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      </invstOrSec>
      <invstOrSec>
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        <cusip>N/A</cusip>
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        </identifiers>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <cusip>N/A</cusip>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>LEAN HOGS FUTURE DEC24 LHZ4</title>
        <cusip>N/A</cusip>
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          <ticker value="LHZ4"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>LEAN HOGS</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BOVESPA INDEX FUT TRS EQUITY GST</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KSH040000"/>
        </identifiers>
        <balance>3671920.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
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                <indexName>BRAZIL BOVESPA STOCK INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <pmntCurCd>BRL</pmntCurCd>
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            <rcptCurCd>BRL</rcptCurCd>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: PLN/USD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="411787"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-22652.16000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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            <amtCurSold>600000.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK AND TRUST COMPANY</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>FX Forward: USD/COP settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="377539"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>22332.79000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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            <amtCurSold>4921150000.00000000</amtCurSold>
            <curSold>COP</curSold>
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            <unrealizedAppr>22332.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: JPY/USD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="376141"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>FX Forward: USD/MXN settle 2025-02-13</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal FX transaction ID" value="379319"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>ZCS BRL 10.095 02-06-24-01-02-29 CME</title>
        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>FX Forward: CHF/USD settle 2024-12-18</title>
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      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
        <title>RFR JPY MUTK-1.50000 03/19/25 30Y LCH</title>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CPPIB CAP INC</name>
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      <invstOrSec>
        <name>STATE STREET BANK AND TRUST COMPANY</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>ICE FUTURES US</name>
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        <name>BNP PARIBAS</name>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>BNP PARIBAS</name>
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        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>BARCLAYS BANK PLC</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <name>BARCLAYS BANK PLC</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JYX275000"/>
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        <name>ICE-ICE FUTURES LTD</name>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JWJ975000"/>
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        <fairValLevel>2</fairValLevel>
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        <name>EUREX DEUTSCHLAND</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>BARCLAYS BANK PLC</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>HCA INC</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>EURONEXT PARIS MATIF</name>
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        <name>MORGAN STANLEY</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIBANK, N.A.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="KMJ520000"/>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CARMX 2023-3 A3</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MONTREAL EXCHANGE (THE)</name>
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        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</name>
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        <name>ICE FUTURES EUROPE FINANCIALS</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>COMMODITY EXCHANGE INC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>ITALIAN DERIVATIVES MARKET</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>MORGAN STANLEY</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="403649"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal FX transaction ID" value="406970"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIVES</name>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <name>BANK OF AMERICA, N.A.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>BLACKROCK FDS</name>
        <lei>OA6RHYR6LGM5LRCG2L62</lei>
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      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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          <isin value="GB00KHL8WP14"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EUROPEAN ENERGY DERIVATIVES EXCHANGE NV</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>
      <invstOrSec>
        <name>CITIBANK, N.A.</name>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
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        <balance>10.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        <lei>7LTWFZYICNSX8D621K86</lei>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward: USD/THB settle 2024-12-18</title>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JXD246000"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
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        <fairValLevel>1</fairValLevel>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="458769"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-8818.00000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: USD/GBP settle 2024-12-18</title>
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        <name>ICE-ICE FUTURES LTD</name>
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        <name>CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO</name>
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        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>PLACEHOLDER DERIVATIVE ISSUER</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>SYDNEY FUTURES EXCHANGE LTD</name>
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          <other otherDesc="Internal" value="KOF089000"/>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
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          <other otherDesc="Internal" value="KLS830000"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="408223"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <settlementDt>2024-12-18</settlementDt>
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      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5496.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>COMMODITY EXCHANGE INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>SILVER BULLION (1 OZ BAR)</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>3 MONTH SOFR FUT MAR26 SFRH6</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>OIS COP IBR-8.03500 05-28-24-5Y CME</title>
