<SEC-DOCUMENT>0001752724-24-190544.txt : 20240826
<SEC-HEADER>0001752724-24-190544.hdr.sgml : 20240826
<ACCEPTANCE-DATETIME>20240826131428
ACCESSION NUMBER:		0001752724-24-190544
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20240630
FILED AS OF DATE:		20240826
DATE AS OF CHANGE:		20240826
PERIOD START:           	20241231

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BlackRock Capital Allocation Term Trust
		CENTRAL INDEX KEY:			0001809541
		ORGANIZATION NAME:           	
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-23564
		FILM NUMBER:		241239507

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
		BUSINESS PHONE:		800 882 0052

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BlackRock Capital Allocation Trust
		DATE OF NAME CHANGE:	20200414
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <repPdEnd>2024-12-31</repPdEnd>
      <repPdDate>2024-06-30</repPdDate>
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      <totLiabs>215721984.98</totLiabs>
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            <delta>XXXX</delta>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-09-09</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>Vistra Corp</name>
        <lei>549300KP43CPCUJOOG15</lei>
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        <name>Chicago Board of Trade</name>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>TEXAS CAPITAL BANCSHARES</name>
        <lei>549300466Q2SXRX0YM48</lei>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
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        <balance>261000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EIS Group Inc</name>
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        <name>STEM INC</name>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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        <name>Mirion Technologies Inc</name>
        <lei>549300BNTOWVWFNVTJ65</lei>
        <title>Mirion Technologies Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Stratus CLO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>Options Clearing Corp.</name>
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        <title>INTUITIVE SURGICAL INC</title>
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        <fairValLevel>1</fairValLevel>
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        <name>VF UKRAINE (VFU FUNDING)</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Colombia Government International Bonds</name>
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        <name>BAE Systems PLC</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Palmer Square Loan Funding Ltd</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <name>Symphony CLO Ltd</name>
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      <invstOrSec>
        <name>BRIGHT MACHINES SERIES C 1</name>
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      <invstOrSec>
        <name>Osaka Exchange</name>
        <lei>3538001249AILNPRUX57</lei>
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        <name>UnitedHealth Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BP PLC</name>
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        <name>JP MORGAN CHASE BANK</name>
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        <name>HAWKEYE 360 SERIES D1 CONVERT</name>
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        <name>AMC Networks Inc</name>
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        <name>Options Clearing Corp.</name>
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        <name>LCH Limited</name>
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      <invstOrSec>
        <name>ASML Holding NV</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Hilton Worldwide Holdings Inc</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>Hilton Worldwide Holdings Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Republic of Poland Government International Bonds</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Vedanta Holdings Mauritius II LTD</name>
        <lei>894500ANJHA7BPW5U641</lei>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>United States Steel Corp</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KAIXO BONDCO TELECOM SA</name>
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          <isin value="XS2397198487"/>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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          <other otherDesc="Trade Identifier" value="24FGKBB79GC"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LIGHTNING EMOTORS INC</name>
        <lei>549300JQ9U3NF5XD5A71</lei>
        <title>Lightning eMotors Inc</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lightning eMotors Inc</name>
              <title>Lightning eMotors Inc</title>
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      <invstOrSec>
        <name>KANE BIDCO LTD</name>
        <lei>213800IT8MD1MLYZWC24</lei>
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        <cusip>000000000</cusip>
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          <isin value="XS2436314673"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>NICE LTD</title>
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        <valUSD>-59160.00000000</valUSD>
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        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Nice Ltd.</issuerName>
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      <invstOrSec>
        <name>FED REPUBLIC OF BRAZIL</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazilian Government International Bond</title>
        <cusip>105756CK4</cusip>
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        <curCd>USD</curCd>
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        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Offerpad Solutions Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <name>GS Mortgage Securities Trust</name>
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        <title>GS Mortgage Securities Corportation Trust 2021-IP</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Ariston Holding NV</name>
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        <title>Ariston Holding NV</title>
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        <balance>476063.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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        <name>FANTASIA HOLDINGS GROUP</name>
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        <title>Fantasia Holdings Group Co Ltd</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <putOrCall>Put</putOrCall>
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                  <derivAddlInfo>
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                    <lei>7H6GLXDRUGQFU57RNE97</lei>
                    <title>IRS Swap</title>
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                      <other otherDesc="Internal Identifier" value="OP002Z786E"/>
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                    <balance>50148175.00000000</balance>
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        <name>Options Clearing Corp.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>LCH Limited</name>
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        <name>Petroleos Mexicanos</name>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
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        <name>Level 3 Financing Inc</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>Customers Bancorp Inc</name>
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        <name>PFIZER INVESTMENT ENTER</name>
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        <title>Pfizer Investment Enterprises Pte Ltd</title>
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        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LION/POLARIS LUX 4 SA</name>
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        <title>Lion/Polaris Lux 4 SA</title>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>Intercontinental Exchange, Inc.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>SABRE GLBL INC</name>
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        <name>AES ANDES SA</name>
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        <name>REPUBLIC OF PANAMA</name>
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        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA Inc</title>
        <cusip>404119CK3</cusip>
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        <balance>2120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1867429.84000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mariner Finance Issuance Trust</name>
        <lei>N/A</lei>
        <title>Mariner Finance Issuance Trust 2021-A</title>
        <cusip>56848DAE9</cusip>
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          <isin value="US56848DAE94"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PITNEY BOWES INC</name>
        <lei>549300N2O26NW4ST6W55</lei>
        <title>Pitney Bowes Inc</title>
        <cusip>724479AP5</cusip>
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          <isin value="US724479AP57"/>
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        <balance>2370000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2238613.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</annualizedRt>
