>X-FAB SILICON FOUNDRIES EUROPESE VENNOOTSCHAP</name>
        <lei>5493003UDPENPUQBJH65</lei>
        <title>X-FAB SILICON FOUNDRIES SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0974310428"/>
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        <balance>45423.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95653000"/>
        <valUSD>295133.40000000</valUSD>
        <pctVal>0.071637875890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newbury Street Acquisition Corp</name>
        <lei>N/A</lei>
        <title>NEWBURY STREET ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>65101L112</cusip>
        <identifiers>
          <isin value="US65101L1127"/>
        </identifiers>
        <balance>836.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>108.68000000</valUSD>
        <pctVal>0.000026379950</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>Newbury Street Acquisition Corp</issuerName>
                <issueTitle>Newbury Street Acquisition Equity Warrant Exp 30 April 2028</issueTitle>
                <identifiers>
                  <cusip value="65101L104"/>
                  <isin value="US65101L1127"/>
                  <ticker value="NBSTW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>836.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
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        <name>ENTEGRIS ESCROW CORPORATION</name>
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      <invstOrSec>
        <name>JACK CREEK INVESTMENT CORP WT</name>
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      <invstOrSec>
        <name>VENTURE CLO LIMITED</name>
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
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        <cusip>15135BAV3</cusip>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC COMMON STOCK</title>
        <cusip>037833100</cusip>
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          <isin value="US0378331005"/>
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        <balance>-8770.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Golden Arrow Merger Corp</name>
        <lei>N/A</lei>
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        <cusip>380799114</cusip>
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          <isin value="US3807991142"/>
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        <balance>7512.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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                <issuerName>Golden Arrow Merger Corp</issuerName>
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      <invstOrSec>
        <name>XEROX HOLDINGS CORPORATION</name>
        <lei>5493000Y33XDVO2CXC18</lei>
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      <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>
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          <isin value="US03846JAB61"/>
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      <invstOrSec>
        <name>MONEYGRAM INTERNATIONAL, INC.</name>
        <lei>5299002DLX0Q04KC4156</lei>
        <title>MONEYGRAM INTERNATIONAL INC 144A 5.375000% 08/01/2026</title>
        <cusip>60935YAA7</cusip>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>MAXLINEAR, INC.</name>
        <lei>549300EMOI0SM2IY4F64</lei>
        <title>MXL US 07/15/22 C40 LONG</title>
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      <invstOrSec>
        <name>Turning Point Therapeutics Inc</name>
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        <title>TPTX US 10/21/22 P35 LONG</title>
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        <name>U.S. DOLLARS</name>
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      <invstOrSec>
        <name>SUMMIT HEALTHCARE ACQUISITION CORP WT</name>
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        <title>SUMMIT HEALTHCARE ACQUISITION CORP WT EXPIRATION: 05/03/23</title>
        <cusip>G8566R110</cusip>
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          <ticker value="SMIHW"/>
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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>CARESTREAM HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>CARESTREAM HEALTH, INC. 5/8/2023</title>
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          <other otherDesc="All Others" value="LX188111"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCAD__00013314"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.28995000"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BIOPLUS ACQUISITION CORP WT</name>
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          <ticker value="BIOSW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>BIOPLUS ACQUISITION CORP WT</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>MEG Energy Corp.</name>
        <lei>5493002WXPTG5ZC1T326</lei>
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          <isin value="US552704AE86"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Affirm Holdings Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013394"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UBS WARBURG</counterpartyName>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Forest Road Acquisition Corp II</name>
        <lei>N/A</lei>
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          <isin value="US34619V1118"/>
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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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            <delta>XXXX</delta>
            <unrealizedAppr>-1688.16000000</unrealizedAppr>
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      <invstOrSec>
        <name>SMARTSHEET INC.</name>
        <lei>549300N9WF42OK9VL589</lei>
        <title>SMARTSHEET INC-CLASS A COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>COLOMBIER ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>COLOMBIER ACQUISITION CORP WT EXPIRATION: 12/31/28</title>
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          <ticker value="CLBR/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>M3-Brigade Acquisition II Corp</name>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 7.000000% 01/15/2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SPREE ACQUISITION CORP 1 LTD WT</name>
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        <name>U.S. DOLLARS</name>
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      <invstOrSec>
        <name>VECTOR GROUP LTD.</name>
        <lei>549300TUIF4WWN6NDN50</lei>
        <title>VECTOR GROUP LTD 144A 5.750000% 02/01/2029</title>
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        <name>CRESCERA CAPITAL ACQUISITION CORP WT</name>
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        <title>CRESCERA CAPITAL ACQUISITION CORP WT EXPIRATION: 04/20/28</title>
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        <balance>3568.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>CRESCERA CAPITAL ACQUISITION CORP WT</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-949.16000000</unrealizedAppr>
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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>
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          <isin value="US794093AG99"/>
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        <curCd>USD</curCd>
        <valUSD>156170.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
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          <isin value="US91705J2042"/>
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        <balance>5234.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>
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          <isin value="US071734AN72"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00010987"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7588.22000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>203980.98000000</amtCurSold>
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            <amtCurPur>255662.82000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: VIVO ENERGY PLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="TW_VVO.L"/>
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        <balance>66891.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-118161.52000000</notionalAmt>
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            <unrealizedAppr>442.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 7.250000% 05/30/2029</title>
        <cusip>071734AF4</cusip>
        <identifiers>
          <isin value="US071734AF49"/>
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        <balance>142000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>77035.00000000</valUSD>
        <pctVal>0.018698743582</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HumanCo Acquisition Corp</name>
        <lei>N/A</lei>
        <title>HUMANCO ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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        <identifiers>
          <isin value="US44487N1173"/>
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        <balance>5242.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>524.20000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <delta>XXXX</delta>
            <unrealizedAppr>-4350.83000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIBERTY INTERACTIVE LLC 3.750000% 02/15/2030</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Sands China Ltd.</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANDS CHINA LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG7800X1079"/>
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        <balance>12870.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.84695000"/>
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        <assetCat>EC</assetCat>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>GCP APPLIED TECHNOLOGIES INC.</name>
        <lei>5493007G654QKQVEKV09</lei>
        <title>GCP US 12/16/22 P30 LONG</title>
        <cusip>14V998GN5</cusip>
        <identifiers>
          <ticker value="GCP US 12/16/22 P30 Equity"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>760.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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                <issueTitle>GCP Put 30 Dec 2022</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Healthwell Acquisition Corp I</name>
        <lei>N/A</lei>
        <title>HEALTHWELL ACQUISITION CORP I WT EXPIRATION: 08/05/28</title>
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          <isin value="US42227R1178"/>
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        <balance>6557.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                <issueTitle>Healthwell Acquisition I Equity Warrant Exp 1st Apr 2028</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Data Knights Acquisition Corp</name>
        <lei>N/A</lei>
        <title>DATA KNIGHTS ACQUISITION CORP WT EXPIRATION: 12/31/28</title>
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                <issueTitle>Data Knights Acquisition Equity Warrant Exp 05 May 2026</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>RADAR BIDCO SARL</name>
        <lei>N/A</lei>
        <title>RADAR BIDCO SARL 12/16/2024</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX191475"/>
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        <assetCat>LON</assetCat>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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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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        <balance>4256.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24472.00000000</valUSD>
        <pctVal>0.005940100641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTCAD__00013533"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.28995000"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
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        <cusip>15135BAT8</cusip>
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          <isin value="US15135BAT89"/>
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        <balance>198000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>184635.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL REPUBLIC OF NIGERIA</name>
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        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SentinelOne Inc</name>
        <lei>N/A</lei>
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          <isin value="US81730H1095"/>
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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>
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      <invstOrSec>
        <name>RAIN CII CARBON LLC</name>
        <lei>5493002CIT11OW5J8846</lei>
        <title>RAIN CII CARBON LLC / CII CARBON CORP 144A 7.250000% 04/01/2025</title>
        <cusip>75079RAC2</cusip>
        <identifiers>
          <isin value="US75079RAC25"/>
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        <balance>430000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396359.31000000</valUSD>
        <pctVal>0.096208491000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TENNECO INC-CLASS A COMMON STOCK</title>
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        <identifiers>
          <isin value="US8803491054"/>
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        <balance>79559.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1365232.44000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>PATHFINDER ACQUISITION CORP WT</name>
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        <title>PATHFINDER ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G04119122</cusip>
        <identifiers>
          <ticker value="PFDRW"/>
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        <balance>2000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000053400708</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">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>SAILPOINT TECHNOLOGIES HOLDINGS, INC.</name>
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        <title>SAILPOINT TECHNOLOGIES HOLDI COMMON STOCK</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>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="LX192757"/>
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        <balance>1235.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <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>
              <otherRefInst>
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                <issueTitle>N/A</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2022-09-21</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00011196"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.95653000"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MARATHON CLO LTD.</name>
        <lei>N/A</lei>
        <title>MARATHON CLO 2021-17 LTD MCLO 2021-17A C</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Procore Technologies Inc</name>
        <lei>5493005PTWY0RHYRAH22</lei>
        <title>PROCORE TECHNOLOGIES INC COMMON STOCK</title>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>-288453.45000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
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        <cusip>03027XAY6</cusip>
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        <curCd>USD</curCd>
        <valUSD>18765.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PARK INTERMEDIATE HOLDINGS LLC</name>
        <lei>549300HJUVLG7EAGZV92</lei>
        <title>PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPE 5.875000% 10/01/2028</title>
        <cusip>70052LAB9</cusip>
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          <isin value="US70052LAB99"/>
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        <curCd>USD</curCd>
        <valUSD>35594.91000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DISRUPTIVE CAPITAL ACQUISITION CO LTD WT</name>
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        <title>DISRUPTIVE CAPITAL ACQUISITION CO LTD WT EXPIRATION: 10/07/26</title>
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          <isin value="GG00BMB5XY22"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>CANTOR FITZGERALD CO.</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2022-09-21</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00010994"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurPur>113499.21000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WILLIAM HILL LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>L CATTERTON ASIA ACQUISITION CORP WT</name>
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          <ticker value="LCAAW"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>EG Acquisition Corp</name>
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          <isin value="US26846A1189"/>
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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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            <delta>XXXX</delta>
            <unrealizedAppr>-103.40000000</unrealizedAppr>
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      <invstOrSec>
        <name>Pine Technology Acquisition Corp</name>
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          <isin value="US7228501125"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CALLON PETROLEUM COMPANY</name>
        <lei>549300EFOWPEB0WLZW21</lei>
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        <cusip>13123XBB7</cusip>
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          <isin value="US13123XBB73"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MKS INSTRUMENTS, INC.</name>
        <lei>549300KEQATBHAGVF505</lei>
        <title>MKSI US 07/15/22 C155 LONG</title>
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        <identifiers>
          <ticker value="MKSI US 07/15/22 C155 Equity"/>
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        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000019418439</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>BLACK KNIGHT, INC.</name>
        <lei>549300TUSNXS3BFFML48</lei>
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          <ticker value="BKI US 07/15/22 C55 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PENN NATIONAL GAMING, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Amplitude Inc</name>
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        <name>TOWER SEMICONDUCTOR LTD</name>
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      <invstOrSec>
        <name>KINETIK HOLDINGS INC.</name>
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        <name>Bite Acquisition Corp</name>
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      <invstOrSec>
        <name>THE CHEESECAKE FACTORY INCORPORATED</name>
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        <name>TEXAS ROADHOUSE, INC.</name>
        <lei>5299002Y1CNRPDGXTQ75</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Novo Banco, S.A.</name>
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        <cusip>N/A</cusip>
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          <isin value="XS0869315241"/>
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        <balance>20000.00000000</balance>
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        <pctVal>0.004507667897</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-01-02</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX190983"/>
        </identifiers>
        <balance>766.38000000</balance>
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        <assetCat>EP</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Science Strategic Acquisition Alpha Corp</name>
        <lei>N/A</lei>
        <title>SCIENCE STRATEGIC ACQUISITION CORP ALPHA WT EXPIRATION: 12/31/27</title>
        <cusip>808641112</cusip>
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          <isin value="US8086411126"/>
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        <balance>11859.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Science Strategic Acquisition Alpha Corp</issuerName>
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                  <cusip value="808641104"/>
                  <isin value="US8086411126"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>11859.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-6490.00000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Delivery Hero SE</name>
        <lei>529900C3EX1FZGE48X78</lei>
        <title>DELIVERY HERO SE COMMON STOCK</title>
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        <identifiers>
          <isin value="DE000A2E4K43"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.95653000"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BATTERY FUTURE ACQUISITION CORP WT</name>
        <lei>N/A</lei>