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        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: USD/PEN settle 2024-12-18</title>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>FX Forward: USD/PHP settle 2024-12-18</title>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
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        <title>DAX INDEX FUTURE DEC24 GXZ4</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>MORGAN STANLEY</name>
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        <cusip>N/A</cusip>
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        <curCd>N/A</curCd>
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal" value="KFY447000"/>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KRL183000"/>
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        <balance>-5415500000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2029-10-17</terminationDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SYDNEY FUTURES EXCHANGE LTD</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="IRU5"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.53315447"/>
        <valUSD>-4319.97000000</valUSD>
        <pctVal>-0.00019289832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>SYDNEY FUTURES EXCHANGE LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>AUSTRALIA BK BILL 3 MO RATE</indexName>
                <indexIdentifier>BBSW3M</indexIdentifier>
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            <expDate>2025-09-11</expDate>
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            <curCd>AUD</curCd>
            <unrealizedAppr>-4319.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
        <title>IRS ILS 3.93000 03-21-24-5Y LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KGD932000"/>
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        <balance>-9600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.63255000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="ILS" fixedOrFloating="Fixed" fixedRt="0.03930000"/>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>FX Forward: USD/CAD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="401256"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>40631.12000000</valUSD>
        <pctVal>0.001814289219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <amtCurSold>1342347.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-12-18</settlementDt>
            <unrealizedAppr>40631.12000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: MYR/USD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="451744"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-36560.19000000</valUSD>
        <pctVal>-0.00163251120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>3426245.76000000</amtCurSold>
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            <curPur>MYR</curPur>
            <settlementDt>2024-12-18</settlementDt>
            <unrealizedAppr>-36560.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/SGD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="435784"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>18863.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>1580785.80000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
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            <settlementDt>2024-12-18</settlementDt>
            <unrealizedAppr>18863.84000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>IRS CZK 4.25000 04/18/24 5Y CME</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KMD162000"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal FX transaction ID" value="411946"/>
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        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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          <other otherDesc="Internal FX transaction ID" value="415888"/>
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        <curCd>N/A</curCd>
        <valUSD>78860.71000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>IRS ZAR 8.22000 08/31/23 5Y CME</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="JXO999000"/>
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        <balance>-66200000.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.01625000"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>FX Forward: USD/COP settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="370701"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>7575.94000000</valUSD>
        <pctVal>0.000338286177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK, N.A.</counterpartyName>
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            <amtCurSold>745973982.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>175482.00000000</amtCurPur>
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            <settlementDt>2024-12-18</settlementDt>
            <unrealizedAppr>7575.94000000</unrealizedAppr>
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      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NY HARB ULSD FUT MAR25 HOH5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOH5"/>
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        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9644.61000000</valUSD>
        <pctVal>-0.00043065787</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>NEW YORK MERCANTILE EXCHANGE</counterpartyName>
              <counterpartyLei>5493008GFNDTXFPHWI47</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HEATING OIL</issuerName>
                <issueTitle>HEATING OIL</issueTitle>
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                  <other otherDesc="Internal" value="13K99K223"/>
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            <expDate>2025-02-28</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-9644.61000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>IRS ZAR 8.82000 04/12/24 5Y CME</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KHG687000"/>
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        <balance>30500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.01625000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="0.08820000"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>FX Forward: GBP/USD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="417135"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-28547.59000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <amtCurSold>982877.78000000</amtCurSold>
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            <unrealizedAppr>-28547.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>ZCS BRL 11.66 05/04/23-01//02/29 CME</title>
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          <other otherDesc="Internal" value="JTO450000"/>
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        <balance>12100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="6.01680000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JRD408000"/>
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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="KRL160000"/>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JSA890000"/>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <securityLending>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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          <ticker value="SPX1P5550"/>
