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        <name>Shizuoka Financial Group, Inc.</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>United States of America</name>
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        <name>TOYOTA INDUSTRIES CORPORATION</name>
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        <name>Deutsche Telekom AG</name>
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        <name>WOOLWORTHS GROUP LIMITED</name>
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        <name>WHITBREAD PLC</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BROTHER INDUSTRIES, LTD.</name>
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        <name>LVMH MOET HENNESSY LOUIS VUITTON SE</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Epiroc Aktiebolag</name>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Knorr-Bremse Aktiengesellschaft</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>IGM FINANCIAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fujitsu Limited</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LA FRANCAISE DES JEUX SA</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>United States of America</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Mitsui Fudosan Co., Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-01-31</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>DISCO CORPORATION</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Bank of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>IPSEN SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KEYERA CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
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          <ticker value="CGBH4"/>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Canada Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>NIPPON TELEGRAPH AND TELEPHONE CORPORATION</name>
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        <invCountry>JP</invCountry>

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        <name>Heineken Holding N.V.</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>RIO TINTO LIMITED</name>
        <lei>529900X2VMAQT2PE0V24</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Global-E Online Ltd</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <assetCat>DFE</assetCat>
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        <name>Beiersdorf Aktiengesellschaft</name>
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        <name>CANON INC.</name>
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        <title>CANON INC COMMON STOCK</title>
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        <name>Koninklijke KPN N.V.</name>
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        <name>The Kansai Electric Power Company, Incorporated</name>
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        <name>N/A</name>
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        <name>ARISTOCRAT LEISURE LIMITED</name>
        <lei>529900TE2HO3OZKYKC27</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <title>CAC40 10 EURO FUT JAN24 PHYSICAL INDEX FUTURE.</title>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>RAMSAY HEALTH CARE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTCNH__00428621"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DAIICHI SANKYO COMPANY, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Porsche Automobil Holding SE</name>
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        <assetCat>EP</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Government of the Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CONSTELLATION SOFTWARE INC - WARRANTS ISSUE 1:1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <name>QANTAS AIRWAYS LIMITED</name>
        <lei>YLXNW6TI6QSK1H8H0N82</lei>
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        <name>ENDEAVOUR MINING PLC</name>
        <lei>529900NI5MXQ91GHXR07</lei>
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        <name>Magna International Inc.</name>
        <lei>95RWVLFZX6VGDZNNTN43</lei>
        <title>MAGNA INTERNATIONAL INC COMMON STOCK</title>
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        <name>CHECK POINT SOFTWARE TECHNOLOGIES LTD.</name>
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        <name>Baloise Holding AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HelloFresh SE</name>
        <lei>391200ZAF4V6XD2M9G57</lei>
        <title>HELLOFRESH SE COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mitsubishi Chemical Group Corporation</name>
        <lei>353800YNKX4RQUGAR072</lei>
        <title>MITSUBISHI CHEMICAL GROUP CO COMMON STOCK</title>
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        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTPZL__00429965"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNIBAIL-RODAMCO-WESTFIELD SE</name>
        <lei>969500SHQITWXSIS7N89</lei>
        <title>UNIBAIL-RODAMCO-WESTFIELD REIT</title>
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          <isin value="FR0013326246"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SWITZERLAND NET INDEX CHF</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428078"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428338"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RIO TINTO PLC</name>
        <lei>213800YOEO5OQ72G2R82</lei>
        <title>RIO TINTO PLC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTHUF__00428913"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Central Japan Railway Company</name>
        <lei>353800YAR3OVUITHTG64</lei>
        <title>CENTRAL JAPAN RAILWAY CO COMMON STOCK</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <name>SGS SA</name>
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        <name>PUMA SE</name>
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        <name>EBOS GROUP LIMITED</name>
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        <name>SITC International Holdings Co Ltd</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>Bundesrepublik Deutschland</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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        <name>CORPORATION CAMECO</name>
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        <name>ALGONQUIN POWER &amp; UTILITIES CORP.</name>
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        <name>SHIMANO INC.</name>
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        <name>Astellas Pharma Inc.</name>
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        <name>COMPAGNIE PETROLIERE IMPERIALE LTEE</name>
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        <title>IMPERIAL OIL LTD COMMON STOCK</title>
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        <name>Infineon Technologies AG</name>
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        <name>PEMBINA PIPELINE CORPORATION</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTHUF__00434953"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  MAR24 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FLGH4"/>
          <other otherDesc="Bloomberg Ticker" value="G H4"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LONG GILT FUTURE  MAR24</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.K. Gilt Futures</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TAYLOR WIMPEY PLC</name>
        <lei>21380089BTRXTD8S3R66</lei>
        <title>TAYLOR WIMPEY PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB0008782301"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <title>WTI CRUDE FUTURE  MAR24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CLH24"/>
          <other otherDesc="Bloomberg Ticker" value="CLH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>WTI CRUDE FUTURE  MAR24</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Crude Oil</issuerName>
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                  <ticker value="CLH24"/>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL AUSTRALIA NET INDEX AUD RE</title>
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          <other otherDesc="All Others" value="TM7AU320"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY</name>
        <lei>635400C8EK6DRI12LJ39</lei>
        <title>BANK OF IRELAND GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BD1RP616"/>
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        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00428940"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="83.21375000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>KBC GROEP NV</name>
        <lei>213800X3Q9LSAKRUWY91</lei>
        <title>KBC GROUP NV COMMON STOCK</title>
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          <isin value="BE0003565737"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan Airlines Co., Ltd.</name>
        <lei>3538002MH5L1QZZ93477</lei>
        <title>JAPAN AIRLINES CO LTD COMMON STOCK</title>
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          <isin value="JP3705200008"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>Nintendo Co., Ltd.</name>
        <lei>353800FEEXU6I9M0ZF27</lei>
        <title>NINTENDO CO LTD COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3756600007"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-03-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00431351"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <name>United States of America</name>
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        <name>United States of America</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TMX Group Limited</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JDE Peet's N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NMC HEALTH PLC</name>
        <lei>2138008YQEVWBE1V2M52</lei>
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          <isin value="GB00B7FC0762"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT  FEB24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="HOG24"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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                <issuerName>Heating Oil</issuerName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCOP__00428657"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912810RF75"/>
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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BT GROUP PLC</name>
        <lei>213800LRO7NS5CYQMN21</lei>
        <title>BT GROUP PLC COMMON STOCK</title>
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          <isin value="GB0030913577"/>
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        <balance>104801.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTMXP__00428172"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434211"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00428631"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTSGD__00433487"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EDP - Energias de Portugal, S.A.</name>
        <lei>529900CLC3WDMGI9VH80</lei>
        <title>EDP-ENERGIAS DE PORTUGAL SA COMMON STOCK</title>
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          <isin value="PTEDP0AM0009"/>
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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>PLATINUM (OSE)    OCT24 PHYSICAL COMMODITY FUTURE.</title>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>ASSOCIATED BRITISH FOODS PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTMXP__00429230"/>
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        <name>UBS Group AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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          <ticker value="FDXH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Roche Holding AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AltaGas Ltd.</name>
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        <title>ALTAGAS LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Endesa, Sociedad Anonima</name>
        <lei>549300LHK07F2CHV4X31</lei>
        <title>ENDESA SA COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-03-20</title>
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        <name>SOCIETE AURIFERE BARRICK</name>
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        <title>BARRICK GOLD CORP COMMON STOCK</title>
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        <name>UPM-Kymmene Oyj</name>
        <lei>213800EC6PW5VU4J9U64</lei>
        <title>UPM-KYMMENE OYJ COMMON STOCK</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Aegon Ltd</name>
        <lei>O4QK7KMMK83ITNTHUG69</lei>
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      <invstOrSec>
        <name>KOBE BUSSAN CO., LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SQUARE ENIX HOLDINGS CO.,LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429442"/>
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        <name>N/A</name>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428360"/>
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        <name>DCC PUBLIC LIMITED COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <name>COLOPLAST A/S</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Otsuka Holdings Co., Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TOSOH CORPORATION</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EQT AB</name>
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        <name>iShares iBoxx $ Investment Grade Corporate Bond ETF</name>
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        <name>Eisai Co., Ltd.</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BURBERRY GROUP PLC</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>KERRY GROUP PUBLIC LIMITED COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Tokio Marine Holdings, Inc.</name>
