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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <name>MORGAN STANLEY</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>LONDON CLEARING HOUSE</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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        <name>LONDON METAL EXCHANGE</name>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>CITIBANK, N.A.</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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        <name>EUREX DEUTSCHLAND</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>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>BNP PARIBAS</name>
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        <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>ICE FUTURES US</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Short</payOffProf>
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                <indexName>UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX</indexName>
                <indexIdentifier>SOFRRATE</indexIdentifier>
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      </invstOrSec>
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        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
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          <ticker value="BOV5"/>
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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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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>SOYBEAN OIL</issuerName>
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        <name>ICE FUTURES US</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COCOA FUTURE JUL25 CCN5</title>
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          <ticker value="CCN5"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29467.64000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>ICE FUTURES US</counterpartyName>
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            <payOffProf>Short</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
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          <isin value="US05526DBJ37"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>IRS HUF 6.31000 10-24-24-5Y CME</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KRR019000"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
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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 PLN 4.69200 03-31-25-5Y CME</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="LDA802000"/>
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        <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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <units>NC</units>
        <curCd>N/A</curCd>
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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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>SUGAR #11 (WORLD) FUT OCT25 SBV5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBV5"/>
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        <units>NC</units>
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        <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>ICE FUTURES US</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>SUGAR</issuerName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT PARIS MATIF</name>
        <lei>N/A</lei>
        <title>RAPESEED EURO FUT NOV25 IJX5</title>
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        <identifiers>
          <isin value="FREN10038809"/>
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        <balance>-5.00000000</balance>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>RAPESEED</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <curCd>N/A</curCd>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>NSE IFSC</name>
        <lei>N/A</lei>
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          <ticker value="JGSM5"/>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <title>LEAN HOGS FUTURE AUG25 LHQ5</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <curCd>N/A</curCd>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INTERCONTINENTAL EXCHANGE</name>
        <lei>N/A</lei>
        <title>CDX HY44 5Y ICE 6/20/30</title>
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          <other otherDesc="Internal" value="LDG351000"/>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <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>CITIGROUP INC</name>
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        <name>BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.</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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        <name>EUREX DEUTSCHLAND</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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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICE-ICE FUTURES LTD</name>
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            <payOffProf>Long</payOffProf>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/TWD settle 2025-07-16</title>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>JAPAN EXCHANGE GROUP INC</name>
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        <name>UBS GROUP AG</name>
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        <name>JAPAN EXCHANGE GROUP INC</name>
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        <title>IRS AUD 4.50000 09-17-25-10Y LCH</title>
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          <other otherDesc="Internal" value="LBY638000"/>
        </identifiers>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="0.04500000"/>
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            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
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            <curCd>AUD</curCd>
            <unrealizedAppr>-34284.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY and CO. INTERNATIONAL PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>KOSPI2 FUTURE TRS EQUITY *BULLET* MYI</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="LGE177000"/>
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        <units>NC</units>
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        <valUSD>4559.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY and CO. INTERNATIONAL PLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="KRW" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2025-06-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>500000.00000000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>4559.40000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JYX275000"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4155.00000000"/>
        <valUSD>-23078.50000000</valUSD>
        <pctVal>-0.00080955179</pctVal>
        <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>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>COP</rcptCurCd>
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            <curCd>COP</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <title>IRS ZAR 8.33000 07/27/23 5Y CME</title>
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          <other otherDesc="Internal" value="JWJ975000"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>IRS CLP 5.63140 08/23/23 5Y CME</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="JXI073000"/>
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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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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: IDR/USD settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="653726"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>8620.46000000</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>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>1158000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19016748259.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>8620.46000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>3 MONTH SOFR FUT SEP25 SFRU5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SFRU5"/>
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        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1818.78000000</valUSD>
        <pctVal>-0.00006379949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CHICAGO MERCANTILE EXCH INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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            <unrealizedAppr>-1818.78000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>IRS CLP 4.51670 02/01/24 5Y CME</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KEC520000"/>
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        <balance>1798000000.00000000</balance>
        <units>NC</units>
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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>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: TRY/USD settle 2025-07-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="673272"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
        <valUSD>-22.24000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
        <lei>N/A</lei>
        <title>ZCS BRL 11.1064 05-25-23-01-02-29 CME</title>
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          <other otherDesc="Internal" value="JUD145000"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <curCd>N/A</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
        <title>OIS ILS SHIRON-.901-3.92 4/21/25 5Y LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>9000000.00000000</balance>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="KRS874000"/>
