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        <name>N/A</name>
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          <ticker value="FCEF4"/>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00412500"/>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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        <title>FX Forward Contract: EUR/USD SETTLE 2024-01-10</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00419004"/>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-01-10</title>
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          <other otherDesc="FX Forwards" value="CCTCAD__00416883"/>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>862797.68000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044</title>
        <cusip>912810RF7</cusip>
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          <isin value="US912810RF75"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-01-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00417023"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-01-10</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00415599"/>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   MAR24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="YAPH4"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
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        <name>INDONESIA RUPIAH</name>
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      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
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        <title>FX Forward Contract: NZD/USD SETTLE 2024-01-11</title>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPLN__00420507"/>
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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>POLISH ZLOTY</counterpartyName>
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            <amtCurSold>174325.34000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTAUD__00417180"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>AUSTRALIAN DOLLAR</counterpartyName>
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            <amtCurSold>92352.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>141000.00000000</amtCurPur>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-01-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00417187"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-32156.40000000</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">
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>86491000.00000000</amtCurSold>
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            <unrealizedAppr>-32156.40000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00417181"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78444000"/>
        <valUSD>3465.47000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BRITISH STERLING POUND</counterpartyName>
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            <amtCurSold>168629.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 05/02/2024</title>
        <cusip>912797HH3</cusip>
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          <isin value="US912797HH31"/>
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        <balance>61600000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-02</maturityDt>
          <couponKind>None</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>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRK: MORGAN STANLEY &amp; CO. LLC PAY: 6-MONTH AUD - BBSW</title>
        <cusip>N/A</cusip>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00415327"/>
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        <currencyConditional curCd="PHP" exchangeRt="55.37500000"/>
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        <assetCat>DFE</assetCat>
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            <amtCurSold>1083113.97000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) MAR24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Bloomberg Ticker" value="JBH4"/>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                  <ticker value="BTH24"/>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-01-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00417025"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-01-18</title>
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          <other otherDesc="FX Forwards" value="CCTKRW__00416376"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/PEN SETTLE 2024-01-17</title>
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      <invstOrSec>
        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <title>FEDERAL HOME LOAN BANK 4.500000% 03/10/2028</title>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-02-16</title>
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        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00414743"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTNZD__00419404"/>
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        <assetCat>DFE</assetCat>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>NEW ZEALAND DOLLAR</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-02-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00421284"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>3972000.00000000</amtCurSold>
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        <securityLending>
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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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          <ticker value="FVH24"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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            <counterparties>
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                <issuerName>U.S. Treasury Futures</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00412513"/>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>ENTERGY CORPORATION</name>
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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
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        <name>United States of America</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
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          <other otherDesc="FX Forwards" value="CCTGBP__00416606"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AUSTRALIAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00419385"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CHINESE YUAN RENMINBI</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>N/A</name>
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        <name>AMERICAN HONDA FINANCE CORPORATION</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>AUSTRALIAN DOLLAR</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>AUSTRALIAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>338389.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>513000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2024-01-25</settlementDt>
            <unrealizedAppr>11919.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00417377"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31860000"/>
        <valUSD>12920.34000000</valUSD>
        <pctVal>0.002303175420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>397434.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>540961.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2024-01-10</settlementDt>
            <unrealizedAppr>12920.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00413606"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18512.89000000</valUSD>
        <pctVal>-0.00330010148</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>456000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>485437.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-01-10</settlementDt>
            <unrealizedAppr>-18512.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-03-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00418392"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6713.75000000</valUSD>
        <pctVal>-0.00119679079</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
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            <amtCurSold>8103000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>232210.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-03-07</settlementDt>
            <unrealizedAppr>-6713.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00414030"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.57940000"/>
        <valUSD>123629.82000000</valUSD>
        <pctVal>0.022038209726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NEW ZEALAND DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1422952.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2443000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2024-01-11</settlementDt>