        <lei>5299009QN2NZ191KLS29</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>FAST RETAILING CO., LTD.</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>JSR Corporation</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Neste Oyj</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00428392"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00431037"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00428924"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-143124.90000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: CZK/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00430804"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CZK" exchangeRt="22.34960000"/>
        <valUSD>332.29000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>332.29000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00429726"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="873.28500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>1389.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/BRL SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00434220"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-806.87000000</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>511000.00000000</amtCurSold>
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            <amtCurPur>103620.89000000</amtCurPur>
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            <settlementDt>2024-03-20</settlementDt>
            <unrealizedAppr>-806.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 02/01/2024</title>
        <cusip>912797GE1</cusip>
        <identifiers>
          <isin value="US912797GE19"/>
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        <balance>1655000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1647727.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00429730"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="83.21375000"/>
        <valUSD>160.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>119582.67000000</amtCurSold>
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            <amtCurPur>10000000.00000000</amtCurPur>
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            <settlementDt>2024-03-20</settlementDt>
            <unrealizedAppr>160.31000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nippon Building Fund Inc.</name>
        <lei>52990053R8NL2MB32172</lei>
        <title>NIPPON BUILDING FUND INC REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3027670003"/>
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        <balance>13.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TORAY INDUSTRIES, INC.</name>
        <lei>35380099TCYR5FHT0A11</lei>
        <title>TORAY INDUSTRIES INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3621000003"/>
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        <balance>10000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
        <valUSD>52000.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00429417"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Nomura Holdings, Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-03-20</title>
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        <balance>1.00000000</balance>
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      <invstOrSec>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITY DEVELOPMENTS LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GJENSIDIGE FORSIKRING ASA</name>
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        <title>GJENSIDIGE FORSIKRING ASA COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Marubeni Corporation</name>
        <lei>4P4N3ORD02UGQT1T1W12</lei>
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          <isin value="JP3877600001"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>EDP Renovaveis, S.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>RATIONAL Aktiengesellschaft</name>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>United States of America</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ZOZO, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>DANONE SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>MINES AGNICO EAGLE LIMITEE</name>
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        <title>AGNICO EAGLE MINES LTD COMMON STOCK</title>
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        <name>Brenntag SE</name>
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        <name>N/A</name>
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        <title>FTSE 100 IDX FUT  MAR24 PHYSICAL INDEX FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TDK CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00434479"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00429742"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>EURAZEO SE</name>
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          <isin value="FR0000121121"/>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT MAR24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="FCH24"/>
          <other otherDesc="Bloomberg Ticker" value="FCH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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                <issuerName>Feeder Cattle</issuerName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/PHP SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00430000"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA</name>
        <lei>969500MMPQVHK671GT54</lei>
        <title>AIR LIQUIDE SA COMMON STOCK</title>
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          <isin value="FR0000120073"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-03-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00428080"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>THE BERKELEY GROUP HOLDINGS PLC</name>
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        <title>BERKELEY GROUP HOLDINGS/THE COMMON STOCK</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BHP GROUP LIMITED</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
        <title>BHP GROUP LTD-DI COMMON STOCK</title>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SAPUTO INC.</name>
        <lei>549300HH4U1DPY0TBT90</lei>
        <title>SAPUTO INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ENGIE SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE COMMON STOCK</title>
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          <isin value="FR0010208488"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTBRL__00428185"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Barry Callebaut AG</name>
        <lei>213800Y5RWKLDPUTT265</lei>
        <title>BARRY CALLEBAUT AG-REG COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>GOODMAN GROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTCLP__00428949"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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          <ticker value="TYH24"/>
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        <name>CK ASSET HOLDINGS LIMITED</name>
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        <name>N/A</name>
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        <name>TOBU RAILWAY CO., LTD.</name>
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        <name>DENTSU GROUP INC.</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>SANDS CHINA LTD.</name>
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        <name>THE LOTTERY CORPORATION LIMITED</name>
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        <name>N/A</name>
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        <title>SILVER FUTURE     MAR24 PHYSICAL COMMODITY FUTURE.</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BLUESCOPE STEEL LIMITED</name>
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        <name>RECKITT BENCKISER GROUP PLC</name>
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        <name>N/A</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00429186"/>
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        <name>UNICREDIT, SOCIETA PER AZIONI</name>
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          <isin value="IT0005239360"/>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428623"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <cusip>N/A</cusip>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00430549"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00430011"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOKYO GAS CO.,LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TERUMO CORPORATION</name>
        <lei>353800JX1R4582QVK932</lei>
        <title>TERUMO CORP COMMON STOCK</title>
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          <isin value="JP3546800008"/>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Oji Holdings Corporation</name>
        <lei>529900LVC9GIIYUGE243</lei>
        <title>OJI HOLDINGS CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Tokyo Electric Power Company Holdings, Incorporated</name>
        <lei>5299004EMJ3R4RVR5Y75</lei>
        <title>TOKYO ELECTRIC POWER COMPANY COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BASF SE</name>
        <lei>529900PM64WH8AF1E917</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Swiss Prime Site AG</name>
        <lei>506700XI9H64OPR34158</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VODAFONE GROUP PUBLIC LIMITED COMPANY</name>
        <lei>213800TB53ELEUKM7Q61</lei>
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        <name>TELENOR ASA</name>
        <lei>549300IM1QSBY4SLPM26</lei>
        <title>TELENOR ASA COMMON STOCK</title>
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        <name>COMPASS GROUP PLC</name>
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        <name>AKER BP ASA</name>
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        <name>BROOKFIELD ASSET MANAGEMENT LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CAPCOM CO., LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AUST 10Y BOND FUT MAR24</name>
        <lei>N/A</lei>
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          <ticker value="YTCH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429947"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN OIL FUTR  MAR24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="BOH24"/>
          <other otherDesc="Bloomberg Ticker" value="BOH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Soybean Oil</issuerName>
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      <invstOrSec>
        <name>CRH PUBLIC LIMITED COMPANY</name>
        <lei>549300MIDJNNTH068E74</lei>
        <title>CRH PLC COMMON STOCK</title>
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          <isin value="IE0001827041"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00429955"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>SHELL PLC</name>
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        <name>N/A</name>
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        <title>FTSE 100 IDX FUT  MAR24 PHYSICAL INDEX FUTURE.</title>
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      <invstOrSec>
        <name>Tele2 AB</name>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>Straumann Holding AG</name>
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        <name>HERMES INTERNATIONAL S.C.A.</name>
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        <name>United States of America</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Ressources Teck Limitee</name>
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        <name>D'Ieteren Group NV</name>
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        <name>MERCK Kommanditgesellschaft auf Aktien</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bundesrepublik Deutschland</name>
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          <ticker value="FGBXH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00433490"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00433505"/>
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      <invstOrSec>
        <name>GENTING SINGAPORE LIMITED</name>
        <lei>254900Y2N3AK93K1O866</lei>
        <title>GENTING SINGAPORE LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Hitachi Construction Machinery Co., Ltd.</name>
        <lei>5493009B7C53PDH8W826</lei>
        <title>HITACHI CONSTRUCTION MACHINE COMMON STOCK</title>
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          <isin value="JP3787000003"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SPAIN NET INDEX EUR REAL T</title>
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          <other otherDesc="All Others" value="TM7ES320"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) MAR24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="WH24"/>
          <other otherDesc="Bloomberg Ticker" value="W H4"/>
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                <issuerName>Wheat</issuerName>
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        <name>Swisscom AG</name>
        <lei>5493005SL9HHOXS3B739</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>HKT Trust and HKT Limited</name>
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        <name>United States of America</name>
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        <title>US 2YR NOTE (CBT) MAR24 FINANCIAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bank of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Kintetsu Group Holdings Co.,Ltd.</name>