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      <invstOrSec>
        <name>MHP LUX SA</name>
        <lei>222100RHC7R1WZ1J3M44</lei>
        <title>MHP Lux SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2010044894"/>
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        <balance>0.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE25 Mortgage Trust</title>
        <cusip>12593PBA9</cusip>
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          <isin value="US12593PBA93"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1925674.80000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-10</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>New York Community Bancorp Inc</name>
        <lei>529900HVXOTLY61GL030</lei>
        <title>New York Community Bancorp Inc</title>
        <cusip>649445103</cusip>
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          <isin value="US6494451031"/>
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        <balance>944700.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3041934.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MEGLOBAL BV</name>
        <lei>635400Y3Z5R4NJSMQ630</lei>
        <title>MEGlobal BV</title>
        <cusip>000000000</cusip>
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          <isin value="XS1513739760"/>
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        <balance>297000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287384.63000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>FSWP: OIS 3.922300 03-NOV-2027 SOF</title>
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        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <name>CITIBANK NA</name>
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        <name>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
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        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
        <cusip>000000000</cusip>
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        <balance>213000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>UA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CLYDESDALE ACQUISITION</name>
        <lei>254900QKSDYFR3K5YD98</lei>
        <title>Clydesdale Acquisition Holdings Inc</title>
        <cusip>18972EAB1</cusip>
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        <balance>756000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LCH Limited</name>
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        <name>Park Avenue Institutional Advisers CLO</name>
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        <name>Cheniere Energy Inc</name>
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        <name>Comcast Corp</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
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        <name>Options Clearing Corp.</name>
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        <name>CAP HILL BRANDS PREF EQUITY</name>
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        <name>LOTTOMATICA SPA/ROMA</name>
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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>CENTRICA PLC</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>METINVEST BV</name>
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        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
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        <name>Petroleos Mexicanos</name>
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        <name>Options Clearing Corp.</name>
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        <name>SMB Private Education Loan Trust</name>
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        <name>Pikes Peak CLO</name>
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        <name>Options Clearing Corp.</name>
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        <name>SMB Private Education Loan Trust</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATIONSTAR MTG HLD INC</name>
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      <invstOrSec>
        <name>MARCOLIN SPA</name>
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          <isin value="XS2346564060"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MNTN DIGITAL</name>
        <lei>N/A</lei>
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        <fairValLevel>3</fairValLevel>
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        <name>REPUBLIC OF PARAGUAY</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ROTOR ACQUI</name>
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        <name>Whitebox CLO I Ltd</name>
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        <name>LESSEN HOLDINGS INC PREF</name>
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        <name>ECL Entertainment LLC</name>
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        <title>ECL Entertainment LLC 2024 Term Loan B</title>
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        <name>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>Visa Inc</title>
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        <name>Enbridge Inc</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>NATIONSTAR MTG HLD INC</name>
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        <title>Nationstar Mortgage Holdings Inc</title>
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      <invstOrSec>
        <name>LESSEN INC</name>
        <lei>N/A</lei>
        <title>LESSEN INC</title>
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        <fairValLevel>3</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Eurex Deutschland</name>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>BX Trust</name>
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          <isin value="US05608EAA29"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANTASIA HOLDINGS GROUP</name>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>NRG Energy Inc</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>ICE Endex Derivatives</name>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <indexName>Carbon Emissions Futures</indexName>
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        <name>MGM CHINA HOLDINGS LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS, TBA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LCH Limited</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ARDAGH PKG FIN/HLDGS USA</name>
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        <name>HSBC Bank PLC</name>
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        <name>BAUSCH + LOMB CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ALEXANDER FUND TRUST II</name>
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        <assetCat>DBT</assetCat>
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        <name>Boston Scientific Corp</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>Boston Scientific Corp</title>
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        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED JPY / SOLD USD</title>
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        <name>OCP CLO Ltd</name>
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        <title>OCP CLO 2020-18 Ltd</title>
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        <name>Peru Government International Bonds</name>
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        <title>Peru Government International Bonds</title>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>214125.00000000</valUSD>
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        <name>EVgo Inc</name>
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        <name>Carval CLO LTD</name>
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        <name>AJAX MTG LN TR 2020 D</name>
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        <name>TotalEnergies SE</name>
        <lei>529900S21EQ1BO4ESM68</lei>
        <title>TotalEnergies SE</title>
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        <name>AMGEN INC</name>
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        <name>Nelnet Student Loan Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Novo Nordisk A/S</name>
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        <name>TRUIST FINANCIAL CORP</name>
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      <invstOrSec>
        <name>Henley CLO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Madison Park Funding Ltd</name>
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        <name>BRIGHT MACHINES SERIES C</name>
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        <fairValLevel>3</fairValLevel>
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        <name>FRONTIER COMMUNICATIONS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Birch Grove CLO Ltd.</name>
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          <isin value="US09077LAJ17"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>RELX PLC</name>
        <lei>549300WSX3VBUFFJOO66</lei>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Landsea Homes Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <title>SPDR S+P 500 ETF TRUST</title>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Genius Sports Ltd</name>
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        <name>APTIV PLC / APTIV CORP</name>
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        <name>CITIBANK NA</name>
