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        <name>Federal Republic of Nigeria</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Churchill Capital V Corp</name>
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          <isin value="US17144T1152"/>
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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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      <invstOrSec>
        <name>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Lumileds 8/22 DIP</name>
        <lei>N/A</lei>
        <title>Lumileds 8/22 DIP 2/28/2023</title>
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          <other otherDesc="All Others" value="LX207694"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-28</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NOVA VISION ACQUISITION CORP WT</name>
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        <cusip>G6759A118</cusip>
        <identifiers>
          <ticker value="NOVVW"/>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: SHAW COMM (L)</title>
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          <other otherDesc="All Others" value="82028K952"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>SMART GLOBAL HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CONVERGEONE HOLDINGS, CORP.</name>
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        <title>CONVERGEONE HOLDINGS, CORP. 1/4/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>INTEL CORPORATION</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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      <invstOrSec>
        <name>NOBLE CORP WT</name>
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        <title>NOBLE CORP WT EXPIRATION: 02/05/28</title>
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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>
        <title>LMF ACQUISITION OPPORTUNITIES INC WT EXPIRATION: 01/26/26</title>
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        <name>KAIROUS ACQUISITION CORP LTD WT</name>
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      <invstOrSec>
        <name>Cenaq Energy Corp</name>
        <lei>N/A</lei>
        <title>CENAQ ENERGY CORP WT EXPIRATION: 12/31/27</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>NEW RELIC, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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        <name>ISTAR INC.</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>ISTAR INC REIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Rosecliff Acquisition Corp I</name>
        <lei>N/A</lei>
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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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                <issuerName>Rosecliff Acquisition Corp I</issuerName>
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        <name>1011778 B.C. UNLIMITED LIABILITY COMPANY</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VC GB HOLDINGS I CORP</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MOMENTIVE GLOBAL INC.</name>
        <lei>549300PR9RG3VC9OH575</lei>
        <title>MNTV US 01/20/23 C8 LONG</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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        <name>Sultanate of Oman</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>OMAN GOV INTERNTL BOND 6.750000% 01/17/2048</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Altice France Holding S.A.</name>
        <lei>5299000JVHXKJPOE6H40</lei>
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        <name>LUMEN TECHNOLOGIES, INC.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
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      <invstOrSec>
        <name>SUGARHOUSE HSP GAMING PROP. MEZZ, L.P.</name>
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        <name>T-MOBILE US, INC.</name>
        <lei>549300QHIJYOHPACPG31</lei>
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        <name>MACY'S RETAIL HOLDINGS, LLC</name>
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        <title>MACY'S RETAIL HOLDINGS LLC 144A 5.875000% 03/15/2030</title>
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      <invstOrSec>
        <name>Nogin Inc</name>
        <lei>N/A</lei>
        <title>NOGIN INC WT EXPIRATION: 08/26/27</title>
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          <isin value="US65528N1138"/>
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        <balance>14619.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Domo Inc</name>
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        <name>YAMANA GOLD INC.</name>
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        <name>IHEARTCOMMUNICATIONS, INC.</name>
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        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <name>SIGNIFY HEALTH, INC.</name>
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        <name>PBF HOLDING COMPANY LLC</name>
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        <name>INTEL CORPORATION</name>
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        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
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        <name>LUMEN TECHNOLOGIES, INC.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
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        <name>TEAM HEALTH HOLDINGS, INC.</name>
        <lei>N/A</lei>
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        <lei>5299007V1ACKFFX2P066</lei>
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        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
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        <name>AMMO, INC.</name>
        <lei>549300WUBAV2G8RICP63</lei>
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        <name>Republic of South Africa</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Z-Work Acquisition Corp</name>
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          <isin value="US98880C1100"/>
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        <invCountry>US</invCountry>

        <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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                <issuerName>Z-Work Acquisition Corp</issuerName>
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                  <isin value="US98880C1100"/>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>TZP STRATEGIES ACQUISITION CORP WT</name>
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        <cusip>G91595119</cusip>
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          <ticker value="TZPSW"/>
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        <balance>43570.00000000</balance>
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        <valUSD>3921.30000000</valUSD>
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        <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>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
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            <delta>XXXX</delta>
            <unrealizedAppr>-19911.33000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RPC, INC.</name>
        <lei>549300ZDXAFBC3SB4918</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <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>
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          <isin value="US05610MAE21"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.18268040</annualizedRt>
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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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124569.01000000</valUSD>
        <pctVal>0.030868165400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RXR Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RXR ACQUISITION CORP WT EXPIRATION: 03/08/26</title>
        <cusip>74981W115</cusip>
        <identifiers>
          <isin value="US74981W1154"/>
        </identifiers>
        <balance>963.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24.17000000</valUSD>
        <pctVal>0.000005989319</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>RXR ACQUISITION CORP WT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>RXR Acquisition Corp</issuerName>
                <issueTitle>RXR Acquisition Equity Warrants Exp 01 Jan 2025</issueTitle>
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                  <cusip value="74981W107"/>
                  <isin value="US74981W1154"/>
                  <ticker value="RXRAW"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>963.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-03-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-478.15000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>XPAC ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>XPAC ACQUISITION CORP WT EXPIRATION: 05/13/27</title>
        <cusip>G9831X122</cusip>
        <identifiers>
          <ticker value="XPAXW"/>
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        <balance>9469.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1229.08000000</valUSD>
        <pctVal>0.000304565675</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>GOLDMAN SACHS &amp; CO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <shareNo>9469.00000000</shareNo>
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            <expDt>2027-05-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3787.09000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 01/15/2034</title>
        <cusip>1248EPCP6</cusip>
        <identifiers>
          <isin value="US1248EPCP61"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46525.70000000</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>2034-01-15</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>CARESTREAM HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>CARESTREAM HEALTH, INC. 8/8/2023</title>
        <cusip>14173VAM5</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX188110"/>
        </identifiers>
        <balance>220957.99990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132574.80000000</valUSD>
        <pctVal>0.032851997894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>14.75043120</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>Fortress Value Acquisition Corp IV</name>
        <lei>N/A</lei>
        <title>FORTRESS VALUE ACQUISITION CORP IV WT EXPIRATION: 03/18/28</title>
        <cusip>34964K116</cusip>
        <identifiers>
          <isin value="US34964K1161"/>
        </identifiers>
        <balance>5187.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>906.17000000</valUSD>
        <pctVal>0.000224548669</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>Fortress Value Acquisition Corp IV</issuerName>
                <issueTitle>Fortress Value Acquisition IV Equity Warrants Exp 18 March 2028</issueTitle>
                <identifiers>
                  <cusip value="34964K108"/>
                  <isin value="US34964K1161"/>
                  <ticker value="FVIV WS"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>5187.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-03-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-164.45000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <cusip>G3R19A120</cusip>
        <identifiers>
          <ticker value="FTEV/WS"/>
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        <balance>5940.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>580.93000000</valUSD>
        <pctVal>0.000143954289</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>
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            <shareNo>5940.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2028-04-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4020.35000000</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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        <identifiers>
          <other otherDesc="All Others" value="LX196470"/>
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        <valUSD>260233.50000000</valUSD>
        <pctVal>0.064485787602</pctVal>
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        <assetCat>LON</assetCat>
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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>CIIG Capital Partners II Inc</name>
        <lei>N/A</lei>
        <title>CIIG CAPITAL PARTNERS II INC WT EXPIRATION: 02/28/28</title>
        <cusip>12561U117</cusip>
        <identifiers>
          <isin value="US12561U1170"/>
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        <balance>82526.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9077.86000000</valUSD>
        <pctVal>0.002249491137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>CIIG Capital Partners II Equity Warrant Exp 28th Feb 2028</issueTitle>
                <identifiers>
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                  <isin value="US12561U1170"/>
                  <ticker value="CIIGW"/>
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            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-03-02</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-35358.43000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MOMENTIVE GLOBAL INC.</name>
        <lei>549300PR9RG3VC9OH575</lei>
        <title>MNTV US 11/18/22 C5 LONG</title>
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        <identifiers>
          <ticker value="MNTV US 11/18/22 C5 Equity"/>
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        <balance>20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2200.00000000</valUSD>
        <pctVal>0.000545159376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>GUITAR CENTER TRANCHE I WARRANTS</name>
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        <name>ASCENT RESOURCES UTICA HOLDINGS, LLC</name>
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        <name>PENNYMAC FINANCIAL SERVICES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mason Industrial Technology Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EQ Health Acquisition Corp</name>
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        <name>Republica Argentina</name>
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        <name>Wynn Macau, Limited</name>
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        <title>BRK: MORGAN STANLEY REF: EVO PAYMENTS INC(S)</title>
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        <name>Clarios Global LP</name>
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        <name>AQUITY SOLUTIONS</name>
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        <title>AQUITY SOLUTIONS 9/13/2026</title>
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        <name>AIR MEDICAL GROUP HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PINTEREST, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>PLUTO ACQUISITION I, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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        <name>TRIP.COM GROUP LIMITED</name>
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        <name>THE COCA-COLA COMPANY</name>
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        <name>N/A</name>
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        <name>TRISTAR ACQUISITION I CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Wolfspeed, Inc.</name>
        <lei>549300OGU88P3AW3TO93</lei>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AUSTERLITZ ACQUISITION CORP II WT</name>
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          <ticker value="ASZ/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MAUSER PACKAGING SOLUTIONS HOLDING COMPANY</name>
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        <name>PROLOGIS, L.P.</name>
        <lei>GL16H1DHB0QSHP25F723</lei>
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        <name>Jupiter Acquisition Corp</name>
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        <name>Big Sky Growth Partners Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HEALTHCARE AI ACQUISITION CORP WT</name>
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        <name>ATI Inc.</name>
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        <name>PROLOGIS, L.P.</name>
        <lei>GL16H1DHB0QSHP25F723</lei>
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        <name>T-MOBILE USA, INC.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <name>N/A</name>
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        <name>SINCLAIR TELEVISION GROUP, INC.</name>
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        <name>VPC IMPACT ACQUISITION HOLDINGS II WT</name>
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        <name>STONEMOR INC.</name>
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        <name>Blockchain Moon Acquisition Corp</name>
        <lei>549300W5G04TQZZCFC27</lei>
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        <name>WINGSTOP INC.</name>
        <lei>549300SSH3F8HPIM3Q47</lei>
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        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
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        <name>MOMENTIVE GLOBAL INC.</name>
        <lei>549300PR9RG3VC9OH575</lei>
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        <name>SUMMIT MIDSTREAM HOLDINGS, LLC</name>
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        <name>TEAM HEALTH HOLDINGS, INC.</name>
        <lei>549300PVTQ4UDTTMQT11</lei>
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        <name>ULTA BEAUTY, INC.</name>
        <lei>529900CIV6HN8M28YM82</lei>
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        <name>PARK INTERMEDIATE HOLDINGS LLC</name>
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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Accretion Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US00438Y1156"/>
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        <balance>46548.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2308.78000000</valUSD>
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        <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>
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            <descRefInstrmnt>
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                <issuerName>Accretion Acquisition Corp</issuerName>
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                  <isin value="US00438Y1156"/>
                  <ticker value="ENERW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-15328.23000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WW INTERNATIONAL, INC.</name>
        <lei>N/A</lei>
        <title>WW INTERNATIONAL, INC. 4/13/2028</title>
        <cusip>92941PAC7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX193859"/>
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        <curCd>USD</curCd>
        <valUSD>24011.53000000</valUSD>
        <pctVal>0.005950050333</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>2028-04-13</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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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>541.05000000</valUSD>
        <pctVal>0.000134072036</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>Gladstone Acquisition Corp</issuerName>
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                  <cusip value="37653T108"/>
                  <isin value="US37653T1161"/>
                  <ticker value="GLEEW"/>
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            <shareNo>10821.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4436.61000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>SHELF DRILLING HOLDINGS, LTD.</name>
        <lei>54930078ZJ3XP4MRYB68</lei>
        <title>SHELF DRILLING HOLDINGS LTD 144A 8.250000% 02/15/2025</title>
        <cusip>822538AE4</cusip>
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          <isin value="US822538AE44"/>
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        <balance>305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244000.00000000</valUSD>
        <pctVal>0.060463130899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sprout Social Inc</name>
        <lei>N/A</lei>
        <title>SPROUT SOCIAL INC - CLASS A COMMON STOCK</title>
        <cusip>85209W109</cusip>
        <identifiers>
          <isin value="US85209W1099"/>
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        <balance>4314.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261773.52000000</valUSD>
        <pctVal>0.064867404121</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>Spindletop Health Acquisition Corp</name>
        <lei>N/A</lei>
        <title>SPINDLETOP HEALTH ACQUISITION CORP WT EXPIRATION: 12/31/28</title>
        <cusip>84854Q111</cusip>
        <identifiers>
          <isin value="US84854Q1114"/>
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        <balance>235.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9.40000000</valUSD>
        <pctVal>0.000002329317</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>Spindletop Health Acquisition Corp</issuerName>
                <issueTitle>Spindletop Health Acquisition Equity Warrant Exp 4th Nov 2026</issueTitle>
                <identifiers>
                  <cusip value="84854Q103"/>
                  <isin value="US84854Q1114"/>
                  <ticker value="SHCAW"/>
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            <shareNo>235.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2029-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-43.76000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVEANNA HEALTHCARE LLC</name>
        <lei>N/A</lei>
        <title>AVEANNA HEALTHCARE LLC 7/17/2028</title>
        <cusip>05549DAJ7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX195993"/>
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        <balance>265819.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>211326.15000000</valUSD>
        <pctVal>0.052366560122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.80186160</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>CORSAIR GAMING, INC.</name>
        <lei>549300Y7YT18L8G0H525</lei>
        <title>CORSAIR GAMING INC COMMON STOCK</title>
        <cusip>22041X102</cusip>
        <identifiers>
          <isin value="US22041X1028"/>
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        <balance>-77306.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-877423.10000000</valUSD>
        <pctVal>-0.21742519569</pctVal>
        <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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRESIDIO HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>PRESIDIO HOLDINGS INC 144A 8.250000% 02/01/2028</title>
        <cusip>74101XAF7</cusip>
        <identifiers>
          <isin value="US74101XAF78"/>
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        <balance>370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318842.21000000</valUSD>
        <pctVal>0.079009009342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WYNN RESORTS FINANCE, LLC</name>
        <lei>N/A</lei>
        <title>WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 7.750000% 04/15/2025</title>
        <cusip>983133AB5</cusip>
        <identifiers>
          <isin value="US983133AB53"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117217.47000000</valUSD>
        <pctVal>0.029046455870</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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          <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>Strathcona Resources Ltd.</name>
        <lei>549300YNIUISTSZMLF56</lei>
        <title>STRATHCONA RESOURCES LTD 144A 6.875000% 08/01/2026</title>
        <cusip>86304TAA6</cusip>
        <identifiers>
          <isin value="US86304TAA60"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190690.47000000</valUSD>
        <pctVal>0.047253044462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMC ENTERTAINMENT HOLDINGS, INC.</name>
        <lei>549300ZO77UNR6NRBR11</lei>
        <title>AMC ENTERTAINMENT HOLDINGS INC 5.750000% 06/15/2025</title>
        <cusip>00165AAH1</cusip>
        <identifiers>
          <isin value="US00165AAH14"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3419.24000000</valUSD>
        <pctVal>0.000847286703</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KNIGHTSWAN ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>KNIGHTSWAN ACQUISITION CORP WT EXPIRATION: 07/21/28</title>
        <cusip>499103117</cusip>
        <identifiers>
          <ticker value="KNSW/WS"/>
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        <balance>1312.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>118.08000000</valUSD>
        <pctVal>0.000029260190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issueTitle>N/A</issueTitle>
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      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 01/15/2034</title>
        <cusip>1248EPCP6</cusip>
        <identifiers>
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        <balance>249000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>178229.22000000</valUSD>
        <pctVal>0.044165150241</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jazz Securities Designated Activity Company</name>
        <lei>6354009DV8VV7K6KOO02</lei>
        <title>JAZZ SECURITIES DAC 144A 4.375000% 01/15/2029</title>
        <cusip>47216FAA5</cusip>
        <identifiers>
          <isin value="US47216FAA57"/>
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        <balance>94000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81192.50000000</valUSD>
        <pctVal>0.020119478506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <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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      <invstOrSec>
        <name>Globalink Investment 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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            <putOrCall>Call</putOrCall>
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                <issuerName>Globalink Investment Inc</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-10428.67000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: HSBC</name>
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          <other otherDesc="All Others" value="IRS847184"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>CNY</rcptCurCd>
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            <unrealizedAppr>43399.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
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          <isin value="US7839655930"/>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TACORA RESOURCES INC.</name>
        <lei>549300L67A19OXSFBA84</lei>
        <title>TACORA RESOURCES INC 144A 8.250000% 05/15/2026</title>
        <cusip>87356LAA8</cusip>
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          <isin value="US87356LAA89"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INNOPHOS HOLDINGS, INC.</name>
        <lei>XQ0331QX53IRX25OY417</lei>
        <title>INNOPHOS HOLDINGS INC 144A 9.375000% 02/15/2028</title>
        <cusip>45774NAB4</cusip>
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          <isin value="US45774NAB47"/>
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        <curCd>USD</curCd>
        <valUSD>153891.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOWLERO CONVERTIBLE PREFERRED STOCK *</title>
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          <other otherDesc="All Others" value="BOWLERO"/>
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        <balance>290.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>284345.00000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOSTESS BRANDS, INC.</name>
        <lei>N/A</lei>
        <title>HOSTESS BRANDS INC COMMON STOCK</title>
        <cusip>44109J106</cusip>
        <identifiers>
          <isin value="US44109J1060"/>
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        <balance>-14337.00000000</balance>
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        <pctVal>-0.08256485350</pctVal>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MOTIVE CAPITAL CORP II WT</name>
        <lei>N/A</lei>
        <title>MOTIVE CAPITAL CORP II WT EXPIRATION: 05/15/28</title>
        <cusip>G6293R114</cusip>
        <identifiers>
          <ticker value="MTVC/WS"/>
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        <balance>263.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
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            <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
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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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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC 2.375000% 02/08/2041</title>
        <cusip>037833EE6</cusip>
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          <isin value="US037833EE62"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Achilles Therapeutics PLC</name>
        <lei>984500FDESEB1BE52A76</lei>
        <title>ACHILLES THERAPEUTICS PL-ADR DEPOSITARY RECEIPT</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SILVERGATE CAPITAL CORPORATION</name>
        <lei>BPE6FTXDZEBNAGIT2T19</lei>
        <title>SILVERGATE CAPITAL CORP-CL A COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041</title>
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          <isin value="XS1303929894"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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                <issueTitle>KKR Acquisition Holdings I Equity Warrants Exp 17 March 2026</issueTitle>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORTRESS CAPITAL ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>FORTRESS CAPITAL ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G36427121</cusip>
        <identifiers>
          <ticker value="FCAX/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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      <invstOrSec>
        <name>HARVEST MIDSTREAM I, L.P.</name>
        <lei>549300DW5M17KJOXCY66</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lyell Immunopharma Inc</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NCR CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Enovix Corp</name>
        <lei>549300EC7NZGWORHYJ53</lei>
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        <balance>33670.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ANDRETTI ACQUISITION CORP WT</name>
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        <title>ANDRETTI ACQUISITION CORP WT EXPIRATION: 03/23/28</title>
        <cusip>G26735129</cusip>
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          <ticker value="WNNR/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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        <name>Republica del Ecuador</name>
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          <isin value="XS2214238441"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Novo Banco, S.A.</name>