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        <cusip>G0888J124</cusip>
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          <ticker value="BFAC/WS"/>
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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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      <invstOrSec>
        <name>PENNYMAC FINANCIAL SERVICES, INC.</name>
        <lei>549300W1D516HBDEU871</lei>
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          <isin value="US70932MAC10"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MICROSOFT CORPORATION</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP COMMON STOCK</title>
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          <isin value="US5949181045"/>
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        <assetCat>EC</assetCat>
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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>CRESCENT ENERGY FINANCE LLC</name>
        <lei>54930061FUL6DBLFUW14</lei>
        <title>CRESCENT ENERGY FINANCE LLC 144A 7.250000% 05/01/2026</title>
        <cusip>45344LAA1</cusip>
        <identifiers>
          <isin value="US45344LAA17"/>
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        <balance>138000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125580.00000000</valUSD>
        <pctVal>0.030482095399</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CONSILIUM ACQUISITION CORP I LTD WT</name>
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        <title>CONSILIUM ACQUISITION CORP I LTD WT EXPIRATION: 06/01/27</title>
        <cusip>G2365L119</cusip>
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          <ticker value="CSLMW"/>
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        <balance>28834.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-2166.69000000</unrealizedAppr>
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      <invstOrSec>
        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>LENNAR CORP-A COMMON STOCK</title>
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          <isin value="US5260571048"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <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>
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          <isin value="US02156TAB08"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CBAC BORROWER LLC</name>
        <lei>N/A</lei>
        <title>CBAC BORROWER LLC 7/8/2024</title>
        <cusip>14983GAG1</cusip>
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          <other otherDesc="All Others" value="LX165522"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RAYONIER A.M. PRODUCTS INC.</name>
        <lei>549300ZGRDDK1QM6MM16</lei>
        <title>RAYONIER AM PRODUCTS INC 144A 7.625000% 01/15/2026</title>
        <cusip>75508EAB4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TLG Acquisition One Corp</name>
        <lei>N/A</lei>
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          <isin value="US87257M1163"/>
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      <invstOrSec>
        <name>ARAMARK SERVICES, INC.</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>ARAMARK SERVICES INC 144A 6.375000% 05/01/2025</title>
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          <isin value="US038522AR99"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>DASSAULT SYSTEMES SE</name>
        <lei>96950065LBWY0APQIM86</lei>
        <title>DASSAULT SYSTEMES SE COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AULT DISRUPTIVE TECHNOLOGIES CORP WT</name>
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          <ticker value="ADRT/WS"/>
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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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      <invstOrSec>
        <name>ATHABASCA OIL CORPORATION</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EVERBRIDGE, INC.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Sandbridge X2 Corp</name>
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          <isin value="US7997921140"/>
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        <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>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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                <issuerName>Sandbridge X2 Corp</issuerName>
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            <delta>XXXX</delta>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013623"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS WARBURG</counterpartyName>
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        <name>BLUE OCEAN ACQUISITION CORP WT</name>
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          <ticker value="BOCNW"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <putOrCall>Call</putOrCall>
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        <name>PERIDOT ACQUISITION CORP II WT</name>
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          <ticker value="PDOT/WS"/>
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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>Sultanate of Oman</name>
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        <invCountry>OM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Futu Holdings Ltd</name>
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        <title>FUTU HOLDINGS LTD-ADR DEPOSITARY RECEIPT</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NCR CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DAVE &amp; BUSTER'S, INC.</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
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        <name>N/A</name>
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        <title>BOARDRIDERS SERIES A PREFERRED EQUITY 7%</title>
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        <name>E2OPEN PARENT HOLDINGS, INC.</name>
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        <name>LUMEN TECHNOLOGIES, INC.</name>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <title>CHESAPEAKE ENERGY CORP ESCROW 165167DA2</title>
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        <name>Chardan Nextech Acquisition 2 Corp</name>
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        <title>CHARDAN NEXTECH ACQUISITION 2 CORP WT EXPIRATION: 04/01/27</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN TOWER CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lightspeed Commerce Inc</name>
        <lei>254900T8MDWRTGMFZ257</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Parsec Capital Acquisitions Corp</name>
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          <isin value="US70184A1161"/>
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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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      <invstOrSec>
        <name>Carnival Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>N/A</counterpartyName>
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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 D</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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              <counterpartyName>UBS WARBURG</counterpartyName>
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        <name>BUNGE LIMITED</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>BUNGE LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LAREDO PETROLEUM, INC</name>
        <lei>549300X0PTWU2QSLSL14</lei>
        <title>LAREDO PETROLEUM INC 10.125000% 01/15/2028</title>
        <cusip>516806AG1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mandiant, Inc.</name>
        <lei>549300E9D2UJUFLLY524</lei>
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        <name>Logitech international S.A.</name>
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        <name>MACY'S, INC.</name>
        <lei>529900NZQ81TIOW3CW52</lei>
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        <name>NCL CORPORATION LTD.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
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        <name>Gores Technology Partners II Inc</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CF Acquisition Corp VIII</name>
        <lei>N/A</lei>
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        <cusip>12520C117</cusip>
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          <isin value="US12520C1172"/>
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        <balance>2768.00000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CF Acquisition Corp VIII</issuerName>
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                  <cusip value="12520C109"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-268.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST 4.950000% 02/15/2027</title>
        <cusip>44106MAW2</cusip>
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          <isin value="US44106MAW29"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>58920.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PIONEER MERGER CORP WT</name>
        <lei>N/A</lei>
        <title>PIONEER MERGER CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G7S24C111</cusip>
        <identifiers>
          <ticker value="PACXW"/>
        </identifiers>
        <balance>158.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15.80000000</valUSD>
        <pctVal>0.000003835141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <cusip value="G7S24C103"/>
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            <shareNo>158.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-16.26000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MIDAS OPCO HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>STAGWELL GLOBAL LLC 144A 5.625000% 08/15/2029</title>
        <cusip>59565JAA9</cusip>
        <identifiers>
          <isin value="US59565JAA97"/>
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        <balance>467000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375248.51000000</valUSD>
        <pctVal>0.091084256094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>
        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 6.876000% 05/21/2029</title>
        <cusip>90372UAR5</cusip>
        <identifiers>
          <isin value="US90372UAR59"/>
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        <balance>213000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51716.40000000</valUSD>
        <pctVal>0.012553147304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87600000</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>AUDACY CAPITAL CORP.</name>
        <lei>549300S5JUSXRHNCHD80</lei>
        <title>AUDACY CAPITAL CORP 144A 6.500000% 05/01/2027</title>
        <cusip>29365DAA7</cusip>
        <identifiers>
          <isin value="US29365DAA72"/>
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        <balance>118000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70222.46000000</valUSD>
        <pctVal>0.017045132384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <cusip>80413TAR0</cusip>
        <identifiers>
          <isin value="US80413TAR05"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245571.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crystal Peak Acquisition</name>
        <lei>549300QV2DQ5QN1K3U52</lei>
        <title>CRYSTAL PEAK ACQUISITION WT EXPIRATION: 06/22/26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG2581M1151"/>
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        <balance>6877.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3472.89000000</valUSD>
        <pctVal>0.000842976304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>JEFFERIES LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crystal Peak Acquisition</issuerName>
                <issueTitle>Crystal Peak Call 11.5 USD Crystal Peak</issueTitle>
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                  <ticker value="CPA1W"/>
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            <shareNo>6877.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-06-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3472.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ISRAELI SHEKEL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2022-07-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00013835"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITI</counterpartyName>
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      <invstOrSec>
        <name>SNOWFLAKE INC.</name>
        <lei>254900CJNSY1K7T53Z16</lei>
        <title>SNOWFLAKE INC-CLASS A COMMON STOCK</title>
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          <isin value="US8334451098"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SOFTBANK GROUP CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BLACK KNIGHT, INC.</name>
        <lei>549300TUSNXS3BFFML48</lei>
        <title>BLACK KNIGHT INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RED ROCK RESORTS, INC.</name>
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      <invstOrSec>
        <name>POLYMER ADDITIVES, INC</name>
        <lei>N/A</lei>
        <title>POLYMER ADDITIVES, INC 7/31/2025</title>
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        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST 4.375000% 02/15/2030</title>
        <cusip>44106MAY8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>INNOVATIVE INTERNATIONAL ACQUISITION CORP WT</name>
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        <title>INNOVATIVE INTERNATIONAL ACQUISITION CORP WT EXPIRATION: 04/03/23</title>
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          <ticker value="IOACW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Purchased</writtenOrPur>
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      <invstOrSec>
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      <invstOrSec>
        <name>BOMBARDIER INC.</name>
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      <invstOrSec>
        <name>THE HOME DEPOT, INC.</name>
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      <invstOrSec>
        <name>Healthcare Services Acquisition Corp</name>
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        <name>Taiwan Semiconductor Manufacturing Co., Ltd.</name>
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        <name>Nintendo Co., Ltd.</name>
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        <name>Insu Acquisition Corp III</name>
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        <name>HEXION HOLDINGS CORPORATION</name>
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        <title>HEXION HOLDINGS CORPORATION 3/15/2029</title>
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        <name>PEBBLEBROOK HOTEL TRUST</name>
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      <invstOrSec>
        <name>INFLECTION POINT ACQUISITION CORP WT</name>
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        <name>FTAC HERA ACQUISITION CORP WT</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Athena Technology Acquisition Corp II</name>
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        <name>FRONTIER GROUP HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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        <name>N/A</name>
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        <name>OCA Acquisition Corp</name>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
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        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Adyen N.V.</name>
        <lei>724500973ODKK3IFQ447</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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              <counterpartyName>CORPORATE ACTION</counterpartyName>
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      <invstOrSec>
        <name>BRIGHT BIDCO B.V.</name>
        <lei>N/A</lei>
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        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <name>Carnival Corporation</name>
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        <name>Northern Star Investment Corp III</name>
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        <name>Tech &amp; Energy Transition Corp</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013147"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS WARBURG</counterpartyName>
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      <invstOrSec>
        <name>TENNECO INC.</name>
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          <ticker value="TEN US 10/21/22 P16 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>TENNECO INC.</issuerName>
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      <invstOrSec>
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        <cusip>13782CAA8</cusip>
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          <isin value="US13782CAA80"/>
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        <balance>214000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CATCHA INVESTMENT CORP WT</name>
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          <ticker value="CHAA/WS"/>
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        <valUSD>1095.20000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>PERSHING LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <other otherDesc="All Others" value="CARESTRWT"/>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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      <invstOrSec>
        <name>Endo Designated Activity Company</name>
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        <cusip>29273DAA8</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ESKOM HOLDINGS SOC LIMITED</name>
        <lei>3789001900ED06F65111</lei>
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          <isin value="XS1187065443"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>US FOODS, INC.</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US FOODS INC 144A 6.250000% 04/15/2025</title>
        <cusip>90290MAC5</cusip>
        <identifiers>
          <isin value="US90290MAC55"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>UNITED WHOLESALE MORTGAGE, LLC</name>
        <lei>549300HW662MN1WU8550</lei>
        <title>UNITED WHOLESALE MORTGAGE LLC 144A 5.750000% 06/15/2027</title>
        <cusip>913229AC4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>AETHON UNITED BR LP</name>
        <lei>5493007HPG2M9K9X5V41</lei>
        <title>AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 1 8.250000% 02/15/2026</title>
        <cusip>00810GAC8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>SPENCER SPIRIT IH LLC</name>
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      <invstOrSec>
        <name>AMAZON.COM INC.</name>
        <lei>N/A</lei>
        <title>AMAZON.COM INC COMMON STOCK</title>
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        <name>JAPANESE YEN</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Forum Merger IV Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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            <delta>XXXX</delta>
            <unrealizedAppr>-22.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PEARL MERGER SUB, INC.</name>
        <lei>N/A</lei>
        <title>DOMTAR CORP 144A 6.750000% 10/01/2028</title>
        <cusip>70478JAA2</cusip>
        <identifiers>
          <isin value="US70478JAA25"/>
        </identifiers>
        <balance>285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267727.40000000</valUSD>
        <pctVal>0.064985603980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOXER PARENT COMPANY INC.</name>
        <lei>5493006T045HLTF7YX04</lei>
        <title>BOXER PARENT CO INC 144A 9.125000% 03/01/2026</title>
        <cusip>103186AC6</cusip>
        <identifiers>
          <isin value="US103186AC61"/>
        </identifiers>
        <balance>158000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147605.44000000</valUSD>
        <pctVal>0.035828341324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.12500000</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>VISTAJET MALTA FINANCE P.L.C.</name>
        <lei>5299001UK94VGT0CPQ36</lei>
        <title>VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 6.375000% 02/01/2030</title>
        <cusip>92840JAB5</cusip>
        <identifiers>
          <isin value="US92840JAB52"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200000.00000000</valUSD>
        <pctVal>0.048546098741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merger Fund; Institutional Class Shares</name>
        <lei>N/A</lei>
        <title>MERGER FUND-INST MUTUAL FUND</title>
        <cusip>589509207</cusip>
        <identifiers>
          <isin value="US5895092071"/>
        </identifiers>