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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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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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          <other otherDesc="Internal FX transaction ID" value="622102"/>
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        <curCd>N/A</curCd>
        <valUSD>-20580.91000000</valUSD>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>LEAN HOGS FUTURE JUL25 LHN5</title>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
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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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        <lei>N/A</lei>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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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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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="578188"/>
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        <curCd>N/A</curCd>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <identifiers>
          <other otherDesc="Internal" value="KMJ520000"/>
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        <currencyConditional curCd="HUF" exchangeRt="355.74005000"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <identifiers>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <cusip>09659W2L7</cusip>
        <identifiers>
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        <balance>600000.00000000</balance>
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        <securityLending>
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      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JXI588000"/>
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      <invstOrSec>
        <name>CARMX 2023-3 A3</name>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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      <invstOrSec>
        <name>STATE STREET BANK AND TRUST COMPANY</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>UBS AG</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</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>ICE FUTURES EUROPE FINANCIALS</name>
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        <name>ICE-ICE FUTURES LTD</name>
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        <lei>7LTWFZYICNSX8D621K86</lei>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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        <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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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="644951"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>1642134.00000000</amtCurSold>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>395573.00000000</amtCurSold>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE FINANCIALS</name>
        <lei>N/A</lei>
        <title>ICE 3MTH SONIA FU FUT MAR26 SFIH6</title>
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        <identifiers>
          <isin value="GB00J7WF3L55"/>
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        <balance>-10.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.74219765"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE FUTURES EUROPE FINANCIALS</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SONIA O/N DEPOSIT RATES SWAP</indexName>
                <indexIdentifier>SONIO/N</indexIdentifier>
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            <expDate>2026-06-16</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUND POINT CLO XXVIII LTD</name>
        <lei>N/A</lei>
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        <cusip>83615CAL0</cusip>
        <identifiers>
          <isin value="US83615CAL00"/>
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        <balance>873810.13000000</balance>
        <units>PA</units>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: USD/AUD settle 2025-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="677367"/>
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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>
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            <amtCurSold>6576000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
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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>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: TRY/USD settle 2025-06-20</title>
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        <identifiers>
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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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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <balance>-25000000.00000000</balance>
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        <name>SYDNEY FUTURES EXCHANGE LTD</name>
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            <payOffProf>Long</payOffProf>
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                <indexName>AUSTRALIA BK BILL 3 MO RATE</indexName>
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        <name>ICE FUTURES US</name>
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              <counterpartyName>ICE FUTURES US</counterpartyName>
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            <payOffProf>Long</payOffProf>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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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 INC</name>
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        <name>MASTER CR CARD TR II</name>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>CITIBANK, N.A.</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <title>AUDUSD CRNCY FUT JUN25 ADM5</title>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>AUSTRALIAN DOLLAR</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2797421414"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: BRL/USD settle 2025-06-18</title>
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        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="648100"/>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>FX Forward: COP/USD settle 2025-06-18</title>
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          <other otherDesc="Internal FX transaction ID" value="679019"/>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
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          <isin value="DE000F1B2NG7"/>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>FX Forward: CLP/USD settle 2025-06-18</title>
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        <name>SYDNEY FUTURES EXCHANGE LTD</name>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN OIL FUTR SEP25 BOU5</title>
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        <name>ROYAL BANK OF CANADA</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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            <payOffProf>Long</payOffProf>
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                <indexName>UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX</indexName>
                <indexIdentifier>SOFRRATE</indexIdentifier>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE-ICE FUTURES LTD</name>
        <lei>N/A</lei>
        <title>ICE RTD MONTH COA FUT AUG25 XAQ5</title>
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          <isin value="GB00H6CQYN26"/>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>ICE-ICE FUTURES LTD</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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          <other otherDesc="Internal" value="JSX294000"/>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
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      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD</name>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <name>ICE-ICE FUTURES LTD</name>
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        <name>MEFF RENTA VAR EXCH (MADRID)</name>
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        <name>ICE FUTURES US</name>
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        <name>ICE FUTURES US</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD</name>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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        <name>BNP PARIBAS</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>UST BILLS</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</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>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>3 MONTH SOFR FUT JUN27 SFRM7</title>
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        <name>SYDNEY FUTURES EXCHANGE LTD</name>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>PACIFIC GAS and ELECTRIC CO</name>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</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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      <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="644945"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>FX Forward: USD/BRL settle 2025-06-03</title>
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        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="670682"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK, N.A.</counterpartyName>
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            <amtCurSold>22399413.01000000</amtCurSold>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
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          <ticker value="CLU5"/>