        <lei>N/A</lei>
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        <invCountry>PT</invCountry>

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        <name>WINDSTREAM ESCROW, LLC</name>
        <lei>N/A</lei>
        <title>WINDSTREAM ESCROW LLC / WINDSTREAM ESCROW FINANCE 7.750000% 08/15/2028</title>
        <cusip>97382WAA1</cusip>
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          <isin value="US97382WAA18"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES CELLULAR CORPORATION</name>
        <lei>549300B164AZXESI6E03</lei>
        <title>US CELLULAR CORP COMMON STOCK</title>
        <cusip>911684108</cusip>
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          <isin value="US9116841084"/>
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        <balance>2408.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>PMV Consumer Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PMV CONSUMER ACQUISITION CORP WT EXPIRATION: 08/31/27</title>
        <cusip>693486110</cusip>
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          <isin value="US6934861104"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRUNSWICK CORPORATION</name>
        <lei>YM4O38W15AX4YLLQKU27</lei>
        <title>BRUNSWICK CORP COMMON STOCK</title>
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          <isin value="US1170431092"/>
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        <name>Renesas Electronics Corporation</name>
        <lei>5299000EPC47VJQOFB81</lei>
        <title>RENESAS ELECTRONICS CORP COMMON STOCK</title>
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          <isin value="JP3164720009"/>
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        <balance>-15900.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC COMMON STOCK</title>
        <cusip>595017104</cusip>
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        <balance>-4822.00000000</balance>
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        <curCd>USD</curCd>
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        <name>AMERICAS TECHNOLOGY ACQUISITION CORP WT</name>
        <lei>N/A</lei>
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        <cusip>G0404A110</cusip>
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          <ticker value="ATA/WS"/>
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        <name>INTERNATIONAL BUSINESS MACHINES CORPORATION</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>INTL BUSINESS MACHINES CORP COMMON STOCK</title>
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        <name>BEASLEY MEZZANINE HOLDINGS, LLC</name>
        <lei>549300VK8LJV1TK18D38</lei>
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      <invstOrSec>
        <name>ACPRODUCTS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>ACPRODUCTS HOLDINGS INC 5/17/2028</title>
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      <invstOrSec>
        <name>DCP MIDSTREAM OPERATING, LP</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CLEAN HARBORS, INC.</name>
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        <name>WINTRUST FINANCIAL CORPORATION</name>
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        <name>TEGNA INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FINANCE OF AMERICA FUNDING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SPANISH BROADCASTING SYSTEM, INC.</name>
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        <cusip>846425AQ9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NORDSTROM, INC.</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>NORDSTROM INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TENNECO INC.</name>
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        <cusip>880349AT2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>U.S. DOLLARS</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>ITIQUIRA ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>ITIQUIRA ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G49773115</cusip>
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          <ticker value="ITQRW"/>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>InterPrivate IV InfraTech Partners Inc</name>
        <lei>N/A</lei>
        <title>INTERPRIVATE IV INFRATECH PARTNERS INC WT EXPIRATION: 12/31/27</title>
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          <isin value="US46064T1108"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <descRefInstrmnt>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>VIDA CAPITAL, INC.</name>
        <lei>N/A</lei>
        <title>VIDA CAPITAL, INC. 10/1/2026</title>
        <cusip>92648EAB0</cusip>
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          <other otherDesc="All Others" value="LX182879"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ACADEMY, LTD.</name>
        <lei>549300BN53IR80C35Z14</lei>
        <title>ACADEMY LTD 144A 6.000000% 11/15/2027</title>
        <cusip>00401YAA8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DYNATRACE, INC.</name>
        <lei>N/A</lei>
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        <name>TALON 1 ACQUISITION CORP WT</name>
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        <title>TALON 1 ACQUISITION CORP WT EXPIRATION: 04/18/23</title>
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        <name>Artemis Strategic Investment Corp</name>
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        <name>AVAYA INC.</name>
        <lei>J6LB5QIFSP2MFEFG4U76</lei>
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        <cusip>053499AN9</cusip>
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        <pctVal>0.052539734954</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROVIDENT ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>PROVIDENT ACQUISITION CORP WT EXPIRATION: 01/12/26</title>
        <cusip>G7282L126</cusip>
        <identifiers>
          <ticker value="PAQCW"/>
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        <balance>9924.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2679.48000000</valUSD>
        <pctVal>0.000663974385</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>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <cusip value="G7282L100"/>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>9924.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3945.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT, INC.</name>
        <lei>549300FA4CTCW903Y781</lei>
        <title>CAESARS ENTERTAINMENT INC COMMON STOCK</title>
        <cusip>12769G100</cusip>
        <identifiers>
          <isin value="US12769G1004"/>
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        <balance>2009.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64810.34000000</valUSD>
        <pctVal>0.016059983897</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>SCION TECH GROWTH I WT</name>
        <lei>N/A</lei>
        <title>SCION TECH GROWTH I WT EXPIRATION: 11/01/25</title>
        <cusip>G31067112</cusip>
        <identifiers>
          <ticker value="SCOAW"/>
        </identifiers>
        <balance>30557.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>916.71000000</valUSD>
        <pctVal>0.000227160478</pctVal>
        <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>GOLDMAN SACHS &amp; CO</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="G31067104"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>30557.00000000</shareNo>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-11-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-11555.71000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AADVANTAGE LOYALTY IP LTD.</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.500000% 04/20/2026</title>
        <cusip>00253XAA9</cusip>
        <identifiers>
          <isin value="US00253XAA90"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>84525.30000000</valUSD>
        <pctVal>0.020945345402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</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>MOUNTAIN PROVINCE DIAMONDS INC.</name>
        <lei>549300Y5548SJTH51N28</lei>
        <title>MOUNTAIN PROVINCE DIAMONDS INC 144A 8.000000% 12/15/2022</title>
        <cusip>62426EAA3</cusip>
        <identifiers>
          <isin value="US62426EAA38"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282000.00000000</valUSD>
        <pctVal>0.069879520137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Star Investment Corp II</name>
        <lei>N/A</lei>
        <title>NORTHERN STAR INVESTMENT CORP II WT EXPIRATION: 01/31/28</title>
        <cusip>66573W115</cusip>
        <identifiers>
          <isin value="US66573W1154"/>
        </identifiers>
        <balance>4726.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>142.25000000</valUSD>
        <pctVal>0.000035249509</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>Northern Star Investment Corp II</issuerName>
                <issueTitle>Northern Star Investment Equity Warrants Exp 31 Jan 2028</issueTitle>
                <identifiers>
                  <cusip value="66573W107"/>
                  <isin value="US66573W1154"/>
                  <ticker value="NSTB WS"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>4726.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-02-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2928.37000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST HORIZON CORPORATION</name>
        <lei>TF3RXI1ZB1TQ30H9JV10</lei>
        <title>FIRST HORIZON CORP COMMON STOCK</title>
        <cusip>320517105</cusip>
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          <isin value="US3205171057"/>
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        <balance>134165.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3072378.50000000</valUSD>
        <pctVal>0.761334522203</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>STWD MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>STWD 2021-FL2 LTD STWD 2021-FL2 E</title>
        <cusip>78486BAL8</cusip>
        <identifiers>
          <isin value="US78486BAL80"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94711.80000000</valUSD>
        <pctVal>0.023469557217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.48914040</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>AXOS FINANCIAL, INC.</name>
        <lei>529900D8M56422GK9O25</lei>
        <title>AXOS FINANCIAL INC COMMON STOCK</title>
        <cusip>05465C100</cusip>
        <identifiers>
          <isin value="US05465C1009"/>
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        <balance>-7244.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-247962.12000000</valUSD>
        <pctVal>-0.06144494311</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOC Escrow Ltd</name>
        <lei>N/A</lei>
        <title>VOC ESCROW LTD 144A 5.000000% 02/15/2028</title>
        <cusip>91832VAA2</cusip>
        <identifiers>
          <isin value="US91832VAA26"/>
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        <balance>155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126070.80000000</valUSD>
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        <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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AQUITY HOLDINGS INC SERVCO EQUITY *</title>
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          <other otherDesc="All Others" value="LX178850"/>
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        <balance>3945.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Murphy Canyon Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MURPHY CANYON ACQUISITION CORP WT EXPIRATION: 02/03/27</title>
        <cusip>626642110</cusip>
        <identifiers>
          <isin value="US6266421105"/>
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        <balance>3281.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>164.05000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>Murphy Canyon Acquisition Equity Warrant Exp 25th Jan 2027</issueTitle>
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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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          <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>SOUTH32 LIMITED</name>
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        <title>SOUTH32 LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: 1LIFE HEALTHCARE (S)</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <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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        <name>SPIRIT AIRLINES, INC.</name>
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        <name>KAIROS ACQUISITION CORP WT</name>
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        <name>Gold Fields Limited</name>
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        <name>CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L</name>
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        <name>CANADIAN DOLLAR</name>
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        <name>PBF HOLDING COMPANY LLC</name>
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        <name>THE COCA-COLA COMPANY</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <name>BULLPEN PARLAY ACQUISITION CO WT</name>
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        <name>Turkiye Cumhuriyeti</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
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        <name>N/A</name>
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        <name>Churchill Capital VI Corp</name>
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        <name>Arab Republic of Egypt</name>
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      <invstOrSec>
        <name>MSD ACQUISITION CORP WT</name>
        <lei>N/A</lei>
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          <ticker value="MSDAW"/>
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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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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-376.60000000</unrealizedAppr>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00012020"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>VZ Secured Financing B.V.</name>
        <lei>549300MG611MYCOWY949</lei>
        <title>VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032</title>
        <cusip>91845AAA3</cusip>
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          <isin value="US91845AAA34"/>
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        <balance>145000.00000000</balance>
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        <curCd>USD</curCd>
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        <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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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00119021"/>
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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">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00118575"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>APOGEE ENTERPRISES, INC.</name>
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        <title>APOGEE ENTERPRISES INC COMMON STOCK</title>
        <cusip>037598109</cusip>
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          <isin value="US0375981091"/>
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        <balance>-26170.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1000217.40000000</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>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALBERTSONS COMPANIES, INC.</name>
        <lei>549300YKWOC0AOR16R51</lei>
        <title>ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 7.500000% 03/15/2026</title>
        <cusip>013092AA9</cusip>
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          <isin value="US013092AA91"/>
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        <balance>1452000.00000000</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>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TEN US 12/16/22 P15 LONG</title>
        <cusip>0199910L3</cusip>
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          <ticker value="TEN US 12/16/22 P15 Equity"/>
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        <balance>20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TENNECO INC.</issuerName>
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      <invstOrSec>
        <name>J. C. PENNEY COMPANY INC.</name>
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          <other otherDesc="All Others" value="LX153006"/>
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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>
        <lei>2549004N3P710UQ9X454</lei>
        <title>REPUBLIC OF IRAQ 01/15/2028 5.8%</title>
        <cusip>N/A</cusip>
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          <isin value="XS0240295575"/>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>IQ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ALTICE FINANCING S.A.</name>
        <lei>549300DIYGW8HVDF7Q17</lei>
        <title>ALTICE FINANCING SA 144A 5.750000% 08/15/2029</title>
        <cusip>02154CAH6</cusip>
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          <isin value="US02154CAH60"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <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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        <name>Athlon Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ATHLON ACQUISITION CORP WT EXPIRATION: 03/05/26</title>
        <cusip>04748A114</cusip>
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          <isin value="US04748A1144"/>
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        <balance>69862.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2927.22000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: JETBLUE AIRWAYS C(L)</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Purchased</writtenOrPur>
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            <expDt>2027-12-03</expDt>
            <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AEGION CORPORATION</name>
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          <other otherDesc="All Others" value="LX193563"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW ALBERTSONS L.P.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 144A 7.500000% 04/01/2028</title>
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          <isin value="US126307AY37"/>
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        <balance>188000.00000000</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>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MASTERCARD INC - A</name>
        <lei>N/A</lei>
        <title>MASTERCARD INC - A COMMON STOCK</title>
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          <isin value="US57636Q1040"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PREMIER BRANDS GROUP HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>PREMIER BRANDS GROUP HOLDINGS LLC 3/20/2024</title>
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          <other otherDesc="All Others" value="LX179151"/>
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        <balance>193946.39000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>GX Acquisition Corp II</name>
        <lei>N/A</lei>
        <title>GX ACQUISITION CORP II WT EXPIRATION: 12/31/28</title>
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          <isin value="US36260F1131"/>
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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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              <otherRefInst>
                <issuerName>GX Acquisition Corp II</issuerName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2022-11-16</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00014195"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CLOUDFLARE, INC.</name>
        <lei>5493007DY18BGNLDWU14</lei>
        <title>CLOUDFLARE INC - CLASS A COMMON STOCK</title>
        <cusip>18915M107</cusip>
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          <isin value="US18915M1071"/>
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        <balance>-5138.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: KNOWBE4 INC. (L)</title>
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          <other otherDesc="All Others" value="49926T104"/>
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        <balance>915.00000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Progress Acquisition Corp</name>
        <lei>N/A</lei>
        <title>PROGRESS ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>74327P113</cusip>
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          <isin value="US74327P1131"/>
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        <balance>33151.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                <issueTitle>Progress Acquisition Equity Warrant Exp 11 Nov 2027</issueTitle>
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      </invstOrSec>
      <invstOrSec>
        <name>KIMCO REALTY CORPORATION</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIMCO REALTY CORP REIT</title>
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          <isin value="US49446R1095"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AP ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>AP ACQUISITION CORP WT EXPIRATION: 12/07/26</title>
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        <name>SPIRIT IP CAYMAN LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TECHNOLOGY &amp; TELECOMMUNICATION ACQUISITION CORP WT</name>
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        <title>TECHNOLOGY &amp; TELECOMMUNICATION ACQUISITION CORP WT EXPIRATION: 02/15/27</title>
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        <name>Clear Channel International B.V.</name>
        <lei>N/A</lei>
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        <cusip>18452MAB2</cusip>
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        <pctVal>0.034768907120</pctVal>
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        <name>EQT CORPORATION</name>
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        <name>AIRBNB, INC.</name>
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        <name>NDX US PUT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>NCL CORPORATION LTD.</name>
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      <invstOrSec>
        <name>GUITAR CENTER TRANCHE II WARRANTS</name>
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          <other otherDesc="All Others" value="GTRC_WT_2"/>
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        <name>ON SEMICONDUCTOR CORPORATION</name>
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        <name>Astrea Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEI Daily Income Trust: Prime Obligation Fund; Class A Shares</name>
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        <name>TAILWIND INTERNATIONAL ACQUISITION CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WINDSTREAM ESCROW, LLC</name>
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        <name>Hennessy Capital Investment Corp V</name>
        <lei>N/A</lei>
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        <name>Kins Technology Group Inc.</name>
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        <name>CORNERSTONE BUILDING BRANDS, INC.</name>
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      <invstOrSec>
        <name>THE WE COMPANY MC LLC</name>
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        <name>Sprott Physical Uranium Trust</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PAYCOM SOFTWARE, INC.</name>
        <lei>254900LSB0HNJUDC6Q18</lei>
        <title>PAYCOM SOFTWARE INC COMMON STOCK</title>
        <cusip>70432V102</cusip>
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          <isin value="US70432V1026"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JETBLUE AIRWAYS CORP COMMON STOCK</title>
        <cusip>477143101</cusip>
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          <isin value="US4771431016"/>
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        <balance>27149.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179997.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMSCOPE, INC.</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>COMMSCOPE INC 144A 6.000000% 03/01/2026</title>
        <cusip>20338QAD5</cusip>
        <identifiers>
          <isin value="US20338QAD51"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138108.00000000</valUSD>
        <pctVal>0.034223123287</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>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ATHABASCA OIL CORPORATION</name>
        <lei>549300STK2KBVO6WED71</lei>
        <title>ATHABASCA OIL CORP 144A 9.750000% 11/01/2026</title>
        <cusip>04682RAE7</cusip>
        <identifiers>
          <isin value="US04682RAE71"/>
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        <balance>199000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210650.57000000</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>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LAM RESEARCH CORPORATION</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP COMMON STOCK</title>
        <cusip>512807108</cusip>
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          <isin value="US5128071082"/>
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        <balance>-2910.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1065060.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN GREETINGS</name>
        <lei>N/A</lei>
        <title>AMERICAN GREETINGS 4/6/2024</title>
        <cusip>02639DAL0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX172399"/>
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        <balance>52350.35990000</balance>
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        <curCd>USD</curCd>
        <valUSD>50812.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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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>
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          <ticker value="CSTA/WS"/>
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        <balance>24013.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>485.06000000</valUSD>
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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>
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                <issuerName>N/A</issuerName>
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            <shareNo>24013.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-14679.29000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US29273DAC48"/>
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        <balance>193000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10615.00000000</valUSD>
        <pctVal>0.002630393993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 144A 4.625000% 12/01/2030</title>
        <cusip>126307BD8</cusip>
        <identifiers>
          <isin value="US126307BD80"/>
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        <balance>178000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121040.00000000</valUSD>
        <pctVal>0.029993677721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Neximmune Inc</name>
        <lei>5493005RDYAV26LAQ930</lei>
        <title>NEXIMMUNE INC COMMON STOCK</title>
        <cusip>65344D109</cusip>
        <identifiers>
          <isin value="US65344D1090"/>
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        <balance>38746.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21488.53000000</valUSD>
        <pctVal>0.005324851648</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>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 6.375000% 09/01/2029</title>
        <cusip>1248EPCS0</cusip>
        <identifiers>
          <isin value="US1248EPCS01"/>
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        <balance>441000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>404882.10000000</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>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 5.000000% 02/15/2029</title>
        <cusip>071734AM9</cusip>
        <identifiers>
          <isin value="US071734AM99"/>
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        <balance>143000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55448.25000000</valUSD>
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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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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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 PAY: 7.07%</title>
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        <identifiers>
          <other otherDesc="All Others" value="IRS847614"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Clarim Acquisition Corp</name>
        <lei>N/A</lei>
        <title>CLARIM ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>18049C116</cusip>
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          <isin value="US18049C1163"/>
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        <balance>28544.00000000</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>
          <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>Clarim Acquisition Corp</issuerName>
                <issueTitle>Clarim Acquisition Equity Warrant Exp 05 Jan 2026</issueTitle>
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                  <isin value="US18049C1163"/>
                  <ticker value="CLRMW"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LAMAR ADVERTISING COMPANY</name>
        <lei>529900Y8WW4MKVPTB543</lei>
        <title>LAMAR ADVERTISING CO-A REIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SIZZLE ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>SIZZLE ACQUISITION CORP WT EXPIRATION: 03/12/26</title>
        <cusip>83014E117</cusip>
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          <ticker value="SZZLW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <shareNo>4038.00000000</shareNo>
            <exercisePrice>1.00000000</exercisePrice>
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            <expDt>2026-03-15</expDt>
            <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN TIRE DISTRIBUTORS, INC.</name>
        <lei>N/A</lei>
        <title>AMERICAN TIRE DISTRIBUTORS, INC. 20-Oct-2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>NGL ENERGY PARTNERS LP</name>
        <lei>5299005YSRP46BE8Z459</lei>
        <title>NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.500000% 11/01/2023</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
        <title>BRK: JP MORGAN REF : IBOXHY INDEX</title>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="465.36000000">