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        <name>Microsoft Corp</name>
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        <name>Smith Douglas Homes Corp</name>
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        <name>Paramount Global</name>
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        <name>American Tower Corp</name>
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        <name>LCH Limited</name>
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        <name>Commonwealth of Puerto Rico</name>
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        <name>Lions Gate Entertainment Corp</name>
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        <name>Aimco</name>
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        <name>Options Clearing Corp.</name>
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        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>Applied Materials Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Apidos CLO Ltd</name>
        <lei>5493003SQW0Q40KVFQ19</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOCIETE GENERALE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RINGCENTRAL INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>DEEP INSTINCT LTD</name>
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        <name>10X FUTURE TECHNOLOGIES SERVICES LTD</name>
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        <fairValLevel>3</fairValLevel>
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                <issuerName>Project Skye</issuerName>
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        <name>Options Clearing Corp.</name>
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        <name>UKRAINE GOVERNMENT</name>
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        <name>AGL CLO 7 LTD</name>
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        <name>THINK &amp; LEARN PVT LTD</name>
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        <name>JP MORGAN CHASE BANK</name>
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        <name>Stryker Corp</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <title>CSMC 2021-BHAR</title>
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        <name>Intercontinental Exchange, Inc.</name>
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        <name>Trane Technologies PLC</name>
        <lei>549300BURLR9SLYY2705</lei>
        <title>Trane Technologies PLC</title>
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        <name>Anchorage Capital Europe CLO</name>
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        <name>NVIDIA Corp</name>
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        <name>Chevron Corp</name>
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        <name>Chicago Mercantile Exchange</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>REPUBLIC OF GUATEMALA</name>
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        <name>Adobe Inc</name>
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        <name>UBS AG</name>
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        <name>U.K. Gilts</name>
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        <name>Options Clearing Corp.</name>
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        <name>ASG FINANCE DESIGNATED</name>
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        <name>Maverick Gaming LLC</name>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>2</fairValLevel>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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        <name>Median B V</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOTALENERGIES CAP INTL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Constellium SE</name>
        <lei>724500KRJEMC79KAAU28</lei>
        <title>Constellium SE</title>
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          <isin value="FR0013467479"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Latch Inc</name>
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        <title>Latch Inc</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>N/A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>Latch Inc</issuerName>
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      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <title>HUMANA INC</title>
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        <name>Chicago Mercantile Exchange</name>
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        <name>BANK OF AMERICA CORP</name>
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        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2020-5</title>
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        <name>HSBC Bank PLC</name>
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        <securityLending>
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      <invstOrSec>
        <name>Panama Government International Bonds</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>Panama Government International Bonds</title>
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        <balance>374000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>354552.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Invesco S&amp;P 500 Equal Weight ETF</name>
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        <name>Orion Group Holdco LLC</name>
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        <name>Spain Government Bonds</name>
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        <name>LCH Limited</name>
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        <name>Borsa Italiana SpA</name>
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        <name>BERTRAND FRANCHISE</name>
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        <name>iShares iBoxx $ Investment Grade Corporate Bond ETF</name>
        <lei>549300FYCXFXG8POR355</lei>
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        <name>CIFC Funding Ltd</name>
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        <name>HAWKEYE 360 0.01 WTS</name>
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        <name>adidas AG</name>
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        <name>Options Clearing Corp.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>Walt Disney Co/The</name>
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        <name>VERITAS US INC/BERMUDA L</name>
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        <name>SAMARCO MINERACAO SA</name>
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        <name>LCH Limited</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>CIFC European Funding CLO</name>
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        <name>Playstudios Inc</name>
        <lei>N/A</lei>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <name>Compass Group PLC</name>
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        <name>DATABRICKS INC</name>
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        <name>Dominican Republic International Bonds</name>
        <lei>254900EHU7Q8FGVPI369</lei>
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        <name>Options Clearing Corp.</name>
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        <name>Cellnex Telecom SA</name>
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        <name>Project Montage</name>
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        <name>iShares MSCI Brazil ETF</name>
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        <name>SASOL Financing USA LLC</name>
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        <name>Elmwood CLO II Ltd.</name>
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        <name>Oman Government International Bonds</name>
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        <name>KINGDOM OF JORDAN</name>
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        <fairValLevel>2</fairValLevel>
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        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Bluemountain CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>iShares Russell 2000 ETF</name>
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        <name>Options Clearing Corp.</name>
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        <name>HOWARD HUGHES CORP</name>
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      <invstOrSec>
        <name>ASTON MARTIN CAPITAL HOL</name>
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        <name>BX Trust</name>
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        <name>Barclays Bank PLC</name>
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        <name>VOLATO GROUP INC</name>
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        <name>MORGAN STANLEY</name>
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        <name>Deutsche Bank AG</name>
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        <name>Options Clearing Corp.</name>
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        <name>Innovid Corp</name>
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        <name>Whitebox CLO I Ltd</name>
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        <name>SANI/IKOS FINANCIAL HLDG</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>BRASKEM IDESA SAPI</name>