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        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="670676"/>
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        <units>NC</units>
        <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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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>FX Forward: JPY/USD settle 2025-06-03</title>
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        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="648106"/>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>EUROPEAN ENERGY DERIVATIVES EXCHANGE NV</name>
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          <isin value="NLICE0573788"/>
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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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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: PLN/USD settle 2025-06-06</title>
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        <name>BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.</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>CHICAGO BOARD OF TRADE</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>CHICAGO MERCANTILE EXCH INC</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>CITIBANK, N.A.</name>
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        <name>CITIBANK, 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>CITIBANK, N.A.</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
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      <invstOrSec>
        <name>CHICAGO BOARD OPTIONS EXCHANGE</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>FX Forward: MYR/USD settle 2025-06-18</title>
        <cusip>N/A</cusip>
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        <balance>1.00000000</balance>
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        <name>ICE-ICE FUTURES LTD</name>
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        <name>ICE-ICE FUTURES LTD</name>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</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>BAYER US FINANCE II LLC</name>
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        <name>CHICAGO MERCANTILE EXCH 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>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>Cedar Ridge Unconstrained Cred</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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      <invstOrSec>
        <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>THE BANK OF NOVA SCOTIA</name>
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        <name>CITIBANK, N.A.</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</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>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</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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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="652259"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <pctVal>0.000010814252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>17609.05000000</amtCurSold>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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="623980"/>
        </identifiers>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: KRW/USD settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="671808"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-4785.21000000</valUSD>
        <pctVal>-0.00016785646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>600000.00000000</amtCurSold>
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            <curPur>KRW</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-4785.21000000</unrealizedAppr>
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
        <title>OIS THB THORON-2.00000 09/17/25 5Y LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="LBW302000"/>
        </identifiers>
        <balance>291000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.84500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <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="THB" fixedOrFloating="Fixed" fixedRt="0.02000000"/>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
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            <terminationDt>2030-09-17</terminationDt>
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            <pmntCurCd>THB</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>THB</rcptCurCd>
            <notionalAmt>8757687.00000000</notionalAmt>
            <curCd>THB</curCd>
            <unrealizedAppr>142461.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE JUN25 OATM5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000F1B2NL7"/>
        </identifiers>
        <balance>69.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88070809"/>
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        <pctVal>0.001131222916</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>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FRANCE REPUBLIC OF</issuerName>
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                  <other otherDesc="Internal" value="351996PX5"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-06</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>32248.62000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward: USD/ILS settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="678858"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>685.12000000</valUSD>
        <pctVal>0.000024032763</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <amtCurSold>2808013.12000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>685.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</name>
        <lei>N/A</lei>
        <title>COFF ROBUSTA 10TN FUT SEP25 DFU5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00KNRFJH91"/>
        </identifiers>
        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66316.23000000</valUSD>
        <pctVal>-0.00232625269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>COFFEE ROBUSTA</issuerName>
                <issueTitle>COFFEE ROBUSTA</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="15Y99R236"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-09-24</expDate>
            <notionalAmt>646506.23000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-66316.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>FX Forward: JPY/USD settle 2025-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="677401"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>12238.43000000</valUSD>
        <pctVal>0.000429301857</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>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <amtCurSold>1686961.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>243705133.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2025-07-02</settlementDt>
            <unrealizedAppr>12238.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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: EUR/USD settle 2025-06-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="80945"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>2.77000000</valUSD>
        <pctVal>0.000000097166</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>11351.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-06-03</settlementDt>
            <unrealizedAppr>2.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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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 0.00000 04-21-25-0Y* LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="LGA057000"/>
        </identifiers>
        <balance>9000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.51350000"/>
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        <pctVal>-0.00055699520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <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="0.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CANOLA FUTR (WCE) JUL25 RSN5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RSN5"/>
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        <balance>39.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.37235000"/>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: GBP/USD settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="588772"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="KRN635000"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>ICE FUTURES US</name>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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        <name>LONDON METAL EXCHANGE</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>WORLD OMNI AUTO RECEIVABLES TR 2023-C</name>
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        <name>BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.</name>
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        <name>EUREX DEUTSCHLAND</name>
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        <name>ICE FUTURES US</name>
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        <name>CITIBANK, N.A.</name>
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        <name>SYDNEY FUTURES EXCHANGE LTD</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>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>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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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>CITIBANK, N.A.</name>
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        <name>ITALIAN DERIVATIVES MARKET</name>