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        <securityLending>
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      <invstOrSec>
        <name>GARTNER, INC.</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>GARTNER INC COMMON STOCK</title>
        <cusip>366651107</cusip>
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          <isin value="US3666511072"/>
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        <balance>1363.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>NORDIC SEMICONDUCTOR ASA</name>
        <lei>5967007LIEEXZXJGFK95</lei>
        <title>NORDIC SEMICONDUCTOR ASA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0003055501"/>
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        <balance>-14879.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.89725000"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EVERI HOLDINGS INC.</name>
        <lei>5299006DK5S7BG10K532</lei>
        <title>EVERI HOLDINGS INC COMMON STOCK</title>
        <cusip>30034T103</cusip>
        <identifiers>
          <isin value="US30034T1034"/>
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        <balance>4206.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68221.32000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Autolus Therapeutics PLC</name>
        <lei>549300C0KZP8EYROLL02</lei>
        <title>AUTOLUS THERAPEUTICS PLC DEPOSITARY RECEIPT</title>
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          <isin value="US05280R1005"/>
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        <balance>9379.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20071.06000000</valUSD>
        <pctVal>0.004973602983</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>MARLIN TECHNOLOGY CORP WT</name>
        <lei>N/A</lei>
        <title>MARLIN TECHNOLOGY CORP WT EXPIRATION: 03/05/26</title>
        <cusip>G58411110</cusip>
        <identifiers>
          <ticker value="FINMW"/>
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        <balance>3727.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>223.62000000</valUSD>
        <pctVal>0.000055412972</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>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <shareNo>3727.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2026-03-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-725.63000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACTIVISION BLIZZARD, INC.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>ATVI US 11/18/22 C50 LONG</title>
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        <identifiers>
          <ticker value="ATVI US 11/18/22 C50 Equity"/>
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        <balance>184.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>436080.00000000</valUSD>
        <pctVal>0.108060500502</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>WELLS FARGO BROKERAGE SERVICES, LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ACTIVISION BLIZZARD, INC.</issuerName>
                <issueTitle>ATVI Call 50 Nov 2022</issueTitle>
                <identifiers>
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                  <ticker value="ATVI-11/2022-C-50"/>
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            <shareNo>18400.00000000</shareNo>
            <exercisePrice>50.00000000</exercisePrice>
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            <expDt>2022-11-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-23925.36000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2022-11-16</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00014340"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12915000"/>
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        <pctVal>-0.00135848760</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BLOOMBERG TRADEBOOK</counterpartyName>
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            <amtCurSold>150424.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1032300.00000000</amtCurPur>
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            <settlementDt>2022-11-16</settlementDt>
            <unrealizedAppr>-5482.20000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIVERSIFIED HEALTHCARE TRUST</name>
        <lei>N/A</lei>
        <title>DIVERSIFIED HEALTHCARE TRUST 4.375000% 03/01/2031</title>
        <cusip>25525PAB3</cusip>
        <identifiers>
          <isin value="US25525PAB31"/>
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        <balance>85000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55037.50000000</valUSD>
        <pctVal>0.013638276913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENDURANCE ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>ENDURANCE ACQUISITION CORP WT EXPIRATION: 02/27/23</title>
        <cusip>G3041W115</cusip>
        <identifiers>
          <ticker value="EDNCW"/>
        </identifiers>
        <balance>290.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>69.60000000</valUSD>
        <pctVal>0.000017246860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
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                  <other otherDesc="Other" value="N/A"/>
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            <shareNo>290.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-03-02</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-0.58000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Digital Transformation Opportunities Corp</name>
        <lei>N/A</lei>
        <title>DIGITAL TRANSFORMATION OPPORTUNITIES CORP WT EXPIRATION: 03/31/28</title>
        <cusip>25401K115</cusip>
        <identifiers>
          <isin value="US25401K1152"/>
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        <balance>24294.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1703.01000000</valUSD>
        <pctVal>0.000422005395</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>Digital Transformation Opportunities Corp</issuerName>
                <issueTitle>Digital Transformation Opportunities Equity Warrant Exp 31 March 2028</issueTitle>
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                  <isin value="US25401K1152"/>
                  <ticker value="DTOCW"/>
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            <shareNo>24294.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2028-04-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-14686.99000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ITT HOLDINGS LLC</name>
        <lei>549300TH2PHOLK31LB42</lei>
        <title>ITT HOLDINGS LLC 144A 6.500000% 08/01/2029</title>
        <cusip>45074JAA2</cusip>
        <identifiers>
          <isin value="US45074JAA25"/>
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        <balance>115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89213.53000000</valUSD>
        <pctVal>0.022107087468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</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>NOBLE CORPORATION</name>
        <lei>N/A</lei>
        <title>NOBLE CORPORATION COMMON STOCK</title>
        <cusip>G65431127</cusip>
        <identifiers>
          <isin value="GB00BMXNWH07"/>
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        <balance>1654.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48925.32000000</valUSD>
        <pctVal>0.012123680440</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>INVESTCORP EUROPE ACQUISITION CORP I WT</name>
        <lei>N/A</lei>
        <title>INVESTCORP EUROPE ACQUISITION CORP I WT EXPIRATION: 11/23/28</title>
        <cusip>G4923T113</cusip>
        <identifiers>
          <ticker value="IVCBW"/>
        </identifiers>
        <balance>7230.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>216.90000000</valUSD>
        <pctVal>0.000053747758</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>
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        <name>DISH DBS Corporation</name>
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        <name>CHARTER COMMUNICATIONS OPERATING, LLC</name>
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        <name>Oceantech Acquisitions I Corp</name>
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      <invstOrSec>
        <name>FREEPORT-MCMORAN INC.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
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        <name>SPARTANNASH COMPANY</name>
        <lei>549300TV3QCCSQLF5X16</lei>
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        <name>ADT INC.</name>
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        <name>Sustainable Development Acquisition I Corp</name>
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        <name>Live Oak Mobility Acquisition Corp</name>
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        <name>CEMEX MATERIALS LLC</name>
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        <name>RXB HOLDINGS, INC.</name>
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        <name>BYTE ACQUISITION CORP WT</name>
        <lei>N/A</lei>
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        <name>RITHM CAPITAL CORP.</name>
        <lei>549300WNTHGEO5LP2G31</lei>
        <title>RITHM CAPITAL CORP 144A 6.250000% 10/15/2025</title>
        <cusip>64828TAA0</cusip>
        <identifiers>
          <isin value="US64828TAA07"/>
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        <balance>280000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237117.47000000</valUSD>
        <pctVal>0.058757641914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CC NEUBERGER PRINCIPAL HOLDINGS III WT</name>
        <lei>N/A</lei>
        <title>CC NEUBERGER PRINCIPAL HOLDINGS III WT EXPIRATION: 12/31/27</title>
        <cusip>G1992N126</cusip>
        <identifiers>
          <ticker value="PRPC/WS"/>
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        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18.00000000</valUSD>
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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>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <delta>XXXX</delta>
            <unrealizedAppr>-39.71000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIRECTV FINANCING, LLC</name>
        <lei>N/A</lei>
        <title>DIRECTV FINANCING, LLC 8/2/2027</title>
        <cusip>25460HAB8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX196261"/>
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        <balance>247112.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229599.64000000</valUSD>
        <pctVal>0.056894725769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.11528920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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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        <balance>286598.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275613.01000000</valUSD>
        <pctVal>0.068296825824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.78343040</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>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"/>
        </identifiers>
        <balance>24081.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>746.51000000</valUSD>
        <pctVal>0.000184984966</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>
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                <identifiers>
                  <cusip value="90118T106"/>
                  <isin value="US90118T1144"/>
                  <ticker value="TWLVW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>24081.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-16765.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Endo Luxembourg Finance Company I S.a r.l.</name>
        <lei>222100B15VY0VVCTG251</lei>
        <title>ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC 14 6.125000% 04/01/2029</title>
        <cusip>29280BAA3</cusip>
        <identifiers>
          <isin value="US29280BAA35"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19735.03000000</valUSD>
        <pctVal>0.004890334845</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>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
        <title>BRK: JP MORGAN REF : IBOXHY INDEX</title>
        <cusip>TRS841602</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRS841602"/>
        </identifiers>
        <balance>519997.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15123.70000000</valUSD>
        <pctVal>0.003747648576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="295.10000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1788.47800000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15094.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TSEM US 01/19/24 P45 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TSEM US 01/19/24 P45 Equity"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1080.00000000</valUSD>
        <pctVal>0.000267623694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
                <issueTitle>TSEM Put 45 Jan 2024</issueTitle>
                <identifiers>
                  <cusip value="M87915274"/>
                  <ticker value="TSEM-01/2024-P-45"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>300.00000000</shareNo>
            <exercisePrice>45.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>539.16000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EPIC Y-GRADE SERVICES, LP</name>
        <lei>N/A</lei>
        <title>EPIC Y-GRADE SERVICES, LP 6/30/2027</title>
        <cusip>29427BAF6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX189432"/>
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        <balance>1158376.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>971101.42000000</valUSD>
        <pctVal>0.240638656860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>8.07999840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2022-12-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00118925"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="1.02077000"/>
        <valUSD>6587.61000000</valUSD>
        <pctVal>0.001632407892</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>459921.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>473118.09000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-12-21</settlementDt>
            <unrealizedAppr>6587.61000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>1697.76000000</valUSD>
        <pctVal>0.000420704447</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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                <issueTitle>N/A</issueTitle>
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            <shareNo>18864.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2028-12-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1320.48000000</unrealizedAppr>
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        <securityLending>
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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"/>
        </identifiers>
        <balance>152849.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148008.59000000</valUSD>
        <pctVal>0.036676486686</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>
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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>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC 144A 6.250000% 02/15/2029</title>
        <cusip>071734AK3</cusip>
        <identifiers>
          <isin value="US071734AK34"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117534.38000000</valUSD>
        <pctVal>0.029124986078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Recharge Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RECHARGE ACQUISITION CORP WT EXPIRATION: 10/05/27</title>
        <cusip>756229118</cusip>
        <identifiers>
          <isin value="US7562291184"/>
        </identifiers>
        <balance>49703.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9.94000000</valUSD>
        <pctVal>0.000002463129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Recharge Acquisition Corp</issuerName>
                <issueTitle>Recharge Acquisition Equity Warrant Exp 5th Oct 2027</issueTitle>
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                  <cusip value="756229100"/>
                  <isin value="US7562291184"/>
                  <ticker value="RCHGW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>49703.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-10-08</expDt>
            <delta>XXXX</delta>
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        <name>Bill.com Holdings Inc</name>
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      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Aequi Acquisition Corp</name>
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        <name>McLaren Technology Acquisition Corp</name>
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        <name>SHELF DRILLING HOLDINGS, LTD.</name>
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        <name>RITE AID CORPORATION</name>
        <lei>529900W353T1JY1DKT44</lei>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
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        <cusip>071734AM9</cusip>
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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>OXBRIDGE ACQUISITION CORP WT</name>
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        <name>VISTRA OPERATIONS COMPANY LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
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        <name>THE ESTEE LAUDER COMPANIES INC.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
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        <name>TAKE-TWO INTERACTIVE SOFTWARE, INC.</name>
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      <invstOrSec>
        <name>Wag! Group Co</name>
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        <name>WYNN LAS VEGAS, LLC</name>
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        <name>NEXGEN ENERGY LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Phoenix Biotech Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Liberty Resources Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>INTEL CORPORATION</name>
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      <invstOrSec>
        <name>International Media Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>Fortistar Sustainable Solutions Corp</name>
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        <name>TB SA ACQUISITION CORP WT</name>
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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>COUPA SOFTWARE INCORPORATED</name>
        <lei>549300Q95ICR2GFL2K37</lei>
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        <name>Altice France Holding S.A.</name>
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        <name>CITGO PETROLEUM CORPORATION</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <name>Trivium Packaging Finance B.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOGREEN INVESTMENTS CORP WT</name>
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        <name>TOWER SEMICONDUCTOR LTD</name>
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        <name>EVEREST CONSOLIDATOR ACQUISITION CORP WT</name>
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        <name>SportsTek Acquisition Corp</name>
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      <invstOrSec>
        <name>SM ENERGY COMPANY</name>
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        <name>DIVERSIFIED HEALTHCARE TRUST</name>
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        <name>BRK: GOLDMAN SACHS INTERNATIONAL</name>
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        <lei>N/A</lei>
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        <name>WESTERN GLOBAL AIRLINES, INC.</name>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00118323"/>
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        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
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        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
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        <name>EVERCORE INC.</name>
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        <name>ENLINK MIDSTREAM, LLC</name>
        <lei>54930000GY1H533OBE23</lei>
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        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <name>Gold Fields Limited</name>
        <lei>5299003KXIBJQYCBBD72</lei>
        <title>GFI US 10/21/22 C9 LONG</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>APPLE INC.</name>
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        <name>MALAYSIAN RINGGIT</name>
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        <name>TENNECO INC.</name>
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        <name>Inception Growth Acquisition Ltd</name>
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        <name>LIBERTY LATIN AMERICA LTD.</name>
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        <name>Finserv Acquisition Corp II</name>
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        <name>NMG HOLDING COMPANY, INC.</name>
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        <name>Federal Republic of Nigeria</name>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <name>SAIA, INC.</name>
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        <name>Open Text Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Berenson Acquisition Corp I</name>
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          <isin value="US0836901159"/>
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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>Sanaby Health Acquisition Corp I</name>
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        <name>RANGE RESOURCES CORPORATION</name>
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          <isin value="US75281ABA60"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TENCENT MUSIC ENTERTAINMENT GROUP</name>
        <lei>213800XTZK2GOHQTYK41</lei>
        <title>TENCENT MUSIC ENTERTAINM-ADR DEPOSITARY RECEIPT</title>
        <cusip>88034P109</cusip>
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          <isin value="US88034P1093"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Financial Strategies Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US31772T1152"/>
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        <valUSD>5506.60000000</valUSD>
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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>Golden Falcon Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>MGM China Holdings Limited</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TARGET GLOBAL ACQUISITION I CORP WT</name>
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        <name>DISH DBS Corporation</name>
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        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Seaport Global Acquisition II Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>1</fairValLevel>
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        <name>POWERED BRANDS WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>PENNEY BORROWER LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <balance>1603587.41000000</balance>
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        <assetCat>STIV</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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        <name>MAGNUM OPUS ACQUISITION LTD WT</name>
        <lei>N/A</lei>
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        <balance>4145.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
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            <putOrCall>Call</putOrCall>
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            <shareNo>4145.00000000</shareNo>
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            <delta>XXXX</delta>
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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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>APX ACQUISITION CORP I WT</name>
        <lei>N/A</lei>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <title>ROYAL CARIBBEAN CRUISES LTD 144A 5.500000% 08/31/2026</title>
        <cusip>780153BJ0</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WORLD QUANTUM GROWTH ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>WORLD QUANTUM GROWTH ACQUISITION CORP WT EXPIRATION: 12/31/28</title>
        <cusip>G5596W127</cusip>
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          <ticker value="WQGA/WS"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CANTOR FITZGERALD CO.</counterpartyName>
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            <delta>XXXX</delta>
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        <name>LDH GROWTH CORP I WT</name>
        <lei>N/A</lei>
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        <name>TWITTER, INC.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>TWITTER INC COMMON STOCK</title>
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        <name>DIAMOND SPORTS GROUP, LLC</name>
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      <invstOrSec>
        <name>ZENDESK, INC.</name>
        <lei>549300SLI6BN94BKKO36</lei>
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        <name>UBER TECHNOLOGIES, INC.</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>UBER TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>90353T100</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN INC.</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
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        <cusip>893830AT6</cusip>
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          <isin value="US893830AT68"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86625.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>RMG ACQUISITION CORP III WT</name>
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          <ticker value="RMGCW"/>
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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>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1491.38000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Avalon Acquisition Inc</name>
        <lei>549300MQ0W8R6XMVEN12</lei>
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        <cusip>05338E119</cusip>
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          <isin value="US05338E1192"/>
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        <balance>52788.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5025.42000000</valUSD>
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        <assetCat>DE</assetCat>
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        <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>
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            <descRefInstrmnt>
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                <issuerName>Avalon Acquisition Inc</issuerName>
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                  <isin value="US05338E1192"/>
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            <shareNo>52788.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-14284.70000000</unrealizedAppr>
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      <invstOrSec>
        <name>Maxpro Capital Acquisition Corp</name>
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          <isin value="US57778T1144"/>
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        <curCd>USD</curCd>
        <valUSD>5224.99000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                  <ticker value="JMACW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-14249.67000000</unrealizedAppr>
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      <invstOrSec>
        <name>Marblegate Acquisition Corp</name>
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          <isin value="US56608A1135"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Marblegate Acquisition Corp</issuerName>
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                  <isin value="US56608A1135"/>
                  <ticker value="GATEW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-698.97000000</unrealizedAppr>
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      <invstOrSec>
        <name>APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.</name>
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        <cusip>03768DAC1</cusip>
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          <other otherDesc="All Others" value="LX193136"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
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        <cusip>071734AJ6</cusip>
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          <isin value="US071734AJ60"/>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Akumin Inc.</name>
        <lei>N/A</lei>
        <title>AKUMIN ESCROW INC 144A 7.500000% 08/01/2028</title>
        <cusip>01021FAB5</cusip>
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          <isin value="US01021FAB58"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MAGNACHIP SEMICONDUCTOR CORPORATION</name>
        <lei>529900P54J1ATLRBUV29</lei>
        <title>MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK</title>
        <cusip>55933J203</cusip>
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          <isin value="US55933J2033"/>
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        <fairValLevel>1</fairValLevel>
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        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00012017"/>
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        <name>PALO ALTO NETWORKS, INC.</name>
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        <name>BOARDRIDERS, INC.</name>
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        <name>CAESARS RESORT COLLECTION, LLC</name>
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        <name>CIRRUS LOGIC, INC.</name>
        <lei>549300NKSJEM5ZZSSV18</lei>
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        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TRIDENT TPI HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICU MEDICAL, INC.</name>
        <lei>5493003NRW7LS2QZRH60</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VONTIER CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ESKOM HOLDINGS SOC LIMITED</name>
        <lei>3789001900ED06F65111</lei>
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          <isin value="XS1864522757"/>
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        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VECTOR GROUP LTD.</name>
        <lei>549300TUIF4WWN6NDN50</lei>
        <title>VECTOR GROUP LTD 144A 10.500000% 11/01/2026</title>
        <cusip>92240MBJ6</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>APOLLO STRATEGIC GROWTH CAPITAL II WT</name>
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        <title>APOLLO STRATEGIC GROWTH CAPITAL II WT EXPIRATION: 12/31/27</title>