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        <name>RELX PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>ANA HOLDINGS INC.</name>
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        <name>NEXON Co., Ltd.</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434469"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <securityLending>
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      <invstOrSec>
        <name>Zalando SE</name>
        <lei>529900YRFFGH5AXU4S86</lei>
        <title>ZALANDO SE COMMON STOCK</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Zurich Insurance Group AG</name>
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        <name>JARDINE CYCLE &amp; CARRIAGE LIMITED</name>
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        <title>JARDINE CYCLE &amp; CARRIAGE LTD COMMON STOCK</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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                <issuerName>Aluminum</issuerName>
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        <name>Japan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ANTOFAGASTA PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SODEXO SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TOYOTA MOTOR CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bank of America</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>BRK: BANK OF AMERICA REF: SWISS MARKET INDEX FUTURE</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Koninklijke Philips N.V.</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
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        <name>AUCKLAND INTERNATIONAL AIRPORT LIMITED</name>
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        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>PLATINUM (OSE)    DEC24 PHYSICAL COMMODITY FUTURE.</title>
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          <other otherDesc="Bloomberg Ticker" value="JAZ4"/>
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        <name>INTESA SANPAOLO SPA</name>
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        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL ITALY NET INDEX EUR REAL T</title>
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        <name>Rheinmetall Aktiengesellschaft</name>
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        <name>REMY COINTREAU SA</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00433755"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Repsol S.A.</name>
        <lei>BSYCX13Y0NOTV14V9N85</lei>
        <title>REPSOL SA COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FIRST QUANTUM MINERALS LTD.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>FIRST QUANTUM MINERALS LTD COMMON STOCK</title>
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          <isin value="CA3359341052"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KINGFISHER PLC</name>
        <lei>213800KBMEV7I92FY281</lei>
        <title>KINGFISHER PLC COMMON STOCK</title>
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          <isin value="GB0033195214"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTTHB__00429415"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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        <name>KONAMI GROUP CORPORATION</name>
        <lei>353800FC4A5QCMIZFV94</lei>
        <title>KONAMI GROUP CORPORATION COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3300200007"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429195"/>
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        <balance>1.00000000</balance>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429747"/>
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        <name>KOITO MANUFACTURING CO., LTD.</name>
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        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  FEB24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="NGG24"/>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Sartorius AG</name>
        <lei>529900EQV2DY4FOAMU38</lei>
        <title>Sartorius AG PREFERRED STOCK</title>
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        <name>DASSAULT SYSTEMES SE</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00430257"/>
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        <name>ORACLE CORPORATION JAPAN</name>
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        <name>DOLLARAMA INC.</name>
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        <name>TRYG A/S</name>
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        <name>RENTOKIL INITIAL PLC</name>
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        <name>Bechtle AG</name>
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      <invstOrSec>
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        <name>HALEON PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SYENSQO SA</name>
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        <name>West Japan Railway Company</name>
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        <name>United States of America</name>
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        <name>Wartsila Oyj Abp</name>
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        <name>Mercedes-Benz Group AG</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KERING SA</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Repubblica Italiana</name>
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        <name>Japan</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Republique Francaise</name>
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        <name>Bundesrepublik Deutschland</name>
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        <name>DAIFUKU CO.,LTD.</name>
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        <name>Shimadzu Corporation</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Republique Francaise</name>
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      <invstOrSec>
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        <name>Bundesrepublik Deutschland</name>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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        <name>COCHLEAR LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>PEARSON PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ELIA GROUP SA</name>
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        <name>UCB SA</name>
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        <name>voestalpine AG</name>
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        <name>SEMBCORP INDUSTRIES LTD</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BKW AG</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: PLN/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00428951"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UKTI 0 1/8 I/L GILT - SOVEREIGN (GB) 0.125% 08/10/2048</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BZ13DV40"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAIWA HOUSE INDUSTRY CO.,LTD.</name>
        <lei>353800K9WXR9XRZJZI46</lei>
        <title>DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3505000004"/>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429686"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Nomura Real Estate Master Fund, Inc.</name>
        <lei>353800TNNZOQ1CPZE086</lei>
        <title>NOMURA REAL ESTATE MASTER FU REIT</title>
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          <isin value="JP3048110005"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. TSY GILT STOCK - INFLATION LINKED 1.25% 11/22/2055</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Lasertec Corporation</name>
        <lei>N/A</lei>
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        <name>Nitori Holdings Co., Ltd.</name>
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        <name>Deutsche Lufthansa Aktiengesellschaft</name>
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        <name>GSK PLC</name>
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        <name>Bank of America</name>
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        <name>ABN AMRO Bank N.V.</name>
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        <name>Bundesrepublik Deutschland</name>
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        <name>HOYA CORPORATION</name>
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        <name>Partners Group Holding AG</name>
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        <name>RICOH COMPANY,LTD.</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429704"/>
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      <invstOrSec>
        <name>VEOLIA ENVIRONNEMENT SA</name>
        <lei>969500LENY69X51OOT31</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434950"/>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
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          <isin value="FR0014001N38"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00431028"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR JAN24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="MFXIF4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428971"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="CTH4"/>
          <other otherDesc="Bloomberg Ticker" value="CTH4"/>
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                <issuerName>Cotton</issuerName>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Nomura Real Estate Holdings, Inc.</name>
        <lei>353800UZ91CT24OL9P59</lei>
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        <name>NEC Corporation</name>
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        <name>Telefonica S.A.</name>
        <lei>549300EEJH4FEPDBBR25</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>YAMAHA CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Adecco Group AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>The Chiba Bank, Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Sompo Holdings, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <title>NY HARB ULSD FUT  MAR24 PHYSICAL COMMODITY FUTURE.</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428681"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTMXP__00429733"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ArcelorMittal SA</name>
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        <name>NIBE Industrier AB</name>
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        <name>United States of America</name>
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        <name>Japan</name>
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        <title>JPN 10Y BOND(OSE) MAR24 FINANCIAL COMMODITY FUTURE.</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Stora Enso Oyj</name>
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        <name>FUJIFILM Holdings Corporation</name>
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        <name>SECOM CO., LTD.</name>
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        <name>ANHEUSER-BUSCH INBEV SA</name>
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        <name>Seven &amp; i Holdings Co., Ltd.</name>
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        <name>WILMAR INTERNATIONAL LIMITED</name>
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        <name>Repubblica Italiana</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>SCSK Corporation</name>
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        <name>United States of America</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>JFE Holdings, Inc.</name>
        <lei>3538002Y11Y03NA9B530</lei>
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        <name>THE SAGE GROUP PLC.</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>McDonald's Holdings Company (Japan), Ltd.</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Trend Micro Incorporated</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>Hexagon Aktiebolag</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>ASAHI INTECC CO., LTD.</name>
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        <name>N/A</name>
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        <name>KONE Oyj</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00434940"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PUBLICIS GROUPE SA</name>
        <lei>2138004KW8BV57III342</lei>
        <title>PUBLICIS GROUPE COMMON STOCK</title>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Galaxy Entertainment Group Limited</name>
        <lei>549300ZSEBV3HR826S10</lei>
        <title>GALAXY ENTERTAINMENT GROUP L COMMON STOCK</title>
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          <isin value="HK0027032686"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00431547"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTPZL__00428627"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429238"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OMRON Corporation</name>
        <lei>549300ZHW0TR2QZ0NY83</lei>
        <title>OMRON CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>QUEBECOR INC.</name>
        <lei>N/A</lei>
        <title>QUEBECOR INC  -CL B COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>MONDI PLC</name>
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        <name>Bank of America</name>
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        <title>BRK: BANK OF AMERICA FTSE/JSE SHAREHOLDER WEIGHTED TOP 40 INDEX FUTURE</title>
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      <invstOrSec>
        <name>SINGAPORE EXCHANGE LIMITED</name>
        <lei>549300IQ650PPXM76X03</lei>
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        <cusip>N/A</cusip>