        <balance>2703983.39700000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46129956.75000000</valUSD>
        <pctVal>11.19714717652</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>PENN NATIONAL GAMING, INC.</name>
        <lei>N/A</lei>
        <title>PENN NATIONAL GAMING INC 144A 4.125000% 07/01/2029</title>
        <cusip>707569AV1</cusip>
        <identifiers>
          <isin value="US707569AV14"/>
        </identifiers>
        <balance>235000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178318.00000000</valUSD>
        <pctVal>0.043283216176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</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>CS Disco Inc</name>
        <lei>N/A</lei>
        <title>CS DISCO INC COMMON STOCK</title>
        <cusip>126327105</cusip>
        <identifiers>
          <isin value="US1263271058"/>
        </identifiers>
        <balance>-5935.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-107067.40000000</valUSD>
        <pctVal>-0.02598852286</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>GUITAR CENTERNEW COMMON SHARES *</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="GTRC_EQTY"/>
        </identifiers>
        <balance>2167.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>413539.45000000</valUSD>
        <pctVal>0.100378634865</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>TEGNA INC.</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TEGNA INC 4.625000% 03/15/2028</title>
        <cusip>87901JAJ4</cusip>
        <identifiers>
          <isin value="US87901JAJ43"/>
        </identifiers>
        <balance>3608000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3373480.00000000</valUSD>
        <pctVal>0.818846465904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>FRONTIER COMMUNICATIONS PARENT, INC.</name>
        <lei>N/A</lei>
        <title>FRONTIER COMMUNICATIONS PARE COMMON STOCK</title>
        <cusip>35909D109</cusip>
        <identifiers>
          <isin value="US35909D1090"/>
        </identifiers>
        <balance>-5739.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-135096.06000000</valUSD>
        <pctVal>-0.03279193334</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>AMC NETWORKS INC.</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC NETWORKS INC-A COMMON STOCK</title>
        <cusip>00164V103</cusip>
        <identifiers>
          <isin value="US00164V1035"/>
        </identifiers>
        <balance>802.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23354.24000000</valUSD>
        <pctVal>0.005668786205</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>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC COMMON STOCK</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
        </identifiers>
        <balance>-3959.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-541274.48000000</valUSD>
        <pctVal>-0.13138382176</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>Nkarta Inc</name>
        <lei>N/A</lei>
        <title>NKARTA INC COMMON STOCK</title>
        <cusip>65487U108</cusip>
        <identifiers>
          <isin value="US65487U1088"/>
        </identifiers>
        <balance>4600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56672.00000000</valUSD>
        <pctVal>0.013756022539</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>Advanced Merger Partners Inc</name>
        <lei>N/A</lei>
        <title>ADVANCED MERGER PARTNERS INC WT EXPIRATION: 06/30/26</title>
        <cusip>00777J117</cusip>
        <identifiers>
          <isin value="US00777J1170"/>
        </identifiers>
        <balance>42.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8.82000000</valUSD>
        <pctVal>0.000002140882</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>ADVANCED MERGER PARTNERS INC WT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Advanced Merger Partners Inc</issuerName>
                <issueTitle>Advanced Merger Partners Equity Warrants Exp 30th June 2026</issueTitle>
                <identifiers>
                  <cusip value="00777J109"/>
                  <isin value="US00777J1170"/>
                  <ticker value="AMPI WS"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>42.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-07-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-15.73000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 2.625000% 08/01/2031</title>
        <cusip>15135BAZ4</cusip>
        <identifiers>
          <isin value="US15135BAZ40"/>
        </identifiers>
        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103415.00000000</valUSD>
        <pctVal>0.025101974006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</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>TRANSDIGM INC.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC 144A 8.000000% 12/15/2025</title>
        <cusip>893647BK2</cusip>
        <identifiers>
          <isin value="US893647BK28"/>
        </identifiers>
        <balance>324000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327641.77000000</valUSD>
        <pctVal>0.079528648590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NGL ENERGY PARTNERS LP</name>
        <lei>5299005YSRP46BE8Z459</lei>
        <title>NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 6.125000% 03/01/2025</title>
        <cusip>62913TAM4</cusip>
        <identifiers>
          <isin value="US62913TAM45"/>
        </identifiers>
        <balance>145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110080.90000000</valUSD>
        <pctVal>0.026719991204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SVF INVESTMENT CORP WT</name>
        <lei>N/A</lei>
        <title>SVF INVESTMENT CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G8601L128</cusip>
        <identifiers>
          <ticker value="SVFAW"/>
        </identifiers>
        <balance>38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9.12000000</valUSD>
        <pctVal>0.000002213702</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="G8601L102"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>38.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12.62000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISRAELI SHEKEL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2022-07-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00013136"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.50215000"/>
        <valUSD>-17854.31000000</valUSD>
        <pctVal>-0.00433378548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITI</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      <invstOrSec>
        <name>TLGY ACQUISITION CORP WT</name>
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        <cusip>G8656T125</cusip>
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          <ticker value="TLGYW"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1066.41000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00010986"/>
        </identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>42894.29000000</amtCurSold>
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            <amtCurPur>34147.78000000</amtCurPur>
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      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC.</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL ENVIRONMENTAL INC-SUB VT COMMON STOCK</title>
        <cusip>36168Q104</cusip>
        <identifiers>
          <isin value="CA36168Q1046"/>
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        <balance>1298.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33488.40000000</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>SKYWORKS SOLUTIONS, INC.</name>
        <lei>549300WZ3ORQ2BVKBD96</lei>
        <title>SKYWORKS SOLUTIONS INC COMMON STOCK</title>
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          <isin value="US83088M1027"/>
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        <balance>-3130.00000000</balance>
        <units>NS</units>
        <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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 5.125000% 06/01/2029</title>
        <cusip>25470XBD6</cusip>
        <identifiers>
          <isin value="US25470XBD66"/>
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        <balance>145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88107.80000000</valUSD>
        <pctVal>0.021386449793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</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>Osiris Acquisition Corp</name>
        <lei>N/A</lei>
        <title>OSIRIS ACQUISITION CORP WT EXPIRATION: 05/01/28</title>
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        <identifiers>
          <isin value="US68829A1117"/>
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        <balance>11293.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1931.10000000</valUSD>
        <pctVal>0.000468736856</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>Osiris Acquisition Corp</issuerName>
                <issueTitle>Osiris Acquisition Equity Warrants 1st May 2028</issueTitle>
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                  <cusip value="68829A103"/>
                  <isin value="US68829A1117"/>
                  <ticker value="OSI WS"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>11293.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-05-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3974.82000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SYNIVERSE PREFERRED STOCK RESTRICTED *</title>
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        <identifiers>
          <other otherDesc="All Others" value="SYN_PREQ"/>
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        <balance>437282.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TSEM US 01/20/23 P50 LONG</title>
        <cusip>5X0990E00</cusip>
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          <ticker value="TSEM US 01/20/23 P50 Equity"/>
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        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>800.00000000</valUSD>
        <pctVal>0.000194184394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
                <issueTitle>TSEM Put 50 Jan 2023</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Endo Designated Activity Company</name>
        <lei>N/A</lei>
        <title>ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 144A 9.500000% 07/31/2027</title>
        <cusip>29273DAB6</cusip>
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          <isin value="US29273DAB64"/>
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        <balance>194000.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.009536259707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00013348"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.28995000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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            <amtCurSold>113936.97000000</amtCurSold>
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            <amtCurPur>146300.00000000</amtCurPur>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Orion Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ORION ACQUISITION CORP WT EXPIRATION: 02/19/26</title>
        <cusip>68626A116</cusip>
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          <isin value="US68626A1161"/>
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        <balance>8749.00000000</balance>
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        <valUSD>747.16000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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      <invstOrSec>
        <name>PROSPECTOR CAPITAL CORP WT</name>
        <lei>N/A</lei>
        <title>PROSPECTOR CAPITAL CORP WT EXPIRATION: 01/01/25</title>
        <cusip>G7273A113</cusip>
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          <ticker value="PRSRW"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP 2.950000% 01/15/2051</title>
        <cusip>03027XBK5</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: HEALTHCARE REALTY(S)</title>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Gaming &amp; Hospitality Acquisition Corp</name>
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        <title>GAMING &amp; HOSPITALITY ACQUISITION CORP WT EXPIRATION: 02/04/28</title>
        <cusip>364681114</cusip>
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          <isin value="US3646811147"/>
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        <balance>3738.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>142.79000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <unrealizedAppr>-2492.32000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLDWIDE WEBB ACQUISITION CORP WT</name>
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          <ticker value="WWACW"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>WORLDWIDE WEBB ACQUISITION CORP WT</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <expDt>2023-03-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-22.06000000</unrealizedAppr>
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WW International, Inc.</name>
        <lei>SGT8R1MU6ESIC7UJC518</lei>
        <title>WW INTERNATIONAL INC 144A 4.500000% 04/15/2029</title>
        <cusip>98262PAA9</cusip>
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          <isin value="US98262PAA93"/>
        </identifiers>
        <balance>255000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>169817.25000000</valUSD>
        <pctVal>0.041219824932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Transocean Ltd.</name>
        <lei>529900QO4W5DQGBGEF32</lei>
        <title>TRANSOCEAN LTD COMMON STOCK</title>
        <cusip>H8817H100</cusip>
        <identifiers>
          <isin value="CH0048265513"/>
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        <balance>170966.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>569316.78000000</valUSD>
        <pctVal>0.138190543084</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>PLAYAGS, INC.</name>
        <lei>N/A</lei>
        <title>PLAYAGS INC COMMON STOCK</title>
        <cusip>72814N104</cusip>
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          <isin value="US72814N1046"/>
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        <balance>2123.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10954.68000000</valUSD>
        <pctVal>0.002659034884</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2022-08-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00013626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10.21000000</valUSD>
        <pctVal>-0.00000247827</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>UBS WARBURG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2379600.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>354815.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-08-17</settlementDt>
            <unrealizedAppr>-10.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Akumin Inc.</name>
        <lei>N/A</lei>
        <title>AKUMIN INC 144A 7.000000% 11/01/2025</title>
        <cusip>01021FAA7</cusip>
        <identifiers>
          <isin value="US01021FAA75"/>
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        <balance>470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>364302.19000000</valUSD>
        <pctVal>0.088427250436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VIVINT SMART HOME, INC.</name>
        <lei>N/A</lei>
        <title>VIVINT SMART HOME INC COMMON STOCK</title>
        <cusip>928542109</cusip>
        <identifiers>
          <isin value="US9285421098"/>
        </identifiers>
        <balance>1797.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6253.56000000</valUSD>
        <pctVal>0.001517929706</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>FINNOVATE ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>FINNOVATE ACQUISITION CORP WT EXPIRATION: 04/15/23</title>
        <cusip>G3R34K111</cusip>
        <identifiers>
          <ticker value="FNVTW"/>
        </identifiers>
        <balance>32229.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2968.29000000</valUSD>
        <pctVal>0.000720494497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KY</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="G3R34K103"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>32229.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8174.64000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEARTLAND MEDIA ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>HEARTLAND MEDIA ACQUISITION CORP WT EXPIRATION: 10/21/27</title>
        <cusip>42237V116</cusip>
        <identifiers>
          <ticker value="HMA/WS"/>
        </identifiers>
        <balance>446.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>64.94000000</valUSD>
        <pctVal>0.000015762918</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>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            </descRefInstrmnt>
            <shareNo>446.00000000</shareNo>
            <exercisePrice>1.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-10-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-33.70000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Music Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MUSIC ACQUISITION CORP/THE WT EXPIRATION: 02/05/28</title>
        <cusip>62752R118</cusip>
        <identifiers>
          <isin value="US62752R1187"/>
        </identifiers>
        <balance>17039.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1516.47000000</valUSD>
        <pctVal>0.000368093511</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>Music Acquisition Corp</issuerName>
                <issueTitle>Music Acquisition Equity Warrants Exp 05th Feb 2028</issueTitle>
                <identifiers>
                  <cusip value="62752R100"/>
                  <isin value="US62752R1187"/>
                  <ticker value="TMAC WS"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>17039.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-02-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7893.26000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TEN US 01/20/23 P10 LONG</title>
        <cusip>0199911P3</cusip>
        <identifiers>
          <ticker value="TEN US 01/20/23 P10 Equity"/>
        </identifiers>
        <balance>27.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1350.00000000</valUSD>
        <pctVal>0.000327686166</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>TENNECO INC.</issuerName>
                <issueTitle>TEN Put 10 Jan 2023</issueTitle>
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                  <ticker value="TEN-01/2023-P-10"/>
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            <expDt>2023-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>942.46000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aetherium Acquisition Corp</name>
        <lei>N/A</lei>
        <title>AETHERIUM ACQUISITION CORP WT EXPIRATION: 01/21/28</title>
        <cusip>00809J119</cusip>
        <identifiers>
          <isin value="US00809J1198"/>
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        <balance>15770.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1089.71000000</valUSD>
        <pctVal>0.000264505846</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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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>Aetherium Acquisition Corp</issuerName>
                <issueTitle>Aetherium Acquisition Equity Warrant Exp 21st Dec 2026</issueTitle>
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                  <isin value="US00809J1198"/>
                  <ticker value="GMFIW"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>TPI COMPOSITES, INC.</name>
        <lei>549300TI9H56OIY0QE39</lei>
        <title>TPI COMPOSITES INC COMMON STOCK</title>
        <cusip>87266J104</cusip>
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        <balance>-116309.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>A. O. SMITH CORPORATION</name>
        <lei>549300XG4US7UJNECY36</lei>
        <title>SMITH (A.O.) CORP COMMON STOCK</title>
        <cusip>831865209</cusip>
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        <balance>-2539.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>-0.03369888612</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NIO INC.</name>
        <lei>549300JBU4TV5OCKJV96</lei>
        <title>NIO INC - ADR DEPOSITARY RECEIPT</title>
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          <isin value="US62914V1061"/>
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        <balance>-7035.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-152800.20000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 144A 5.250000% 12/01/2026</title>
        <cusip>25470XBE4</cusip>
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          <isin value="US25470XBE40"/>