        <cusip>G0412A128</cusip>
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          <ticker value="APGB/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CASTLE US HOLDING CORPORATION</name>
        <lei>N/A</lei>
        <title>CASTLE US HOLDING CORP 144A 9.500000% 02/15/2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AIR TRANSPORT SERVICES GROUP, INC.</name>
        <lei>5493000F3MSFGIXTQE27</lei>
        <title>AIR TRANSPORT SERVICES GROUP COMMON STOCK</title>
        <cusip>00922R105</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>X-FAB SILICON FOUNDRIES EUROPESE VENNOOTSCHAP</name>
        <lei>5493003UDPENPUQBJH65</lei>
        <title>X-FAB SILICON FOUNDRIES SE COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Newbury Street Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>BRAZILIAN REAL</name>
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      <invstOrSec>
        <name>JACK CREEK INVESTMENT CORP WT</name>
        <lei>N/A</lei>
        <title>JACK CREEK INVESTMENT CORP WT EXPIRATION: 12/31/27</title>
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        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/HKD SETTLE 2022-12-21</title>
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      <invstOrSec>
        <name>VENTURE CLO LIMITED</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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      <invstOrSec>
        <name>PINTEREST, INC.</name>
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        <name>Golden Arrow Merger Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>XEROX HOLDINGS CORPORATION</name>
        <lei>5493000Y33XDVO2CXC18</lei>
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        <name>CAPGEMINI SE</name>
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      <invstOrSec>
        <name>MONEYGRAM INTERNATIONAL, INC.</name>
        <lei>5299002DLX0Q04KC4156</lei>
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        <cusip>60935YAA7</cusip>
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        <name>MACY'S RETAIL HOLDINGS, LLC</name>
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      <invstOrSec>
        <name>SUMMIT HEALTHCARE ACQUISITION CORP WT</name>
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        <name>CARESTREAM HEALTH, INC.</name>
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        <name>BIOPLUS ACQUISITION CORP WT</name>
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        <name>MEG Energy Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Affirm Holdings Inc</name>
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        <name>Forest Road Acquisition Corp II</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>ACCENTURE PUBLIC LIMITED COMPANY</name>
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        <name>CRESCERA CAPITAL ACQUISITION CORP WT</name>
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        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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                <issuerName>HumanCo Acquisition Corp</issuerName>
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                  <isin value="US44487N1173"/>
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            <unrealizedAppr>-4558.41000000</unrealizedAppr>
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        <name>N/A</name>
        <lei>N/A</lei>
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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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      </invstOrSec>
      <invstOrSec>
        <name>CADENCE DESIGN SYSTEMS, INC.</name>
        <lei>GCT7RXJOGLXPV0NXZY22</lei>
        <title>CADENCE DESIGN SYS INC COMMON STOCK</title>
        <cusip>127387108</cusip>
        <identifiers>
          <isin value="US1273871087"/>
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        <balance>1885.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sands China Ltd.</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANDS CHINA LTD COMMON STOCK</title>
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          <isin value="KYG7800X1079"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.84990000"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GCP US 12/16/22 P30</name>
        <lei>N/A</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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        <balance>30.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <shareNo>3000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-638.92000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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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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        <identifiers>
          <isin value="US42227R1178"/>
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        <balance>6557.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>984.21000000</valUSD>
        <pctVal>0.000243886959</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>Healthwell Acquisition Corp I</issuerName>
                <issueTitle>Healthwell Acquisition I Equity Warrant Exp 1st Apr 2028</issueTitle>
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                  <isin value="US42227R1178"/>
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            <shareNo>6557.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-2306.32000000</unrealizedAppr>
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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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        <identifiers>
          <isin value="US2376991111"/>
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        <balance>23366.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1053.81000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Data Knights Acquisition Corp</issuerName>
                <issueTitle>Data Knights Acquisition Equity Warrant Exp 05 May 2026</issueTitle>
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                  <isin value="US2376991111"/>
                  <ticker value="DKDCW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-8535.41000000</unrealizedAppr>
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      <invstOrSec>
        <name>RADAR BIDCO SARL</name>
        <lei>N/A</lei>
        <title>RADAR BIDCO SARL 16-Dec-2024</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX191475"/>
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        <balance>192178.88000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="1.02077000"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PARKER DRILLING COMPANY</name>
        <lei>5493003B4WZ1YZYFR583</lei>
        <title>PARKER DRILLING CO-POST BANK COMMON STOCK</title>
        <cusip>701081606</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>27664.00000000</valUSD>
        <pctVal>0.006855131365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.625000% 12/15/2029</title>
        <cusip>15135BAT8</cusip>
        <identifiers>
          <isin value="US15135BAT89"/>
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        <balance>360000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>323496.00000000</valUSD>
        <pctVal>0.080162217186</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Republic of Nigeria</name>
        <lei>549300GSBZD84TNEQ285</lei>
        <title>REPUBLIC OF NIGERIA 7.696000% 02/23/2038</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1777972941"/>
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        <balance>645000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375402.90000000</valUSD>
        <pctVal>0.093024732306</pctVal>
        <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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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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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>
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        <curCd>USD</curCd>
        <valUSD>378233.82000000</valUSD>
        <pctVal>0.093726233480</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>
          <annualizedRt>7.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KYNDRYL HOLDINGS, INC.</name>
        <lei>549300LQ4LWX2R8ZV130</lei>
        <title>KYNDRYL HOLDINGS INC COMMON STOCK</title>
        <cusip>50155Q100</cusip>
        <identifiers>
          <isin value="US50155Q1004"/>
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        <balance>28500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>235695.00000000</valUSD>
        <pctVal>0.058405154251</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>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TENNECO INC-CLASS A COMMON STOCK</title>
        <cusip>880349105</cusip>
        <identifiers>
          <isin value="US8803491054"/>
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        <balance>159945.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2781443.55000000</valUSD>
        <pctVal>0.689240923986</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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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>MARATHON CLO LTD.</name>
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        <name>Procore Technologies Inc</name>
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        <name>Adaptimmune Therapeutics PLC</name>
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        <name>AMERICAN TOWER CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PARK INTERMEDIATE HOLDINGS LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name> RTY 20221007 C1775</name>
        <lei>N/A</lei>
        <title>RTY 20221007 C1775 LONG</title>
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        <name>L CATTERTON ASIA ACQUISITION CORP WT</name>
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        <name>VEEVA SYSTEMS INC.</name>
        <lei>549300YZEXPDB92M2F02</lei>
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        <name>TPG REAL ESTATE FINANCE ISSUER LTD</name>
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        <name>EG Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>Pine Technology Acquisition Corp</name>
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      <invstOrSec>
        <name>Amplitude Inc</name>
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      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
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        <cusip>N/A</cusip>
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          <ticker value="TSEM US 10/21/22 P47 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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            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
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      <invstOrSec>
        <name>Cellectis SA</name>
        <lei>5493000KKX5VQ37Q2W83</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KINETIK HOLDINGS INC.</name>
        <lei>N/A</lei>
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        <cusip>02215L209</cusip>
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          <isin value="US02215L2097"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Bite Acquisition Corp</name>
        <lei>N/A</lei>
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        <cusip>09175K113</cusip>
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          <isin value="US09175K1135"/>
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        <balance>30877.00000000</balance>
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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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            <unrealizedAppr>-15942.88000000</unrealizedAppr>
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        <name>LANDSTAR SYSTEM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TEXAS ROADHOUSE, INC.</name>
        <lei>5299002Y1CNRPDGXTQ75</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Novo Banco, S.A.</name>
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        <title>NOVO BANCO SA/LUXEMBOURG MTN 3.500000% 01/02/2043</title>
        <cusip>N/A</cusip>
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          <isin value="XS0869315241"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="All Others" value="LX190983"/>
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        <assetCat>EP</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
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        <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>11858.00000000</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">
            <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>Science Strategic Acquisition Alpha Corp</issuerName>
                <issueTitle>Science Strategic Acquisition Equity Alpha Warrant Exp 20 Jan 2026</issueTitle>
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                  <isin value="US8086411126"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>BATTERY FUTURE ACQUISITION CORP WT</name>
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          <ticker value="BFAC/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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            <delta>XXXX</delta>
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        <name>PENNYMAC FINANCIAL SERVICES, INC.</name>
        <lei>549300W1D516HBDEU871</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CRESCENT ENERGY FINANCE LLC</name>
        <lei>54930061FUL6DBLFUW14</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CONSILIUM ACQUISITION CORP I LTD WT</name>
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      <invstOrSec>
        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
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      <invstOrSec>
        <name>Altice France Holding S.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RAYONIER A.M. PRODUCTS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TLG Acquisition One Corp</name>
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          <isin value="US87257M1163"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>ARAMARK SERVICES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DASSAULT SYSTEMES SE</name>
        <lei>96950065LBWY0APQIM86</lei>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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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">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>ATHABASCA OIL CORPORATION</name>
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        <title>ATHABASCA OIL CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00014172"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
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        <name>EVERBRIDGE, INC.</name>
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        <title>EVERBRIDGE INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Sandbridge X2 Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BLUE OCEAN ACQUISITION CORP WT</name>
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        <name>PERIDOT ACQUISITION CORP II WT</name>
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        <title>PERIDOT ACQUISITION CORP II WT EXPIRATION: 04/30/28</title>
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      <invstOrSec>
        <name>Sultanate of Oman</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.250000% 01/25/2031</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NCR CORPORATION</name>
        <lei>549300YKTY8JX1DV2R67</lei>
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        <name>DAVE &amp; BUSTER'S, INC.</name>
        <lei>549300JAVWTAY1FT5Z45</lei>
        <title>DAVE &amp; BUSTER'S INC 144A 7.625000% 11/01/2025</title>
        <cusip>23833NAH7</cusip>
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        <name>LUMEN TECHNOLOGIES, INC.</name>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <name>N/A</name>
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        <name>EURO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal Republic of Nigeria</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Armada Acquisition Corp I</name>
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        <name>LIFESCAN GLOBAL CORPORATION</name>
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        <name>ISRAELI SHEKEL</name>
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        <name>ALPHA PARTNERS TECHNOLOGY MERGER CORP WT</name>
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        <name>Republica de Angola</name>
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        <name>LOWE'S COMPANIES, INC.</name>
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        <name>THRIVE ACQUISITION CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP 3.100000% 06/15/2050</title>
        <cusip>03027XBD1</cusip>
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        <balance>95000.00000000</balance>
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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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        <name>Parsec Capital Acquisitions Corp</name>
        <lei>N/A</lei>
        <title>PARSEC CAPITAL ACQUISITION WT TERMS 1:1</title>
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          <isin value="US70184A1161"/>
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        <balance>39333.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>825.99000000</valUSD>
        <pctVal>0.000204680088</pctVal>
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        <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>Parsec Capital Acquisitions Corp</issuerName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP 144A 5.750000% 03/01/2027</title>
        <cusip>143658BN1</cusip>
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          <isin value="US143658BN13"/>
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        <valUSD>10508.25000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
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        <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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DELTA AIR LINES, INC.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC 2.900000% 10/28/2024</title>
        <cusip>247361ZU5</cusip>
        <identifiers>
          <isin value="US247361ZU54"/>
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        <balance>122000.00000000</balance>
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        <valUSD>113015.81000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLEAR CHANNEL OUTDOOR HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK</title>
        <cusip>18453H106</cusip>
        <identifiers>
          <isin value="US18453H1068"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Sony Group Corporation</name>
        <lei>529900R5WX9N2OI2N910</lei>
        <title>SONY GROUP CORP - SP ADR DEPOSITARY RECEIPT</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TPG REAL ESTATE FINANCE ISSUER LTD</name>
        <lei>N/A</lei>
        <title>TRTX 2021-FL4 ISSUER LTD TRTX 2021-FL4 D</title>
        <cusip>87276WAJ2</cusip>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC COMMON STOCK</title>
        <cusip>205887102</cusip>
        <identifiers>
          <isin value="US2058871029"/>
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        <balance>34848.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CROCS, INC.</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>CROCS INC COMMON STOCK</title>
        <cusip>227046109</cusip>
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          <isin value="US2270461096"/>
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        <balance>-8764.00000000</balance>
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        <pctVal>-0.14911006986</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>LAREDO PETROLEUM, INC</name>
        <lei>549300X0PTWU2QSLSL14</lei>
        <title>LAREDO PETROLEUM INC 10.125000% 01/15/2028</title>
        <cusip>516806AG1</cusip>
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          <isin value="US516806AG11"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Logitech international S.A.</name>
        <lei>549300SN6PRK6IJJC215</lei>
        <title>LOGITECH INTERNATIONAL-REG COMMON STOCK</title>
        <cusip>H50430232</cusip>
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          <isin value="CH0025751329"/>
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      <invstOrSec>
        <name>NCL CORPORATION LTD.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL CORP LTD 144A 5.875000% 03/15/2026</title>
        <cusip>62886HBA8</cusip>
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          <isin value="US62886HBA86"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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        <name>Gores Technology Partners II Inc</name>
        <lei>N/A</lei>
        <title>GORES TECHNOLOGY PARTNERS II INC WT EXPIRATION: 12/31/27</title>
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          <isin value="US38287L1153"/>
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        <balance>2708.00000000</balance>
        <units>NC</units>
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        <pctVal>0.000107433567</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gores Technology Partners II Inc</issuerName>
                <issueTitle>Gores Technology Partners II Equity Warrant Exp 28 Feb 2028</issueTitle>
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                  <isin value="US38287L1153"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CF Acquisition Corp VIII</name>
        <lei>N/A</lei>
        <title>CF ACQUISITION CORP VIII WT EXPIRATION: 12/31/27</title>
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        <isRestrictedSec>N</isRestrictedSec>

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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CF Acquisition Corp VIII</issuerName>
                <issueTitle>CF Acquisition VIII Equity Warrant Exp 31 March 2028</issueTitle>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PIONEER MERGER CORP WT</name>
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          <ticker value="PACXW"/>
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      <invstOrSec>
        <name>MIDAS OPCO HOLDINGS LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MOMENTIVE GLOBAL INC.</name>
        <lei>549300PR9RG3VC9OH575</lei>
        <title>MNTV US 01/20/23 C10 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MNTV US 01/20/23 C10 Equity"/>
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        <balance>69.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>345.00000000</valUSD>
        <pctVal>0.000085490902</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>MOMENTIVE GLOBAL INC.</issuerName>
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                  <cusip value="60878Y108"/>
                  <ticker value="MNTV-01/2023-C-10"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5887.71000000</unrealizedAppr>
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      <invstOrSec>
        <name>THE J. M. SMUCKER COMPANY</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>JM SMUCKER CO/THE COMMON STOCK</title>
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        <balance>-2200.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROADCOM INC.</name>
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        <title>AVGO US 10/21/22 C300 LONG</title>
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          <ticker value="AVGO US 10/21/22 C300 Equity"/>
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        <balance>31.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>440820.00000000</valUSD>
        <pctVal>0.109235071160</pctVal>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JEFFERIES LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>BROADCOM INC.</issuerName>
                <issueTitle>AVGO Call 300 Oct 2022</issueTitle>
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                  <ticker value="AVGO-10/2022-C-300"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-81437.90000000</unrealizedAppr>
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        <securityLending>
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        <name>Crystal Peak Acquisition</name>
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        <title>CRYSTAL PEAK ACQUISITION WT EXPIRATION: 06/22/26</title>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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        <name>SNOWFLAKE INC.</name>
        <lei>254900CJNSY1K7T53Z16</lei>
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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>

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        <securityLending>
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      <invstOrSec>
        <name>888 Holdings TL B S+525 7/1/28</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>RED ROCK RESORTS, INC.</name>
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        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
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      <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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        <name>Shelter Acquisition Corporation I</name>
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      <invstOrSec>
        <name>BOMBARDIER INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>REF : IBOXHY INDEX</name>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>THE HOME DEPOT, INC.</name>
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        <name>Healthcare Services Acquisition Corp</name>
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        <name>LIFESCAN GLOBAL CORPORATION</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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        <name>PEBBLEBROOK HOTEL TRUST</name>
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        <cusip>70509VAA8</cusip>
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      <invstOrSec>
        <name>FTAC HERA ACQUISITION CORP WT</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>AUTHENTIC EQUITY ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>AUTHENTIC EQUITY ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G06607124</cusip>
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          <ticker value="AEACW"/>
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        <name>Athena Technology Acquisition Corp II</name>
        <lei>5493008CK2CE7TGDP465</lei>
        <title>ATHENA TECHNOLOGY ACQUISITION CORP II WT EXPIRATION: 10/17/28</title>
        <cusip>04687C113</cusip>
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          <isin value="US04687C1137"/>
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        <name>Baffinland Iron Mines Corporation</name>
        <lei>N/A</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIBBEY GLASS INC. COMMON EQUITY *</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>ENLINK MIDSTREAM, LLC</name>
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      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
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        <name>Republic of South Africa</name>
        <lei>378900AAFB4F17004C49</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Adyen N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GUITAR CENTER TRANCHE III WARRANTS</name>
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        <title>GUITAR CENTER TRANCHE III WARRANTS 22-Dec-2070</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="GTRC_WT_3"/>
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        <balance>47.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>CORPORATE ACTION</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
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                <issueTitle>N/A</issueTitle>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC COMMON STOCK</title>
        <cusip>38141G104</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BRIGHT BIDCO B.V.</name>
        <lei>N/A</lei>
        <title>BRIGHT BIDCO B.V. 6/30/2024</title>
        <cusip>N1603LAD9</cusip>
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          <other otherDesc="All Others" value="LX171142"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVALARA, INC.</name>
        <lei>549300Q16CMW239SS315</lei>
        <title>AVALARA INC COMMON STOCK</title>
        <cusip>05338G106</cusip>
        <identifiers>
          <isin value="US05338G1067"/>
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        <balance>70222.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.950000% 01/28/2060</title>
        <cusip>71654QDF6</cusip>
        <identifiers>
          <isin value="US71654QDF63"/>
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        <balance>53000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP 144A 4.000000% 08/01/2028</title>
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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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          <isLoanByFund>N</isLoanByFund>
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        <name>Northern Star Investment Corp III</name>
        <lei>N/A</lei>
        <title>NORTHERN STAR INVESTMENT CORP III WT EXPIRATION: 02/25/28</title>
        <cusip>66574L118</cusip>
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          <isin value="US66574L1180"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issueTitle>Northern Star Investment III Equity Warrants Exp 25th Feb 2028</issueTitle>
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                  <isin value="US66574L1180"/>
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      <invstOrSec>
        <name>Tech and Energy Transition Corp</name>
        <lei>N/A</lei>
        <title>TECH AND ENERGY TRANSITION CORP WT EXPIRATION: 12/31/27</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TEN US 10/21/22 P16 LONG</title>
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                <issuerName>TENNECO INC.</issuerName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>CANO HEALTH, LLC</name>
        <lei>254900OGI2T8V1NXN639</lei>
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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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      <invstOrSec>
        <name>CATCHA INVESTMENT CORP WT</name>
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          <ticker value="CHAA/WS"/>
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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>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>Endo Designated Activity Company</name>
        <lei>N/A</lei>
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          <isin value="US29273DAA81"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ESKOM HOLDINGS SOC LIMITED</name>