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          <isin value="SG1J26887955"/>
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        <balance>7100.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00429956"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Republique Francaise</name>
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        <cusip>N/A</cusip>
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          <isin value="FR0000186413"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
        <name>AUST 3YR BOND FUT MAR24</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT MAR24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTTH4"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>WORLDLINE SA</name>
        <lei>549300CJMQNCA0U4TS33</lei>
        <title>WORLDLINE SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0011981968"/>
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        <balance>1571.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433992"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>KDDI CORPORATION</name>
        <lei>5299003FU7V4I45FU310</lei>
        <title>KDDI CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3496400007"/>
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        <balance>12600.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00434230"/>
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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>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00429736"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="873.28500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BP P.L.C.</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP PLC COMMON STOCK</title>
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          <isin value="GB0007980591"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     MAR24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="SIH24"/>
          <other otherDesc="Bloomberg Ticker" value="SIH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
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      <invstOrSec>
        <name>TOHO CO., LTD.</name>
        <lei>529900IYHHYWU4O3H185</lei>
        <title>TOHO CO LTD COMMON STOCK</title>
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          <isin value="JP3598600009"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>JP MORGAN CHASE BANK N.A.</name>
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        <title>BRK: JP MORGAN CHASE REF: HSCEI FUTURES  SWAP JAN24</title>
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        <name>FISHER &amp; PAYKEL HEALTHCARE CORPORATION LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>argenx SE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEVERN TRENT PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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          <other otherDesc="Bloomberg Ticker" value="LNH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Open Text Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>YASKAWA Electric Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Carl Zeiss Meditec AG</name>
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        <name>SMURFIT KAPPA GROUP PUBLIC LIMITED COMPANY</name>
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        <title>SMURFIT KAPPA GROUP PLC COMMON STOCK</title>
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        <name>N/A</name>
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        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL BRAZIL NET INDEX BRL REAL</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <name>TEVA PHARMACEUTICAL INDUSTRIES LIMITED</name>
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        <title>TEVA PHARMACEUTICAL-SP ADR DEPOSITARY RECEIPT</title>
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        <name>ENDEAVOUR GROUP LIMITED</name>
        <lei>254900JAN9FOLMWAD533</lei>
        <title>ENDEAVOUR GROUP LTD/AUSTRALI COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>DEUTSCHLAND I/L BOND 0.10%  04/15/2046</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0001030542"/>
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        <balance>1205000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-15</maturityDt>
          <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>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00428391"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3874.00000000"/>
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        <pctVal>0.000173389380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>100343.08000000</amtCurSold>
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            <unrealizedAppr>3382.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00431033"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8562.44000000</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>4000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00434961"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-271.87000000</valUSD>
        <pctVal>-0.00001393530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>5000000.00000000</amtCurSold>
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            <unrealizedAppr>-271.87000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE   MAR24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FBTPH4"/>
          <other otherDesc="Bloomberg Ticker" value="IKH4"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EURO-BTP FUTURE   MAR24</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Italy Govt. Bond Futures</issuerName>
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                  <isin value="IT0005518128"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STMicroelectronics N.V.</name>
        <lei>213800Z8NOHIKRI42W10</lei>
        <title>STMICROELECTRONICS NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000226223"/>
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        <balance>2074.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PERNOD RICARD SA</name>
        <lei>52990097YFPX9J0H5D87</lei>
        <title>PERNOD RICARD SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120693"/>
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        <balance>584.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <pctVal>0.005282452047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00431546"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="16.93450000"/>
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        <pctVal>0.000131588594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>143131.96000000</amtCurSold>
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            <amtCurPur>2500000.00000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTHUF__00429695"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>YARA INTERNATIONAL ASA</name>
        <lei>213800WKOUWXWFJ5Z514</lei>
        <title>YARA INTERNATIONAL ASA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010208051"/>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ACS, Actividades de Construccion y Servicios, S.A.</name>
        <lei>95980020140005558665</lei>
        <title>ACS ACTIVIDADES CONS Y SERV COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="ES0167050915"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429156"/>
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      <invstOrSec>
        <name>Aktiebolaget SKF</name>
        <lei>549300B6HWYEE57O8J84</lei>
        <title>SKF AB-B SHARES COMMON STOCK</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTSGD__00433488"/>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BAE SYSTEMS PLC</name>
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        <name>Brookfield Corporation</name>
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        <name>Chocoladefabriken Lindt &amp; Spruengli AG</name>
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        <name>SG HOLDINGS CO.,LTD.</name>
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        <name>Repubblica Italiana</name>
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        <name>M3, Inc.</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NIPPON STEEL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SOUTH AFRICA NET INDEX ZAR</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00433999"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Nutrien Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Getinge AB</name>
        <lei>5493003PZ4F570G3W735</lei>
        <title>GETINGE AB-B SHS COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sandoz Group AG</name>
        <lei>5493000JWK6XWFEUD320</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen</name>
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        <name>Concordia Financial Group, Ltd.</name>
        <lei>N/A</lei>
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        <name>Atlas Copco Aktiebolag</name>
        <lei>213800T8PC8Q4FYJZR07</lei>
        <title>ATLAS COPCO AB-A SHS COMMON STOCK</title>
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        <name>Schindler Holding AG</name>
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        <name>GEA Group Aktiengesellschaft</name>
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        <name>Norsk Hydro ASA</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Enagas S.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LES COMPAGNIES LOBLAW LIMITEE</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Daiwa House REIT Investment Corporation</name>
        <lei>3538001FWU534P8JMO05</lei>
        <title>DAIWA HOUSE REIT INVESTMENT REIT</title>
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          <isin value="JP3046390005"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTPZL__00428955"/>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Meiji Holdings Co.,Ltd.</name>
        <lei>5299002D52YIP6DWMV49</lei>
        <title>MEIJI HOLDINGS CO LTD COMMON STOCK</title>
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          <isin value="JP3918000005"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00430251"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>SARTORIUS STEDIM BIOTECH S.A.</name>
        <lei>52990006IVXY7GCSSR39</lei>
        <title>SARTORIUS STEDIM BIOTECH COMMON STOCK</title>
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          <isin value="FR0013154002"/>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00428950"/>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>WIX.COM LTD</name>
        <lei>5493008P6N29Q1AG9464</lei>
        <title>WIX.COM LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Japan Real Estate Investment Corporation</name>
        <lei>3538003YAIR3CBGJJ928</lei>
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        <name>THALES SA</name>
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        <name>ORIENTAL LAND CO.,LTD.</name>
        <lei>353800PIFKBZ6KTU5994</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>N/A</name>
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        <title>MSCI EMGMKT       MAR24 PHYSICAL INDEX FUTURE.</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>KOEI TECMO HOLDINGS CO., LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428144"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <title>FTSE/JSE TOP 40   MAR24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="ALSIH4"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>INFORMA PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sumitomo Metal Mining Co., Ltd.</name>
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        <title>SUMITOMO METAL MINING CO LTD COMMON STOCK</title>
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          <isin value="JP3402600005"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
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        <name>SYSMEX CORPORATION</name>
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        <name>AMPOL LIMITED</name>
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        <name>United States of America</name>
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        <name>TAISEI CORPORATION</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>J SAINSBURY PLC</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>CENTRICA PLC</name>
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        <name>Iida Group Holdings Co.,Ltd.</name>
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        <name>Swedish Orphan Biovitrum AB (publ)</name>
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        <name>Republique Francaise</name>
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        <name>East Japan Railway Company</name>
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        <name>Bundesrepublik Deutschland</name>
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        <name>CYBERARK SOFTWARE LTD.</name>
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        <name>Constellation Software Inc.</name>
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        <name>SUMITOMO CORPORATION</name>
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        <name>METRO INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KUBOTA CORPORATION</name>
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          <isin value="JP3266400005"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434962"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AGEAS SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>Erste Group Bank AG</name>
        <lei>PQOH26KWDF7CG10L6792</lei>
        <title>ERSTE GROUP BANK AG COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Canadien Pacifique Kansas City Limitee</name>