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        <balance>25000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Industrial Tech Acquisitions II Inc</name>
        <lei>N/A</lei>
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        <cusip>45635R116</cusip>
        <identifiers>
          <isin value="US45635R1169"/>
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        <balance>989.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                  <ticker value="ITAQW"/>
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            <unrealizedAppr>-120.66000000</unrealizedAppr>
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      <invstOrSec>
        <name>10X CAPITAL VENTURE ACQUISITION CORP III WT</name>
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          <ticker value="VCXB/WS"/>
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        <curCd>USD</curCd>
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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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            <delta>XXXX</delta>
            <unrealizedAppr>-131.73000000</unrealizedAppr>
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      <invstOrSec>
        <name>FRONTIER GROUP HOLDINGS, INC.</name>
        <lei>549300DT3Y2BHO6G7T02</lei>
        <title>ULCC US 07/15/22 C10 LONG</title>
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          <ticker value="ULCC US 07/15/22 C10 Equity"/>
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        <balance>105.00000000</balance>
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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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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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            <unrealizedAppr>-6106.38000000</unrealizedAppr>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013834"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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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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            <amtCurSold>782500.00000000</amtCurSold>
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      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CAMPBELL SOUP CO COMMON STOCK</title>
        <cusip>134429109</cusip>
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          <isin value="US1344291091"/>
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        <balance>-33319.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1600977.95000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TEXAS INSTRUMENTS INCORPORATED</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TEXAS INSTRUMENTS INC COMMON STOCK</title>
        <cusip>882508104</cusip>
        <identifiers>
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        <balance>-2096.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-322050.40000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>DIRECTV FINANCING, LLC</name>
        <lei>N/A</lei>
        <title>DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIG 5.875000% 08/15/2027</title>
        <cusip>25461LAA0</cusip>
        <identifiers>
          <isin value="US25461LAA08"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68245.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 2.500000% 03/01/2031</title>
        <cusip>15135BAX9</cusip>
        <identifiers>
          <isin value="US15135BAX91"/>
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        <balance>285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226221.60000000</valUSD>
        <pctVal>0.054910880654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>KENSINGTON CAPITAL ACQUISITION CORP V WT</name>
        <lei>N/A</lei>
        <title>KENSINGTON CAPITAL ACQUISITION CORP V WT EXPIRATION: 07/19/23</title>
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          <ticker value="KCGI/WS"/>
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        <balance>38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000001844751</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <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>HCM ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>HCM ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G4365A127</cusip>
        <identifiers>
          <ticker value="HCMAW"/>
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        <balance>11149.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
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      <invstOrSec>
        <name>MDH Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MDH ACQUISITION CORP WT EXPIRATION: 02/02/28</title>
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          <isin value="US55283P1140"/>
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        <curCd>USD</curCd>
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        <pctVal>0.000112406064</pctVal>
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                  <isin value="US55283P1140"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1065.46000000</unrealizedAppr>
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      <invstOrSec>
        <name>RH</name>
        <lei>5493008MTS3OGGMHGK69</lei>
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        <cusip>74967X103</cusip>
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        <balance>-2452.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-520461.52000000</valUSD>
        <pctVal>-0.12633188170</pctVal>
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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>
      <invstOrSec>
        <name>LF Capital Acquisition II Corp</name>
        <lei>N/A</lei>
        <title>LF CAPITAL ACQUISITION CORP II WT EXPIRATION: 01/07/26</title>
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          <isin value="US50202D1101"/>
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        <units>NC</units>
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        <pctVal>0.000006706643</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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        <name>LIBERTY INTERACTIVE LLC</name>
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        <name>CF Acquisition IV Corp</name>
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        <name>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
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        <name>Paymentus Holdings Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BRK: GOLDMAN SACHS</name>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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      <invstOrSec>
        <name>E.Merge Technology Acquisition Corp</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FREEDOM MORTGAGE CORPORATION</name>
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      <invstOrSec>
        <name>BATH &amp; BODY WORKS, INC.</name>
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        <name>Hamilton Lane Alliance Holdings I Inc</name>
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        <name>VAREX IMAGING CORPORATION</name>
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      <invstOrSec>
        <name>DELTA AIR LINES, INC.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
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        <name>TALLGRASS ENERGY PARTNERS, LP</name>
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        <name>N/A</name>
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        <name>Kingdom of Saudi Arabia</name>
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        <name>DOORDASH, INC.</name>
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        <name>THE COCA-COLA COMPANY</name>
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        <name>VISHAY INTERTECHNOLOGY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PAR PHARMACEUTICAL, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Colicity Inc</name>
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          <isin value="US1941701146"/>
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        <name>HH&amp;L ACQUISITION CO WT</name>
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        <name>JACOBS ENTERTAINMENT, INC.</name>
        <lei>5493004U9JIWY3HSUO63</lei>
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        <name>COLONNADE ACQUISITION CORP II WT</name>
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        <name>Northern Star Investment Corp IV</name>
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        <name>PRESTIGE BRANDS, INC.</name>
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        <name>LAS VEGAS SANDS CORP.</name>
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        <cusip>517834AH0</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Ukraine</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>POLISH ZLOTY</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: SAILPOINT TECHNOL(L)</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CCO HOLDINGS, LLC</name>
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        <name>TRAVELPORT FINANCE (LUXEMBOURG) S.A.R.L.</name>
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        <name>FIRST QUANTUM MINERALS LTD.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>FIRST QUANTUM MINERALS LTD 144A 7.500000% 04/01/2025</title>
        <cusip>335934AL9</cusip>
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        <name>Strathcona Resources Ltd.</name>
        <lei>549300MK8E4L4BHGLO91</lei>
        <title>STRATHCONA RESOURCES LTD 144A 6.875000% 08/01/2026</title>
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        <name>PRIME SECURITY SERVICES BORROWER, LLC</name>
        <lei>549300O6QPZVWXV2DC15</lei>
        <title>PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 6.250000% 01/15/2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Aesther Healthcare Acquisition Corp</name>
        <lei>N/A</lei>
        <title>AESTHER HEALTHCARE ACQUISITION CORP WT EXPIRATION: 01/19/23</title>
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          <isin value="US00809L1145"/>
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        <name>TENET HEALTHCARE CORPORATION</name>
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        <name>VISTRA OPERATIONS COMPANY LLC</name>
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        <name>Global Consumer Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Lightspeed Commerce Inc</name>
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        <name>Class Acceleration Corp</name>
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        <name>BATH &amp; BODY WORKS, INC.</name>
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        <name>EQT CORPORATION</name>
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        <name>CSTN MERGER SUB, INC.</name>
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        <name>Apeiron Capital Investment Corp</name>
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        <name>U.S. DOLLARS</name>
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        <name>BRK: GOLDMAN SACHS INTERNATIONAL</name>
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        <name>MARRIOTT INTERNATIONAL, INC.</name>
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        <name>MEDLINE BORROWER, LP</name>
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        <name>Evo Acquisition Corp</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <name>Direxion Daily 20+ Year Treasury Bull 3X Shares</name>
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      <invstOrSec>
        <name>BOA Acquisition Corp</name>
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          <isin value="US05601A1170"/>
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        <balance>29795.33330000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-14174.52000000</unrealizedAppr>
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      <invstOrSec>
        <name>Industrial Human Capital Inc</name>
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          <isin value="US45617P1122"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>D and Z Media Acquisition Corp</name>
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          <isin value="US23305Q1141"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <unrealizedAppr>-6342.01000000</unrealizedAppr>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
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          <other otherDesc="All Others" value="82706C108"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>TRITON INTERNATIONAL LIMITED</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HUNT COS ACQUISITION CORP I WT</name>
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          <ticker value="HTAQ/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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      <invstOrSec>
        <name>FLEX LTD.</name>
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      <invstOrSec>
        <name>Empowerment &amp; Inclusion Capital I Corp</name>
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      <invstOrSec>
        <name>One Equity Partners Open Water I Corp</name>
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          <isin value="US68237L1136"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>iShares Russell 2000 ETF</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Thunder Bridge Capital Partners III Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DMT SOLUTIONS GLOBAL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
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        <balance>203.00000000</balance>
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        <valUSD>812.00000000</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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            <putOrCall>Call</putOrCall>
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                  <ticker value="JBLU-09/2022-C-15"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5909.69000000</unrealizedAppr>
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      <invstOrSec>
        <name>COOPER'S HAWK INTERMEDIATE HOLDING, LLC</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TSEM US 07/21/23 P47 LONG</title>
        <cusip>5X0990NE0</cusip>
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          <ticker value="TSEM US 07/21/23 P47 Equity"/>
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        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1360.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
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                  <ticker value="TSEM-07/2023-P-47"/>
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            <shareNo>400.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>618.88000000</unrealizedAppr>
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      <invstOrSec>
        <name>Gigcapital5 Inc</name>
        <lei>549300EQ1NNV387FGF92</lei>
        <title>GIGCAPITAL5 INC WT EXPIRATION: 12/31/28</title>
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          <isin value="US37519U1170"/>
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        <balance>86668.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5564.09000000</valUSD>
        <pctVal>0.001350574312</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>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gigcapital5 Inc</issuerName>
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                  <isin value="US37519U1170"/>
                  <ticker value="GIA WS"/>
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            <shareNo>86668.00000000</shareNo>
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            <expDt>2029-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-34068.62000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>S&amp;P GLOBAL INC.</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
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        <cusip>78409V104</cusip>
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        <balance>1207.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TUTOR PERINI CORPORATION</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
        <title>TUTOR PERINI CORP 144A 6.875000% 05/01/2025</title>
        <cusip>901109AF5</cusip>
        <identifiers>
          <isin value="US901109AF51"/>
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        <balance>370000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>302386.20000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RAYTHEON TECHNOLOGIES CORPORATION</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RAYTHEON TECHNOLOGIES CORP 3.030000% 03/15/2052</title>
        <cusip>75513ECP4</cusip>
        <identifiers>
          <isin value="US75513ECP43"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>96804.58000000</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ZSCALER, INC.</name>
        <lei>529900MZ0RTK1BWRNF46</lei>
        <title>ZSCALER INC COMMON STOCK</title>
        <cusip>98980G102</cusip>
        <identifiers>
          <isin value="US98980G1022"/>
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        <balance>1419.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Wynn Macau, Limited</name>
        <lei>254900NMDQ8ENTHU1I31</lei>
        <title>WYNN MACAU LTD 144A 5.625000% 08/26/2028</title>
        <cusip>98313RAH9</cusip>
        <identifiers>
          <isin value="US98313RAH93"/>
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        <balance>5000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3080.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ACTIVISION BLIZZARD, INC.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>ACTIVISION BLIZZARD INC COMMON STOCK</title>
        <cusip>00507V109</cusip>
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          <isin value="US00507V1098"/>
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        <balance>15698.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CDW CORPORATION</name>
        <lei>9845001B052ABF0B6755</lei>
        <title>CDW CORP/DE COMMON STOCK</title>
        <cusip>12514G108</cusip>
        <identifiers>
          <isin value="US12514G1085"/>
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        <balance>4017.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>632918.52000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ADVANCED MICRO DEVICES, INC.</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>ADVANCED MICRO DEVICES COMMON STOCK</title>
        <cusip>007903107</cusip>
        <identifiers>
          <isin value="US0079031078"/>
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        <balance>5753.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>439931.91000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HERTZ GLOBAL HOLDINGS, INC.</name>
        <lei>549300NBK3K85MH1EX16</lei>
        <title>HERTZ GLOBAL HLDGS INC COMMON STOCK</title>
        <cusip>42806J700</cusip>
        <identifiers>
          <isin value="US42806J7000"/>
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        <balance>1310.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20750.40000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZIONS BANCORPORATION, NATIONAL ASSOCIATION</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
        <title>ZIONS BANCORP NA COMMON STOCK</title>
        <cusip>989701107</cusip>
        <identifiers>
          <isin value="US9897011071"/>
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        <balance>34781.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1770352.90000000</valUSD>
        <pctVal>0.429718633449</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>Omnilit Acquisition Corp</name>
        <lei>N/A</lei>
        <title>OMNILIT ACQUISITION CORP WT EXPIRATION: 11/08/26</title>
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        <name>ZoomInfo Technologies Inc</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <name>KLX ENERGY SERVICES HOLDINGS, INC.</name>
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        <name>HelloFresh SE</name>
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        <name>Gardiner Healthcare Acquisitions Corp</name>
        <lei>549300IPQDY7ERMEMH57</lei>
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        <name>OLYMPUS WATER US HOLDING CORPORATION</name>
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        <name>LUMEN TECHNOLOGIES, INC.</name>
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        <name>G&amp;P Acquisition Corp</name>
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        <name>MC Brazil Downstream Trading S.a r.l.</name>