        <lei>3789001900ED06F65111</lei>
        <title>ESKOM HOLDINGS SOC LTD 7.125000% 02/11/2025</title>
        <cusip>N/A</cusip>
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          <isin value="XS1187065443"/>
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        <balance>1322000.00000000</balance>
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        <valUSD>1170631.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-11</maturityDt>
          <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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        <balance>898000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>882105.43000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</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>UNITED WHOLESALE MORTGAGE, LLC</name>
        <lei>549300HW662MN1WU8550</lei>
        <title>UNITED WHOLESALE MORTGAGE LLC 144A 5.750000% 06/15/2027</title>
        <cusip>913229AC4</cusip>
        <identifiers>
          <isin value="US913229AC47"/>
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        <balance>220000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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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>Dufry One B.V.</name>
        <lei>7245003K5MN9U7XW0808</lei>
        <title>DUFRY ONE BV 2.000000% 02/15/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2079388828"/>
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        <balance>233000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="1.02077000"/>
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        <pctVal>0.042946798329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>SPENCER SPIRIT IH LLC</name>
        <lei>N/A</lei>
        <title>SPENCER SPIRIT IH LLC 6/19/2026</title>
        <cusip>84823UAB8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX180642"/>
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        <balance>207822.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202366.93000000</valUSD>
        <pctVal>0.050146467943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.80585920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMAZON.COM, INC.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC COMMON STOCK</title>
        <cusip>023135106</cusip>
        <identifiers>
          <isin value="US0231351067"/>
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        <balance>4893.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>552909.00000000</valUSD>
        <pctVal>0.137010693616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Forum Merger IV Corp</name>
        <lei>N/A</lei>
        <title>FORUM MERGER IV CORP WT EXPIRATION: 12/31/27</title>
        <cusip>349875112</cusip>
        <identifiers>
          <isin value="US3498751128"/>
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        <balance>227.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13.62000000</valUSD>
        <pctVal>0.000003375032</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>Forum Merger IV Corp</issuerName>
                <issueTitle>Forum Merger IV Equity Warrant Exp 15 March 2028</issueTitle>
                <identifiers>
                  <cusip value="349875104"/>
                  <isin value="US3498751128"/>
                  <ticker value="FMIVW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-59.47000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Precigen, Inc.</name>
        <lei>549300XCWNQU35K64G19</lei>
        <title>PRECIGEN INC COMMON STOCK</title>
        <cusip>74017N105</cusip>
        <identifiers>
          <isin value="US74017N1054"/>
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        <valUSD>33920.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
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        <balance>285000.00000000</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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"/>
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        <balance>158000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151838.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.12500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE TRADE DESK, INC.</name>
        <lei>549300GXPD31VT3E0P46</lei>
        <title>TRADE DESK INC/THE -CLASS A COMMON STOCK</title>
        <cusip>88339J105</cusip>
        <identifiers>
          <isin value="US88339J1051"/>
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        <balance>-9876.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-590091.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <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>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204375.00000000</valUSD>
        <pctVal>0.050644067121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</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>Merger Fund; Institutional Class Shares</name>
        <lei>N/A</lei>
        <title>MERGER FUND-INST MUTUAL FUND</title>
        <cusip>589509207</cusip>
        <identifiers>
          <isin value="US5895092071"/>
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        <curCd>USD</curCd>
        <valUSD>46887072.10000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <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"/>
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        <balance>2167.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>414373.74000000</valUSD>
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        <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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        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2022-11-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00014457"/>
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        <currencyConditional curCd="JPY" exchangeRt="144.74500000"/>
        <valUSD>-2248.01000000</valUSD>
        <pctVal>-0.00055705624</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurPur>21518900.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEGNA INC.</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TEGNA INC 4.625000% 03/15/2028</title>
        <cusip>87901JAJ4</cusip>
        <identifiers>
          <isin value="US87901JAJ43"/>
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        <balance>3460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3194453.65000000</valUSD>
        <pctVal>0.791584709802</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>
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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>D.R. HORTON, INC.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR HORTON INC COMMON STOCK</title>
        <cusip>23331A109</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
        </identifiers>
        <balance>-7884.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-530987.40000000</valUSD>
        <pctVal>-0.13157852734</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>1210.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24563.00000000</valUSD>
        <pctVal>0.006086704443</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>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC COMMON STOCK</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
        </identifiers>
        <balance>-2075.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-286765.00000000</valUSD>
        <pctVal>-0.07106028578</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>2000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26320.00000000</valUSD>
        <pctVal>0.006522088546</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>2.35000000</valUSD>
        <pctVal>0.000000582329</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>-22.20000000</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"/>
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        <balance>145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109282.63000000</valUSD>
        <pctVal>0.027080204765</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>
        </debtSec>
        <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>328604.04000000</valUSD>
        <pctVal>0.081427988051</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>115412.47000000</valUSD>
        <pctVal>0.028599177381</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>
        </debtSec>
        <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>6.46000000</valUSD>
        <pctVal>0.000001600786</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>-15.28000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TLGY ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>TLGY ACQUISITION CORP WT EXPIRATION: 01/14/28</title>
        <cusip>G8656T125</cusip>
        <identifiers>
          <ticker value="TLGYW"/>
        </identifiers>
        <balance>7284.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>582.72000000</valUSD>
        <pctVal>0.000144397850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="G8656T109"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>7284.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1284.93000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 5.125000% 06/01/2029</title>
        <cusip>25470XBD6</cusip>
        <identifiers>
          <isin value="US25470XBD66"/>
        </identifiers>
        <balance>145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85187.50000000</valUSD>
        <pctVal>0.021109438374</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>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Osiris Acquisition Corp</name>
        <lei>N/A</lei>
        <title>OSIRIS ACQUISITION CORP WT EXPIRATION: 05/01/28</title>
        <cusip>68829A111</cusip>
        <identifiers>
          <isin value="US68829A1117"/>
        </identifiers>
        <balance>11293.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1129.30000000</valUSD>
        <pctVal>0.000279840220</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>
                <identifiers>
                  <cusip value="68829A103"/>
                  <isin value="US68829A1117"/>
                  <ticker value="OSI WS"/>
                  <other otherDesc="Other" value="N/A"/>
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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>-4776.62000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COVENANT LOGISTICS GROUP, INC.</name>
        <lei>N/A</lei>
        <title>COVENANT LOGISTICS GROUP INC COMMON STOCK</title>
        <cusip>22284P105</cusip>
        <identifiers>
          <isin value="US22284P1057"/>
        </identifiers>
        <balance>-5368.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-154061.60000000</valUSD>
        <pctVal>-0.03817642084</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>SYNIVERSE PREFERRED STOCK RESTRICTED *</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="SYN_PREQ"/>
        </identifiers>
        <balance>437282.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>428099.08000000</valUSD>
        <pctVal>0.106082830786</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TSEM US 01/20/23 P50 LONG</title>
        <cusip>5X0990E00</cusip>
        <identifiers>
          <ticker value="TSEM US 01/20/23 P50 Equity"/>
        </identifiers>
        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2400.00000000</valUSD>
        <pctVal>0.000594719320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
                <issueTitle>TSEM Put 50 Jan 2023</issueTitle>
                <identifiers>
                  <cusip value="M87915274"/>
                  <ticker value="TSEM-01/2023-P-50"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>400.00000000</shareNo>
            <exercisePrice>50.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1418.88000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
        <identifiers>
          <isin value="US29273DAB64"/>
        </identifiers>
        <balance>194000.00000000</balance>
        <units>PA</units>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Orion Acquisition Corp</name>
        <lei>N/A</lei>
        <title>ORION ACQUISITION CORP WT EXPIRATION: 02/19/26</title>
        <cusip>68626A116</cusip>
        <identifiers>
          <isin value="US68626A1161"/>
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        <balance>8749.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35.00000000</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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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Orion Acquisition Corp</issuerName>
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                  <cusip value="68626A108"/>
                  <isin value="US68626A1161"/>
                  <ticker value="OHPAW"/>
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            </descRefInstrmnt>
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            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2026-02-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4745.94000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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      </invstOrSec>
      <invstOrSec>
        <name>FLOOR &amp; DECOR HOLDINGS, INC.</name>
        <lei>549300M5FR3N688XGQ36</lei>
        <title>FLOOR &amp; DECOR HOLDINGS INC-A COMMON STOCK</title>
        <cusip>339750101</cusip>
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          <isin value="US3397501012"/>
        </identifiers>
        <balance>-8270.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-581050.20000000</valUSD>
        <pctVal>-0.14398407500</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PROSPECTOR CAPITAL CORP WT</name>
        <lei>N/A</lei>
        <title>PROSPECTOR CAPITAL CORP WT EXPIRATION: 01/01/25</title>
        <cusip>G7273A113</cusip>
        <identifiers>
          <ticker value="PRSRW"/>
        </identifiers>
        <balance>8397.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>252.75000000</valUSD>
        <pctVal>0.000062631378</pctVal>
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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>JONES TRADING</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>8397.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-01-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5725.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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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          <isin value="US03027XBK54"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>120065.60000000</valUSD>
        <pctVal>0.029752221677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gaming &amp; Hospitality Acquisition Corp</name>
        <lei>N/A</lei>
        <title>GAMING &amp; HOSPITALITY ACQUISITION CORP WT EXPIRATION: 02/04/28</title>
        <cusip>364681114</cusip>
        <identifiers>
          <isin value="US3646811147"/>
        </identifiers>
        <balance>3738.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>93.45000000</valUSD>
        <pctVal>0.000023156883</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>PERSHING LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gaming &amp; Hospitality Acquisition Corp</issuerName>
                <issueTitle>Gaming Hospitality Acquisition Equity Warrants Exp 30 March 2026</issueTitle>
                <identifiers>
                  <cusip value="364681106"/>
                  <isin value="US3646811147"/>
                  <ticker value="GHACW"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>3738.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-02-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2541.66000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOZART DEBT MERGER SUB INC.</name>
        <lei>N/A</lei>
        <title>MEDLINE BORROWER LP 144A 3.875000% 04/01/2029</title>
        <cusip>62482BAA0</cusip>
        <identifiers>
          <isin value="US62482BAA08"/>
        </identifiers>
        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180380.25000000</valUSD>
        <pctVal>0.044698174866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WORLDWIDE WEBB ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>WORLDWIDE WEBB ACQUISITION CORP WT EXPIRATION: 03/27/23</title>
        <cusip>G97775111</cusip>
        <identifiers>
          <ticker value="WWACW"/>
        </identifiers>
        <balance>80.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6.40000000</valUSD>
        <pctVal>0.000001585918</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>WORLDWIDE WEBB 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>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>80.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-03-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-21.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WW International, Inc.</name>
        <lei>SGT8R1MU6ESIC7UJC518</lei>
        <title>WW INTERNATIONAL INC 144A 4.500000% 04/15/2029</title>
        <cusip>98262PAA9</cusip>
        <identifiers>
          <isin value="US98262PAA93"/>
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        <balance>265000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>138485.34000000</valUSD>
        <pctVal>0.034316628033</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>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Transocean Ltd.</name>
        <lei>529900QO4W5DQGBGEF32</lei>
        <title>TRANSOCEAN LTD COMMON STOCK</title>
        <cusip>H8817H100</cusip>
        <identifiers>
          <isin value="CH0048265513"/>
        </identifiers>
        <balance>119316.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294710.52000000</valUSD>
        <pctVal>0.073029183394</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>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>11158.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59137.40000000</valUSD>
        <pctVal>0.014654230972</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>NIELSEN HOLDINGS PLC</name>
        <lei>549300ZVCBHQE0XHG367</lei>
        <title>NLSN US 11/18/22 P19 LONG</title>
        <cusip>02799K536</cusip>
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          <ticker value="NLSN US 11/18/22 P19 Equity"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000000002477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issueTitle>NLSN Put 19 Nov 2022</issueTitle>
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                  <ticker value="NLSN-11/2022-P-19"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Akumin Inc.</name>
        <lei>N/A</lei>
        <title>AKUMIN INC 144A 7.000000% 11/01/2025</title>
        <cusip>01021FAA7</cusip>
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          <isin value="US01021FAA75"/>
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        <balance>470000.00000000</balance>
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        <valUSD>385866.50000000</valUSD>
        <pctVal>0.095617609422</pctVal>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </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"/>
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        <balance>1346.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8856.68000000</valUSD>
        <pctVal>0.002194682795</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FINNOVATE ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>FINNOVATE ACQUISITION CORP WT EXPIRATION: 04/15/23</title>
        <cusip>G3R34K111</cusip>
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          <ticker value="FNVTW"/>
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        <balance>32229.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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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            <expDt>2023-04-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9363.89000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HEARTLAND MEDIA ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>HEARTLAND MEDIA ACQUISITION CORP WT EXPIRATION: 10/21/27</title>
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          <ticker value="HMA/WS"/>
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        <balance>446.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Music Acquisition Corp</name>
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        <name>SIGNIFY HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>SGFY US 10/21/22 C25 LONG</title>
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        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TEN US 01/20/23 P10 LONG</title>
        <cusip>0199911P3</cusip>
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          <ticker value="TEN US 01/20/23 P10 Equity"/>
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        <balance>27.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>810.00000000</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>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>TENNECO INC.</issuerName>
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            <unrealizedAppr>402.46000000</unrealizedAppr>
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      <invstOrSec>
        <name>Aetherium Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US00809J1198"/>
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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>
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            <descRefInstrmnt>
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            <unrealizedAppr>-1056.59000000</unrealizedAppr>
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      <invstOrSec>
        <name>TPI COMPOSITES, INC.</name>
        <lei>549300TI9H56OIY0QE39</lei>
        <title>TPI COMPOSITES INC COMMON STOCK</title>
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        <balance>-76354.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Open Text Corporation</name>
        <lei>549300HP7ONDQODZJV16</lei>
        <title>OTEX US 11/18/22 C25 LONG</title>
        <cusip>9W2994NA6</cusip>
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          <ticker value="OTEX US 11/18/22 C25 Equity"/>
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        <balance>84.00000000</balance>
        <units>NC</units>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>Open Text Corporation</issuerName>
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            <unrealizedAppr>-2271.65000000</unrealizedAppr>
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      <invstOrSec>
        <name>Industrial Tech Acquisitions II Inc</name>
        <lei>N/A</lei>
        <title>INDUSTRIAL TECH ACQUISITIONS II INC WT EXPIRATION: 12/31/28</title>
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          <isin value="US45635R1169"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>10X CAPITAL VENTURE ACQUISITION CORP III WT</name>
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      <invstOrSec>
        <name>OBRASCON HUARTE LAIN, S.A.</name>
        <lei>95980020140005395317</lei>
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        <name>ProShares Ultra VIX Short-Term Futures ETF</name>
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        <title>PROSHARES ULTRA VIX ST FUTUR MUTUAL FUND</title>
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        <issuerCat>RF</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ORGANON &amp; CO.</name>
        <lei>549300AMCKY57OK2CO56</lei>
        <title>ORGANON &amp; CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1 4.125000% 04/30/2028</title>
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        <name>TEXAS INSTRUMENTS INCORPORATED</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TEXAS INSTRUMENTS INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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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>
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        <balance>80000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CENTENE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>KENSINGTON CAPITAL ACQUISITION CORP V WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HCM ACQUISITION CORP WT</name>
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        <name>PONTEM CORP WT</name>
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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>Trivium Packaging Finance B.V.</name>
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        <name>CERIDIAN HCM HOLDING INC.</name>
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        <name>OXUS ACQUISITION CORP WT</name>
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        <name>1236904 B.C. LTD.</name>
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        <name>GALATA ACQUISITION CORP WT</name>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</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>MOMENTIVE GLOBAL INC.</name>
        <lei>549300PR9RG3VC9OH575</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MNTV US 01/20/23 C9 Equity"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1035.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <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>
              <otherRefInst>
                <issuerName>MOMENTIVE GLOBAL INC.</issuerName>
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                  <ticker value="MNTV-01/2023-C-9"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-6365.11000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Tailwind Acquisition Corp</name>
        <lei>N/A</lei>
        <title>TAILWIND ACQUISITION CORP WT EXPIRATION: 09/07/27</title>
        <cusip>87403Q110</cusip>
        <identifiers>
          <isin value="US87403Q1105"/>
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        <balance>22553.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1804.24000000</valUSD>
        <pctVal>0.000447090161</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>Tailwind Acquisition Corp</issuerName>
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                  <isin value="US87403Q1105"/>
                  <ticker value="TWND WS"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5071.75000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EMBECTA CORP.</name>
        <lei>549300RPG8GXVDHNXZ62</lei>
        <title>EMBECTA CORP 144A 6.750000% 02/15/2030</title>
        <cusip>29082KAB1</cusip>
        <identifiers>
          <isin value="US29082KAB17"/>
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        <balance>165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152330.27000000</valUSD>
        <pctVal>0.037747397766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIBERTY INTERACTIVE LLC</name>
        <lei>549300SZUIU7Z32Q0664</lei>
        <title>LIBERTY INTERACTIVE LLC 8.250000% 02/01/2030</title>
        <cusip>530715AJ0</cusip>
        <identifiers>
          <isin value="US530715AJ01"/>
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        <balance>485000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305550.00000000</valUSD>
        <pctVal>0.075715203468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <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>
        <name>CF Acquisition IV Corp</name>
        <lei>N/A</lei>
        <title>CF ACQUISITION CORP IV WT EXPIRATION: 12/14/25</title>
        <cusip>12520T110</cusip>
        <identifiers>
          <isin value="US12520T1108"/>
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        <balance>925.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37.00000000</valUSD>
        <pctVal>0.000009168589</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>CF Acquisition IV Corp</issuerName>
                <issueTitle>CF Acquisition IV Equity Warrant Exp 31 Dec 2027</issueTitle>
                <identifiers>
                  <cusip value="12520T102"/>
                  <isin value="US12520T1108"/>
                  <ticker value="CFIVW"/>
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            <shareNo>925.00000000</shareNo>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-318.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MAVENIR SYSTEMS, INC.</name>
        <lei>N/A</lei>
        <title>MAVENIR SYSTEMS, INC. 8/18/2028</title>
        <cusip>57767EAJ1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX206188"/>
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        <balance>78780.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67855.31000000</valUSD>
        <pctVal>0.016814526601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>8.48670840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
        <lei>529900E7PUVK6BC8PE80</lei>
        <title>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTO 9.750000% 08/01/2027</title>
        <cusip>34960PAC5</cusip>
        <identifiers>
          <isin value="US34960PAC59"/>
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        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234674.38000000</valUSD>
        <pctVal>0.058152244904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPITALWORKS EMERGING MARKETS ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>CAPITALWORKS EMERGING MARKETS ACQUISITION CORP WT EXPIRATION: 04/27/28</title>
        <cusip>G1889L126</cusip>
        <identifiers>
          <ticker value="CMCAW"/>
        </identifiers>
        <balance>21895.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1970.55000000</valUSD>
        <pctVal>0.000488301731</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>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
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            <shareNo>21895.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-4691.50000000</unrealizedAppr>
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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>224000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186681.18000000</valUSD>
        <pctVal>0.046259543535</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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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2022-12-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00118548"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5650.30000000</valUSD>
        <pctVal>-0.00140014273</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>2181581.40000000</amtCurPur>
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            <settlementDt>2022-12-21</settlementDt>
            <unrealizedAppr>-5650.30000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREEDOM MORTGAGE CORPORATION</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP 144A 6.625000% 01/15/2027</title>
        <cusip>35640YAG2</cusip>
        <identifiers>
          <isin value="US35640YAG26"/>
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        <balance>360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256549.27000000</valUSD>
        <pctVal>0.063572836451</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BATH &amp; BODY WORKS, INC.</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