            <unrealizedAppr>123629.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-01-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.84165000"/>
        <valUSD>8552.25000000</valUSD>
        <pctVal>0.001524521180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>SWISS FRANC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>283232.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>245000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2024-01-18</settlementDt>
            <unrealizedAppr>8552.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-01-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00420509"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3874.00000000"/>
        <valUSD>4320.85000000</valUSD>
        <pctVal>0.000770233253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>176184.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>702106000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2024-01-17</settlementDt>
            <unrealizedAppr>4320.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050</title>
        <cusip>912810SM1</cusip>
        <identifiers>
          <isin value="US912810SM18"/>
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        <balance>499500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389100.98000000</valUSD>
        <pctVal>0.069361008550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Mortgage-Backed Secs Idx Fund</name>
        <lei>N/A</lei>
        <title>VANGUARD MORTGAGE-BACKED SEC MUTUAL FUND</title>
        <cusip>92206C771</cusip>
        <identifiers>
          <isin value="US92206C7719"/>
        </identifiers>
        <balance>20155.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>934385.80000000</valUSD>
        <pctVal>0.166563295378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33</title>
        <cusip>91282CHP9</cusip>
        <identifiers>
          <isin value="US91282CHP95"/>
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        <balance>1785900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1753911.30000000</valUSD>
        <pctVal>0.312651632686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-01-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00413343"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
        <valUSD>8185.47000000</valUSD>
        <pctVal>0.001459139102</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JAPANESE YEN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>158399.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23430000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2024-01-12</settlementDt>
            <unrealizedAppr>8185.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRK: UBS AG PAY: 6-MONTH AUD - BBSW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS478694"/>
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        <balance>1390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>UBS Group AG</counterpartyName>
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            <counterparties>
              <counterpartyName>BRK: UBS AG</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00411106"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MYR" exchangeRt="4.59500000"/>
        <valUSD>4862.51000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>274143.03000000</amtCurSold>
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            <amtCurPur>1278000.00000000</amtCurPur>
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        <securityLending>
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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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          <ticker value="FVH24"/>
          <other otherDesc="Bloomberg Ticker" value="FVH4"/>
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        <balance>308.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <counterparties>
              <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>
                <issueTitle>US 5-Year Note (consolidated) Mar 2024</issueTitle>
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                  <isin value="US91282CHE49"/>
                  <ticker value="FVH24"/>
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            <expDate>2024-03-31</expDate>
            <notionalAmt>32902447.49000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>599771.26000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00418999"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
        <valUSD>4391.48000000</valUSD>
        <pctVal>0.000782823733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00421298"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00418190"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        <name>United States of America</name>
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          <isin value="US912810RR14"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32</title>
        <cusip>912810FQ6</cusip>
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          <isin value="US912810FQ68"/>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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          <isin value="US37046TBC71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ORACLE CORPORATION</name>
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          <isin value="US6840C2BS33"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00415598"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00412816"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COLOMBIA PESO</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00418021"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00417660"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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          <other otherDesc="FX Forwards" value="CCTMYR__00421867"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTSEK__00421089"/>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>636249.03000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <balance>8009493.64000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTINR__00419589"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>INDIA RUPEE</counterpartyName>
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>788355.74000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00420500"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
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            <amtCurSold>149894.88000000</amtCurSold>
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            <amtCurPur>194634000.00000000</amtCurPur>
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            <unrealizedAppr>760.59000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00417832"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CA</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>N/A</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR JAN24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="MFXIF4"/>
          <other otherDesc="Bloomberg Ticker" value="IBF4"/>
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        <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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <counterparties>
              <counterpartyName>IBEX 35 INDX FUTR JAN24</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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        <securityLending>
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      <invstOrSec>
        <name>ROGERS COMMUNICATIONS INC</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>ROGERS COMMUNICATIONS INC COMMERCIAL PAPER (ISITC)</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00412164"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-01-25</title>
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          <other otherDesc="FX Forwards" value="CCTAUD__00418568"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2024-01-10</title>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00416601"/>
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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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
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      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00416382"/>
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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">
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
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            <amtCurSold>193506.49000000</amtCurSold>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025</title>