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        <name>EVE MOBILITY ACQUISITION CORP WT</name>
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        <name>AVAYA INC.</name>
        <lei>J6LB5QIFSP2MFEFG4U76</lei>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <name>NABORS INDUSTRIES, INC.</name>
        <lei>549300VFQWRKICUFNU92</lei>
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        <cusip>62957HAJ4</cusip>
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          <isin value="US62957HAJ41"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nightdragon Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US65413D1138"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
                <issuerName>Nightdragon Acquisition Corp</issuerName>
                <issueTitle>NightDragon Acquisition Warrants Exp 26 Feb 2026</issueTitle>
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                  <cusip value="65413D105"/>
                  <isin value="US65413D1138"/>
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      </invstOrSec>
      <invstOrSec>
        <name>GILEAD SCIENCES, INC.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILEAD SCIENCES INC COMMON STOCK</title>
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          <isin value="US3755581036"/>
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        <balance>5135.00000000</balance>
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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>
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          <isin value="US35640YAB39"/>
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        <balance>398000.00000000</balance>
        <units>PA</units>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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>
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          <isin value="US095796AE85"/>
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        <balance>155000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>139509.91000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTCAD__00013642"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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      <invstOrSec>
        <name>Sierra Lake Acquisition Corp</name>
        <lei>549300J2E7DOE866IQ73</lei>
        <title>SIERRA LAKE ACQUISITION CORP WT EXPIRATION: 03/31/28</title>
        <cusip>826332116</cusip>
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          <isin value="US8263321163"/>
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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>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sierra Lake Acquisition Corp</issuerName>
                <issueTitle>Sierra Lake Acquisition Equity Warrant Exp 31st Mar 2028</issueTitle>
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                  <isin value="US8263321163"/>
                  <ticker value="SIERW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5.48000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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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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        <balance>95951.00000000</balance>
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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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.375000% 09/25/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1577952952"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Wynn Macau, Limited</name>
        <lei>254900NMDQ8ENTHU1I31</lei>
        <title>WYNN MACAU LTD 144A 5.125000% 12/15/2029</title>
        <cusip>98313RAE6</cusip>
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          <isin value="US98313RAE62"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>VIPER ENERGY PARTNERS LP</name>
        <lei>5299009LINL232255G03</lei>
        <title>VIPER ENERGY PARTNERS LP COMMON STOCK</title>
        <cusip>92763M105</cusip>
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          <isin value="US92763M1053"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>VISA INC.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC-CLASS A SHARES COMMON STOCK</title>
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          <isin value="US92826C8394"/>
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        <curCd>USD</curCd>
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        <pctVal>-0.29267335108</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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      <invstOrSec>
        <name>SIJ, LLC</name>
        <lei>N/A</lei>
        <title>SIJ, LLC 7/15/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARMOR HOLDCO, INC.</name>
        <lei>254900X6HLK0YPTHHF09</lei>
        <title>ARMOR HOLDCO INC 144A 8.500000% 11/15/2029</title>
        <cusip>04625PAA9</cusip>
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          <isin value="US04625PAA93"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>COMMSCOPE, INC.</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>COMMSCOPE INC 144A 8.250000% 03/01/2027</title>
        <cusip>20338QAA1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 02/16/2061</title>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>KLX ENERGY SERVICES HOLDINGS, INC.</name>
        <lei>5493004D4S7MAO1H3U27</lei>
        <title>KLX ENERGY SERVICES HOLDING COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>CMG MEDIA CORPORATION</name>
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        <name>KNS ACQUISITION CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>1</fairValLevel>
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        <name>SEMPER PARATUS ACQUISITION CORP WT</name>
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      <invstOrSec>
        <name>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
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        <name>JOFF Fintech Acquisition Corp</name>
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        <name>GFL ENVIRONMENTAL INC.</name>
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        <name>NCR CORPORATION</name>
        <lei>549300YKTY8JX1DV2R67</lei>
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      <invstOrSec>
        <name>ANRITSU CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MINERAL RESOURCES LIMITED</name>
        <lei>5299007V1ACKFFX2P066</lei>
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          <isin value="US603051AC70"/>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
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      <invstOrSec>
        <name>KL Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US49837C1172"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>JONES TRADING</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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                <issuerName>KL Acquisition Corp</issuerName>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <cusip>110122DS4</cusip>
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          <isin value="US110122DS47"/>
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        <balance>250000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MAVENIR SYSTEMS, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX197031"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>Warrior Technologies Acquisition Co</name>
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          <isin value="US9362731195"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PARABELLUM ACQUISITION CORP WT</name>
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        <cusip>69901P117</cusip>
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          <ticker value="PRBM/WS"/>
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        <balance>51450.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <delta>XXXX</delta>
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        <name>AETHON UNITED BR LP</name>
        <lei>5493007HPG2M9K9X5V41</lei>
        <title>AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 1 8.250000% 02/15/2026</title>
        <cusip>00810GAC8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TG Venture Acquisition Corp</name>
        <lei>N/A</lei>
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        <cusip>87251T117</cusip>
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          <isin value="US87251T1170"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 6.250000% 02/15/2029</title>
        <cusip>071734AK3</cusip>
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        <name>VMWARE, INC.</name>
        <lei>549300BUDHS3LRWBE814</lei>
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        <name>U.S. DOLLARS</name>
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        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
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        <title>OCTAGON INVESTMENT PARTNERS 43 LTD OCT43 2019-1A D</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CROWN CASTLE INTERNATIONAL CORP.</name>
        <lei>54930012H97VSM0I2R19</lei>
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        <cusip>22822VAX9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Edify Acquisition Corp</name>
        <lei>N/A</lei>
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        <cusip>28059Q111</cusip>
        <identifiers>
          <isin value="US28059Q1114"/>
        </identifiers>
        <balance>22125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2212.50000000</valUSD>
        <pctVal>0.000537041217</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>Edify Acquisition Corp</issuerName>
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                  <cusip value="28059Q103"/>
                  <isin value="US28059Q1114"/>
                  <ticker value="EACPW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
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            <shareNo>22125.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-10545.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AGILE GROWTH CORP WT</name>
        <lei>N/A</lei>
        <title>AGILE GROWTH CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G01202111</cusip>
        <identifiers>
          <ticker value="AGGRW"/>
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        <balance>2755.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>551.00000000</valUSD>
        <pctVal>0.000133744502</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>AGILE GROWTH CORP WT</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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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2755.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-529.83000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 5.500000% 12/01/2025</title>
        <cusip>674599EE1</cusip>
        <identifiers>
          <isin value="US674599EE17"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68950.00000000</valUSD>
        <pctVal>0.016736267540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ventoux CCM Acquisition Corp</name>
        <lei>N/A</lei>
        <title>VENTOUX CCM ACQUISITION CORP WT EXPIRATION: 09/30/25</title>
        <cusip>92280L119</cusip>
        <identifiers>
          <isin value="US92280L1199"/>
        </identifiers>
        <balance>45163.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4967.93000000</valUSD>
        <pctVal>0.001205868101</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>BARCLAYS CAPITAL (DMA)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Ventoux CCM Acquisition Corp</issuerName>
                <issueTitle>Ventoux CCM Acquisition Equity Warrant Exp 30th Sep 2025</issueTitle>
                <identifiers>
                  <cusip value="92280L101"/>
                  <isin value="US92280L1199"/>
                  <ticker value="VTAQW"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>0.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-10-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-10567.59000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CROSS COUNTRY HEALTHCARE, INC.</name>
        <lei>54930037L0NBIPZ5S663</lei>
        <title>CROSS COUNTRY HEALTHCARE INC COMMON STOCK</title>
        <cusip>227483104</cusip>
        <identifiers>
          <isin value="US2274831047"/>
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        <balance>-17231.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-358921.73000000</valUSD>
        <pctVal>-0.08712124872</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>TRANSDIGM INC.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC 144A 6.250000% 03/15/2026</title>
        <cusip>893647BE6</cusip>
        <identifiers>
          <isin value="US893647BE67"/>
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        <balance>437000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421158.75000000</valUSD>
        <pctVal>0.102228071315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Churchill Capital Corp VII</name>
        <lei>N/A</lei>
        <title>CHURCHILL CAPITAL CORP VII WT EXPIRATION: 02/29/28</title>
        <cusip>17144M110</cusip>
        <identifiers>
          <isin value="US17144M1100"/>
        </identifiers>
        <balance>56400.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19608.31000000</valUSD>
        <pctVal>0.004759534767</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>Churchill Capital Corp VII</issuerName>
                <issueTitle>Churchill Capital VII Equity Warrants Exp 29th Feb 2028</issueTitle>
                <identifiers>
                  <cusip value="17144M102"/>
                  <isin value="US17144M1100"/>
                  <ticker value="CVII WS"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>56400.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-03-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-26018.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WinVest Acquisition Corp</name>
        <lei>N/A</lei>
        <title>WINVEST ACQUISITION CORP WT EXPIRATION: 02/19/23</title>
        <cusip>97655B117</cusip>
        <identifiers>
          <isin value="US97655B1171"/>
        </identifiers>
        <balance>46640.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4192.94000000</valUSD>
        <pctVal>0.001017754396</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>WinVest Acquisition Corp</issuerName>
                <issueTitle>WinVest Acquisition Equity Warrant Exp 9th Aug 2026</issueTitle>
                <identifiers>
                  <cusip value="97655B109"/>
                  <isin value="US97655B1171"/>
                  <ticker value="WINVW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>46640.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-02-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5547.44000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HALLIBURTON COMPANY</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HALLIBURTON CO COMMON STOCK</title>
        <cusip>406216101</cusip>
        <identifiers>
          <isin value="US4062161017"/>
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        <balance>75672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2373073.92000000</valUSD>
        <pctVal>0.576017404200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MELCO RESORTS &amp; ENTERTAINMENT LIMITED</name>
        <lei>529900NRV6LBR3T6B421</lei>
        <title>MELCO RESORTS &amp; ENTERT-ADR DEPOSITARY RECEIPT</title>
        <cusip>585464100</cusip>
        <identifiers>
          <isin value="US5854641009"/>
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        <balance>3888.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22356.00000000</valUSD>
        <pctVal>0.005426482917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PROPCO CERTIFICATES *</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192506"/>
        </identifiers>
        <balance>18673.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>235746.63000000</valUSD>
        <pctVal>0.057222895889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</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>MASHANTUCKET (WESTERN) PEQUOT TRIBE</name>
        <lei>N/A</lei>
        <title>MASHANTUCKET (WESTERN) PEQUOT TRIBE 2/16/2025</title>
        <cusip>57475BAH4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX131096"/>
        </identifiers>
        <balance>509085.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>502721.48000000</valUSD>
        <pctVal>0.122025833036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.37500040</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>QUANTUM HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>QUANTUM HEALTH, INC. 12/22/2027</title>
        <cusip>74767EAD9</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX195809"/>
        </identifiers>
        <balance>193050.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181467.00000000</valUSD>
        <pctVal>0.044047574501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-22</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Agrico Acquisition Corp</name>
        <lei>N/A</lei>
        <title>KALERA PUBLIC LIMITED WT EXPIRATION: 12/31/28</title>
        <cusip>G52251116</cusip>
        <identifiers>
          <isin value="IE000IRI9H94"/>
        </identifiers>
        <balance>36300.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7989.63000000</valUSD>
        <pctVal>0.001939326834</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>KALERA PUBLIC LIMITED WT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Agrico Acquisition Corp</issuerName>
                <issueTitle>Kalera Public Limited Company Equity Warrant Exp 27 June 2027</issueTitle>
                <identifiers>
                  <cusip value="G52251108"/>
                  <isin value="IE000IRI9H94"/>
                  <ticker value="KALWW"/>
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            </descRefInstrmnt>
            <shareNo>36300.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2029-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6597.93000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PEARL HOLDINGS ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>PEARL HOLDINGS ACQUISITION CORP WT EXPIRATION: 12/15/26</title>
        <cusip>G44525114</cusip>
        <identifiers>
          <ticker value="PRLHW"/>
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        <balance>10050.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1608.00000000</valUSD>
        <pctVal>0.000390310633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>PEARL HOLDINGS ACQUISITION CORP WT</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>
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                  <other otherDesc="Other" value="N/A"/>
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        <name>ANYWHERE REAL ESTATE GROUP LLC</name>
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        <name>TRINE II ACQUISITION CORP WT</name>
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        <name>COMCAST CORPORATION</name>
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        <name>HORMEL FOODS CORPORATION</name>
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        <name>NCL CORPORATION LTD.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
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        <cusip>62886HAP6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VONAGE HOLDINGS CORP.</name>
        <lei>529900W7N0N4WLN1JY21</lei>
        <title>VONAGE HOLDINGS CORP COMMON STOCK</title>
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        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TEN US 07/15/22 P10 LONG</title>
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        <name>Monterey Bio Acquisition Corp</name>
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        <name>COGENT COMMUNICATIONS HOLDINGS, INC.</name>
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        <name>ENPHASE ENERGY, INC.</name>
        <lei>5493008U7KIGMI59Z314</lei>
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        <name>GLOBAL PARTNER ACQUISITION CORP II WT</name>
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        <name>CALLON PETROLEUM COMPANY</name>
        <lei>549300EFOWPEB0WLZW21</lei>
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        <cusip>144577AJ2</cusip>
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        <name>PERATON CORP</name>
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        <name>ENLINK MIDSTREAM, LLC</name>
        <lei>54930000GY1H533OBE23</lei>
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        <name>NEWPORT PARENT, INC.</name>
        <lei>N/A</lei>
        <title>NEWPORT PARENT, INC. 12/10/2027</title>