        <title>BATH &amp; BODY WORKS INC 144A 6.625000% 10/01/2030</title>
        <cusip>501797AW4</cusip>
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          <isin value="US501797AW48"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52200.00000000</valUSD>
        <pctVal>0.012935145216</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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      <invstOrSec>
        <name>Hamilton Lane Alliance Holdings I Inc</name>
        <lei>N/A</lei>
        <title>HAMILTON LANE ALLIANCE HOLDINGS I INC WT EXPIRATION: 01/08/26</title>
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          <isin value="US40749M1119"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000001095274</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Hamilton Lane Alliance Holdings I Inc</issuerName>
                <issueTitle>Hamilton Lane Alliance Holdings I Equity Warrant Exp 12 Jan 2026</issueTitle>
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                  <isin value="US40749M1119"/>
                  <ticker value="HLAHW"/>
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            <exercisePrice>11.50000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-49.75000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VAREX IMAGING CORPORATION</name>
        <lei>549300CWYWPVCT8E9W67</lei>
        <title>VAREX IMAGING CORP 144A 7.875000% 10/15/2027</title>
        <cusip>92214XAC0</cusip>
        <identifiers>
          <isin value="US92214XAC02"/>
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        <balance>183000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179522.89000000</valUSD>
        <pctVal>0.044485721301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DELTA AIR LINES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>PBF HOLDING COMPANY LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Springwater Special Situations Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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                <issuerName>Springwater Special Situations Corp</issuerName>
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      <invstOrSec>
        <name>Century Therapeutics Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE COCA-COLA COMPANY</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA-COLA CO/THE 2.750000% 06/01/2060</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Elastic N.V.</name>
        <lei>2549003I48WHHH937I59</lei>
        <title>ELASTIC NV COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>VISHAY INTERTECHNOLOGY, INC.</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>VISHAY INTERTECHNOLOGY INC COMMON STOCK</title>
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        <name>PAR PHARMACEUTICAL, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ROGERS CORPORATION</name>
        <lei>PW0CN80KNFR7RUOOKJ84</lei>
        <title>ROGERS CORP COMMON STOCK</title>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <name>Colicity Inc</name>
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        <name>EQT CORPORATION</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
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        <name>HH&amp;L ACQUISITION CO WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>JACOBS ENTERTAINMENT, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COLONNADE ACQUISITION CORP II WT</name>
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          <ticker value="CLAA/WS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013873"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>Northern Star Investment Corp IV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROBLOX CORPORATION</name>
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        <name>Flywire Corp</name>
        <lei>54930055DSV7NNY4VY66</lei>
        <title>FLYWIRE CORP-VOTING COMMON STOCK</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PELOTON INTERACTIVE, INC.</name>
        <lei>5493002YS021166W0339</lei>
        <title>PELOTON INTERACTIVE INC-A COMMON STOCK</title>
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        <fairValLevel>1</fairValLevel>
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        <name>TARGA RESOURCES PARTNERS LP</name>
        <lei>6OQWTZ1SPC04IFT4T704</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AUSTERLITZ ACQUISITION CORP I WT</name>
        <lei>N/A</lei>
        <title>AUSTERLITZ ACQUISITION CORP I WT EXPIRATION: 02/19/26</title>
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        <name>TRANSOCEAN INC.</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC 144A 11.500000% 01/30/2027</title>
        <cusip>893830BQ1</cusip>
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        <name>Oyster Enterprises Acquisition Corp</name>
        <lei>N/A</lei>
        <title>OYSTER ENTERPRISES ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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        <name>BLOCKCHAIN COINVESTORS 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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      <invstOrSec>
        <name>FIRST QUANTUM MINERALS LTD.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>FIRST QUANTUM MINERALS LTD 144A 7.500000% 04/01/2025</title>
        <cusip>335934AL9</cusip>
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          <isin value="US335934AL97"/>
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        <name>INFOSYS LIMITED</name>
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        <name>Strathcona Resources Ltd.</name>
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        <name>TENET HEALTHCARE CORPORATION</name>
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        <name>VISTRA OPERATIONS COMPANY LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Global Consumer Acquisition Corp</name>
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        <name>Lightspeed Commerce Inc</name>
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        <name>Class Acceleration Corp</name>
        <lei>N/A</lei>
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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>NORWEIGAN KRONE</name>
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      <invstOrSec>
        <name>BRK: JP MORGAN</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>NEWFOLD DIGITAL HOLDINGS GROUP, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SCREEN Holdings Co.,Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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        <name>Direxion Daily 20+ Year Treasury Bull 3X Shares</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>BOA Acquisition Corp</name>
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        <name>Industrial Human Capital Inc</name>
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      <invstOrSec>
        <name>D and Z Media Acquisition Corp</name>
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        <name>BRK: MORGAN STANLEY</name>
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      <invstOrSec>
        <name>TRITON INTERNATIONAL LIMITED</name>
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      <invstOrSec>
        <name>HUNT COS ACQUISITION CORP I WT</name>
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        <name>FLEX LTD.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Empowerment &amp; Inclusion Capital I Corp</name>
        <lei>N/A</lei>
        <title>EMPOWERMENT &amp; INCLUSION CAPITAL I CORP WT EXPIRATION: 12/31/27</title>
        <cusip>29248N118</cusip>
        <identifiers>
          <isin value="US29248N1182"/>
        </identifiers>
        <balance>22282.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1285.67000000</valUSD>
        <pctVal>0.000318588661</pctVal>
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        <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>
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                  <cusip value="29248N100"/>
                  <isin value="US29248N1182"/>
                  <ticker value="EPWR WS"/>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-10568.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00014451"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.93900000"/>
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        <pctVal>-0.00352716630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>228236.10000000</amtCurSold>
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            <amtCurPur>1071500.00000000</amtCurPur>
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            <unrealizedAppr>-14233.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRAFTKINGS INC.</name>
        <lei>N/A</lei>
        <title>DRAFTKINGS INC-CL A COMMON STOCK</title>
        <cusip>26142V105</cusip>
        <identifiers>
          <isin value="US26142V1052"/>
        </identifiers>
        <balance>-18035.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-273049.90000000</valUSD>
        <pctVal>-0.06766168789</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>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>One Equity Partners Open Water I Corp</name>
        <lei>N/A</lei>
        <title>ONE EQUITY PARTNERS OPEN WATER I CORP WT EXPIRATION: 12/31/27</title>
        <cusip>68237L113</cusip>
        <identifiers>
          <isin value="US68237L1136"/>
        </identifiers>
        <balance>42048.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2106.60000000</valUSD>
        <pctVal>0.000522014883</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>One Equity Partners Open Water I Corp</issuerName>
                <issueTitle>One Equity Partners Open Water I Equity Warrant 14 Jan 2026</issueTitle>
                <identifiers>
                  <cusip value="68237L105"/>
                  <isin value="US68237L1136"/>
                  <ticker value="OEPWW"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>42048.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-27034.83000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APPLOVIN CORPORATION</name>
        <lei>549300LLVXMUAOL3SQ07</lei>
        <title>APP US 11/18/22 C40 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="APP US 11/18/22 C40 Equity"/>
        </identifiers>
        <balance>55.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>550.00000000</valUSD>
        <pctVal>0.000136289844</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>
              <otherRefInst>
                <issuerName>APPLOVIN CORPORATION</issuerName>
                <issueTitle>APP Call 40 Nov 2022</issueTitle>
                <identifiers>
                  <cusip value="03831W108"/>
                  <ticker value="APP-11/2022-C-40"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>5500.00000000</shareNo>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8592.60000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL BLOOD THERAPEUTICS, INC.</name>
        <lei>549300U4G0QKK99GRT15</lei>
        <title>GBT US 01/20/23 P30 LONG</title>
        <cusip>7ZL998MG9</cusip>
        <identifiers>
          <ticker value="GBT US 01/20/23 P30 Equity"/>
        </identifiers>
        <balance>15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>75.00000000</valUSD>
        <pctVal>0.000018584978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GLOBAL BLOOD THERAPEUTICS, INC.</issuerName>
                <issueTitle>GBT Put 30 Jan 2023</issueTitle>
                <identifiers>
                  <cusip value="37890U108"/>
                  <ticker value="GBT-01/2023-P-30"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1500.00000000</shareNo>
            <exercisePrice>30.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-385.94000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>iShares Russell 2000 ETF</name>
        <lei>N/A</lei>
        <title>ISHARES RUSSELL 2000 ETF MUTUAL FUND</title>
        <cusip>464287655</cusip>
        <identifiers>
          <isin value="US4642876555"/>
        </identifiers>
        <balance>-7291.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1202431.72000000</valUSD>
        <pctVal>-0.29796223968</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Thunder Bridge Capital Partners III Inc</name>
        <lei>N/A</lei>
        <title>THUNDER BRIDGE CAPITAL PARTNERS III INC WT EXPIRATION: 02/15/28</title>
        <cusip>88605T118</cusip>
        <identifiers>
          <isin value="US88605T1189"/>
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        <balance>1073.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>85.84000000</valUSD>
        <pctVal>0.000021271127</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>Thunder Bridge Capital Partners III Inc</issuerName>
                <issueTitle>Thunder Bridge Capital Partners III Equity Warrant Exp 01 Feb 2025</issueTitle>
                <identifiers>
                  <cusip value="88605T100"/>
                  <isin value="US88605T1189"/>
                  <ticker value="TBCPW"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1073.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2028-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-517.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NVIDIA CORPORATION</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP COMMON STOCK</title>
        <cusip>67066G104</cusip>
        <identifiers>
          <isin value="US67066G1040"/>
        </identifiers>
        <balance>-4914.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-596510.46000000</valUSD>
        <pctVal>-0.14781512305</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>DMT SOLUTIONS GLOBAL CORPORATION</name>
        <lei>N/A</lei>
        <title>DMT SOLUTIONS GLOBAL CORPORATION 7/2/2024</title>
        <cusip>23347DAC9</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX174091"/>
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        <balance>83005.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78439.75000000</valUSD>
        <pctVal>0.019437347835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.23656840</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>COOPER'S HAWK INTERMEDIATE HOLDING, LLC</name>
        <lei>N/A</lei>
        <title>COOPER'S HAWK INTERMEDIATE HOLDING, LLC 31-Oct-2026</title>
        <cusip>21686PAG6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX183079"/>
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        <balance>235916.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231198.38000000</valUSD>
        <pctVal>0.057290893088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.02386080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>1680.00000000</valUSD>
        <pctVal>0.000416303524</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">
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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>
                <issueTitle>TSEM Put 47 Jul 2023</issueTitle>
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                  <ticker value="TSEM-07/2023-P-47"/>
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            </descRefInstrmnt>
            <shareNo>400.00000000</shareNo>
            <exercisePrice>47.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-07-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>938.88000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jaws Hurricane Acquisition Corp</name>
        <lei>N/A</lei>
        <title>JAWS HURRICANE ACQUISITION CORP WT EXPIRATION: 02/23/23</title>
        <cusip>47201B111</cusip>
        <identifiers>
          <isin value="US47201B1118"/>
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        <balance>70.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11.90000000</valUSD>
        <pctVal>0.000002948816</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>Jaws Hurricane Acquisition Corp</issuerName>
                <issueTitle>Jaws Hurricane Acquisition Equity Warrant Exp 26th Mar 2026</issueTitle>
                <identifiers>
                  <cusip value="47201B103"/>
                  <isin value="US47201B1118"/>
                  <ticker value="HCNEW"/>
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            </descRefInstrmnt>
            <shareNo>70.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-02-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-0.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2022-12-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00118551"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2054.30000000</valUSD>
        <pctVal>-0.00050905495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MICROSTRATEGY INCORPORATED</name>
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        <name>Gigcapital5 Inc</name>
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        <name>ZSCALER, INC.</name>
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        <name>S&amp;P GLOBAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EXPEDITORS INTERNATIONAL OF WASHINGTON, INC</name>
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        <name>TUTOR PERINI CORPORATION</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: VMWARE INC. (L)</title>
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        <name>SIGNIFY HEALTH, INC.</name>
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        <name>RAYTHEON TECHNOLOGIES CORPORATION</name>
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        <name>Wynn Macau, Limited</name>
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        <name>ACTIVISION BLIZZARD, INC.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
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        <name>CDW CORPORATION</name>
        <lei>9845001B052ABF0B6755</lei>
        <title>CDW CORP/DE COMMON STOCK</title>
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        <name>ADVANCED MICRO DEVICES, INC.</name>
        <lei>R2I72C950HOYXII45366</lei>
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        <name>RADIATE HOLDCO, LLC</name>
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        <name>ZIONS BANCORPORATION, NATIONAL ASSOCIATION</name>
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        <name>AXCELIS TECHNOLOGIES, INC.</name>
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        <name>Omnilit Acquisition Corp</name>
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        <title>OMNILIT ACQUISITION CORP WT EXPIRATION: 11/08/26</title>
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        <name>Gardiner Healthcare Acquisitions Corp</name>
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        <name>Mercato Partners Acquisition Corp</name>
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        <name>Estados Unidos Mexicanos</name>
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        <name>Nightdragon Acquisition Corp</name>
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      <invstOrSec>
        <name>BLUE RACER MIDSTREAM, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ISTAR INC.</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
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          <ticker value="STAR US 10/21/22 C10 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>ISTAR INC.</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-9677.97000000</unrealizedAppr>
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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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        <balance>17.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>0.68000000</valUSD>
        <pctVal>0.000000168503</pctVal>
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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>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sierra Lake Acquisition Corp</issuerName>
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                  <isin value="US8263321163"/>
                  <ticker value="SIERW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-6.83000000</unrealizedAppr>
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      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 3.375000% 02/15/2030</title>
        <cusip>15135BAV3</cusip>
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          <isin value="US15135BAV36"/>
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        <balance>163000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133252.50000000</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>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>DISH NETWORK CORPORATION</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH NETWORK CORP-A COMMON STOCK</title>
        <cusip>25470M109</cusip>
        <identifiers>
          <isin value="US25470M1099"/>
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        <balance>88371.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1222170.93000000</valUSD>
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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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      <invstOrSec>
        <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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        <balance>2795000.00000000</balance>
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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>
          <maturityDt>2032-09-25</maturityDt>
          <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>Wynn Macau, Limited</name>
        <lei>254900NMDQ8ENTHU1I31</lei>
        <title>WYNN MACAU LTD 144A 5.125000% 12/15/2029</title>
        <cusip>98313RAE6</cusip>
        <identifiers>
          <isin value="US98313RAE62"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6500.00000000</valUSD>
        <pctVal>0.001610698159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VIPER ENERGY PARTNERS LP</name>
        <lei>5299009LINL232255G03</lei>
        <title>VIPER ENERGY PARTNERS LP COMMON STOCK</title>
        <cusip>92763M105</cusip>
        <identifiers>
          <isin value="US92763M1053"/>
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        <balance>73574.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2108630.84000000</valUSD>
        <pctVal>0.522518124988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARMOR HOLDCO, INC.</name>
        <lei>254900X6HLK0YPTHHF09</lei>
        <title>ARMOR HOLDCO INC 144A 8.500000% 11/15/2029</title>
        <cusip>04625PAA9</cusip>
        <identifiers>
          <isin value="US04625PAA93"/>
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        <balance>215000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171212.97000000</valUSD>
        <pctVal>0.042426525478</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>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2022-12-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00014445"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="1.02077000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>WESTPAC BANKING CORP</counterpartyName>
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            <amtCurSold>50874.58000000</amtCurSold>
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            <amtCurPur>50300.00000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMSCOPE, INC.</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>COMMSCOPE INC 144A 8.250000% 03/01/2027</title>
        <cusip>20338QAA1</cusip>
        <identifiers>
          <isin value="US20338QAA13"/>
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        <balance>185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152856.25000000</valUSD>
        <pctVal>0.037877735461</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DHC ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>DHC ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
        <cusip>G2758T117</cusip>
        <identifiers>
          <ticker value="DHCAW"/>
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        <balance>19917.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1794.52000000</valUSD>
        <pctVal>0.000444681547</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>CANTOR FITZGERALD 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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            <expDt>2028-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-10179.46000000</unrealizedAppr>
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      <invstOrSec>
        <name>SPDR S&amp;P 500 ETF Trust</name>
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        <title>SPDR S&amp;P 500 ETF TRUST MUTUAL FUND</title>
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        <issuerCat>RF</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NIELSEN HOLDINGS PLC</name>
        <lei>549300ZVCBHQE0XHG367</lei>
        <title>NLSN US 11/18/22 P18 LONG</title>
        <cusip>02799K593</cusip>
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          <ticker value="NLSN US 11/18/22 P18 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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                <issuerName>NIELSEN HOLDINGS PLC</issuerName>
                <issueTitle>NLSN Put 18 Nov 2022</issueTitle>
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      <invstOrSec>
        <name>CMG MEDIA CORPORATION</name>
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        <cusip>88146LAA1</cusip>
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          <isin value="US88146LAA17"/>
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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>
      <invstOrSec>
        <name>KNS ACQUISITION CORP.</name>
        <lei>N/A</lei>
        <title>KNS ACQUISITION CORP. 4/21/2027</title>
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          <other otherDesc="All Others" value="LX193951"/>
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        <pctVal>0.068568942127</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>CROWDSTRIKE HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ISTAR INC.</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>STAR US 12/16/22 C10 LONG</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>ISTAR INC.</issuerName>
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      <invstOrSec>
        <name>SEMPER PARATUS ACQUISITION CORP WT</name>
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          <ticker value="LGSTW"/>
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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>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP 2.937000% 11/01/2056</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JOFF Fintech Acquisition Corp</name>
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        <cusip>46592C118</cusip>
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          <isin value="US46592C1181"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IAC INC.</name>
        <lei>549300TO56L57RP6P031</lei>
        <title>IAC INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 12/01/2022</title>
        <cusip>912796P94</cusip>
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          <isin value="US912796P948"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2022-12-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00012172"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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      <invstOrSec>
        <name>CERIDIAN HCM HOLDING INC.</name>
        <lei>549300T64GVCHFJ8L449</lei>
        <title>CERIDIAN HCM HOLDING INC COMMON STOCK</title>
        <cusip>15677J108</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NCR CORPORATION</name>
        <lei>549300YKTY8JX1DV2R67</lei>
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        <cusip>62886EBA5</cusip>
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          <isin value="US62886EBA55"/>
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        <balance>71000.00000000</balance>
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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>MINERAL RESOURCES LIMITED</name>
        <lei>5299007V1ACKFFX2P066</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>KL Acquisition Corp</name>
        <lei>N/A</lei>
        <title>KL ACQUISITION CORP WT EXPIRATION: 01/12/28</title>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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      <invstOrSec>
        <name>MAVENIR SYSTEMS, INC.</name>
        <lei>N/A</lei>
        <title>MAVENIR SYSTEMS, INC. 8/18/2028</title>
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        <name>UNITED RENTALS, INC.</name>
        <lei>5323X5O7RN0NKFCDRY08</lei>
        <title>UNITED RENTALS INC COMMON STOCK</title>
        <cusip>911363109</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HUDSON PACIFIC PROPERTIES, INC.</name>
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        <title>HUDSON PACIFIC PROPERTIES IN REIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PARABELLUM ACQUISITION CORP WT</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Purchased</writtenOrPur>
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        <name>INTEL CORPORATION</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <delta>XXXX</delta>
            <unrealizedAppr>-1403.66000000</unrealizedAppr>
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      <invstOrSec>
        <name>AETHON UNITED BR LP</name>
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        <cusip>00810GAC8</cusip>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP REIT</title>
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          <isin value="US03027X1000"/>
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        <balance>1416.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>TG Venture Acquisition Corp</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US87251T1170"/>
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        <balance>21532.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1076.60000000</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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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5315.68000000</unrealizedAppr>
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      <invstOrSec>
        <name>CARESTREAM HEALTH, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX207507"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Cenveo TL S+750 12/31/24</name>
        <lei>N/A</lei>
        <title>Cenveo TL S+750 12/31/24 31-Dec-2024</title>
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          <other otherDesc="All Others" value="BL_CENVE"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-12-31</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS 43 LTD OCT43 2019-1A D</title>
        <cusip>67573LAJ8</cusip>
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          <isin value="US67573LAJ89"/>
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        <balance>250000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CROWN CASTLE INC.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INC 2.900000% 04/01/2041</title>
        <cusip>22822VAX9</cusip>