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        <name>BANK LEUMI LE ISRAEL B.M.</name>
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        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
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        <name>Bandai Namco Holdings Inc.</name>
        <lei>N/A</lei>
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        <name>BOUYGUES SA</name>
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        <title>SINGAPORE TELECOMMUNICATIONS COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00433998"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ORIX CORPORATION</name>
        <lei>35380016EMHNBOVYE123</lei>
        <title>ORIX CORP COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3200450009"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00430550"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428920"/>
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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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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00428173"/>
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        <pctVal>0.000668024756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00429738"/>
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        <currencyConditional curCd="MXN" exchangeRt="16.93450000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HANG LUNG PROPERTIES LIMITED</name>
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        <title>HANG LUNG PROPERTIES LTD COMMON STOCK</title>
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        <identifiers>
          <isin value="HK0101000591"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.80855000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTSGD__00433977"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Prosus N.V.</name>
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        <name>Clariant AG</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>United States of America</name>
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        <name>Republique Francaise</name>
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          <isin value="FR0011982776"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Akzo Nobel N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GETLINK S.E.</name>
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        <name>N/A</name>
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        <name>N/A</name>
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          <ticker value="STXEH4"/>
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        <name>OTSUKA CORPORATION</name>
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        <name>Chubu Electric Power Company, Incorporated</name>
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        <name>UMICORE SA</name>
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        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>OLYMPUS CORPORATION</name>
        <lei>5299000Y52IFDI1I2A21</lei>
        <title>OLYMPUS CORP COMMON STOCK</title>
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          <isin value="JP3201200007"/>
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        <balance>3600.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-03-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00429472"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="3874.00000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <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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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00429481"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="15397.00000000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00428111"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8635.34000000</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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>-8635.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>XINYI GLASS HOLDINGS LIMITED</name>
        <lei>52990082YXVVZFK1QJ17</lei>
        <title>XINYI GLASS HOLDINGS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG9828G1082"/>
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        <balance>30000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.80855000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00430274"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CZK" exchangeRt="22.34960000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>44185.30000000</amtCurSold>
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            <unrealizedAppr>492.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SUNCORP GROUP LIMITED</name>
        <lei>549300BVOKRTHDIWVT46</lei>
        <title>SUNCORP GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SUN6"/>
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        <balance>7008.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA COMMON STOCK</title>
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        <identifiers>
          <isin value="ES0113900J37"/>
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        <balance>14314.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE     MAR24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="HGH24"/>
          <other otherDesc="Bloomberg Ticker" value="HGH4"/>
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        <balance>11.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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                <issuerName>Copper</issuerName>
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                  <ticker value="HGCH24"/>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-03-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00428620"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <name>ADMIRAL GROUP PLC</name>
        <lei>213800FGVM7Z9EJB2685</lei>
        <title>ADMIRAL GROUP PLC COMMON STOCK</title>
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          <isin value="GB00B02J6398"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428708"/>
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        <balance>1.00000000</balance>
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        <name>PHOENIX GROUP HOLDINGS PLC</name>
        <lei>2138001P49OLAEU33T68</lei>
        <title>PHOENIX GROUP HOLDINGS PLC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428931"/>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>SSE PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>WASHINGTON H. SOUL PATTINSON AND COMPANY LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="LGOG4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Gasoil</issuerName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTSGD__00434462"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BRAMBLES LIMITED</name>
        <lei>N/A</lei>
        <title>BRAMBLES LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTCLP__00430012"/>
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        <currencyConditional curCd="CLP" exchangeRt="873.28500000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00429988"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434948"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00434957"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Sharp Corporation</name>
        <lei>353800YEPK9PD7QO3449</lei>
        <title>SHARP CORP COMMON STOCK</title>
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          <isin value="JP3359600008"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434232"/>
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        <name>CANADIAN TIRE CORPORATION, LIMITED</name>
        <lei>549300RLHDA7VQYMUB14</lei>
        <title>CANADIAN TIRE CORP-CLASS A COMMON STOCK</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>RENAULT SA</name>
        <lei>969500F7JLTX36OUI695</lei>
        <title>RENAULT SA COMMON STOCK</title>
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        <name>Qiagen N.V.</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>Heineken N.V.</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428959"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DIAGEO PLC</name>
        <lei>213800ZVIELEA55JMJ32</lei>
        <title>DIAGEO PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0002374006"/>
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        <balance>2888.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TELECOM ITALIA SPA</name>
        <lei>549300W384M3RI3VXU42</lei>
        <title>TELECOM ITALIA SPA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003497168"/>
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        <balance>322664.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00428993"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-486.96000000</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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>172002.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE      MAR24 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCH4"/>
          <other otherDesc="Bloomberg Ticker" value="CCH4"/>
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        <balance>23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>965080.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <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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                <issuerName>Cocoa</issuerName>
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                  <ticker value="CCH24"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00429991"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.85760000"/>
        <valUSD>56040.82000000</valUSD>
        <pctVal>0.002872497378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>4310646.88000000</amtCurSold>
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            <amtCurPur>21367666.00000000</amtCurPur>
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            <unrealizedAppr>56040.82000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICL GROUP LTD</name>
        <lei>529900FQVQD88SHIGM04</lei>
        <title>ICL GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IL0002810146"/>
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        <balance>57151.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.60090000"/>
        <valUSD>288903.54000000</valUSD>
        <pctVal>0.014808396116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00428342"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="346.00555000"/>
        <valUSD>11.52000000</valUSD>
        <pctVal>0.000000590483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>88596.41000000</amtCurSold>
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            <settlementDt>2024-03-20</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-01-31</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399397"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5406.67000000</valUSD>
        <pctVal>0.000277130944</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>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>4240000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>2901215.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-01-31</settlementDt>
            <unrealizedAppr>5406.67000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433500"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-564.08000000</valUSD>
        <pctVal>-0.00002891318</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>4000000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>216648.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-03-20</settlementDt>
            <unrealizedAppr>-564.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASM International N.V.</name>
        <lei>7245001I22ND6ZFHX623</lei>
        <title>ASM INTERNATIONAL NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000334118"/>
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        <balance>322.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
        <valUSD>167160.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00434471"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-411.10000000</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>
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        <securityLending>
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      <invstOrSec>
        <name>Continental Aktiengesellschaft</name>
        <lei>529900A7YD9C0LLXM621</lei>
        <title>CONTINENTAL AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005439004"/>
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        <balance>779.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00431553"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-976.48000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SMITHS GROUP PLC</name>
        <lei>213800MJL6IPZS3ASA11</lei>
        <title>SMITHS GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1WY2338"/>
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        <balance>3056.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INTERCONTINENTAL HOTELS GROUP PLC</name>
        <lei>2138007ZFQYRUSLU3J98</lei>
        <title>INTERCONTINENTAL HOTELS GROU COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BHJYC057"/>
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        <balance>861.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT FEB24 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="RBG24"/>
          <other otherDesc="Bloomberg Ticker" value="XBG4"/>