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        <name>GVC Holdings (Gibraltar) Limited</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HERENS MIDCO SARL</name>
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        <name>JP MORGAN CHASE BANK</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Intesa Sanpaolo SpA</name>
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        <name>CommScope Inc</name>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust Inc</name>
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        <name>First Citizens BancShares Inc/NC</name>
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        <name>ASTRA SPACE INC</name>
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        <name>PRESTIGEBIDCO GMBH</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>Banc of America Merrill Lynch Large Loan Inc</name>
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        <name>Options Clearing Corp.</name>
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        <name>Q-PARK HOLDING I BV</name>
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        <name>Amkor Technology Inc</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Intuitive Surgical Inc</name>
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        <name>Options Clearing Corp.</name>
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        <name>Ares Euro CLO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UBS AG</name>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bayerische Motoren Werke AG</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Hippo Holdings Inc</name>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <name>Bunge Global SA</name>
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        <name>LETRA TESOURO NACIONAL</name>
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        <title>Brazil Letras do Tesouro Nacional</title>
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        <name>Options Clearing Corp.</name>
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        <name>JP MORGAN CHASE BANK</name>
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        <name>SISECAM UK PLC</name>
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      <invstOrSec>
        <name>Elmwood CLO V Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COTIVITI CORPORATION</name>
        <lei>254900YAQHVRTG4IFI64</lei>
        <title>Cotiviti Corporation 2024 Term Loan</title>
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          <isin value="US22164MAB37"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CA MAGNUM HOLDINGS</name>
        <lei>549300ZRDHFR078MFZ78</lei>
        <title>CA Magnum Holdings</title>
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        <balance>200000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <title>APPLIED MATERIALS INC</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>FSWP: OIS 4.072500 03-NOV-2027 SOF</title>
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        <name>SEAGATE HDD CAYMAN</name>
        <lei>529900BD50TRWEG1SF63</lei>
        <title>Seagate HDD Cayman</title>
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        <name>REPUBLIC SERVICES INC</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>Republic Services Inc</title>
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        <name>Bahrain Government International Bonds</name>
        <lei>549300RODM1WN85LFQ95</lei>
        <title>Bahrain Government International Bonds</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Honda Motor Co Ltd</name>
        <lei>549300P7ZYCQJ36CCS16</lei>
        <title>Honda Motor Co Ltd</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>VEDANTA RESOURCES</name>
        <lei>8945002DGA3BBXO3N634</lei>
        <title>Vedanta Resources Finance II PLC</title>
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        <balance>246120.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Lavoro Ltd</name>
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        <title>Lavoro Ltd</title>
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        <balance>25681.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UBS GROUP AG</name>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Veralto Corp</name>
        <lei>635400FJE6GSOJUSNY27</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>SPROTT PVT RESOURCE STREAM</name>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
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          <isin value="FR0013476330"/>
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        <fairValLevel>2</fairValLevel>
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        <name>PACHELBEL BIDCO SPA</name>
        <lei>8156005DA07CDD50CC46</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ford Motor Co</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5YR NOTE (CBT) SEP24</title>
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        <balance>3358.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <indexName>CBOT 5 Year U.S. Treasury Notes</indexName>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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                <issuerName>iShares Biotechnology ETF</issuerName>
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      <invstOrSec>
        <name>FIBER MIDCO SPA</name>
        <lei>8156000AFE5C06C4D309</lei>
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          <isin value="XS2821788770"/>
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        <fairValLevel>2</fairValLevel>
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        <name>RAND PARENT LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>Invesco Euro CLO</name>
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        <title>Invesco Euro CLO V DAC</title>
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        <name>BROADCOM INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Limited</name>
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        <name>Republic of Poland Government International Bonds</name>
        <lei>259400R9L8QEP0TPXS31</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNIPOLSAI ASSICURAZIONI</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HARVEST CLO</name>
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          <isin value="XS2793713137"/>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BFLD Trust</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
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        <curCd>USD</curCd>
        <valUSD>579040.00000000</valUSD>
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        <invCountry>SA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Cypher Bidco</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Barclays Bank PLC</name>
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        <name>Wynn Resorts Ltd</name>
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        <name>Barclays Bank PLC</name>
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        <name>ALSTOM SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>UBS AG</name>
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        <name>UBS AG</name>
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        <name>THAMES WATER UTIL FIN</name>
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      <invstOrSec>
        <name>Komatsu Ltd</name>
        <lei>5493004LQ0B4T7QPQV17</lei>
        <title>Komatsu Ltd</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>BNP Paribas SA</name>
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        <name>Charles Schwab Corp/The</name>
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        <name>Eurex Deutschland</name>
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        <name>MED Trust</name>
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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <name>AMSR Trust</name>
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        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>Palladyne AI Corp</name>
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        <name>INSIGHT M INC SERIES D</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Oracle Corp</name>
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        <name>Options Clearing Corp.</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <name>Edwards Lifesciences Corp</name>
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        <name>EIG PEARL HOLDINGS SARL</name>
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        <name>Rad CLO Ltd</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>RR Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HONDURAS GOVERNMENT</name>
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        <invCountry>HN</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREEWIRE EQUITY</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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                <issuerName>iShares China Large-Cap ETF</issuerName>
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        <name>ACV Auctions Inc</name>
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      <invstOrSec>
        <name>Speed Midco 3 Sarl</name>
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      <invstOrSec>
        <name>Boyd Gaming Corp</name>
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        <assetCat>EC</assetCat>
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        <name>ENGIE ENERGIA CHILE SA</name>