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        <fairValLevel>1</fairValLevel>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>IRS HUF 9.49000 04/11/23 5Y CME</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="JSM274000"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <cusip>N/A</cusip>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JQR590000"/>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: SGD/USD settle 2024-12-18</title>
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        <name>ICE FUTURES US</name>
        <lei>5493004R83R1LVX2IL36</lei>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.</name>
        <lei>549300VMOZD9W6DJLT40</lei>
        <title>Absolute Convertible Arbitrage Inv</title>
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        <name>EUREX DEUTSCHLAND</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>BANK QUEENSLAND LTD</name>
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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/MXN settle 2024-12-18</title>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>MUFG BANK LTD SYDNEY BRANCH</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <title>IRS ZAR 9.18500 06/12/23 5Y CME</title>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>ICE FUTURES EUROPE FINANCIALS</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD</name>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>IRON ORE</issuerName>
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        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>ITALY REPUBLIC OF</issuerName>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward: USD/CLP settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="420725"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>2760415000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>FX Forward: USD/IDR settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="418890"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK, N.A.</counterpartyName>
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            <amtCurSold>12572640000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>IRS MXN 9.48000 11-19-24-1Y* (WHT) CME</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KTT138000"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/BRL settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="427921"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD</name>
        <lei>N/A</lei>
        <title>FTSE CHINA A50 FUT DEC24 XUZ4</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SGXDB1417789"/>
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        <balance>717.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>134342.09000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>SG</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <indexName>FTSE CHINA A50 INDX</indexName>
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      <invstOrSec>
        <name>MINNEAPOLIS GRAIN EXCHANGE</name>
        <lei>549300RGCVWZUN04IA69</lei>
        <title>RED WHEAT FUT MGE MAR25 MWH5</title>
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          <ticker value="MWH5"/>
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        <derivativeInfo>
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            <payOffProf>Short</payOffProf>
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            <expDate>2025-03-14</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>ICE-ICE FUTURES LTD</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G FUT DEC24 QSZ4</title>
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          <isin value="GB00H208PZ15"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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        <title>S and P 500 INDX PUT 5700 12/20/2024</title>
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          <ticker value="SPX12P5700"/>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN MEAL FUTR MAY25 SMK5</title>
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        <curCd>USD</curCd>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>UBS AG</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>ROYAL BANK OF CANADA</name>
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        <name>HYUNDAI CAPITAL AMERICA</name>
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        <name>BNP PARIBAS</name>
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        <name>ICE-ICE FUTURES LTD</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>CITIBANK, N.A.</name>
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        <name>ICE-ICE FUTURES LTD</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>MONTREAL EXCHANGE (THE)</name>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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      </invstOrSec>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Fidelity Greenwood Street Trust</name>
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        <fairValLevel>1</fairValLevel>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ALLEGRO CLO XI LTD</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>BNP PARIBAS</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
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          <isin value="DE000F0Q7BW2"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.94629761"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
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        <identifiers>
          <other otherDesc="Internal" value="KDU090000"/>
        </identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>MONTREAL EXCHANGE (THE)</name>
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          <ticker value="CORZ5"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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                <indexName>CANADIAN OVERNIGHT REPO RATE AVERAGE CORRA</indexName>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <identifiers>
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        </identifiers>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUTH AFRICAN FUTURES EXCHANGE</name>
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          <isin value="ZAD000552750"/>
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        <fairValLevel>1</fairValLevel>
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        <name>LONDON CLEARING HOUSE</name>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>ING GROEP NV</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JAPAN EXCHANGE GROUP INC</name>
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          <other otherDesc="Internal" value="JPN611000"/>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        </identifiers>
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        <curCd>N/A</curCd>
        <valUSD>-33190.07000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <amtCurSold>1900000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="410101"/>
        </identifiers>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK, N.A.</counterpartyName>
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            <amtCurSold>45265575.10000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>FX Forward: GBP/USD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="376138"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-23442.60000000</valUSD>
        <pctVal>-0.00104677538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <amtCurSold>818717.75000000</amtCurSold>