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        <balance>21.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

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          <other otherDesc="FX Forwards" value="CCTEUR__00430021"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTCNH__00431541"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNH__00429161"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>78179.83000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Shionogi &amp; Co., Ltd.</name>
        <lei>35380049VXDTHZI3DY35</lei>
        <title>SHIONOGI &amp; CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3347200002"/>
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        <balance>2200.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEMENOS AG</name>
        <lei>5067007NW6550481FH64</lei>
        <title>TEMENOS AG - REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012453913"/>
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        <balance>2087.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.84165000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00429207"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>183.91000000</valUSD>
        <pctVal>0.000009426717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>6875000.00000000</amtCurSold>
            <curSold>PHP</curSold>
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            <unrealizedAppr>183.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LY Corporation</name>
        <lei>52990078MD2OL792YM35</lei>
        <title>LY CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3933800009"/>
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        <balance>39800.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COMPUTERSHARE LIMITED</name>
        <lei>N/A</lei>
        <title>COMPUTERSHARE LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CPU5"/>
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        <balance>8847.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR JAN24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFXIF4"/>
          <other otherDesc="Bloomberg Ticker" value="IBF4"/>
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        <balance>72.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>IBEX 35 INDX FUTR JAN24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <indexName>IBEX 35 INDX FUTR Jan 2024</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SANTOS LIMITED</name>
        <lei>5299000RK70B5O2M7077</lei>
        <title>SANTOS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000STO6"/>
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        <balance>43557.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Franco-Nevada Corporation</name>
        <lei>N/A</lei>
        <title>FRANCO-NEVADA CORP COMMON STOCK</title>
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          <isin value="CA3518581051"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2024-03-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433983"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-87.01000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428136"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTMXP__00429483"/>
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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-03-20</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-03-20</title>
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      <invstOrSec>
        <name>Geberit AG</name>
        <lei>52990093Z5OHD6T7BS47</lei>
        <title>GEBERIT AG-REG COMMON STOCK</title>
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        <name>Svenska Handelsbanken AB</name>
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        <name>Allianz SE</name>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <name>RB Global Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="LGOH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Gasoil</issuerName>
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      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC COMMON STOCK</title>
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          <isin value="GB0009895292"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Cellnex Telecom S.A.</name>
        <lei>5493008T4YG3AQUI7P67</lei>
        <title>CELLNEX TELECOM SA COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="ES0105066007"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>ES</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>THE HONG KONG AND CHINA GAS COMPANY LIMITED</name>
        <lei>254900P7BETXGC7YU827</lei>
        <title>HONG KONG &amp; CHINA GAS COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="HK0003000038"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCZK__00428104"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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          <isin value="GB00B3MYD345"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HARGREAVES LANSDOWN PLC</name>
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        <title>HARGREAVES LANSDOWN PLC COMMON STOCK</title>
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          <isin value="GB00B1VZ0M25"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) MAR24 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FVH24"/>
          <other otherDesc="Bloomberg Ticker" value="FVH4"/>
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        <balance>1251.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>US 5YR NOTE (CBT) MAR24</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CHE49"/>
                  <ticker value="FVH24"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Odakyu Electric Railway Co.,Ltd.</name>
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        <title>ODAKYU ELECTRIC RAILWAY CO COMMON STOCK</title>
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          <isin value="JP3196000008"/>
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        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MANULIFE FINANCIAL CORP</name>
        <lei>5493007GBX87QOZACS27</lei>
        <title>MANULIFE FINANCIAL CORP COMMON STOCK</title>
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          <isin value="CA56501R1064"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Bayerische Motoren Werke Aktiengesellschaft</name>
        <lei>YEH5ZCD6E441RHVHD759</lei>
        <title>BAYERISCHE MOTOREN WERKE AG COMMON STOCK</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>INSURANCE AUSTRALIA GROUP LIMITED</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY</name>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTHUF__00429968"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Adyen N.V.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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          <isin value="GB00BYMWG366"/>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UKTI   0.750 11/22/33 .75</title>
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          <isin value="GB00BMF9LJ15"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTMXP__00434774"/>
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        <name>OMV Aktiengesellschaft</name>
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        <name>Hannover Rueck SE</name>
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        <name>EDENRED SE</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>NTT DATA GROUP CORPORATION</name>
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        <name>T&amp;D Holdings, Inc.</name>
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        <name>FINECOBANK BANCA FINECO S.P.A.</name>
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        <name>MTU Aero Engines AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BOLLORE SE</name>
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        <name>N/A</name>
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        <name>FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Bachem Holding AG</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Vicinity Centres</name>
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        <name>TECHTRONIC INDUSTRIES COMPANY LIMITED</name>
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        <name>United States of America</name>
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        <name>Bundesrepublik Deutschland</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SWIRE PROPERTIES LIMITED</name>
        <lei>5299001L12PHYVQ92465</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CSL LIMITED</name>
        <lei>529900ECSECK5ZDQTE14</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTINR__00428174"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CDX65"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTINR__00430276"/>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00433753"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026</title>
        <cusip>91282CCA7</cusip>
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          <isin value="US91282CCA71"/>
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        <curCd>USD</curCd>
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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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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Futu Holdings Ltd</name>
        <lei>213800X4W4ZRESFPTQ37</lei>
        <title>FUTU HOLDINGS LTD-ADR DEPOSITARY RECEIPT</title>
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          <isin value="US36118L1061"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Galp Energia, SGPS, S.A.</name>
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        <title>GALP ENERGIA SGPS SA COMMON STOCK</title>
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        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bundesrepublik Deutschland</name>
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        <title>EURO-SCHATZ FUT   MAR24 FINANCIAL COMMODITY FUTURE.</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BIOMERIEUX SA</name>
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        <name>OVERSEA-CHINESE BANKING CORPORATION LIMITED</name>
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        <name>Sino Land Company Limited</name>
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        <name>EIFFAGE SA</name>
        <lei>969500OQXKE5WDM9M994</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>GEORGE WESTON LIMITEE.</name>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Aena SME, S.A.</name>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTTHB__00428368"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00429702"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <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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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>TIS Inc.</name>
        <lei>35380064HYEZXBQHDF07</lei>
        <title>TIS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3104890003"/>
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        <balance>3900.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HANG SENG IDX FUT JAN24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="HSIF4"/>
          <other otherDesc="Bloomberg Ticker" value="HIF4"/>
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        <assetCat>DE</assetCat>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>HANG SENG IDX FUT Jan 2024</indexName>
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            <expDate>2024-02-02</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00430296"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-5927.50000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SEA LIMITED</name>
        <lei>529900OM6JLLW44YKI15</lei>
        <title>SEA LTD-ADR DEPOSITARY RECEIPT</title>
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        <identifiers>
          <isin value="US81141R1005"/>
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        <balance>3256.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131868.00000000</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>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00430801"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="346.00555000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Novartis AG</name>
        <lei>5493007HIVTX6SY6XD66</lei>
        <title>NOVARTIS AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012005267"/>
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        <balance>1266.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.84165000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTHUF__00434952"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="346.00555000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Heidelberg Materials AG</name>
        <lei>LZ2C6E0W5W7LQMX5ZI37</lei>
        <title>HEIDELBERG MATERIALS AG COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="DE0006047004"/>
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        <balance>1561.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TELEPERFORMANCE SE</name>
        <lei>9695004GI61FHFFNRG61</lei>
        <title>TELEPERFORMANCE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000051807"/>
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        <balance>223.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00429439"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE (GOVT OF) 0.10% 03/01/2032 SERIES OATI</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SINGAPORE TECHNOLOGIES ENGINEERING LTD</name>
        <lei>254900OEXGGWCR24DG90</lei>