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        <title>Engie Energia Chile SA</title>
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        <invCountry>CL</invCountry>
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        <name>HSBC Bank PLC</name>
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        <name>ABBVIE INC</name>
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        <name>Options Clearing Corp.</name>
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        <name>510 Loan Acquisition Trust</name>
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        <name>AES PANAMA GENERATION HL</name>
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        <name>Sanofi SA</name>
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        <name>Options Clearing Corp.</name>
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        <name>BARCLAYS PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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          <other otherDesc="Trade Identifier" value="24FFKBBZTF4"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>704349.66000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2019-GC44 Mortgage Trust</title>
        <cusip>12655TAY5</cusip>
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          <isin value="US12655TAY55"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1823092.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TALEN ENERGY SUPPLY LLC</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>Talen Energy Supply LLC</title>
        <cusip>87422VAK4</cusip>
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          <isin value="US87422VAK44"/>
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        <balance>180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191920.32000000</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>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.63000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGEAN ISRAEL FINANCE</name>
        <lei>98450044QACBL3F8EB03</lei>
        <title>Energean Israel Finance Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IL0011971442"/>
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        <balance>160990.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152336.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Upfield BV</name>
        <lei>2549002VGA888UKFKS25</lei>
        <title>Upfield BV 2023 GBP Term Loan B8</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX213702"/>
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        <balance>1388000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.79107700"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.98000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>FSWP: OIS 4.212000 27-OCT-2026 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYR78P93"/>
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        <balance>39419300.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>97576.20000000</valUSD>
        <pctVal>0.005160697870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.21000000"/>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="365"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>39419300.00000000</notionalAmt>
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            <unrealizedAppr>97504.46000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ADVANCED MICRO DEVICES INC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="Z96CUL1Q4"/>
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        <balance>42.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2982.00000000</valUSD>
        <pctVal>0.000157714699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>Advanced Micro Devices, Inc.</issuerName>
                <issueTitle>Advanced Micro Devices, Inc.</issueTitle>
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                  <cusip value="007903107"/>
                  <isin value="US0079031078"/>
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            <shareNo>100.00000000</shareNo>
            <exercisePrice>145.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-07-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-22227.53000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Euro Parfums Fze</name>
        <lei>N/A</lei>
        <title>Euro Parfums Fze Term Loan B</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYJZVZ15"/>
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        <balance>603000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>603000.00000000</valUSD>
        <pctVal>0.031892006614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.98000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Residential Mortgage Loan Trust 2020-1</title>
        <cusip>76119CAE1</cusip>
        <identifiers>
          <isin value="US76119CAE12"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365344.24000000</valUSD>
        <pctVal>0.019322654923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.95000000</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>ROMANIA</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romanian Government International Bond</title>
        <cusip>77586RAN0</cusip>
        <identifiers>
          <isin value="US77586RAN08"/>
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        <balance>76000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74632.00000000</valUSD>
        <pctVal>0.003947204374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCEANA A NOTE 3 YEAR</name>
        <lei>N/A</lei>
        <title>OCEANA A NOTE 3 YEAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYLXP492"/>
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        <balance>2822000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49902600"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS SA</name>
        <lei>QHSFEYI7HUOXXZ413E03</lei>
        <title>CDX.NA.HY.42.V1 5YR RTP @ 105.0000</title>
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        <balance>1885000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
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                  <derivAddlInfo>
                    <name>Intercontinental Exchange, Inc.</name>
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                    <title>CDX Swap</title>
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                      <other otherDesc="Internal Identifier" value="OP003FC59E"/>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>EOG RESOURCES INC</title>
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        <balance>-97.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1697.50000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>EOG Resources, Inc.</issuerName>
                <issueTitle>EOG Resources, Inc.</issueTitle>
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            <shareNo>100.00000000</shareNo>
            <exercisePrice>110.00000000</exercisePrice>
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            <expDt>2024-07-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5934.08000000</unrealizedAppr>
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      <invstOrSec>
        <name>REPUBLIC OF SERBIA</name>
        <lei>254900W94OCY91V32O78</lei>
        <title>Serbia International Bond</title>
        <cusip>817477AJ1</cusip>
        <identifiers>
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        <balance>236000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232165.00000000</valUSD>
        <pctVal>0.012278951435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>New Residential Mortgage Loan Trust</name>
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      <invstOrSec>
        <name>GEMS MENASA KY LTD/GEMS</name>
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        <name>Deutsche Bank AG</name>
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        <name>Options Clearing Corp.</name>
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        <name>Orion Group Holdco LLC</name>
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        <name>Project Montage</name>
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        <name>Options Clearing Corp.</name>
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        <name>FREMF Mortgage Trust</name>
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        <name>Telefonica Emisiones SAU</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>Telefonica Emisiones SA</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CF Industries Holdings Inc</name>
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        <fairValLevel>3</fairValLevel>
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        <name>JP MORGAN CHASE BANK</name>
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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <name>JP MORGAN CHASE BANK</name>
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        <name>Options Clearing Corp.</name>
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        <name>EssilorLuxottica SA</name>
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        <name>HOWARD HUGHES CORP</name>
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        <title>Howard Hughes Corp/The</title>
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        <name>SPDR S&amp;P Biotech ETF</name>
