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          <other otherDesc="FX Forwards" value="CCTGBP__00283543"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTGBP__00292653"/>
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      <invstOrSec>
        <name>Technology Select Sector SPDR Fund</name>
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          <isin value="US81369Y8030"/>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00292486"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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        <name>MEXICAN PESO</name>
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          <other otherDesc="FX Forwards" value="CCTMXP__00293590"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>UBS SECURITIES LLC</counterpartyName>
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        <name>United States of America</name>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="SXFM1"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00293971"/>
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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        <name>MEXICAN PESO</name>
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          <other otherDesc="FX Forwards" value="CCTMXP__00289471"/>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00292656"/>
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        <name>MARKETAXESS HOLDINGS INC.</name>
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        <name>JAPANESE YEN</name>
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        <name>BRITISH STERLING POUND</name>
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      <invstOrSec>
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        <name>FX/JPY/USDVARSWAP</name>
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        <fairValLevel>3</fairValLevel>
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            <putOrCall>Call</putOrCall>
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        <name>PFIZER INC.</name>
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        <name>AMERICAN EXPRESS COMPANY</name>
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        <name>United States of America</name>
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      <invstOrSec>
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        <name>United States of America</name>
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        <name>JABIL INC.</name>
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        <name>United States of America</name>
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        <name>N/A</name>
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        <name>HOVNANIAN ENTERPRISES, INC.</name>
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        <name>HUMANA INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTCAD__00288706"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>TRI POINTE HOMES, INC.</name>
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          <isin value="US87265H1095"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTKRW__00292833"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>723354.64000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912828H458"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00293734"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="MFSM1"/>
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      <invstOrSec>
        <name>ROMULUS FUNDING CORP.</name>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00293344"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00293511"/>
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      <invstOrSec>
        <name>Xtrackers Hvst CSI 300 China A-Shs ETF</name>
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        <name>DELTA AIR LINES, INC.</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00290855"/>
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        <name>BioNTech SE</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00288980"/>
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          <other otherDesc="FX Forwards" value="CCTUSD__00293343"/>
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        <name>HARLEY-DAVIDSON FINANCIAL SERVICES, INC.</name>
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      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00287015"/>
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        <name>LAS VEGAS SANDS CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HARLEY-DAVIDSON FINANCIAL SERVICES, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00290853"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00283255"/>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00293512"/>
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      <invstOrSec>
        <name>SPDR S&amp;P 500 ETF Trust</name>
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      <invstOrSec>
        <name>APPLE INC.</name>
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        <name>N/A</name>
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        <title>FTSE/MIB IDX FUT  JUN21 PHYSICAL INDEX FUTURE.</title>
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        <name>GILEAD SCIENCES, INC.</name>
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        <name>United States of America</name>
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        <name>SWISS FRANC</name>
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          <ticker value="CHF-OLD"/>
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        <name>N/A</name>
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        <name>BRK: UBS AG</name>
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        <name>BRITISH STERLING POUND</name>
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      <invstOrSec>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="FCEJ1"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="YTCM1"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Energy Select Sector SPDR Fund</name>
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          <isin value="US81369Y5069"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Ishares S&amp;P 500</name>
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        <title>ISHARES CORE S&amp;P 500 ETF MUTUAL FUND</title>
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          <isin value="US4642872000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00292659"/>
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>KOREAN WON</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00289473"/>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00286187"/>
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        <name>WALGREENS BOOTS ALLIANCE, INC.</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>NEW RUSSIAN ROUBLE</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <name>CATERPILLAR INC.</name>
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        <name>N/A</name>
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        <name>VISA INC.</name>
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        <name>Federal Home Loan Banks</name>
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        <name>Industrial Select Sector SPDR Fund</name>
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        <name>N/A</name>
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        <name>Canada</name>
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        <name>N/A</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>United States of America</name>
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          <ticker value="TYM1"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>SPDR S&amp;P 500 ETF Trust</name>
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          <ticker value="SPY UN 05/21/21 P310 Equity"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>SPDR S&amp;P 500 ETF Trust</issuerName>
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      <invstOrSec>
        <name>Financial Select Sector SPDR Fund</name>
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          <isin value="US81369Y6059"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MOTORS COMPANY</name>
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          <isin value="US37045V1008"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TAIWAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00264097"/>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00290468"/>
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        <name>United States of America</name>
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          <ticker value="TYM1"/>
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        <name>DISCOVER FINANCIAL SERVICES</name>
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        <name>Carnival Corporation</name>
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        <name>Lyxor FTSE MIB UCITS ETF - Dist</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US9128287D64"/>
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        <name>N/A</name>
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          <ticker value="SPM1"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00286191"/>
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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        <name>KB HOME</name>
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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vanguard 500 Index Fund</name>
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        <name>Vanguard Intermediate Term Corporate Bond Etf</name>
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        <name>SWEDISH KRONE</name>
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        <name>N/A</name>
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        <name>United States of America</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <name>Vanguard Small-Cap Index Fund</name>
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        <name>NEW ZEALAND DOLLAR</name>
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        <name>N/A</name>
