I found this in a thrift store for $20! It’s a Sega Genesis CDX
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The Sega CDX was a 16-bit video game console released in 1994, combining the Sega Genesis and one of its add-ons, the Sega CD, into a single compact unit as a final attempt by Sega to encourage consumer interest in its fledgling Mega-CD format. It’s retail price in North America was $399 with an estimated 5,000 sold.