        <title>SINGAPORE TECH ENGINEERING COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2024-03-20</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JAPAN TOBACCO INC.</name>
        <lei>353800Z0ENYBQO0XRJ31</lei>
        <title>JAPAN TOBACCO INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
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        <name>SMITH &amp; NEPHEW PLC</name>
        <lei>213800ZTMDN8S67S1H61</lei>
        <title>SMITH &amp; NEPHEW PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB0009223206"/>
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        <balance>9612.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00429739"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Holcim AG</name>
        <lei>529900EHPFPYHV6IQO98</lei>
        <title>HOLCIM LTD COMMON STOCK</title>
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        <identifiers>
          <isin value="CH0012214059"/>
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        <balance>1540.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00429465"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00429171"/>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-03-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00429178"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00433749"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="34.13250000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTCZK__00429963"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SINGAPORE NET INDEX SGD RE</title>
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          <other otherDesc="All Others" value="TM7SG320"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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      <invstOrSec>
        <name>ACCOR SA</name>
        <lei>969500QZC2Q0TK11NV07</lei>
        <title>ACCOR SA COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="FR0000120404"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTPZL__00429424"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Japan Metropolitan Fund Investment Corporation</name>
        <lei>353800QDHNIP60E1LQ93</lei>
        <title>JAPAN METROPOLITAN FUND INVE REIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00434941"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
        <title>SUGAR #11 (WORLD) MAR24 PHYSICAL COMMODITY FUTURE.</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2024-03-20</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTTWD__00428676"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MonotaRO Co Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ADVANTEST CORPORATION</name>
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          <isin value="JP3122400009"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AUST 10Y BOND FUT MAR24</name>
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        <title>AUST 10Y BOND FUT MAR24 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="YTCH4"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
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          <ticker value="FBTPH4"/>
          <other otherDesc="Bloomberg Ticker" value="IKH4"/>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Italy Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428649"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Dai-ichi Life Holdings, Inc.</name>
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        <name>United States of America</name>
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        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00428128"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PRUDENTIAL PUBLIC LIMITED COMPANY</name>
        <lei>5493001Z3ZE83NGK8Y12</lei>
        <title>PRUDENTIAL PLC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Wheaton Precious Metals Corp.</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/PHP SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433995"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1331.08000000</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>
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      <invstOrSec>
        <name>ITOCHU Corporation</name>
        <lei>J48DJYXDTLHM30UMYI18</lei>
        <title>ITOCHU CORP COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3143600009"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>XERO LIMITED</name>
        <lei>254900UG5D8YST164N14</lei>
        <title>XERO LTD COMMON STOCK</title>
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        <identifiers>
          <isin value="NZXROE0001S2"/>
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        <balance>1735.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00428693"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="4.85760000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTPZL__00429960"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTMXP__00428375"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434772"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI SING IX ETS  JAN24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="SSGF4"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>CCL INDUSTRIES INC.</name>
        <lei>549300TD3EMSRRC0YH75</lei>
        <title>CCL INDUSTRIES INC - CL B COMMON STOCK</title>
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        <name>Lonza Group AG</name>
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        <name>SOUTH32 LIMITED</name>
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        <title>SOUTH32 LTD COMMON STOCK</title>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Yokogawa Electric Corporation</name>
        <lei>529900MV0U7C9WWF4L22</lei>
        <title>YOKOGAWA ELECTRIC CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Repubblica Italiana</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fresenius Medical Care AG</name>
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        <name>N/A</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI</name>
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        <name>Logitech international S.A.</name>
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        <name>AUTO TRADER GROUP PLC</name>
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        <name>N/A</name>
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        <name>DSM-Firmenich AG</name>
        <lei>506700G44V67MPM4BI12</lei>
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        <name>N/A</name>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Japan Exchange Group, Inc.</name>
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        <name>ASML Holding N.V.</name>
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        <name>United States of America</name>
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        <name>WH GROUP LIMITED</name>
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        <name>Fortum Oyj</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Givaudan SA</name>
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        <name>Pan Pacific International Holdings Corporation</name>
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        <name>AEROPORTS DE PARIS SA</name>
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        <name>N/A</name>
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        <title>CORN FUTURE       MAR24 PHYSICAL COMMODITY FUTURE.</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Bundesrepublik Deutschland</name>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>Kao Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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                <issuerName>U.S. Treasury Futures</issuerName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00429187"/>
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      <invstOrSec>
        <name>N/A</name>
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        <title>MEX BOLSA IDX FUT MAR24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="IPCH4"/>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428653"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   MAR24 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LGOH4"/>
          <other otherDesc="Bloomberg Ticker" value="QSH4"/>
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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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            <payOffProf>Long</payOffProf>
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                <issuerName>Gasoil</issuerName>
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                  <ticker value="ARAH24"/>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 03/21/2024</title>
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        <balance>9780000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dai Nippon Printing Co., Ltd.</name>
        <lei>529900S7NFNQ4FT6OP83</lei>
        <title>DAI NIPPON PRINTING CO LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>iA Societe Financiere Inc.</name>
        <lei>549300ZXLJVHQAIXV215</lei>
        <title>IA FINANCIAL CORP INC COMMON STOCK</title>
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        <name>ORANGE SA</name>
        <lei>969500MCOONR8990S771</lei>
        <title>ORANGE COMMON STOCK</title>
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        <name>Tokyo Electron Limited</name>
        <lei>549300H5LSF8DP3RIJ34</lei>
        <title>TOKYO ELECTRON LTD COMMON STOCK</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2024-03-20</title>
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        <name>YAMATO HOLDINGS CO.,LTD.</name>
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        <name>BUDWEISER BREWING COMPANY APAC LIMITED</name>
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        <title>BUDWEISER BREWING CO APAC LT COMMON STOCK</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>CAPITALAND INVESTMENT LIMITED</name>
        <lei>254900AT4UQDU7SNXX49</lei>
        <title>CAPITALAND INVESTMENT LTD/SI COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SUBARU CORPORATION</name>
        <lei>549300N244BVAEE6HH86</lei>
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        <name>KOMATSU LTD.</name>
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        <name>AZRIELI GROUP LTD.</name>
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        <name>Svenska Cellulosa Aktiebolaget SCA</name>
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        <name>Kesko Oyj</name>
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        <name>N/A</name>
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        <name>United States of America</name>
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        <name>Delivery Hero SE</name>
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        <name>Stellantis N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <name>PRYSMIAN S.P.A.</name>
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        <name>N/A</name>
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        <name>Bank of America</name>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>TOURMALINE OIL CORP.</name>
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        <lei>549300LDT5AP8S0NBM78</lei>
        <title>ALCON INC COMMON STOCK</title>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Kyowa Kirin Co., Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BUNZL PUBLIC LIMITED COMPANY</name>
        <lei>213800Q1Q9DV4L78UM09</lei>
        <title>BUNZL PLC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OSAKA GAS CO., LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHR. HANSEN HOLDING A/S</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>IBIDEN CO.,LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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          <ticker value="CTH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CK INFRASTRUCTURE HOLDINGS LIMITED</name>
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        <title>CK INFRASTRUCTURE HOLDINGS L COMMON STOCK</title>
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        <name>UNICHARM CORPORATION</name>
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        <name>INTER AMERICAN DEVELOPMENT BANK</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Nestle S.A.</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00430268"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-01-31</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399395"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-67898.57000000</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>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>4470000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SOFTBANK GROUP CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3436100006"/>
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        <balance>1200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <pctVal>0.002745595745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00428626"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.93225000"/>
        <valUSD>143.94000000</valUSD>
        <pctVal>0.000007377966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>143.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ADIDAS AG</name>
        <lei>549300JSX0Z4CW0V5023</lei>
        <title>ADIDAS AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A1EWWW0"/>
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        <balance>198.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <pctVal>0.002064630588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00429469"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="16.93450000"/>