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        <name>iShares MSCI Hong Kong Index Fund</name>
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        <name>FX/JPY/USDVARSWAP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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        <name>The Bank of New York Mellon Corporation</name>
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        <name>United States of America</name>
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        <name> SOUTH AFRICAN RAND</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00290471"/>
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        <name>United States of America</name>
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          <isin value="US9128282L36"/>
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        <name>VIATRIS INC.</name>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00283259"/>
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        <name>BRITISH STERLING POUND</name>
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        <name>BRK: UBS AG</name>
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        <name>JAPANESE YEN</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>EURO</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00290645"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00283811"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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            <amtCurSold>2039500.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
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        <identifiers>
          <ticker value="STXEM1"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <indexName>DJ EURO STOXX 50 FUTR Jun 2021</indexName>
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      <invstOrSec>
        <name>TURKISH LIRA</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTRY__00282994"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TRY" exchangeRt="8.27625000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
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            <amtCurSold>298550.03000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>N/A</lei>
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          <isin value="US3130AJY529"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AMSTERDAM IDX FUT APR21 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="AEXJ1"/>
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        <balance>5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>AMSTERDAM IDX FUT Apr 2021</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00281267"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1131.75000000"/>
        <valUSD>-9258.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>250796.06000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00292301"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="28.53300000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD BANK</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P MID 400 EMINI JUN21 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="DMM1"/>
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        <balance>13.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
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      <invstOrSec>
        <name>SOUTHWEST AIRLINES CO.</name>
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          <isin value="US8447411088"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00294083"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>EURO</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00292983"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>THE WALT DISNEY COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00288123"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00286712"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
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        <cusip>912810FR4</cusip>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="FFIM1"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00293732"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <title>ROYAL CARIBBEAN CRUISES LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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        <name>United States of America</name>
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        <name>Smithfield Foods, Inc.</name>
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        <name>CAESARS ENTERTAINMENT, INC.</name>
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        <name>N/A</name>
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        <title>SPI 200 FUTURES   JUN21 PHYSICAL INDEX FUTURE.</title>
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        <name>TOLL BROTHERS, INC.</name>
        <lei>529900JB6IS9MSZGVR44</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2021-04-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00289482"/>
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        <valUSD>-625.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
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            <amtCurSold>145756.75000000</amtCurSold>
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            <amtCurPur>2145200.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2021-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00292984"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
        <valUSD>-7360.25000000</valUSD>
        <pctVal>-0.00098121447</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>537125.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>450600.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-04-19</settlementDt>
            <unrealizedAppr>-7360.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29</title>
        <cusip>912810FH6</cusip>
        <identifiers>
          <isin value="US912810FH69"/>
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        <balance>390200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>870756.57000000</valUSD>
        <pctVal>0.116082871040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLD WRESTLING ENTERTAINMENT, INC.</name>
        <lei>549300WZVLSCS3L4L698</lei>
        <title>WORLD WRESTLING ENTERTAIN-A COMMON STOCK</title>
        <cusip>98156Q108</cusip>
        <identifiers>
          <isin value="US98156Q1085"/>
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        <balance>11047.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>599410.22000000</valUSD>
        <pctVal>0.079908968437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2021-04-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00282377"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.53635000"/>
        <valUSD>-4900.33000000</valUSD>
        <pctVal>-0.00065327600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>505360.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4271500.00000000</amtCurPur>
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            <unrealizedAppr>-4900.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00292987"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="48.53750000"/>
        <valUSD>3747.72000000</valUSD>
        <pctVal>0.000499618506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>596092.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29125100.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2021-04-22</settlementDt>
            <unrealizedAppr>3747.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FACEBOOK, INC.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>FACEBOOK INC-CLASS A COMMON STOCK</title>
        <cusip>30303M102</cusip>
        <identifiers>
          <isin value="US30303M1027"/>
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        <balance>946.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278625.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2021-05-27</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00294081"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
        <valUSD>1486.27000000</valUSD>
        <pctVal>0.000198138601</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>474106.39000000</amtCurSold>
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            <amtCurPur>404200.00000000</amtCurPur>
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            <unrealizedAppr>1486.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ITRAXX-XOVER"/>
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        <balance>-1114925.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: DEUTSCHE BANK AG LONDON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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        <securityLending>
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      <invstOrSec>
        <name>Ishares S&amp;P 500</name>
        <lei>N/A</lei>
        <title>ISHARES CORE S&amp;P 500 ETF MUTUAL FUND</title>
        <cusip>464287200</cusip>
        <identifiers>
          <isin value="US4642872000"/>
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        <balance>25289.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10060469.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MEDTRONIC PUBLIC LIMITED COMPANY</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>MEDTRONIC PLC COMMON STOCK</title>
        <cusip>G5960L103</cusip>
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          <isin value="IE00BTN1Y115"/>
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        <balance>898.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>106080.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024</title>
        <cusip>912828WU0</cusip>
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          <isin value="US912828WU04"/>
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        <balance>826000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>984395.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>LENNAR CORP-A COMMON STOCK</title>
        <cusip>526057104</cusip>
        <identifiers>
          <isin value="US5260571048"/>
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        <balance>138.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13969.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/NZD SETTLE 2021-05-27</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00293591"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BROWN BROTHERS</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00286195"/>