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        <name>ADIENT GLOBAL HOLDINGS LTD</name>
        <lei>213800VA38VCKE6M8790</lei>
        <title>ADIENT GLOBAL HOLDINGS LTD 3.500000% 08/15/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DMT SOLUTIONS GLOBAL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>CAESARS ENTERTAINMENT, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>PLUM ACQUISITION CORP I WT</name>
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        <name>SOUND POINT CLO</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>SALESFORCE, INC.</name>
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        <name>POOL CORPORATION</name>
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        <name>Nikola Corp</name>
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        <name>Bannix Acquisition Corp</name>
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        <name>G SQUARED ASCEND II INC WT</name>
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        <name>TOWER SEMICONDUCTOR LTD</name>
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      <invstOrSec>
        <name>INTEL CORPORATION</name>
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        <name>DOMTAR CORPORATION 11/21 COV-LITE</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013135"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>UBS WARBURG</counterpartyName>
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      <invstOrSec>
        <name>ALPHABET INC-CL A</name>
        <lei>N/A</lei>
        <title>ALPHABET INC-CL A COMMON STOCK</title>
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          <isin value="US02079K3059"/>
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        <balance>289.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTKRW__00013354"/>
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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>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
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        <cusip>91705JAC9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AUDACY CAPITAL CORP.</name>
        <lei>549300S5JUSXRHNCHD80</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Kadem Sustainable Impact Corp</name>
        <lei>N/A</lei>
        <title>KADEM SUSTAINABLE IMPACT CORP WT EXPIRATION: 03/16/26</title>
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        <name>LAREDO PETROLEUM, INC</name>
        <lei>549300X0PTWU2QSLSL14</lei>
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        <name>BLUERIVER ACQUISITION CORP WT</name>
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        <name>MACONDRAY CAPITAL ACQUISITION CORP I WT</name>
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        <name>TRAVELPORT FINANCE (LUXEMBOURG) S.A R.L.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ICAHN ENTERPRISES L.P.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Atlantic Coastal Acquisition Corp II</name>
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          <isin value="US04845A1161"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                  <cusip value="04845A108"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1905.61000000</unrealizedAppr>
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      <invstOrSec>
        <name>FIDELITY NATIONAL INFORMATION SERVICES, INC.</name>
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          <isin value="US31620M1062"/>
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        <balance>5419.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KERNEL GROUP HOLDINGS INC WT</name>
        <lei>N/A</lei>
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          <ticker value="KRNLW"/>
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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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        <name>WYNN RESORTS, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GROWTH FOR GOOD ACQUISITION CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
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        <name>STWD MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>STWD 2021-FL2 LTD STWD 2021-FL2 D</title>
        <cusip>78486BAJ3</cusip>
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          <isin value="US78486BAJ35"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AADVANTAGE LOYALTY IP LTD.</name>
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        <cusip>00253XAB7</cusip>
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          <isin value="US00253XAB73"/>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Wynn Macau, Limited</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>COMMSCOPE HOLDING COMPANY, INC.</name>
        <lei>254900AW4CEPCQWSRI58</lei>
        <title>COMMSCOPE HOLDING CO INC COMMON STOCK</title>
        <cusip>20337X109</cusip>
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          <isin value="US20337X1090"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FRONTIER GROUP HOLDINGS, INC.</name>
        <lei>549300DT3Y2BHO6G7T02</lei>
        <title>FRONTIER GROUP HOLDINGS INC COMMON STOCK</title>
        <cusip>35909R108</cusip>
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          <isin value="US35909R1086"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SYNIVERSE HOLDINGS, LLC</name>
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        <title>SYNIVERSE HOLDINGS, LLC 5/10/2029</title>
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        <name>COVA ACQUISITION CORP WT</name>
        <lei>N/A</lei>
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          <ticker value="COVAW"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Minority Equality Opportunities Acquisition Inc</name>
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      <invstOrSec>
        <name>SABRE GLBL INC.</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>RITE AID CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>DHB Capital Corp</name>
        <lei>N/A</lei>
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          <isin value="US23291W1172"/>
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        <balance>9027.00000000</balance>
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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>
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            <delta>XXXX</delta>
            <unrealizedAppr>-3746.87000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>GLASS MOUNTAIN HOLDINGS PIPELINE</name>
        <lei>N/A</lei>
        <title>GLASS MOUNTAIN HOLDINGS PIPELINE 10/28/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX200152"/>
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        <balance>16470.36000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>T-MOBILE USA, INC.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <cusip>87264ABW4</cusip>
        <identifiers>
          <isin value="US87264ABW45"/>
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        <balance>165000.00000000</balance>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>VINE ENERGY HOLDINGS LLC</name>
        <lei>254900PNIMG4CPJH6R25</lei>
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        <cusip>92735LAA0</cusip>
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          <isin value="US92735LAA08"/>
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        <balance>181000.00000000</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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          <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>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>220000.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.041118545633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>9805.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>CANTOR FITZGERALD CO.</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Priveterra Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PRIVETERRA ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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          <isin value="US74275N1101"/>
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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>
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                <issueTitle>Priveterra Acquisition Equity Warrant 28th Feb 2028</issueTitle>
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                  <isin value="US74275N1101"/>
                  <ticker value="PMGMW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-3530.06000000</unrealizedAppr>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 2.875000% 05/15/2032</title>
        <cusip>91282CEP2</cusip>
        <identifiers>
          <isin value="US91282CEP23"/>
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        <curCd>USD</curCd>
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        <pctVal>0.059519944361</pctVal>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>InterPrivate II Acquisition Corp</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US46064Q1168"/>
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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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        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TEN US 12/16/22 P10 LONG</title>
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                <issueTitle>TEN Put 10 Dec 2022</issueTitle>
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      <invstOrSec>
        <name>EAST VALLEY TOURIST DEVELOPMENT AUTHORITY</name>
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        <title>EAST VALLEY TOURIST DEVELOPMENT AUTHORITY 23-Nov-2026</title>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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        <cusip>126307BA4</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SILICON MOTION TECHNOLOGY CORPORATION</name>
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        <name>Carnival Corporation</name>
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        <name>SCRIPPS ESCROW, INC.</name>
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        <name>RAYTHEON TECHNOLOGIES CORPORATION</name>
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        <name>Gobierno de la Republica Dominicana</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>DOMINICAN REPUBLIC 5.875000% 01/30/2060</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>LEVERE HOLDINGS CORP WT</name>
        <lei>N/A</lei>
        <title>LEVERE HOLDINGS CORP WT EXPIRATION: 12/31/28</title>
        <cusip>G5462L122</cusip>
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          <ticker value="LVRAW"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PEPPERLIME HEALTH ACQUISITION CORP WT</name>
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      <invstOrSec>
        <name>COMMSCOPE TECHNOLOGIES LLC</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>COMMSCOPE TECHNOLOGIES LLC 144A 5.000000% 03/15/2027</title>
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      <invstOrSec>
        <name>JAWS MUSTANG ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>JAWS MUSTANG ACQUISITION CORP WT EXPIRATION: 01/30/26</title>
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        <name>INTEL CORPORATION</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC US 07/15/22 C52.5 LONG</title>
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        <name>JETBLUE AIRWAYS CORPORATION</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JBLU US 09/16/22 C10 LONG</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Connect Finco SARL</name>
        <lei>2594001KNYIQ456J2792</lei>
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        <cusip>20752TAA2</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING, LLC</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.950000% 06/30/2062</title>
        <cusip>161175CG7</cusip>
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          <isin value="US161175CG74"/>
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        <balance>155000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: HEALTHCARE TRUST (L)</title>
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        <identifiers>
          <other otherDesc="All Others" value="42225P501"/>
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        <balance>21599.00000000</balance>
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        <valUSD>420.10000000</valUSD>
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        <invCountry>US</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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            <unrealizedAppr>420.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERITAS US INC.</name>
        <lei>549300RFUWCPWS8FQ104</lei>
        <title>VERITAS US INC / VERITAS BERMUDA LTD 144A 7.500000% 09/01/2025</title>
        <cusip>92346LAE3</cusip>
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          <isin value="US92346LAE39"/>
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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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JADEX INC.</name>
        <lei>N/A</lei>
        <title>JADEX INC. 2/18/2028</title>
        <cusip>73178EAD4</cusip>
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          <other otherDesc="All Others" value="LX192522"/>
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        <balance>153450.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140406.75000000</valUSD>
        <pctVal>0.034080999747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.80956840</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>ALLEN MEDIA, LLC</name>
        <lei>N/A</lei>
        <title>ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC 144A 10.500000% 02/15/2028</title>
        <cusip>01771YAA8</cusip>
        <identifiers>
          <isin value="US01771YAA82"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20645.60000000</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>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</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>BLOOMIN' BRANDS, INC.</name>
        <lei>E1UJ2GO305B5FXGV7N04</lei>
        <title>BLOOMIN' BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125000% 04/15/2029</title>
        <cusip>094234AA9</cusip>
        <identifiers>
          <isin value="US094234AA90"/>
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        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186658.08000000</valUSD>
        <pctVal>0.045307607912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000002427</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>
          <annualizedRt>9.12500000</annualizedRt>
          <isDefault>Y</isDefault>
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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>BLACK SPADE ACQUISITION CO WT</name>
        <lei>N/A</lei>
        <title>BLACK SPADE ACQUISITION CO WT EXPIRATION: 06/29/23</title>
        <cusip>G11537118</cusip>
        <identifiers>
          <ticker value="BSAQ/WS"/>
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        <balance>2024.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
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            <delta>XXXX</delta>
            <unrealizedAppr>-307.64000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LAS VEGAS SANDS CORP.</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LAS VEGAS SANDS CORP 3.200000% 08/08/2024</title>
        <cusip>517834AG2</cusip>
        <identifiers>
          <isin value="US517834AG23"/>
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        <balance>256000.00000000</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>
        <debtSec>
          <maturityDt>2024-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENVISION HEALTHCARE CORPORATION</name>
        <lei>N/A</lei>
        <title>ENVISION HEALTHCARE CORPORATION 10-Oct-2025</title>
        <cusip>29373UAC5</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX175867"/>
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        <balance>813299.84940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267575.65000000</valUSD>
        <pctVal>0.064948769627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.80957120</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mission Advancement Corp</name>
        <lei>N/A</lei>
        <title>MISSION ADVANCEMENT CORP WT EXPIRATION: 12/31/28</title>
        <cusip>60501L119</cusip>
        <identifiers>
          <isin value="US60501L1199"/>
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        <balance>140664.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11604.78000000</valUSD>
        <pctVal>0.002816833978</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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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>Mission Advancement Corp</issuerName>
                <issueTitle>Mission Advancement Equity Warrants Exp 05th March 2026</issueTitle>
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                  <isin value="US60501L1199"/>
                  <ticker value="MACC WS"/>
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            <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Build Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BUILD ACQUISITION CORP WT EXPIRATION: 04/29/23</title>
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          <isin value="US12008J1135"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issueTitle>Build Acquisition Equity Warrant Exp 15 march 2026</issueTitle>
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                  <isin value="US12008J1135"/>
                  <ticker value="BGSX WS"/>
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            <exercisePrice>11.50000000</exercisePrice>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2022-09-21</title>
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          <other otherDesc="FX Forwards" value="CCTPLN__00013594"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Clarios Global LP</name>
        <lei>549300474L1ZLXZY2P98</lei>
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        <cusip>N/A</cusip>
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          <isin value="XS1964638107"/>
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        <balance>224000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95653000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</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>Property Solutions Acquisition Corp II</name>
        <lei>N/A</lei>
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        <cusip>74350A116</cusip>
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          <isin value="US74350A1161"/>
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        <balance>11917.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>869.94000000</valUSD>
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        <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>Property Solutions Acquisition Corp II</issuerName>
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                  <cusip value="74350A108"/>
                  <isin value="US74350A1161"/>
                  <ticker value="PSAGW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-3793.26000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zuora Inc</name>
        <lei>549300ISVGC1YZWQJ420</lei>
        <title>ZUORA INC - CLASS A COMMON STOCK</title>
        <cusip>98983V106</cusip>
        <identifiers>
          <isin value="US98983V1061"/>
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        <balance>23292.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208463.40000000</valUSD>
        <pctVal>0.050600424001</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VectoIQ Acquisition Corp II</name>
        <lei>N/A</lei>
        <title>VECTOIQ ACQUISITION CORP II WT EXPIRATION: 12/31/27</title>
        <cusip>92244F117</cusip>
        <identifiers>
          <isin value="US92244F1176"/>
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        <balance>66.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7.92000000</valUSD>
        <pctVal>0.000001922425</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>VectoIQ Acquisition Corp II</issuerName>
                <issueTitle>VectoIQ Acquisition II Equity Warrant Exp 07 Jan 2028</issueTitle>
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                  <cusip value="92244F109"/>
                  <isin value="US92244F1176"/>
                  <ticker value="VTIQW"/>
                  <other otherDesc="Other" value="N/A"/>
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            <shareNo>66.00000000</shareNo>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-23.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTUIT INC.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTUIT INC COMMON STOCK</title>