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        <name>Options Clearing Corp.</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>GOTO GROUP INC</name>
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        <name>Home Partners of America Trust</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>VALE OVERSEAS LIMITED</name>
        <lei>254900BA3U6G5DNV5V04</lei>
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          <isin value="US91911TAS24"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-06-28</maturityDt>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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          <other otherDesc="Trade Identifier" value="24FGKBB8WX9"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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      <invstOrSec>
        <name>Republic Finance Issuance Trust</name>
        <lei>N/A</lei>
        <title>Republic Finance Issuance Trust 2020-A</title>
        <cusip>76042EAD1</cusip>
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          <isin value="US76042EAD13"/>
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        <balance>5110000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-11-20</maturityDt>
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      <invstOrSec>
        <name>Egypt Government International Bonds</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="XS2176897754"/>
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        <balance>219000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>178690.31000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.63000000</annualizedRt>
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      <invstOrSec>
        <name>Glencore PLC</name>
        <lei>2138002658CPO9NBH955</lei>
        <title>Glencore PLC</title>
        <cusip>000000000</cusip>
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          <isin value="JE00B4T3BW64"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AES Corp/The</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp</title>
        <cusip>00130H105</cusip>
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          <isin value="US00130H1059"/>
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        <balance>30710.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>539574.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Northrop Grumman Corp</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corp</title>
        <cusip>666807102</cusip>
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          <isin value="US6668071029"/>
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        <balance>2697.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>REGIONAL MGMT ISSUANCE</name>
        <lei>N/A</lei>
        <title>REGIONAL MGMT ISSUANCE</title>
        <cusip>75907WAA3</cusip>
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          <isin value="US75907WAA36"/>
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        <balance>4780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4313950.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>MCM TR 2021 VFN1</name>
        <lei>N/A</lei>
        <title>MCM TR 2021 VFN1</title>
        <cusip>55293CAA1</cusip>
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          <isin value="US55293CAA18"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2059-01-01</maturityDt>
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        <name>A2A SPA</name>
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        <title>A2A SpA</title>
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          <isin value="XS2830327446"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARESYNTAX INC C 2</name>
        <lei>N/A</lei>
        <title>CARESYNTAX INC C 2</title>
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        <balance>13600.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>BANK OF AMERICA CORP</title>
        <cusip>000000000</cusip>
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        <balance>266.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <title>DELTA AIR LINES INC</title>
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      <invstOrSec>
        <name>Regatta XVII Funding Ltd</name>
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        <title>Regatta XVII Funding Ltd</title>
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      <invstOrSec>
        <name>KONDOR FINANCE PLC (NAK)</name>
        <lei>213800PUC1T9GI6EIO63</lei>
        <title>NAK Naftogaz Ukraine via Kondor Finance PLC</title>
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        <curCd>USD</curCd>
        <valUSD>173250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mirion Technologies</name>
        <lei>N/A</lei>
        <title>Mirion Technologies</title>
        <cusip>000000000</cusip>
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        <balance>477390.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5127168.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Vita Global FinCo Limited</name>
        <lei>N/A</lei>
        <title>Vita Global FinCo Limited GBP Incremental Term Loan</title>
        <cusip>000000000</cusip>
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          <other otherDesc="LoanX ID" value="LX198725"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
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        <fairValLevel>3</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HOMEVI SAS</name>
        <lei>9695001URJB6VUATPK20</lei>
        <title>HOMEVI SAS 2024 EUR TERM LOAN B</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX236640"/>
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        <balance>1000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>BG ENERGY CAPITAL PLC</name>
        <lei>S2M8QDKEE05NZN8JD460</lei>
        <title>BG Energy Capital PLC</title>
        <cusip>000000000</cusip>
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          <isin value="XS0564485273"/>
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        <balance>133000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mexico Government International Bonds</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bonds</title>
        <cusip>91087BAM2</cusip>
        <identifiers>
          <isin value="US91087BAM28"/>
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        <balance>594000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488565.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.66000000</annualizedRt>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>FSWP: OIS 3.250130 15-DEC-2028 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYTH31J3"/>
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        <balance>21231788.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-157637.51000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BCP MODULAR SERVICES</name>
        <lei>213800227GGD6UI7PI97</lei>
        <title>BCP V Modular Services Finance II PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2397447884"/>
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        <balance>955000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79107700"/>
        <valUSD>1100980.06000000</valUSD>
        <pctVal>0.058229624139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.13000000</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>ST MARYS CEMENT INC</name>
        <lei>5493009981WBHS86CJ89</lei>
        <title>St Marys Cement Inc Canada</title>
        <cusip>78478EAC2</cusip>
        <identifiers>
          <isin value="US78478EAC21"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197360.00000000</valUSD>
        <pctVal>0.010438153276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>APPLE INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z96EU2MA4"/>
        </identifiers>
        <balance>-196.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15582.00000000</valUSD>
        <pctVal>-0.00082411483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Apple, Inc.</issuerName>
                <issueTitle>Apple, Inc.</issueTitle>
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                  <cusip value="037833100"/>
                  <isin value="US0378331005"/>
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            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>17888.59000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SRS Distribution Inc</name>
        <lei>549300ZQ3XP75BCYM468</lei>
        <title>SRS Distribution Inc 2021 Term Loan B</title>
        <cusip>78466YAN8</cusip>
        <identifiers>
          <isin value="US78466YAN85"/>
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        <balance>0.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.08000000</valUSD>
        <pctVal>0.000000004231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.95000000</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>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>5Y RTR 3.200000 17-DEC-2024</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD3YF9Q8"/>
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        <balance>-12469569.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-45682.64000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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                  <derivAddlInfo>
                    <name>JP MORGAN CHASE BANK</name>
                    <lei>7H6GLXDRUGQFU57RNE97</lei>
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                    <cusip>N/A</cusip>