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            <unrealizedAppr>-23442.60000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
        <title>SHORT EURO-BTP FU FUT DEC24 BTSZ4</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000F0Q7BT8"/>
        </identifiers>
        <balance>119.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.94629761"/>
        <valUSD>75365.59000000</valUSD>
        <pctVal>0.003365277095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ITALY REPUBLIC OF</issuerName>
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                  <other otherDesc="Internal" value="46599BMN2"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-06</expDate>
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            <unrealizedAppr>75365.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT PARIS MATIF</name>
        <lei>N/A</lei>
        <title>RAPESEED EURO FUT MAY25 IJK5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FREN00027119"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.94629761"/>
        <valUSD>845.61000000</valUSD>
        <pctVal>0.000037758769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EURONEXT PARIS MATIF</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>RAPESEED</issuerName>
                <issueTitle>RAPESEED</issueTitle>
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                  <other otherDesc="Internal" value="JMY737000"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-04-30</expDate>
            <notionalAmt>-27898.72000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>845.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: HKD/USD settle 2024-12-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="430912"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-242.17000000</valUSD>
        <pctVal>-0.00001081354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>128923.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1001000.00000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2024-12-16</settlementDt>
            <unrealizedAppr>-242.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>SUGAR #11 (WORLD) FUT JUL25 SBN5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBN5"/>
        </identifiers>
        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10301.20000000</valUSD>
        <pctVal>0.000459976395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES US</counterpartyName>
              <counterpartyLei>5493004R83R1LVX2IL36</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SUGAR</issuerName>
                <issueTitle>SUGAR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99Y223"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-30</expDate>
            <notionalAmt>-224557.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10301.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UST BILLS</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST BILLS 0% 12/03/2024</title>
        <cusip>912797ME4</cusip>
        <identifiers>
          <isin value="US912797ME45"/>
        </identifiers>
        <balance>268000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267966.65000000</valUSD>
        <pctVal>0.011965434483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: CHF/USD settle 2024-12-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="442219"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-989.66000000</valUSD>
        <pctVal>-0.00004419099</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>52855.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45690.77000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2024-12-03</settlementDt>
            <unrealizedAppr>-989.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>E-MINI RUSS 2000 FUT DEC24 RTYZ4</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RTYZ4"/>
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        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>62962.22000000</valUSD>
        <pctVal>0.002811433133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>RUSSELL 2000 INDEX (RTY)</indexName>
                <indexIdentifier>EI09RTY</indexIdentifier>
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            <expDate>2024-12-20</expDate>
            <notionalAmt>792647.78000000</notionalAmt>
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            <unrealizedAppr>62962.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NORTHERN LTS FD TR IV</name>
        <lei>N/A</lei>
        <title>Fulcrum Diversified Abslt Ret Spr Instl</title>
        <cusip>66537J101</cusip>
        <identifiers>
          <isin value="US66537J1016"/>
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        <balance>5439078.02400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53792481.66000000</valUSD>
        <pctVal>2.401979556154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>IRS HUF 5.84163 07-22-24-5Y CME</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KML799000"/>
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        <balance>1145100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="390.82095000"/>
        <valUSD>-52963.96000000</valUSD>
        <pctVal>-0.00236498382</pctVal>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HUF</rcptCurCd>
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            <unrealizedAppr>-52963.96000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: NOK/USD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="401289"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-50719.90000000</valUSD>
        <pctVal>-0.00226478048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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            <amtCurSold>1050000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11032534.38000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2024-12-18</settlementDt>
            <unrealizedAppr>-50719.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT PARIS MATIF</name>
        <lei>N/A</lei>
        <title>MILL WHEAT EURO FUT SEP25 CAU5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FREN00432202"/>
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        <balance>-11.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.94629761"/>
        <valUSD>7417.10000000</valUSD>
        <pctVal>0.000331193542</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EURONEXT PARIS MATIF</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WHEAT</issuerName>
                <issueTitle>WHEAT</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-09-10</expDate>
            <notionalAmt>-137349.67000000</notionalAmt>
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            <unrealizedAppr>7417.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
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        <fairValLevel>2</fairValLevel>
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        <cusip>N/A</cusip>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>600000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>ICE FUTURES US</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STATE STR INVT TR</name>
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        <name>BNP PARIBAS</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>SYDNEY FUTURES EXCHANGE LTD</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="457420"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-453.01000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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            <amtCurSold>41656.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