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        <pctVal>0.009195132449</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>5054166.27000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LME ZINC FUTURE   MAR24</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   MAR24 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMZNH24"/>
          <other otherDesc="Bloomberg Ticker" value="LXH4"/>
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        <balance>17.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME ZINC FUTURE   MAR24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2024-03-21</expDate>
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            <unrealizedAppr>66666.69000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433757"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-139.56000000</valUSD>
        <pctVal>-0.00000715345</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <settlementDt>2024-03-20</settlementDt>
            <unrealizedAppr>-139.56000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Universal Music Group N.V.</name>
        <lei>724500GJBUL3D9TW9Y18</lei>
        <title>UNIVERSAL MUSIC GROUP NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0015000IY2"/>
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        <balance>5777.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00430008"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3924.09000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00434475"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>NATIONAL GRID PLC</name>
        <lei>8R95QZMKZLJX5Q2XR704</lei>
        <title>NATIONAL GRID PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB00BDR05C01"/>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMPERIAL BRANDS PLC</name>
        <lei>549300DFVPOB67JL3A42</lei>
        <title>IMPERIAL BRANDS PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0004544929"/>
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        <balance>5956.00000000</balance>
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        <valUSD>137161.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-03-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00433990"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-03-20</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>OBIC Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>OBIC CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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        <balance>500.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
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        <name>Evolution AB (publ)</name>
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        <name>PARKLAND CORPORATION.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00428988"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Davide Campari-Milano N.V.</name>
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          <isin value="NL0015435975"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00431544"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Commerzbank Aktiengesellschaft</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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      <invstOrSec>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>SEIKO EPSON CORPORATION</name>
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        <name>The Swatch Group AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>KYOCERA CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00428967"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMPLIFON S.P.A.</name>
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          <isin value="IT0004056880"/>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428652"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <title>FTSE KLCI FUTURE  JAN24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="FKLIF24"/>
          <other otherDesc="Bloomberg Ticker" value="IKF4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>Covestro AG</name>
        <lei>3912005AWHKLQ1CPLV11</lei>
        <title>COVESTRO AG COMMON STOCK</title>
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          <isin value="DE0006062144"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NOVOZYMES A/S</name>
        <lei>529900T6WNZXD2R3JW38</lei>
        <title>NOVOZYMES A/S-B SHARES COMMON STOCK</title>
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          <isin value="DK0060336014"/>
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        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTMXP__00428133"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Industria de Diseno Textil, S.A.</name>
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        <title>INDUSTRIA DE DISENO TEXTIL COMMON STOCK</title>
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        <name>ALIMENTATION COUCHE-TARD INC.</name>
        <lei>549300OSW32RVX8CCZ87</lei>
        <title>ALIMENTATION COUCHE-TARD INC COMMON STOCK</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Idemitsu Kosan Co.,Ltd.</name>
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        <title>IDEMITSU KOSAN CO LTD COMMON STOCK</title>
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        <name>Essity Aktiebolag (publ)</name>
        <lei>549300G8E6YUVJ1DA153</lei>
        <title>ESSITY AKTIEBOLAG-B COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00430256"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: PLN/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPZL__00428956"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUTURE MAR24 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="KCH4"/>
          <other otherDesc="Bloomberg Ticker" value="KCH4"/>
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        <balance>82.00000000</balance>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

        <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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                <issuerName>Coffee</issuerName>
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                  <ticker value="KCH24"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ONEX CORPORATION</name>
        <lei>894500LB8PNE5C7CEN88</lei>
        <title>ONEX CORPORATION COMMON STOCK</title>
        <cusip>68272K103</cusip>
        <identifiers>
          <isin value="CA68272K1030"/>
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        <balance>1334.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.31860000"/>
        <valUSD>93610.66000000</valUSD>
        <pctVal>0.004798223427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FAIRFAX FINANCIAL HOLDINGS LIMITED</name>
        <lei>GLS7OQD0WOEDI8YAP031</lei>
        <title>FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK</title>
        <cusip>303901102</cusip>
        <identifiers>
          <isin value="CA3039011026"/>
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        <balance>25.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31860000"/>
        <valUSD>23178.18000000</valUSD>
        <pctVal>0.001188049376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pandora A/S</name>
        <lei>5299007OWYZ6I1E46843</lei>
        <title>PANDORA A/S COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0060252690"/>
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        <balance>852.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.74835000"/>
        <valUSD>117819.38000000</valUSD>
        <pctVal>0.006039095433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</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>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00429700"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.93225000"/>
        <valUSD>2.57000000</valUSD>
        <pctVal>0.000000131731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>124.51000000</amtCurSold>
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            <unrealizedAppr>2.57000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEXUS</name>
        <lei>N/A</lei>
        <title>DEXUS/AU REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000DXS1"/>
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        <balance>7723.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
        <valUSD>40472.08000000</valUSD>
        <pctVal>0.002074486841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00429975"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7737.09000000</valUSD>
        <pctVal>-0.00039658182</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>614450.00000000</amtCurSold>
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            <amtCurPur>459980.21000000</amtCurPur>
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            <unrealizedAppr>-7737.09000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00430275"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="83.21375000"/>
        <valUSD>304.96000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>239181.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00428388"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>275.51000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>10175000.00000000</amtCurSold>
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            <amtCurPur>184134.39000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Siemens Healthineers AG</name>
        <lei>529900QBVWXMWANH7H45</lei>
        <title>SIEMENS HEALTHINEERS AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000SHL1006"/>
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        <balance>2595.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HIROSE ELECTRIC CO., LTD.</name>
        <lei>N/A</lei>
        <title>HIROSE ELECTRIC CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3799000009"/>
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        <balance>882.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433980"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-145.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>NIPPON SANSO HOLDINGS CORPORATION</name>
        <lei>353800F1K6653B4VPY57</lei>
        <title>NIPPON SANSO HOLDINGS CORPORATION COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3711600001"/>
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        <balance>2600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Telia Company AB</name>
        <lei>213800FSR9RNDUOTXO25</lei>
        <title>TELIA CO AB COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000667925"/>
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        <balance>133872.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VERBUND AG</name>
        <lei>5299006UDSEJCTTEJS30</lei>
        <title>VERBUND AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AT0000746409"/>
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        <balance>3687.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AT</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>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT MAR24 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RBH24"/>
          <other otherDesc="Bloomberg Ticker" value="XBH4"/>
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        <balance>45.00000000</balance>
        <units>NC</units>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>United States of America</name>
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        <name>Nippon Yusen Kabushiki Kaisha</name>
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        <name>DAITO TRUST CONSTRUCTION CO.,LTD.</name>
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        <name>UNITED UTILITIES GROUP PLC</name>
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        <name>Republique Francaise</name>
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        <name>AIA Group Limited</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Monday.Com Ltd</name>
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        <name>Shiseido Company, Limited</name>
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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00429219"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-254.13000000</valUSD>
        <pctVal>-0.00001302600</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>83333333.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>64371.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-03-20</settlementDt>
            <unrealizedAppr>-254.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KINGSPAN GROUP PUBLIC LIMITED COMPANY</name>
        <lei>635400HM7V74SUB9OG75</lei>
        <title>KINGSPAN GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE0004927939"/>
        </identifiers>
        <balance>2722.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
        <valUSD>235738.68000000</valUSD>
        <pctVal>0.012083312490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2024-03-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00434484"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="83.21375000"/>
        <valUSD>-54.42000000</valUSD>
        <pctVal>-0.00000278941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>119797.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2024-03-20</settlementDt>
            <unrealizedAppr>-54.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARKEMA SA</name>
        <lei>9695000EHMS84KKP2785</lei>
        <title>ARKEMA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010313833"/>
        </identifiers>
        <balance>736.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
        <valUSD>83741.69000000</valUSD>
        <pctVal>0.004292367331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-12-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