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                      <other otherDesc="Internal Identifier" value="OP003GPJ3E"/>
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                    <balance>12469569.00000000</balance>
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                    <assetCat>DIR</assetCat>
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      <invstOrSec>
        <name>Prodigy Finance Designated Activity Co</name>
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        <title>Prodigy Finance CM2021-1 DAC</title>
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          <isin value="US742855AC33"/>
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        <balance>92713.61000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>TRS: Blackrock Capital Allocation Trust - CFD CITI</title>
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          <other otherDesc="BlackRock Identifier" value="BCAT_CG"/>
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        <balance>463859.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-OAT FUTURE SEP24</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="OATU42023"/>
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        <balance>-17.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.93375000"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Eurex Deutschland</counterpartyName>
              <counterpartyLei>529900LN3S50JPU47S06</counterpartyLei>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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            <dbtSecRefInstrument>
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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Peru Government International Bonds</name>
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        <name>GARDA WORLD SECURITY COR</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Danaher Corp</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>522 Funding CLO LTD</name>
        <lei>N/A</lei>
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          <isin value="US33834WAG78"/>
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        <balance>1950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1959970.94000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>KONDOR FINANCE PLC (NAK)</name>
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        <title>NAK Naftogaz Ukraine via Kondor Finance PLC</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>iShares Russell Mid-Cap Growth ETF</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <title>WALT DISNEY CO/THE</title>
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      <invstOrSec>
        <name>Elmwood CLO II Ltd.</name>
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        <name>INFORMA PLC</name>
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        <name>JPMorgan Chase Bank NA</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <title>Petroleos Mexicanos</title>
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        <invCountry>MX</invCountry>
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        <name>VEDANTA RESOURCES</name>
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        <title>Vedanta Resources Finance II PLC</title>
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        <balance>94000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Osaka Exchange</name>
        <lei>3538001249AILNPRUX57</lei>
        <title>NIKKEI 225 (OSE) SEP24</title>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>CITIZENS BANK NA/RI</name>
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        <name>Maverick Gaming LLC</name>
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        <name>BRASKEM NETHERLANDS</name>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <name>Options Clearing Corp.</name>
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        <name>Florida Development Finance Corp</name>
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        <name>LEVIATHAN BOND LTD</name>
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        <title>Leviathan Bond Ltd</title>
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        <name>Sands China Ltd</name>
        <lei>549300EVO6UZDGY05787</lei>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Lumen Technologies Inc</name>
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        <title>Lumen Technologies Inc 2024 Term Loan A</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Canyon Capital CLO Ltd</name>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <name>NETWORK I2I LTD</name>
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        <name>Barclays Bank PLC</name>
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        <name>SALLY HOLDINGS/SALLY CAP</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>Freddie Mac - SLST</name>
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        <name>GoTo Group Inc</name>
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        <name>Intercontinental Exchange, Inc.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BCP V MODULAR SERVICES</name>
        <lei>213800K8U94KVZL98H64</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Republic of South Africa Government International Bonds</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Government International Bonds</title>
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          <isin value="US836205BC70"/>
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        <balance>380000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>351975.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2020-FACT</title>
        <cusip>126395AQ5</cusip>
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          <isin value="US126395AQ55"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1492007.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.85000000</annualizedRt>
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      <invstOrSec>
        <name>VERISURE MIDHOLDING AB</name>
        <lei>549300496LYEZ55X1M49</lei>
        <title>Verisure Midholding AB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2287912450"/>
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        <balance>751000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93375000"/>
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        <pctVal>0.041495342455</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Regatta XX Funding Ltd</name>
        <lei>N/A</lei>
        <title>Regatta XX Funding Ltd</title>
        <cusip>75884YAG3</cusip>
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          <isin value="US75884YAG35"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1503132.60000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AIA Group Ltd</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA Group Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="HK0000069689"/>
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        <balance>420970.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.80905000"/>
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        <pctVal>0.150636923802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Benefit Street Partners CLO Ltd</name>
        <lei>N/A</lei>
        <title>Benefit Street Partners CLO XX Ltd</title>
        <cusip>08182KAE8</cusip>
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          <isin value="US08182KAE82"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250610.68000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.34000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>BOSTON SCIENTIFIC CORP</title>
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          <other otherDesc="BlackRock Identifier" value="Z96DZL8R8"/>
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        <balance>83.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2905.00000000</valUSD>
        <pctVal>0.000153642254</pctVal>
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        <assetCat>DE</assetCat>
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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>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>Boston Scientific Corp.</issuerName>
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      <invstOrSec>
        <name>Post CLO LTD</name>
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        <title>Post CLO 2021-1 LTD</title>
        <cusip>73742GAA2</cusip>
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          <isin value="US73742GAA22"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.04000000</annualizedRt>
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      <invstOrSec>
        <name>SCIH Salt Holdings Inc</name>
        <lei>N/A</lei>
        <title>SCIH Salt Holdings Inc 2021 Incremental Term Loan B</title>
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          <isin value="US78397GAF81"/>
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        <balance>0.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>0.16000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.84000000</annualizedRt>
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      <invstOrSec>
        <name>MC BRAZIL DWNSTRM</name>
        <lei>213800T2A7R9TYNXZI63</lei>
        <title>MC Brazil Downstream Trading SARL</title>
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          <isin value="USL626A6AA24"/>