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          <isin value="US86562MCZ14"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="KHC853000"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="401283"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>1071746.30000000</amtCurSold>
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            <unrealizedAppr>-64705.40000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="KRU145000"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="426460"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>5226512.40000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KOA339000"/>
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        <balance>2325600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4433.16500000"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: USD/CLP settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="430935"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: KRW/USD settle 2024-12-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="410149"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/IDR settle 2024-12-18</title>
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        <identifiers>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: BRL/USD settle 2024-12-18</title>
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        <identifiers>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: EUR/USD settle 2024-12-03</title>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>JAPAN EXCHANGE GROUP INC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>INTERCONTINENTAL EXCHANGE</name>
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        <name>DEUTSCHE BANK AG</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>EUROPEAN ENERGY DERIVATIVES EXCHANGE NV</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <title>IRS ILS 4.03900 02/24/23 5Y LCH</title>
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        <name>BNP PARIBAS</name>
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        <name>LLOYDS BANKING GROUP PLC</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="KHG657000"/>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>LONDON CLEARING HOUSE</name>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <title>SOYBEAN OIL FUTR JAN25 BOF5</title>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICE-ICE FUTURES LTD</name>
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        <name>CITIBANK, N.A.</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>EUROPEAN ENERGY DERIVATIVES EXCHANGE NV</name>
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        <name>DEUTSCHE BANK AG</name>
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        <name>CITIBANK, N.A.</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</name>
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      <invstOrSec>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
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        <name>CITIBANK, N.A.</name>
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        <curCd>N/A</curCd>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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        <name>BNP PARIBAS</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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            <amtCurSold>11214422.50000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UST BILLS</name>
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        <valUSD>99525.88000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
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        <title>FCOJ-A FUTURE JAN25 JOF5</title>
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          <ticker value="JOF5"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE FUTURES US</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>FROZEN CONCENTRATED ORANGE JUI CE</issuerName>
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                  <other otherDesc="Internal" value="19U99G228"/>
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            <expDate>2025-01-10</expDate>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JWD162000"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <terminationDt>2028-07-19</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
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          <isin value="DE000F0Q7BZ5"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
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                <issuerName>FRANCE REPUBLIC OF</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
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        <title>IRS AUD 4.00000 03/19/25 10Y LCH</title>
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        <identifiers>
          <other otherDesc="Internal" value="KPS045000"/>
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        <balance>8300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.53315447"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="0.04000000"/>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="US CPI URBAN CONSUMER NSA INDX" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <terminationDt>2035-03-19</terminationDt>
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            <pmntCurCd>AUD</pmntCurCd>
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            <curCd>AUD</curCd>
            <unrealizedAppr>-164015.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE DEC24 OEZ4</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000F0Q7BV4"/>
        </identifiers>
        <balance>184.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.94629761"/>
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        <pctVal>0.008804355079</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GERMANY FEDERAL REPUBLIC OF</issuerName>
                <issueTitle>EURO-BOBL FUT UNDERLYING</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="093992HR9"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-06</expDate>
            <notionalAmt>23929291.52000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>197174.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR JAN25 LAF25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FP3XSD58"/>
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        <balance>-38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64945.16000000</valUSD>
        <pctVal>-0.00289997675</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LONDON METAL EXCHANGE</counterpartyName>
              <counterpartyLei>213800NB8G5VRT1DXC91</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ALUMINUM</issuerName>
                <issueTitle>ALUMINUM</issueTitle>
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                  <other otherDesc="Internal" value="02A99P226"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-01-13</expDate>
            <notionalAmt>-2399810.84000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-64945.16000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-12-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Heather Bonner</ncom:nameOfApplicant>
      <ncom:signature>Heather Bonner</ncom:signature>
      <ncom:signerName>Heather Bonner</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