        <identifiers>
          <isin value="US22822VAX91"/>
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        <balance>215000.00000000</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>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT, INC.</name>
        <lei>549300FA4CTCW903Y781</lei>
        <title>CAESARS ENTERTAINMENT INC 144A 8.125000% 07/01/2027</title>
        <cusip>28470RAK8</cusip>
        <identifiers>
          <isin value="US28470RAK86"/>
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        <balance>113000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>107924.61000000</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>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Edify Acquisition Corp</name>
        <lei>N/A</lei>
        <title>EDIFY ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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          <isin value="US28059Q1114"/>
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        <balance>22125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2212.50000000</valUSD>
        <pctVal>0.000548256873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issueTitle>Edify Acquisition Equity Warrant Exp 25 Nov 2025</issueTitle>
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                  <isin value="US28059Q1114"/>
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            <delta>XXXX</delta>
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        <name>JETBLUE AIRWAYS CORPORATION</name>
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      <invstOrSec>
        <name>TESLA, INC.</name>
        <lei>54930043XZGB27CTOV49</lei>
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      <invstOrSec>
        <name>AGILE GROWTH CORP WT</name>
        <lei>N/A</lei>
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        <name>RANGE RESOURCES CORPORATION</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCAD__00014190"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <cusip>674599EE1</cusip>
        <identifiers>
          <isin value="US674599EE17"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70350.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: COMPUTER SCIENCES(L)</title>
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          <other otherDesc="All Others" value="23355L106"/>
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        <balance>8937.00000000</balance>
        <units>NC</units>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-13238.57000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>iShares MSCI United Kingdom ETF</name>
        <lei>N/A</lei>
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        <cusip>46435G334</cusip>
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          <isin value="US46435G3341"/>
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        <balance>-20112.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <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>311000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301670.00000000</valUSD>
        <pctVal>0.074753740567</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Churchill Capital Corp VII</name>
        <lei>N/A</lei>
        <title>CHURCHILL CAPITAL CORP VII WT EXPIRATION: 02/29/28</title>
        <cusip>17144M110</cusip>
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          <isin value="US17144M1100"/>
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        <balance>56400.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7614.00000000</valUSD>
        <pctVal>0.001886747043</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>Churchill Capital Corp VII</issuerName>
                <issueTitle>Churchill Capital VII Equity Warrants Exp 29th Feb 2028</issueTitle>
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                  <isin value="US17144M1100"/>
                  <ticker value="CVII WS"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-38013.16000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WinVest Acquisition Corp</name>
        <lei>N/A</lei>
        <title>WINVEST ACQUISITION CORP WT EXPIRATION: 02/19/23</title>
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          <isin value="US97655B1171"/>
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        <balance>46640.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2798.40000000</valUSD>
        <pctVal>0.000693442727</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"/>
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            <shareNo>46640.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-02-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6941.98000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HALLIBURTON COMPANY</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HALLIBURTON CO COMMON STOCK</title>
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        <identifiers>
          <isin value="US4062161017"/>
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        <balance>75672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1863044.64000000</valUSD>
        <pctVal>0.461661934178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MELCO RESORTS &amp; ENTERTAINMENT LIMITED</name>
        <lei>529900NRV6LBR3T6B421</lei>
        <title>MELCO RESORTS &amp; ENTERT-ADR DEPOSITARY RECEIPT</title>
        <cusip>585464100</cusip>
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          <isin value="US5854641009"/>
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        <balance>2692.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <pctVal>0.004422719433</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>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2022-10-19</title>
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          <other otherDesc="FX Forwards" value="CCTCAD__00014038"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.37405000"/>
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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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PROPCO CERTIFICATES *</title>
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          <other otherDesc="All Others" value="LX192506"/>
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        <balance>18673.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MASHANTUCKET (WESTERN) PEQUOT TRIBE</name>
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        <title>MASHANTUCKET (WESTERN) PEQUOT TRIBE 2/16/2025</title>
        <cusip>57475BAH4</cusip>
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          <other otherDesc="All Others" value="LX131096"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>QUANTUM HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>QUANTUM HEALTH, INC. 22-Dec-2027</title>
        <cusip>74767EAD9</cusip>
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          <other otherDesc="All Others" value="LX195809"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK</title>
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        <name>Kalera PLC</name>
        <lei>N/A</lei>
        <title>KALERA PLC WT EXPIRATION: 06/28/27</title>
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          <isin value="IE000IRI9H94"/>
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        <balance>36300.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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            <delta>XXXX</delta>
            <unrealizedAppr>-10231.56000000</unrealizedAppr>
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      <invstOrSec>
        <name>PEARL HOLDINGS ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>PEARL HOLDINGS ACQUISITION CORP WT EXPIRATION: 12/15/26</title>
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          <ticker value="PRLHW"/>
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        <balance>10050.00000000</balance>
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        <pctVal>0.000298846458</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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        <name>NCL CORPORATION LTD.</name>
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        <name>Monterey Bio Acquisition Corp</name>
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        <name>COGENT COMMUNICATIONS HOLDINGS, INC.</name>
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      <invstOrSec>
        <name>NEWPORT PARENT, INC.</name>
        <lei>N/A</lei>
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        <cusip>65230LAC2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX191236"/>
        </identifiers>
        <balance>227186.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>218880.61000000</valUSD>
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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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          <other otherDesc="All Others" value="LX191218"/>
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        <balance>194213.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>183531.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-02</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT, INC.</name>
        <lei>549300FA4CTCW903Y781</lei>
        <title>CAESARS ENTERTAINMENT INC 144A 6.250000% 07/01/2025</title>
        <cusip>28470RAH5</cusip>
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          <isin value="US28470RAH57"/>
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        <balance>146000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140707.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VICOR CORPORATION</name>
        <lei>5299005KMQOTR6B51F09</lei>
        <title>VICOR CORP COMMON STOCK</title>
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          <isin value="US9258151029"/>
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        <balance>-2527.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-149446.78000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>PROOF ACQUISITION CORP I WT</name>
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        <title>PROOF ACQUISITION CORP I WT EXPIRATION: 12/03/28</title>
        <cusip>74349W112</cusip>
        <identifiers>
          <ticker value="PACI/WS"/>
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        <curCd>USD</curCd>
        <valUSD>190.18000000</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">
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            <putOrCall>Call</putOrCall>
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                <issuerName>N/A</issuerName>
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        <name>PLUM ACQUISITION CORP I WT</name>
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          <ticker value="PLMIW"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>-436.70000000</unrealizedAppr>
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      <invstOrSec>
        <name>SOUND POINT CLO</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO XXIX LTD SNDPT 2021-1A D</title>
        <cusip>83614VAJ4</cusip>
        <identifiers>
          <isin value="US83614VAJ44"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>211670.00000000</valUSD>
        <pctVal>0.052451766055</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>POOL CORPORATION</name>
        <lei>5493005VZK1KMN6CO617</lei>
        <title>POOL CORP COMMON STOCK</title>
        <cusip>73278L105</cusip>
        <identifiers>
          <isin value="US73278L1052"/>
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        <balance>-1800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-572778.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>ARCBEST CORPORATION</name>
        <lei>5493006S3KBNE8ZS3J23</lei>
        <title>ARCBEST CORP COMMON STOCK</title>
        <cusip>03937C105</cusip>
        <identifiers>
          <isin value="US03937C1053"/>
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        <balance>-14933.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1086077.09000000</valUSD>
        <pctVal>-0.26912959532</pctVal>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRK: GOLDMAN SACHS</name>
        <lei>N/A</lei>
        <title>BRK: GOLDMAN SACHS PAY: 6.4%</title>
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        <identifiers>
          <other otherDesc="All Others" value="IRS847514"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>PLN</rcptCurCd>
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        <securityLending>
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      <invstOrSec>
        <name>ORACLE CORPORATION</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP COMMON STOCK</title>
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          <isin value="US68389X1054"/>
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        <balance>8795.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>537110.65000000</valUSD>
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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>SILICON MOTION TECHNOLOGY CORPORATION</name>
        <lei>5299005RBVBZQJTYFC89</lei>
        <title>SIMO US 10/21/22 C50 LONG</title>
        <cusip>17M996074</cusip>
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          <ticker value="SIMO US 10/21/22 C50 Equity"/>
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        <balance>459.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>633420.00000000</valUSD>
        <pctVal>0.156961296615</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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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issueTitle>SIMO Call 50 Oct 2022</issueTitle>
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      <invstOrSec>
        <name>Bannix Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BANNIX ACQUISITION CORP WT EXPIRATION: 02/19/23</title>
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          <isin value="US0666441136"/>
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        <balance>53650.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2146.00000000</valUSD>
        <pctVal>0.000531778192</pctVal>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>MIZUHO SECURITIES</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>Bannix Acquisition Equity Warrant Exp 31st July 2026</issueTitle>
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                  <ticker value="BNIXW"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>G SQUARED ASCEND II INC WT</name>
        <lei>N/A</lei>
        <title>G SQUARED ASCEND II INC WT EXPIRATION: 12/31/26</title>
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          <ticker value="GSQB/WS"/>
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        <balance>3633.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.000090114845</pctVal>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <delta>XXXX</delta>
            <unrealizedAppr>-2070.45000000</unrealizedAppr>
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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 P47 LONG</title>
        <cusip>5X0990MJ0</cusip>
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          <ticker value="TSEM US 01/20/23 P47 Equity"/>
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        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3080.00000000</valUSD>
        <pctVal>0.000763223127</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">
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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 47 Jan 2023</issueTitle>
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                  <cusip value="M87915274"/>
                  <ticker value="TSEM-01/2023-P-47"/>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <name>INTEL CORPORATION</name>
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      <invstOrSec>
        <name>DOMTAR CORPORATION</name>
        <lei>N/A</lei>
        <title>DOMTAR CORPORATION 30-Nov-2028</title>
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      <invstOrSec>
        <name>URBAN ONE, INC.</name>
        <lei>549300PLGIGPBRQUP240</lei>
        <title>URBAN ONE INC 144A 7.375000% 02/01/2028</title>
        <cusip>91705JAC9</cusip>
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        <balance>455000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AUDACY CAPITAL CORP.</name>
        <lei>549300S5JUSXRHNCHD80</lei>
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        <cusip>29365DAB5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kadem Sustainable Impact Corp</name>
        <lei>N/A</lei>
        <title>KADEM SUSTAINABLE IMPACT CORP WT EXPIRATION: 03/16/26</title>
        <cusip>48284E113</cusip>
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          <isin value="US48284E1139"/>
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        <balance>11709.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>LAREDO PETROLEUM, INC</name>
        <lei>549300X0PTWU2QSLSL14</lei>
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        <cusip>516806AF3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BLUERIVER ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>BLUERIVER ACQUISITION CORP WT EXPIRATION: 01/04/26</title>
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        <name>MACONDRAY CAPITAL ACQUISITION CORP I WT</name>
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        <title>MACONDRAY CAPITAL ACQUISITION CORP I WT EXPIRATION: 05/17/26</title>
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          <ticker value="DRAYW"/>
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        <name>TRAVELPORT FINANCE (LUXEMBOURG) S.A R.L.</name>
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        <name>ICAHN ENTERPRISES L.P.</name>
        <lei>549300T0G4GS0SINS786</lei>
        <title>ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 4.375000% 02/01/2029</title>
        <cusip>451102CC9</cusip>
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        <name>AMC ENTERTAINMENT HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>AMC ENTERTAINMENT HOLDINGS, INC. 4/22/2026</title>
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      <invstOrSec>
        <name>Atlantic Coastal Acquisition Corp II</name>
        <lei>N/A</lei>
        <title>ATLANTIC COASTAL ACQUISITION CORP II WT EXPIRATION: 06/02/28</title>
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          <isin value="US04845A1161"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issueTitle>Atlantic Coastal Acquisition II Equity Warrant Exp 13th Jan 2027</issueTitle>
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      <invstOrSec>
        <name>API GROUP CORPORATION</name>
        <lei>213800NZT1VX6PZ7BT53</lei>
        <title>API GROUP CORP COMMON STOCK</title>
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        <pctVal>0.017187955818</pctVal>
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        <name>KERNEL GROUP HOLDINGS INC WT</name>
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        <name>THE PROCTER &amp; GAMBLE COMPANY</name>
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        <name>GROWTH FOR GOOD ACQUISITION CORP WT</name>
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        <name>STWD MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>AADVANTAGE LOYALTY IP LTD.</name>
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        <name>Wynn Macau, Limited</name>
        <lei>254900NMDQ8ENTHU1I31</lei>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <cusip>780153BS0</cusip>
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        <name>SYNIVERSE HOLDINGS, LLC</name>
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        <name>COVA ACQUISITION CORP WT</name>
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        <name>BREAD FINANCIAL HOLDINGS, INC.</name>
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        <name>Minority Equality Opportunities Acquisition Inc</name>
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        <name>RITE AID CORPORATION</name>
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        <name>DHB Capital Corp</name>
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      <invstOrSec>
        <name>GMP BORROWER LLC</name>
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      <invstOrSec>
        <name>T-MOBILE USA, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>VINE ENERGY HOLDINGS LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TRIUMPH GROUP, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SCION TECH GROWTH II WT</name>
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        <title>SCION TECH GROWTH II WT EXPIRATION: 01/28/26</title>
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          <ticker value="SCOBW"/>
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        <invCountry>GB</invCountry>

        <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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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>Priveterra Acquisition Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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            <unrealizedAppr>-4699.38000000</unrealizedAppr>
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      <invstOrSec>
        <name>InterPrivate II Acquisition Corp</name>
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          <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>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>InterPrivate II Acquisition Corp</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-620.84000000</unrealizedAppr>
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      <invstOrSec>
        <name>TENNECO INC.</name>
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          <ticker value="TEN US 12/16/22 P10 Equity"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TENNECO INC.</issuerName>
                <issueTitle>TEN Put 10 Dec 2022</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>HUBSPOT, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Caribou Biosciences Inc</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>EAST VALLEY TOURIST DEVELOPMENT AUTHORITY</name>
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          <other otherDesc="All Others" value="LX156619"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JD.COM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NOBLE ROCK ACQUISITION CORP WT</name>
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        <title>NOBLE ROCK ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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      <invstOrSec>
        <name>AMERICAN GREETINGS 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>SILICON MOTION TECHNOLOGY CORPORATION</name>
        <lei>5299005RBVBZQJTYFC89</lei>
        <title>SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT</title>
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        <valUSD>701183.64000000</valUSD>
        <pctVal>0.173753107417</pctVal>
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      <invstOrSec>
        <name>Carnival Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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        <balance>78000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>THE E.W. SCRIPPS COMPANY</name>
        <lei>549300U1OW41QPKYW028</lei>
        <title>SCRIPPS ESCROW INC 144A 5.875000% 07/15/2027</title>
        <cusip>81104PAA7</cusip>
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          <isin value="US81104PAA75"/>
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        <curCd>USD</curCd>
        <valUSD>228810.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>RAYTHEON TECHNOLOGIES CORPORATION</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RAYTHEON TECHNOLOGIES CORP 2.820000% 09/01/2051</title>
        <cusip>75513ECL3</cusip>
        <identifiers>
          <isin value="US75513ECL39"/>
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        <balance>185000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>116037.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.82000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gobierno de la Republica Dominicana</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>DOMINICAN REPUBLIC 5.875000% 01/30/2060</title>
        <cusip>P3579ECG0</cusip>
        <identifiers>
          <isin value="USP3579ECG00"/>
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        <balance>877000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>577732.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WINDSTREAM SERVICES EQUITY *</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX190074"/>
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        <balance>5206.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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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>
        <identifiers>
          <ticker value="LVRAW"/>
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        <balance>4074.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000014942322</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>PEPPERLIME HEALTH ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>PEPPERLIME HEALTH ACQUISITION CORP WT EXPIRATION: 03/28/23</title>
        <cusip>G70021111</cusip>
        <identifiers>
          <ticker value="PEPLW"/>
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        <balance>3250.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>162.50000000</valUSD>
        <pctVal>0.000040267453</pctVal>
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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>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1337.93000000</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 5.000000% 03/15/2027</title>
        <cusip>20338HAB9</cusip>
        <identifiers>
          <isin value="US20338HAB96"/>
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        <curCd>USD</curCd>
        <valUSD>26425.00000000</valUSD>
        <pctVal>0.006548107516</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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      <invstOrSec>
        <name>JAWS MUSTANG ACQUISITION CORP WT</name>
        <lei>N/A</lei>
        <title>JAWS MUSTANG ACQUISITION CORP WT EXPIRATION: 01/30/26</title>
        <cusip>G50737124</cusip>
        <identifiers>
          <ticker value="JWSM/WS"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST 3.950000% 01/15/2028</title>
        <cusip>44106MAX0</cusip>
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          <isin value="US44106MAX02"/>
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        <curCd>USD</curCd>
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        <pctVal>0.023239993082</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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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Connect Finco SARL</name>
        <lei>2594001KNYIQ456J2792</lei>
        <title>CONNECT FINCO SARL / CONNECT US FINCO LLC 144A 6.750000% 10/01/2026</title>
        <cusip>20752TAA2</cusip>
        <identifiers>
          <isin value="US20752TAA25"/>
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        <balance>4797000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4195226.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <curCd>USD</curCd>
        <valUSD>91913.86000000</valUSD>
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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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <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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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>268045.75000000</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>
          <annualizedRt>7.50000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATLAS AIR WORLDWIDE HOLDINGS, INC.</name>
        <lei>549300R0A2TUVCYZB465</lei>
        <title>ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK</title>
        <cusip>049164205</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140817.50000000</valUSD>
        <pctVal>0.034894536620</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>7.27386120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mission Advancement Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Build Acquisition Corp</name>
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            <counterparties>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Clarios Global LP</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Property Solutions Acquisition Corp II</name>
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        <name>VectoIQ Acquisition Corp II</name>
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        <name>BRK: MORGAN STANLEY</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <title>S&amp;P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE.</title>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AGROFRESH INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX189077"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRK: UBS</name>
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          <other otherDesc="All Others" value="TW_INTE.A"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTEUR__00014441"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>WESTPAC BANKING CORP</counterpartyName>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00012156"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>ENERGEM CORP WT</name>
        <lei>N/A</lei>
        <title>ENERGEM CORP WT EXPIRATION: 03/10/23</title>
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          <ticker value="ENCPW"/>
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        <curCd>USD</curCd>
        <valUSD>3572.28000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-8073.19000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Coherent Corp.</name>
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        <title>COHERENT CORP COMMON STOCK</title>
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          <isin value="US19247G1076"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FREEDOM ACQUISITION I CORP WT</name>
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          <ticker value="FACT/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>
            <writtenOrPur>Purchased</writtenOrPur>
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            <delta>XXXX</delta>
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        <name>PROPETRO HOLDING CORP.</name>
        <lei>N/A</lei>
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          <isin value="US74347M1080"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>LAM RESEARCH CORPORATION</name>
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        <name>springbig Holdings Inc</name>
        <lei>N/A</lei>
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            <putOrCall>Call</putOrCall>
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        <name>U.S. DOLLARS</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>N/A</name>