        <cusip>461202103</cusip>
        <identifiers>
          <isin value="US4612021034"/>
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        <balance>1240.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>477945.60000000</valUSD>
        <pctVal>0.116011971452</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>Wynn Macau, Limited</name>
        <lei>254900NMDQ8ENTHU1I31</lei>
        <title>WYNN MACAU LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG981491007"/>
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        <balance>21701.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84695000"/>
        <valUSD>14740.29000000</valUSD>
        <pctVal>0.003577917869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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>GREENFIRE RESOURCES INC 144A 12.000000% 08/15/2025</title>
        <cusip>36136LAA2</cusip>
        <identifiers>
          <isin value="US36136LAA26"/>
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        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243800.00000000</valUSD>
        <pctVal>0.059177694365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.00000000</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>AGROFRESH INC.</name>
        <lei>N/A</lei>
        <title>AGROFRESH INC. 31-Dec-2024</title>
        <cusip>00854XAD6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX189077"/>
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        <balance>199538.21980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195048.61000000</valUSD>
        <pctVal>0.047344245401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.30956960</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>SINGAPORE DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2022-08-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00013393"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.39170000"/>
        <valUSD>-427.12000000</valUSD>
        <pctVal>-0.00010367504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITI</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>90067.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>124700.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-08-17</settlementDt>
            <unrealizedAppr>-427.12000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VENATOR MATERIALS PLC</name>
        <lei>549300WFXC4YL5IHX316</lei>
        <title>VENATOR MATERIALS PLC COMMON STOCK</title>
        <cusip>G9329Z100</cusip>
        <identifiers>
          <isin value="GB00BF3ZNS54"/>
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        <balance>7724.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16065.92000000</valUSD>
        <pctVal>0.003899688693</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>APPLOVIN CORPORATION</name>
        <lei>549300LLVXMUAOL3SQ07</lei>
        <title>APPLOVIN CORP-CLASS A COMMON STOCK</title>
        <cusip>03831W108</cusip>
        <identifiers>
          <isin value="US03831W1080"/>
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        <balance>-16919.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-582690.36000000</valUSD>
        <pctVal>-0.14143671876</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>BRK: UBS</name>
        <lei>N/A</lei>
        <title>BRK: UBS REF: INTERTRUST (L)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TW_INTE.A"/>
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        <balance>114558.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95653000"/>
        <valUSD>-16759.72000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: UBS</counterpartyName>
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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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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>-2208671.29260000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-16759.72000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANFF MERGER SUB INC.</name>
        <lei>549300DSDR5SWIGOZV63</lei>
        <title>BANFF MERGER SUB INC 8.375000% 09/01/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1864418857"/>
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        <balance>111000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95653000"/>
        <valUSD>103024.26000000</valUSD>
        <pctVal>0.025007129493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGEM CORP WT</name>
        <lei>N/A</lei>
        <title>ENERGEM CORP WT EXPIRATION: 03/10/23</title>
        <cusip>G30449121</cusip>
        <identifiers>
          <ticker value="ENCPW"/>
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        <balance>39604.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3168.32000000</valUSD>
        <pctVal>0.000769047877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</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>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <shareNo>39604.00000000</shareNo>
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            <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TELLURIAN INC.</name>
        <lei>254900ZYXZHH5MQG6H78</lei>
        <title>TELLURIAN INC COMMON STOCK</title>
        <cusip>87968A104</cusip>
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          <isin value="US87968A1043"/>
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        <balance>5123.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15266.54000000</valUSD>
        <pctVal>0.003705654791</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>FREEDOM ACQUISITION I CORP WT</name>
        <lei>N/A</lei>
        <title>FREEDOM ACQUISITION I CORP WT EXPIRATION: 12/31/27</title>
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        <identifiers>
          <ticker value="FACT/WS"/>
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        <balance>14213.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2842.60000000</valUSD>
        <pctVal>0.000689985701</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>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="Other" value="N/A"/>
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            <shareNo>14213.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7060.48000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PROPETRO HOLDING CORP.</name>
        <lei>N/A</lei>
        <title>PROPETRO HOLDING CORP COMMON STOCK</title>
        <cusip>74347M108</cusip>
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          <isin value="US74347M1080"/>
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        <balance>117307.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1173070.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTCAD__00013838"/>
        </identifiers>
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        <currencyConditional curCd="CAD" exchangeRt="1.28995000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>831243.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1070300.00000000</amtCurPur>
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            <settlementDt>2022-07-20</settlementDt>
            <unrealizedAppr>-1476.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>springbig Holdings Inc</name>
        <lei>N/A</lei>
        <title>SPRINGBIG HOLDINGS INC WT EXPIRATION: 06/14/27</title>
        <cusip>85021Q116</cusip>
        <identifiers>
          <isin value="US85021Q1168"/>
        </identifiers>
        <balance>2210.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>223.65000000</valUSD>
        <pctVal>0.000054286674</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>SPRINGBIG HOLDINGS INC WT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>springbig Holdings Inc</issuerName>
                <issueTitle>SpringBig Holdings Equity Warrant Exp 14th June 2027</issueTitle>
                <identifiers>
                  <cusip value="85021Q108"/>
                  <isin value="US85021Q1168"/>
                  <ticker value="SBIGW"/>
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              </otherRefInst>
            </descRefInstrmnt>
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            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-06-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1130.83000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GUITAR CENTER INC. NEW JUNIOR PREFERRED EQUITY *</title>
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        <identifiers>
          <other otherDesc="All Others" value="GTRC_PFEQ"/>
        </identifiers>
        <balance>39.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3648.84000000</valUSD>
        <pctVal>0.000885684734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TRONOX INCORPORATED</name>
        <lei>549300EPZ4YXC7E5P181</lei>
        <title>TRONOX INC 144A 4.625000% 03/15/2029</title>
        <cusip>897051AC2</cusip>
        <identifiers>
          <isin value="US897051AC29"/>
        </identifiers>
        <balance>328000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263744.80000000</valUSD>
        <pctVal>0.064018905516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>LONGVIEW ACQUISITION CORP II WT</name>
        <lei>N/A</lei>
        <title>LONGVIEW ACQUISITION CORP II WT EXPIRATION: 05/10/26</title>
        <cusip>54319Q113</cusip>
        <identifiers>
          <ticker value="LGV/WS"/>
        </identifiers>
        <balance>2713.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>352.69000000</valUSD>
        <pctVal>0.000085608617</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="54319Q105"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2713.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-05-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-750.43000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157200.00000000</valUSD>
        <pctVal>0.038157233610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2170-12-15</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"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Belong Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BELONG ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>08069M110</cusip>
        <identifiers>
          <isin value="US08069M1100"/>
        </identifiers>
        <balance>2180.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>174.40000000</valUSD>
        <pctVal>0.000042332198</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>Belong Acquisition Corp</issuerName>
                <issueTitle>Belong Acquisition Equity Warrant Exp 23rd March 2026</issueTitle>
                <identifiers>
                  <cusip value="08069M102"/>
                  <isin value="US08069M1100"/>
                  <ticker value="BLNGW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2180.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1013.45000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Republica de Angola</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032</title>
        <cusip>035198AF7</cusip>
        <identifiers>
          <isin value="US035198AF76"/>
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        <balance>313000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249350.82000000</valUSD>
        <pctVal>0.060525047644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-14</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arrowroot Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ARROWROOT ACQUISITION CORP WT EXPIRATION: 03/02/26</title>
        <cusip>04282M110</cusip>
        <identifiers>
          <isin value="US04282M1100"/>
        </identifiers>
        <balance>20183.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1029.33000000</valUSD>
        <pctVal>0.000249849779</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>Arrowroot Acquisition Corp</issuerName>
                <issueTitle>Arrowroot Acquisition Warrant Exp 02 March 2026</issueTitle>
                <identifiers>
                  <cusip value="04282M102"/>
                  <isin value="US04282M1100"/>
                  <ticker value="ARRWW"/>
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            <shareNo>20183.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-10559.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altenergy Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ALTENERGY ACQUISITION CORP WT EXPIRATION: 02/06/23</title>
        <cusip>02157M116</cusip>
        <identifiers>
          <isin value="US02157M1163"/>
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        <balance>197.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000006718780</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Altenergy Acquisition Corp</issuerName>
                <issueTitle>AltEnergy Acquisition Equity Warrant Exp 29th Oct 2026</issueTitle>
                <identifiers>
                  <cusip value="02157M108"/>
                  <isin value="US02157M1163"/>
                  <ticker value="AEAEW"/>
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            <shareNo>197.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2023-02-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-23.03000000</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: ZENDESK INC. (L)</title>
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        <identifiers>
          <other otherDesc="All Others" value="98936J101"/>
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        <balance>2849.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>863.67000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL REPUBLIC OF NIGERIA</name>
        <lei>549300GSBZD84TNEQ285</lei>
        <title>NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033</title>
        <cusip>65412JAS2</cusip>
        <identifiers>
          <isin value="US65412JAS24"/>
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        <balance>329000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>214869.90000000</valUSD>
        <pctVal>0.052155476909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Republica de Angola</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>REPUBLIC OF ANGOLA 9.375000% 05/08/2048</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1819680528"/>
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        <balance>1438000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1036079.00000000</valUSD>
        <pctVal>0.251487967187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</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>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00013853"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="135.85500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>129377.87000000</amtCurSold>
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            <amtCurPur>17721146.00000000</amtCurPur>
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            <settlementDt>2022-07-01</settlementDt>
            <unrealizedAppr>1063.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STONEBRIDGE ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>STONEBRIDGE ACQUISITION CORP WT EXPIRATION: 02/26/23</title>
        <cusip>G85094129</cusip>
        <identifiers>
          <ticker value="APACW"/>
        </identifiers>
        <balance>8747.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>437.35000000</valUSD>
        <pctVal>0.000106158181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
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            <expDt>2023-03-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3898.56000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HILTON WORLDWIDE HOLDINGS INC.</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>HILTON WORLDWIDE HOLDINGS IN COMMON STOCK</title>
        <cusip>43300A203</cusip>
        <identifiers>
          <isin value="US43300A2033"/>
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        <balance>-2251.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-250851.44000000</valUSD>
        <pctVal>-0.06088929387</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>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC 2.650000% 05/11/2050</title>
        <cusip>037833DW7</cusip>
        <identifiers>
          <isin value="US037833DW79"/>
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        <balance>455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335612.32000000</valUSD>
        <pctVal>0.081463344127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</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>Sultanate of Oman</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>OMAN GOV INTERNTL BOND 6.250000% 01/25/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2288905370"/>
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        <balance>558000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>538068.24000000</valUSD>
        <pctVal>0.130605569542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GO Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GO ACQUISITION CORP WT EXPIRATION: 08/31/27</title>
        <cusip>362019119</cusip>
        <identifiers>
          <isin value="US3620191193"/>
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        <balance>22869.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13.72000000</valUSD>
        <pctVal>0.000003330262</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>GO Acquisition Corp</issuerName>
                <issueTitle>GO Acquisition Equity Warrants Exp 31st Aug 2027</issueTitle>
                <identifiers>
                  <cusip value="362019101"/>
                  <isin value="US3620191193"/>
                  <ticker value="GOAC WS"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>22869.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-09-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5948.70000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tastemaker Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TASTEMAKER ACQUISITION CORP WT EXPIRATION: 12/31/25</title>
        <cusip>876545112</cusip>
        <identifiers>
          <isin value="US8765451120"/>
        </identifiers>
        <balance>3311.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>261.90000000</valUSD>
        <pctVal>0.000063571116</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>Tastemaker Acquisition Corp</issuerName>
                <issueTitle>Tastemaker Acquisition Equity Warrant Exp 07 Jan 2027</issueTitle>
                <identifiers>
                  <cusip value="876545104"/>
                  <isin value="US8765451120"/>
                  <ticker value="TMKRW"/>
                  <other otherDesc="Other" value="N/A"/>
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            <shareNo>3311.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1961.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTEL CORPORATION</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP 3.200000% 08/12/2061</title>
        <cusip>458140BX7</cusip>
        <identifiers>
          <isin value="US458140BX76"/>
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        <balance>205000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149782.47000000</valUSD>
        <pctVal>0.036356772891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>COINBASE GLOBAL, INC.</name>
        <lei>5493004G3J2SC154DU06</lei>
        <title>COINBASE GLOBAL INC -CLASS A COMMON STOCK</title>
        <cusip>19260Q107</cusip>
        <identifiers>
          <isin value="US19260Q1076"/>
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        <balance>-8713.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-409685.26000000</valUSD>
        <pctVal>-0.09944310542</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>AUDACY CAPITAL CORP.</name>
        <lei>549300S5JUSXRHNCHD80</lei>
        <title>AUDACY CAPITAL CORP 144A 6.500000% 05/01/2027</title>
        <cusip>29365DAA7</cusip>
        <identifiers>
          <isin value="US29365DAA72"/>
        </identifiers>
        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74388.20000000</valUSD>
        <pctVal>0.018056284511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anzu Special Acquisition Corp I</name>
        <lei>N/A</lei>
        <title>ANZU SPECIAL ACQUISITION CORP I WT EXPIRATION: 12/31/27</title>
        <cusip>03737A119</cusip>
        <identifiers>
          <isin value="US03737A1198"/>
        </identifiers>
        <balance>20090.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2509.24000000</valUSD>
        <pctVal>0.000609069064</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>Anzu Special Acquisition Corp I</issuerName>
                <issueTitle>Anzu Special Acquisition I Warrant Exp 27 Jan 2026</issueTitle>
                <identifiers>
                  <cusip value="03737A200"/>