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        <name>ICE FUTURES US</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>MORGAN STANLEY CAPITAL SERVICES</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 BANK USA</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>BNP PARIBAS</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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          <other otherDesc="Internal" value="KMK108000"/>
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      <invstOrSec>
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      <invstOrSec>
        <name>ELEVANCE HEALTH INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
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          <isin value="US036752AV56"/>
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      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUT JUL25 NGN25</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>STATE STREET BANK AND TRUST COMPANY</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>FX Forward: USD/ZAR settle 2025-06-18</title>
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          <other otherDesc="Internal FX transaction ID" value="597465"/>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026</title>
        <cusip>00774MAS4</cusip>
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          <isin value="US00774MAS44"/>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: TWD/USD settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="632590"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <name>MORGAN STANLEY CAPITAL SERVICES</name>
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        <title>KOSPI2 FUTURE TRS EQUITY *BULLET* MYI</title>
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          <other otherDesc="Internal" value="LGL741000"/>
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        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>INTERCONTINENTAL EXCHANGE</name>
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        <title>CDX ITRAXX XOV43 5Y ICE</title>
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      <invstOrSec>
        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <title>OIS COP IBR-9.22000 10-02-23- 5Y CME</title>
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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>SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>MF1 2021-FL7 A</name>
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        <name>BANK OF AMERICA, N.A.</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</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>MEFF RENTA VAR EXCH (MADRID)</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>EURONEXT PARIS MATIF</name>
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        <name>CMEC CHICAGO MERCANTILE EXCH</name>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
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      <invstOrSec>
        <name>HONG KONG FUTURES EXCHANGE</name>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FANNIE MAE REMICS SOFR30A+97 08/25/2054</title>
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      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</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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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CMEC CHICAGO MERCANTILE EXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="CLP" fixedOrFloating="Fixed" fixedRt="0.04800000"/>
            <floatingPmntDesc curCd="CLP" fixedOrFloating="Floating" floatingRtIndex="BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CLP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CLP</rcptCurCd>
            <notionalAmt>2467062.07000000</notionalAmt>
            <curCd>CLP</curCd>
            <unrealizedAppr>13262.63000000</unrealizedAppr>
          </swapDeriv>
        </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% 09/23/2025</title>
        <cusip>912797QV2</cusip>
        <identifiers>
          <isin value="US912797QV24"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197347.53000000</valUSD>
        <pctVal>0.006922592298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/NZD settle 2025-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="675826"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-4679.42000000</valUSD>
        <pctVal>-0.00016414553</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>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>2599775.40000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1550480.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-07-02</settlementDt>
            <unrealizedAppr>-4679.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>WHEAT FUTURE(CBT) JUL25 W N5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WN5"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4477.43000000</valUSD>
        <pctVal>-0.00015706009</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>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WHEAT</issuerName>
                <issueTitle>WHEAT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99T224"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-07-14</expDate>
            <notionalAmt>31177.43000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4477.43000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/HUF settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="670492"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-4279.64000000</valUSD>
        <pctVal>-0.00015012198</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>
            </counterparties>
            <amtCurSold>179529544.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-4279.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: CAD/USD settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="630249"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>14256.40000000</valUSD>
        <pctVal>0.000500088573</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>
            </counterparties>
            <amtCurSold>1700000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2350788.90000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>14256.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: CZK/USD settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="636383"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>756.44000000</valUSD>
        <pctVal>0.000026534538</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>
            </counterparties>
            <amtCurSold>400000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8791793.20000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>756.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>FX Forward: USD/MYR settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="678873"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>5606.28000000</valUSD>
        <pctVal>0.000196658102</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>3804660.00000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>5606.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE FINANCIALS</name>
        <lei>N/A</lei>
        <title>3MO EURO EURIBOR FUT MAR27 ERH7</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00JBVLWR12"/>
        </identifiers>
        <balance>15.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88070809"/>
        <valUSD>18432.98000000</valUSD>
        <pctVal>0.000646595401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES EUROPE FINANCIALS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>EURIBOR (3 MO) RATE EURO INTERBANK OFFERED RATE</indexName>
                <indexIdentifier>EUR003M</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2027-03-15</expDate>
            <notionalAmt>3984594.73000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>18432.98000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYDNEY FUTURES EXCHANGE LTD</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES JUN25 XPM5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XPM5"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.55134967"/>
        <valUSD>-28556.08000000</valUSD>
        <pctVal>-0.00100169533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SYDNEY FUTURES EXCHANGE LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S and P ASX 200 INDX</indexName>
                <indexIdentifier>US78517D1037</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2025-06-19</expDate>
            <notionalAmt>-511539.28000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-28556.08000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: TWD/USD settle 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="653732"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-16033.45000000</valUSD>
        <pctVal>-0.00056242425</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>
            </counterparties>
            <amtCurSold>279000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7855718.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-16033.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR AUG25 LAQ25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LMAHDP"/>
        </identifiers>
        <balance>-19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24875.75000000</valUSD>
        <pctVal>-0.00087259605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ALUMINUM</issuerName>
                <issueTitle>ALUMINUM</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="02A99P226"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-08-18</expDate>
            <notionalAmt>-1158230.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-24875.75000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="As of March 2025, monthly returns presented in Item B.5.a. have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2025-06-30</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>