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        <name>TRONOX INCORPORATED</name>
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        <name>SERVICENOW, INC.</name>
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        <name>2Seventy Bio Inc</name>
        <lei>N/A</lei>
        <title>2SEVENTY BIO INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <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>
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          <ticker value="LGV/WS"/>
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        <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>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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              </otherRefInst>
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            <delta>XXXX</delta>
            <unrealizedAppr>-913.21000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
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          <isin value="US06738EBA29"/>
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        <curCd>USD</curCd>
        <valUSD>147800.00000000</valUSD>
        <pctVal>0.036624798143</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2170-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>
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                <isin value="GB0031348658"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00000000" curCd="GBP"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </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>111.83000000</valUSD>
        <pctVal>0.000027711442</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>
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                  <cusip value="08069M102"/>
                  <isin value="US08069M1100"/>
                  <ticker value="BLNGW"/>
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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>-1076.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>
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        <curCd>USD</curCd>
        <valUSD>231463.50000000</valUSD>
        <pctVal>0.057356589749</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>
          <annualizedRt>8.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOVA Chemicals Corporation</name>
        <lei>N/A</lei>
        <title>NOVA CHEMICALS CORP 144A 4.875000% 06/01/2024</title>
        <cusip>66977WAQ2</cusip>
        <identifiers>
          <isin value="US66977WAQ24"/>
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        <balance>114000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107116.68000000</valUSD>
        <pctVal>0.026543482968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>605.49000000</valUSD>
        <pctVal>0.000150040250</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"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>20183.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-10983.74000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>
        <valUSD>31.52000000</valUSD>
        <pctVal>0.000007810647</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>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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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>197.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-02-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-19.19000000</unrealizedAppr>
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        </derivativeInfo>
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      <invstOrSec>
        <name>iShares MSCI Japan ETF</name>
        <lei>N/A</lei>
        <title>ISHARES MSCI JAPAN ETF MUTUAL FUND</title>
        <cusip>46434G822</cusip>
        <identifiers>
          <isin value="US46434G8226"/>
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        <balance>-10044.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-490649.40000000</valUSD>
        <pctVal>-0.12158278236</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>1438000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>971110.16000000</valUSD>
        <pctVal>0.240640822630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.37500000</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>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>25770.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>811.76000000</valUSD>
        <pctVal>0.000201153898</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>JEFFERIES LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="G85094103"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>0.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-03-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4409.33000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2022-10-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00013866"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41294.39000000</valUSD>
        <pctVal>0.010232738147</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>903900.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>699139.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-10-19</settlementDt>
            <unrealizedAppr>41294.39000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC 2.650000% 05/11/2050</title>
        <cusip>037833DW7</cusip>
        <identifiers>
          <isin value="US037833DW79"/>
        </identifiers>
        <balance>455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299215.17000000</valUSD>
        <pctVal>0.074145434388</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>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"/>
        </identifiers>
        <balance>358000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333385.35000000</valUSD>
        <pctVal>0.082612795315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <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>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"/>
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        <balance>3311.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>327.46000000</valUSD>
        <pctVal>0.000081144495</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>
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                  <isin value="US8765451120"/>
                  <ticker value="TMKRW"/>
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            <shareNo>3311.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1896.43000000</unrealizedAppr>
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        <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>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>AUDACY CAPITAL CORP.</name>
        <lei>549300S5JUSXRHNCHD80</lei>
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        <cusip>29365DAA7</cusip>
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          <isin value="US29365DAA72"/>
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        <balance>130000.00000000</balance>
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        <valUSD>31850.00000000</valUSD>
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        <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>
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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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anzu Special Acquisition Corp I</name>
        <lei>N/A</lei>
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        <cusip>03737A119</cusip>
        <identifiers>
          <isin value="US03737A1198"/>
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        <balance>23125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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>Anzu Special Acquisition Corp I</issuerName>
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                  <cusip value="03737A101"/>
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                  <ticker value="ANZUW"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5081.53000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00012198"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <pctVal>0.000018203367</pctVal>
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        <assetCat>DFE</assetCat>
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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>33259.90000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LD HOLDINGS GROUP LLC</name>
        <lei>N/A</lei>
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        <cusip>521088AC8</cusip>
        <identifiers>
          <isin value="US521088AC89"/>
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        <balance>200000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <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>
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          <other otherDesc="All Others" value="LX196793"/>
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        <balance>130992.97000000</balance>
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        <valUSD>117238.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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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        <balance>82.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3.37000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <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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              </otherRefInst>
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            <shareNo>82.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-51.35000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: MONEYGRAM INTERNA(L)</title>
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          <other otherDesc="All Others" value="60935Y208"/>
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        <balance>23113.00000000</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"/>
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        <securityLending>
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      <invstOrSec>
        <name>MARKETAXESS HOLDINGS INC.</name>
        <lei>5493002U1CA1XJOVID83</lei>
        <title>MARKETAXESS HOLDINGS INC COMMON STOCK</title>
        <cusip>57060D108</cusip>
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          <isin value="US57060D1081"/>
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        <curCd>USD</curCd>
        <valUSD>-148623.32000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BurTech Acquisition Corp</name>
        <lei>N/A</lei>
        <title>BURTECH ACQUISITION CORP WT EXPIRATION: 12/18/26</title>
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          <isin value="US1230131120"/>
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        <balance>62789.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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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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                <issueTitle>BurTech Acquisition Equity Warrants Exp 18th Dec 2026</issueTitle>
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      <invstOrSec>
        <name>ISTAR INC.</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>STAR US 01/20/23 C10 LONG</title>
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          <ticker value="STAR US 01/20/23 C10 Equity"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GENESIS ENERGY, L.P.</name>
        <lei>549300VJ5D6MDK138782</lei>
        <title>GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 8.000000% 01/15/2027</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALTIMAR ACQUISITION CORP III WT</name>
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        <title>ALTIMAR ACQUISITION CORP III WT EXPIRATION: 12/31/28</title>
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      <invstOrSec>
        <name>PRIME IMPACT ACQUISITION I WT</name>
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        <name>NEW ALBERTSONS L.P.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>WIDEOPENWEST, INC.</name>
        <lei>549300RM6J2BWWOFU889</lei>
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          <isin value="US96758W1018"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>EMPIRE RESORTS, INC.</name>
        <lei>549300WBFN23L9HI5N68</lei>
        <title>EMPIRE RESORTS INC 144A 7.750000% 11/01/2026</title>
        <cusip>292052AF4</cusip>
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          <isin value="US292052AF45"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00012024"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF NEW YORK MELLON</counterpartyName>
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      <invstOrSec>
        <name>PERCEPTION CAPITAL CORP II WT</name>
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          <ticker value="PCCTW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <writtenOrPur>Purchased</writtenOrPur>
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      </invstOrSec>
      <invstOrSec>
        <name>ENCINO ACQUISITION PARTNERS HOLDINGS, LLC</name>
        <lei>549300BUKUEKT2UE4T49</lei>
        <title>ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A 8.500000% 05/01/2028</title>
        <cusip>29254BAA5</cusip>
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          <isin value="US29254BAA52"/>
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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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      <invstOrSec>
        <name>APPLOVIN CORPORATION</name>
        <lei>549300LLVXMUAOL3SQ07</lei>
        <title>APPLOVIN CORP-CLASS A COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VIRTUSA CORPORATION</name>
        <lei>C77OMXDER63WLJCSKT03</lei>
        <title>VIRTUSA CORP 144A 7.125000% 12/15/2028</title>
        <cusip>92837TAA0</cusip>
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          <isin value="US92837TAA07"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LSB INDUSTRIES, INC.</name>
        <lei>5493001H215A0HG0MI71</lei>
        <title>LSB INDUSTRIES INC 144A 6.250000% 10/15/2028</title>
        <cusip>502160AN4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
        <lei>529900E7PUVK6BC8PE80</lei>
        <title>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTO 6.500000% 10/01/2025</title>
        <cusip>34960PAB7</cusip>
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          <isin value="US34960PAB76"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FOX FACTORY HOLDING CORP.</name>
        <lei>529900GE1HSV0617R721</lei>
        <title>FOX FACTORY HOLDING CORP COMMON STOCK</title>
        <cusip>35138V102</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TRONOX INCORPORATED</name>
        <lei>549300EPZ4YXC7E5P181</lei>
        <title>TRONOX INC 144A 4.625000% 03/15/2029</title>
        <cusip>897051AC2</cusip>
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        <name>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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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>HANESBRANDS INC.</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS INC COMMON STOCK</title>
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        <name>BRK: MORGAN STANLEY</name>
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        <title>BRK: MORGAN STANLEY REF: IROBOT CORPORATIO(S)</title>
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        <name>SWIFTMERGE ACQUISITION CORP WT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHARTER COMMUNICATIONS OPERATING, LLC</name>
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      <invstOrSec>
        <name>TRIUMPH GROUP, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANALOG DEVICES, INC.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CORPACT</name>
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        <title>CORPACT</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
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          <ticker value="JBLU US 01/20/23 C6 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>JETBLUE AIRWAYS CORPORATION</issuerName>
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      <invstOrSec>
        <name>COOPER'S HAWK INTERMEDIATE HOLDING, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMC NETWORKS INC.</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC NETWORKS INC 4.250000% 02/15/2029</title>
        <cusip>00164VAF0</cusip>
        <identifiers>
          <isin value="US00164VAF04"/>
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        <balance>327000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241770.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LEAD EDGE GROWTH OPPORTUNITIES LTD WT</name>
        <lei>N/A</lei>
        <title>LEAD EDGE GROWTH OPPORTUNITIES LTD WT EXPIRATION: 12/31/28</title>
        <cusip>G54085116</cusip>
        <identifiers>
          <ticker value="LEGAW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Mercury Ecommerce Acquisition Corp</name>
        <lei>549300FXS2LWBI15YP76</lei>
        <title>MERCURY ECOMMERCE ACQUISITION CORP WT EXPIRATION: 03/25/23</title>
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          <isin value="US5893811100"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Foxo Technologies 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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TSEM US 01/20/23 P45 LONG</title>
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          <ticker value="TSEM US 01/20/23 P45 Equity"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CS FIRST BOSTON (UK EQUITIES) LTD</counterpartyName>
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                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
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      <invstOrSec>
        <name>BOARDRIDERS, INC.</name>
        <lei>N/A</lei>
        <title>BOARDRIDERS, INC. 4/23/2024</title>
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          <other otherDesc="All Others" value="LX189759"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
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        <cusip>02156LAH4</cusip>
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          <isin value="US02156LAH42"/>
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        <valUSD>90286.07000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Senior Connect Acquisition Corp I</name>
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          <isin value="US81723H1169"/>
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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>
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                <issuerName>Senior Connect Acquisition Corp I</issuerName>
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                  <cusip value="81723H108"/>
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                  <ticker value="SNRHW"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>AURORA ACQUISITION CORP WT</name>
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          <ticker value="AURCW"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <expDt>2029-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>0.28000000</unrealizedAppr>
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      <invstOrSec>
        <name>Monument Circle Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US61531M1190"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>MORGAN STANLEY SMITH BARNEY LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Monument Circle Acquisition Corp</issuerName>
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            <shareNo>59096.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-30014.26000000</unrealizedAppr>
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        </derivativeInfo>
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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>141899.00000000</valUSD>
        <pctVal>0.035162532014</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>NEW VISTA ACQUISITION CORP WT</name>
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        <title>NEW VISTA ACQUISITION CORP WT EXPIRATION: 12/31/27</title>
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          <ticker value="NVSAW"/>
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        <payoffProfile>N/A</payoffProfile>
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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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            <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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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>ENACT HOLDINGS, INC.</name>
        <lei>N/A</lei>
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        <cusip>37255LAA5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MALAYSIAN RINGGIT</name>
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        <name>SKYWEST, INC.</name>
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        <name>NORTHERN OIL AND GAS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AF Acquisition Corp</name>
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      <invstOrSec>
        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="IRS847408"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: JP MORGAN</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>ROCKCLIFF ENERGY II LLC</name>
        <lei>5493007AZNVKZ5HEMT23</lei>
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        <cusip>77289KAA3</cusip>
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          <isin value="US77289KAA34"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CORNERSTONE BUILDING BRANDS, INC.</name>
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        <cusip>13323NAA0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>REVLON CONSUMER PRODUCTS CORPORATION</name>
        <lei>N/A</lei>
        <title>REVLON CONSUMER PRODUCTS CORPORATION 9/7/2023</title>
        <cusip>761520AY1</cusip>
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          <other otherDesc="All Others" value="LX153860"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Logitech international S.A.</name>
        <lei>549300SN6PRK6IJJC215</lei>
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          <isin value="CH0025751329"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
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        <title>TSEM US 01/19/24 P47 LONG</title>
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          <ticker value="TSEM US 01/19/24 P47 Equity"/>
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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>
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                <issuerName>TOWER SEMICONDUCTOR LTD</issuerName>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <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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          <isin value="US62922LAA61"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIBBEY GLASS LLC</name>
        <lei>N/A</lei>
        <title>LIBBEY GLASS LLC 13-Nov-2025</title>
        <cusip>52989XAB9</cusip>
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          <other otherDesc="All Others" value="LX190661"/>
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        <balance>117735.10000000</balance>
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        <valUSD>120089.80000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Autohome Inc</name>
        <lei>529900NYB6ZGZN3MVT56</lei>
        <title>AUTOHOME INC-ADR DEPOSITARY RECEIPT</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ALIBABA GROUP HOLDING LIMITED</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT</title>
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        <pctVal>0.074845981533</pctVal>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <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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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <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>
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        <pctVal>0.000001139878</pctVal>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Atlantic Avenue Acquisition Corp</name>
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        <title>ATLANTIC AVENUE ACQUISITION CORP WT EXPIRATION: 10/06/27</title>
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          <isin value="US04906P1194"/>
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        <balance>54602.00000000</balance>
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        <curCd>USD</curCd>
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                <issueTitle>Atlantic Avenue Acquisition Equity Warrants Exp 6 Oct 2027</issueTitle>
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        <name>BRK: GOLDMAN SACHS INTERNATIONAL</name>
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        <title>BRK: GOLDMAN SACHS INTERNATIONAL REF: KAKAO</title>
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          <other otherDesc="All Others" value="TR619403X"/>
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        <curCd>USD</curCd>
        <valUSD>24256.33000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENPHYS ACQUISITION CORP WT</name>
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        <title>ENPHYS ACQUISITION CORP WT EXPIRATION: 07/15/24</title>
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          <ticker value="NFYS/WS"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000092441684</pctVal>
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                <issueTitle>N/A</issueTitle>
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            <exercisePrice>11.50000000</exercisePrice>
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            <expDt>2024-07-18</expDt>
            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Achari Ventures Holdings Corp I</name>
        <lei>549300WXLNJWTBJTI395</lei>
        <title>ACHARI VENTURES HOLDINGS CORP I WT EXPIRATION: 08/05/26</title>
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        <identifiers>
          <isin value="US00444X1191"/>
        </identifiers>
        <balance>48686.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2434.30000000</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>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Achari Ventures Holdings Corp I</issuerName>
                <issueTitle>Achari Ventures Holdings I Equity Warrant Exp 1st Jan 2026</issueTitle>
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                  <cusip value="00444X101"/>
                  <isin value="US00444X1191"/>
                  <ticker value="AVHIW"/>
                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <shareNo>0.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-08-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12119.21000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Williams Rowland Acquisition Corp</name>
        <lei>N/A</lei>
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          <isin value="US96951B1109"/>
        </identifiers>
        <balance>68930.00000000</balance>
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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>
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          <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>Williams Rowland Acquisition Corp</issuerName>
                <issueTitle>Williams Rowland Acquisition Equity Warrants Exp 11th Dec 2026</issueTitle>
                <identifiers>
                  <cusip value="96951B102"/>
                  <isin value="US96951B1109"/>
                  <ticker value="WRAC WS"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>68930.00000000</shareNo>
            <exercisePrice>11.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-12-28</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-31917.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>315000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>295312.50000000</valUSD>
        <pctVal>0.073178353867</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWF HOLDINGS I CORP.</name>
        <lei>N/A</lei>
        <title>SWF HOLDINGS I CORP. 10/6/2028</title>
        <cusip>78489HAB4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX198215"/>
        </identifiers>
        <balance>319200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>248337.60000000</valUSD>
        <pctVal>0.061537986950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.60170960</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>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2022-11-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00014422"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.74500000"/>
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        <pctVal>-0.00036018432</pctVal>
        <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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>219988.94000000</amtCurSold>
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            <amtCurPur>31475600.00000000</amtCurPur>
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            <settlementDt>2022-11-16</settlementDt>
            <unrealizedAppr>-1453.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duolingo Inc</name>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC 2.700000% 08/05/2051</title>
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          <isin value="US037833EK23"/>
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        <balance>40000.00000000</balance>
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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>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: STORE CAPITAL COR(L)</title>
        <cusip>862121100</cusip>
        <identifiers>
          <other otherDesc="All Others" value="862121100"/>
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        <balance>25917.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9647.29000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <unrealizedAppr>-9647.29000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <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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          <isin value="US27034RAA14"/>
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        <curCd>USD</curCd>
        <valUSD>174362.50000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
        <cusip>609453105</cusip>
        <identifiers>
          <isin value="US6094531059"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY REF: SOUTH JERSEY INDU(S)</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-09-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Ankit Puri</ncom:signature>
      <ncom:signerName>Ankit Puri</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