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        <balance>190150.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168330.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>VISA INC</title>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>Tencent Holdings Ltd</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>Tencent Holdings Ltd</title>
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        <balance>83088.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.80905000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>FLYR WARRANTS</name>
        <lei>N/A</lei>
        <title>FLYR WARRANTS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWYD0JW6"/>
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        <balance>5990.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29830.20000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>N/A</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FLYR WARRANTS</issuerName>
                <issueTitle>FLYR WARRANTS</issueTitle>
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                  <other otherDesc="Internal Identifier" value="944VAP906"/>
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        <name>Delta Air Lines Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TEYA SERVICES LTD</name>
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      <invstOrSec>
        <name>AJAX MTG LN TR 2020 C</name>
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        <title>AJAX MTG LN TR 2020 C</title>
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          <isin value="US00969HAD35"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Puig Brands SA</name>
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        <title>Puig Brands SA</title>
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      <invstOrSec>
        <name>FED REPUBLIC OF BRAZIL</name>
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        <title>Brazilian Government International Bond</title>
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        <balance>210000.00000000</balance>
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        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Palmer Square Loan Funding Ltd</name>
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        <name>Oman Government International Bonds</name>
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        <invCountry>OM</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UBS AG</name>
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        <name>Navient Student Loan Trust</name>
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        <title>Navient Private Education Refi Loan Trust 2021-D</title>
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        <name>Citigroup Mortgage Loan Trust Inc</name>
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        <name>Las Vegas Sands Corp</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <title>ELI LILLY + CO</title>
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        <name>Apidos CLO Ltd</name>
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        <name>Ajax Mortgage Loan Trust</name>
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        <title>Ajax Mortgage Loan Trust 2021-F</title>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <balance>7345.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6693131.25000000</valUSD>
        <pctVal>0.353992348419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2021-SFR3</title>
        <cusip>74333VAS3</cusip>
        <identifiers>
          <isin value="US74333VAS34"/>
        </identifiers>
        <balance>1140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1051395.44000000</valUSD>
        <pctVal>0.055607148137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="24FNKBBWRV4"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93028053"/>
        <valUSD>-842.47000000</valUSD>
        <pctVal>-0.00004455731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>955986.14000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1026789.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-09-18</settlementDt>
            <unrealizedAppr>-842.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GoTo Group Inc</name>
        <lei>549300D12V5KRBV00592</lei>
        <title>GoTo Group Inc 2024 First Out Term Loan</title>
        <cusip>38349FAC0</cusip>
        <identifiers>
          <isin value="US38349FAC05"/>
        </identifiers>
        <balance>1126487.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>992717.07000000</valUSD>
        <pctVal>0.052503713702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.18000000</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>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
        <identifiers>
          <isin value="US20825C1045"/>
        </identifiers>
        <balance>33551.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3837563.38000000</valUSD>
        <pctVal>0.202964505304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Symphony CLO Ltd</name>
        <lei>54930001DQI1CFLYVB48</lei>
        <title>Symphony CLO XXIII Ltd</title>
        <cusip>87167PAE0</cusip>
        <identifiers>
          <isin value="US87167PAE07"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501044.85000000</valUSD>
        <pctVal>0.026499710896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.74000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>WESTERN DIGITAL CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z96JSQH50"/>
        </identifiers>
        <balance>103.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5150.00000000</valUSD>
        <pctVal>0.000272377834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Western Digital Corp.</issuerName>
                <issueTitle>Western Digital Corp.</issueTitle>
                <identifiers>
                  <cusip value="958102105"/>
                  <isin value="US9581021055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>82.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-07-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-10249.81000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank/The</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2464724165"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79107700"/>
        <valUSD>118725.86000000</valUSD>
        <pctVal>0.006279280120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.88000000</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>SUNRISE FINCO I BV</name>
        <lei>213800MNFBDEQRS6HZ22</lei>
        <title>Sunrise FinCo I BV</title>
        <cusip>90320BAA7</cusip>
        <identifiers>
          <isin value="US90320BAA70"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345045.70000000</valUSD>
        <pctVal>0.018249087473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</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>Credit Suisse ABS Repackaging Trust</name>
        <lei>549300MV4IKF86LLTT11</lei>
        <title>Credit Suisse ABS Repackaging Trust 2013-A</title>
        <cusip>22546U108</cusip>
        <identifiers>
          <isin value="US22546U1088"/>
        </identifiers>
        <balance>4744.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2751520.00000000</valUSD>
        <pctVal>0.145524865738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>



      <explntrNote note="BCAT_CG (Citibank NA): The Fund receives the total return on a portfolio of long positions underlying the total return swap. The Fund pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Fund pays or receives a variable rate of interest, based on a specified benchmark, plus or minus a spread of 26 basis points. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. The following are the specified benchmarks used in determining the variable rate of interest: USD - 1D Overnight Bank Funding Rate (OBFR01)" noteItem="C.11.f.i.1"/>
      <explntrNote note="BCAT_BC (Barclays Bank PLC): The Fund receives the total return on a portfolio of long positions underlying the total return swap. The Fund pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Fund pays or receives a variable rate of interest, based on a specified benchmark, plus or minus a spread of 0 basis points. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. The following are the specified benchmarks used in determining the variable rate of interest: USD - 1D Overnight Bank Funding Rate (OBFR01)" noteItem="C.11.f.i.1"/>
      <explntrNote note="IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate." noteItem="C.11.f.i.2"/>
      <explntrNote note="BCAT_JP (JPMorgan Chase Bank NA): The Fund receives the total return on a portfolio of long positions underlying the total return swap. The Fund pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Fund pays or receives a variable rate of interest, based on a specified benchmark, plus or minus a spread in a range of 15-95 basis points. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. The following are the specified benchmarks used in determining the variable rate of interest: USD - 1D Overnight Bank Funding Rate (OBFR01)" noteItem="C.11.f.i.1"/>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2024-08-12</ncom:dateSigned>
      <ncom:nameOfApplicant>BlackRock Capital Allocation Term Trust</ncom:nameOfApplicant>
      <ncom:signature>Chuck Pulsfort</ncom:signature>
      <ncom:signerName>Chuck Pulsfort</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