                  <isin value="US03737A1198"/>
                  <ticker value="ANZUW"/>
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            <shareNo>20090.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3157.95000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LD HOLDINGS GROUP LLC</name>
        <lei>N/A</lei>
        <title>LD HOLDINGS GROUP LLC 144A 6.125000% 04/01/2028</title>
        <cusip>521088AC8</cusip>
        <identifiers>
          <isin value="US521088AC89"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121938.00000000</valUSD>
        <pctVal>0.029598070941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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>FLEXSYS HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>FLEXSYS HOLDINGS, INC. 11/1/2028</title>
        <cusip>33939NAC0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX196793"/>
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        <balance>131321.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>121143.87000000</valUSD>
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        <assetCat>LON</assetCat>
        <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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DISRUPTIVE ACQUISITION CORP I WT</name>
        <lei>N/A</lei>
        <title>DISRUPTIVE ACQUISITION CORP I WT EXPIRATION: 03/06/26</title>
        <cusip>G2770Y128</cusip>
        <identifiers>
          <ticker value="DISAW"/>
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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>
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            <shareNo>82.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-43.24000000</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: MONEYGRAM INTERNA(L)</title>
        <cusip>60935Y208</cusip>
        <identifiers>
          <other otherDesc="All Others" value="60935Y208"/>
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        <balance>26000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8840.00000000</valUSD>
        <pctVal>0.002145737564</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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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <name>MARKETAXESS HOLDINGS INC.</name>
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        <name>MICRON TECHNOLOGY INC</name>
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          <ticker value="IVCPW"/>
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        <name>Turning Point Therapeutics Inc</name>
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        <name>TRIUMPH GROUP, INC.</name>
        <lei>5493007L6S47Q14SL582</lei>
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        <name>ANALOG DEVICES, INC.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
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        <name>CORPACT</name>
        <lei>N/A</lei>
        <title>CORPACT</title>
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        <name>VERISK ANALYTICS, INC.</name>
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        <name>ZENDESK, INC.</name>
        <lei>549300SLI6BN94BKKO36</lei>
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        <name>COOPER'S HAWK INTERMEDIATE HOLDING, LLC</name>
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        <name>AMC NETWORKS INC.</name>
        <lei>549300VGG9K75226LR46</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LEAD EDGE GROWTH OPPORTUNITIES LTD WT</name>
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        <title>LEAD EDGE GROWTH OPPORTUNITIES LTD WT EXPIRATION: 12/31/28</title>
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      <invstOrSec>
        <name>Mercury Ecommerce Acquisition Corp</name>
        <lei>549300FXS2LWBI15YP76</lei>
        <title>MERCURY ECOMMERCE ACQUISITION CORP WT EXPIRATION: 03/25/23</title>
        <cusip>589381110</cusip>
        <identifiers>
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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>
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              <otherRefInst>
                <issuerName>Mercury Ecommerce Acquisition Corp</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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          <isin value="US7839655930"/>
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        <assetCat>STIV</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TSEM US 01/20/23 P45 LONG</title>
        <cusip>5X0990D92</cusip>
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          <ticker value="TSEM US 01/20/23 P45 Equity"/>
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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>
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                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
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          <other otherDesc="FX Forwards" value="CCTNOK__00013587"/>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS WARBURG</counterpartyName>
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            <amtCurSold>107125.91000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOARDRIDERS, INC.</name>
        <lei>N/A</lei>
        <title>BOARDRIDERS, INC. 4/23/2024</title>
        <cusip>09660JAF7</cusip>
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          <other otherDesc="All Others" value="LX189759"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-23</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>ALTICE FRANCE SA/FRANCE 144A 5.500000% 10/15/2029</title>
        <cusip>02156LAH4</cusip>
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          <isin value="US02156LAH42"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91669.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Senior Connect Acquisition Corp I</name>
        <lei>N/A</lei>
        <title>SENIOR CONNECT ACQUISITION CORP I WT EXPIRATION: 12/31/27</title>
        <cusip>81723H116</cusip>
        <identifiers>
          <isin value="US81723H1169"/>
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        <balance>13932.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>975.24000000</valUSD>
        <pctVal>0.000236720486</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Senior Connect Acquisition Corp I</issuerName>
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                  <isin value="US81723H1169"/>
                  <ticker value="SNRHW"/>
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            <shareNo>13932.00000000</shareNo>
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            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8628.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Albion Financing 2 S.a r.l.</name>
        <lei>2594009X2UW7EQPIKY23</lei>
        <title>ALBION FINANCING 2SARL 144A 8.750000% 04/15/2027</title>
        <cusip>013305AA5</cusip>
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          <isin value="US013305AA52"/>
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        <pctVal>0.032119312579</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Monument Circle Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MONUMENT CIRCLE ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>61531M119</cusip>
        <identifiers>
          <isin value="US61531M1190"/>
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        <balance>59096.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5318.64000000</valUSD>
        <pctVal>0.001290996113</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">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>Monument Circle Acquisition Corp</issuerName>
                <issueTitle>Monument Circle Acquisition Equity Warrant Exp 14 Jan 2026</issueTitle>
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                  <isin value="US61531M1190"/>
                  <ticker value="MONCW"/>
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            <shareNo>59096.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-26149.38000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>TENET HEALTHCARE CORPORATION</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>TENET HEALTHCARE CORP 144A 4.375000% 01/15/2030</title>
        <cusip>88033GDN7</cusip>
        <identifiers>
          <isin value="US88033GDN79"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143825.10000000</valUSD>
        <pctVal>0.034910737530</pctVal>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEW VISTA ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>NEW VISTA ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G6529L121</cusip>
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          <ticker value="NVSAW"/>
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        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1.44000000</valUSD>
        <pctVal>0.000000349531</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>WILLIAMS-SONOMA, INC.</name>
        <lei>549300IARG6YWVTZ1I92</lei>
        <title>WILLIAMS-SONOMA INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEGNA INC.</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TGNA US 07/15/22 P19 LONG</title>
        <cusip>01W999U78</cusip>
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          <ticker value="TGNA US 07/15/22 P19 Equity"/>
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        <balance>2.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30.00000000</valUSD>
        <pctVal>0.000007281914</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>TEGNA INC.</issuerName>
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        <name>GETTY IMAGES</name>
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        <title>GETTY IMAGES 2/19/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENACT HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>ENACT HOLDINGS INC 144A 6.500000% 08/15/2025</title>
        <cusip>37255LAA5</cusip>
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          <isin value="US37255LAA52"/>
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        <balance>140000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132036.80000000</valUSD>
        <pctVal>0.032049357651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SKYWEST, INC.</name>
        <lei>529900UYS2KGS6Z42P09</lei>
        <title>SKYWEST INC COMMON STOCK</title>
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          <isin value="US8308791024"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NORTHERN OIL AND GAS, INC.</name>
        <lei>OKFF0PIZDDMNH4UCYE51</lei>
        <title>NORTHERN OIL AND GAS INC 144A 8.125000% 03/01/2028</title>
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          <isin value="US665531AG42"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212062.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.12500000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Elastic N.V.</name>
        <lei>2549003I48WHHH937I59</lei>
        <title>ELASTIC NV COMMON STOCK</title>
        <cusip>N14506104</cusip>
        <identifiers>
          <isin value="NL0013056914"/>
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        <balance>4300.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>290981.00000000</valUSD>
        <pctVal>0.070629961788</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>AF Acquisition Corp</name>
        <lei>N/A</lei>
        <title>AF ACQUISITION CORP WT EXPIRATION: 03/31/28</title>
        <cusip>001040112</cusip>
        <identifiers>
          <isin value="US0010401125"/>
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        <balance>13087.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>951.42000000</valUSD>
        <pctVal>0.000230938646</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>AF Acquisition Corp</issuerName>
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                  <cusip value="001040104"/>
                  <isin value="US0010401125"/>
                  <ticker value="AFAQW"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Tufin Software Technologies Ltd</name>
        <lei>213800TA91NSSCXPWB89</lei>
        <title>TUFIN SOFTWARE TECHNOLOGIES COMMON STOCK</title>
        <cusip>M8893U102</cusip>
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          <isin value="IL0011571556"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ROCKCLIFF ENERGY II LLC</name>
        <lei>5493007AZNVKZ5HEMT23</lei>
        <title>ROCKCLIFF ENERGY II LLC 144A 5.500000% 10/15/2029</title>
        <cusip>77289KAA3</cusip>
        <identifiers>
          <isin value="US77289KAA34"/>
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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>
        <debtSec>
          <maturityDt>2029-10-15</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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      <invstOrSec>
        <name>REVLON CONSUMER PRODUCTS CORPORATION</name>
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        <title>REVLON CONSUMER PRODUCTS CORPORATION 9/7/2023</title>
        <cusip>761520AY1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX153860"/>
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        <curCd>USD</curCd>
        <valUSD>371404.50000000</valUSD>
        <pctVal>0.090151197649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.57570880</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Logitech international S.A.</name>
        <lei>549300SN6PRK6IJJC215</lei>
        <title>LOGITECH INTERNATIONAL-REG COMMON STOCK</title>
        <cusip>H50430232</cusip>
        <identifiers>
          <isin value="CH0025751329"/>
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        <balance>-19963.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TSEM US 01/19/24 P47 LONG</title>
        <cusip>5X0990NR1</cusip>
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          <ticker value="TSEM US 01/19/24 P47 Equity"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
                <issueTitle>TSEM Put 47 Jan 2024</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>NGL ENERGY OPERATING LLC</name>
        <lei>5493008CQD36WWZJ3O79</lei>
        <title>NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP 7.500000% 02/01/2026</title>
        <cusip>62922LAA6</cusip>
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        <curCd>USD</curCd>
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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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      <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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2022-08-12</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX BONOS DESARR FIX RT 8.500000% 11/18/2038</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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          <isin value="US66727WAA09"/>
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        <balance>460000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4.60000000</valUSD>
        <pctVal>0.000001116560</pctVal>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>Y</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRK: BANK OF AMERICA</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA PAY: 1.0 X BZDIOVRA + 0.0 BPS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="15531735"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BRK: BANK OF AMERICA</counterpartyName>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
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            <unrealizedAppr>-15552.98000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Atlantic Avenue Acquisition Corp</name>
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          <isin value="US04906P1194"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                  <isin value="US04906P1194"/>
                  <ticker value="ASAQ WS"/>
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            <unrealizedAppr>-31339.87000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Achari Ventures Holdings Corp I</name>
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          <isin value="US00444X1191"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                  <cusip value="00444X101"/>
                  <isin value="US00444X1191"/>
                  <ticker value="AVHIW"/>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-08-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8224.33000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Williams Rowland Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US96951B1109"/>
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        <units>NC</units>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Williams Rowland Acquisition Corp</issuerName>
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                <identifiers>
                  <cusip value="96951B102"/>
                  <isin value="US96951B1109"/>
                  <ticker value="WRAC WS"/>
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            <expDt>2022-12-28</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-30138.83000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00013836"/>
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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>UBS WARBURG</counterpartyName>
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            <curSold>ILS</curSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JANE STREET GROUP, LLC</name>
        <lei>5493002N1IVX6KHGYO08</lei>
        <title>JANE STREET GROUP / JSG FINANCE INC 144A 4.500000% 11/15/2029</title>
        <cusip>47077WAA6</cusip>
        <identifiers>
          <isin value="US47077WAA62"/>
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        <balance>210000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>186900.00000000</valUSD>
        <pctVal>0.045366329273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</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>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"/>
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        <balance>390000.00000000</balance>
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        <valUSD>360750.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <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>SWF HOLDINGS I CORP.</name>
        <lei>N/A</lei>
        <title>SWF HOLDINGS I CORP. 10/6/2028</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX198215"/>
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        <pctVal>0.063595389350</pctVal>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HEALTHCARE TRUST OF AMERICA, INC.</name>
        <lei>549300L0I14L7I0VLX84</lei>
        <title>HEALTHCARE TRUST OF AME-CL A REIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>ALPHABET INC.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC-CL A COMMON STOCK</title>
        <cusip>02079K305</cusip>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC 2.700000% 08/05/2051</title>
        <cusip>037833EK2</cusip>
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          <isin value="US037833EK23"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PARK HOTELS &amp; RESORTS INC.</name>
        <lei>5493005UZ5TQN0H6HS73</lei>
        <title>PARK HOTELS &amp; RESORTS INC REIT</title>
        <cusip>700517105</cusip>
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          <isin value="US7005171050"/>
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        <pctVal>0.452364568083</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>EARTHSTONE ENERGY HOLDINGS, LLC</name>
        <lei>549300HGVO86L8G72J25</lei>
        <title>EARTHSTONE ENERGY HOLDINGS LLC 144A 8.000000% 04/15/2027</title>
        <cusip>27034RAA1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MONITRONICS INTERNATIONAL, INC.</name>
        <lei>N/A</lei>
        <title>MONITRONICS INTERNATIONAL IN COMMON STOCK</title>
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          <isin value="US6094531059"/>
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        <balance>18437.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>TREPONT ACQUISITION CORP I WT</name>
        <lei>N/A</lei>
        <title>TREPONT ACQUISITION CORP I WT EXPIRATION: 11/24/25</title>
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          <ticker value="TACA/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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      <invstOrSec>
        <name>THE J. M. SMUCKER COMPANY</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>JM SMUCKER CO/THE COMMON STOCK</title>
        <cusip>832696405</cusip>
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          <isin value="US8326964058"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-06-30</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>