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        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00292300"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>968459.85000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2021-04-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00291205"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5880.34000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>419300.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>584377.57000000</amtCurPur>
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            <unrealizedAppr>5880.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2021-05-06</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.94115000"/>
        <valUSD>-7857.96000000</valUSD>
        <pctVal>-0.00104756551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>483036.41000000</amtCurSold>
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            <amtCurPur>446700.00000000</amtCurPur>
            <curPur>CHF</curPur>
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            <unrealizedAppr>-7857.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2021-06-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00293340"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10764.86000000</valUSD>
        <pctVal>0.001435092077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>3671900.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>1113904.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-06-23</settlementDt>
            <unrealizedAppr>10764.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28</title>
        <cusip>912810PV4</cusip>
        <identifiers>
          <isin value="US912810PV44"/>
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        <balance>270300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405509.96000000</valUSD>
        <pctVal>0.054059609785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00281527"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1131.75000000"/>
        <valUSD>-21506.91000000</valUSD>
        <pctVal>-0.00286714329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>717700.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>785387000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-04-22</settlementDt>
            <unrealizedAppr>-21506.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2021-09-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00293735"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1929.14000000</valUSD>
        <pctVal>-0.00025717877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1963100.00000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>469922.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-23</settlementDt>
            <unrealizedAppr>-1929.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2021-05-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00292302"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="718.40000000"/>
        <valUSD>-1344.45000000</valUSD>
        <pctVal>-0.00017923220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>550352.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>394090900.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-05-20</settlementDt>
            <unrealizedAppr>-1344.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00282062"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9239.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>372149500.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>339125.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-04-22</settlementDt>
            <unrealizedAppr>9239.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00291203"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3683.32000000</valUSD>
        <pctVal>-0.00049103317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1046600.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>829145.16000000</amtCurPur>
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            <unrealizedAppr>-3683.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00290852"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3894.15000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>449000.00000000</amtCurSold>
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            <amtCurPur>353396.11000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2021-04-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00292834"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.46050000"/>
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        <pctVal>0.000395774613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS SECURITIES LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>482188.84000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2021-04-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00291752"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-3280.54000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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            <amtCurSold>34844700.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2021-04-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00284581"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1131.75000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>250020.90000000</amtCurSold>
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            <amtCurPur>275743300.00000000</amtCurPur>
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        </derivativeInfo>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US9128285W63"/>
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        <balance>6755300.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-15</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2021-05-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00290472"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
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          <other otherDesc="FX Forwards" value="CCTNOK__00291744"/>
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        <name>N/A</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00293861"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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        <securityLending>
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        <name>BRK: MORGAN STANLEY &amp; CO. LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>MODERNA, INC.</name>
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        <name>U.S. DOLLARS</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>171000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>236329.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-04-09</settlementDt>
            <unrealizedAppr>405.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2021-04-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00290643"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72480000"/>
        <valUSD>-17479.08000000</valUSD>
        <pctVal>-0.00233018257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>729390.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>516000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-04-09</settlementDt>
            <unrealizedAppr>-17479.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORWEGIAN CRUISE LINE HOLDINGS LTD.</name>
        <lei>N/A</lei>
        <title>NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK</title>
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        <identifiers>
          <isin value="BMG667211046"/>
        </identifiers>
        <balance>22741.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Materials Select Sector SPDR</name>
        <lei>N/A</lei>
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          <isin value="US81369Y1001"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2021-05-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00290463"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>77998.14000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>202387045.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1910788.10000000</amtCurPur>
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            <settlementDt>2021-05-20</settlementDt>
            <unrealizedAppr>77998.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CD1085115</cusip>
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          <ticker value="CDX-NAHY"/>
        </identifiers>
        <balance>-6670000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>605217.36000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2025-12-20</terminationDt>
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            <rcptCurCd>USD</rcptCurCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00290473"/>
        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>-906.28000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>8121400.00000000</amtCurSold>
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            <settlementDt>2021-04-16</settlementDt>
            <unrealizedAppr>-906.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/GBP SETTLE 2021-04-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00293342"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85085000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            </counterparties>
            <amtCurSold>263900.00000000</amtCurSold>
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            <amtCurPur>306122.92000000</amtCurPur>
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            <settlementDt>2021-04-09</settlementDt>
            <unrealizedAppr>-4253.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043</title>
        <cusip>912810RA8</cusip>
        <identifiers>
          <isin value="US912810RA88"/>
        </identifiers>
        <balance>286300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366340.54000000</valUSD>
        <pctVal>0.048837830372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-03-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Peter Rodriguez</ncom:signature>
      <ncom:signerName>Peter Rodriguez</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