        <cusip>912828XL9</cusip>
        <identifiers>
          <isin value="US912828XL95"/>
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        <balance>1276900.00000000</balance>
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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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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-01-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00413093"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JAPANESE YEN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>504908.68000000</amtCurSold>
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            <unrealizedAppr>24607.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/8% 02/15/41</title>
        <cusip>912810QP6</cusip>
        <identifiers>
          <isin value="US912810QP66"/>
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        <balance>373400.00000000</balance>
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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>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00419384"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78444000"/>
        <valUSD>14605.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BRITISH STERLING POUND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>886664.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>707000.00000000</amtCurPur>
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            <unrealizedAppr>14605.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>THAILAND BAHT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2024-03-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00417357"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="34.13250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THAILAND BAHT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>245171.43000000</amtCurSold>
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            <unrealizedAppr>7847.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-02-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00418586"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.07785000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>SWEDISH KRONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <unrealizedAppr>46179.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY, INC.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELEC PWR CO INC COMMERCIAL PAPER (ISITC)</title>
        <cusip>0255E2AN0</cusip>
        <identifiers>
          <isin value="US0255E2AN08"/>
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        <balance>10500000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-22</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
        <lei>9J6MBOOO7BECTDTUZW19</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00415912"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-01-25</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00418386"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTMYR__00415182"/>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-02-16</title>
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            <counterparties>
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              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      <invstOrSec>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>SWISS FRANC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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        <name>Bank of America</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>JAPANESE YEN</name>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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          <other otherDesc="All Others" value="IRS478695"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: UBS AG</counterpartyName>
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            <counterparties>
              <counterpartyName>UBS Group AG</counterpartyName>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00412814"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>93399000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00412009"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
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            <amtCurSold>333888.58000000</amtCurSold>
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            <unrealizedAppr>6886.51000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027</title>
        <cusip>91282CEJ6</cusip>
        <identifiers>
          <isin value="US91282CEJ62"/>
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        <balance>1299300.00000000</balance>
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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>
        <debtSec>
          <maturityDt>2027-04-15</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>N/A</name>
        <lei>N/A</lei>
        <title>MSCI EAFE         MAR24 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="MFSH4"/>
          <other otherDesc="Bloomberg Ticker" value="MFSH4"/>
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        <balance>172.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MSCI EAFE         MAR24</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>NYL - MSCI EAFE MINI INDEX Mar 2024</indexName>
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            <expDate>2024-03-18</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of China (Hong Kong) Limited</name>
        <lei>KNPC1X7GHDZW8U2ZSF89</lei>
        <title>BANK CHINA LTD HONG KONG BRH D COMMERCIAL PAPER (ISITC)</title>
        <cusip>06119QB55</cusip>
        <identifiers>
          <isin value="US06119QB550"/>
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        <balance>10350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10288783.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-05</maturityDt>
          <couponKind>None</couponKind>
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          <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>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00421088"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.57940000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NEW ZEALAND DOLLAR</counterpartyName>
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            <amtCurSold>101954.38000000</amtCurSold>
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            <amtCurPur>162000.00000000</amtCurPur>
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            <settlementDt>2024-01-11</settlementDt>
            <unrealizedAppr>602.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-01-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00419022"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>703249.98000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-02-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00418588"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>NORWEIGAN KRONE</counterpartyName>
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            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-02-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00421862"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.07785000"/>
        <valUSD>-634.25000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>SWEDISH KRONE</counterpartyName>
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <settlementDt>2024-02-16</settlementDt>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2024-02-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00416400"/>
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        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-01-11</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00420313"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-01-10</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00415329"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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          <other otherDesc="FX Forwards" value="CCTAUD__00415035"/>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00421863"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00419599"/>
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      <invstOrSec>
        <name>N/A</name>
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        <title>FTSE 100 IDX FUT  MAR24 PHYSICAL INDEX FUTURE.</title>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>Vanguard Long Term Corporate Bond Etf</name>
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        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00414748"/>
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        <curCd>USD</curCd>
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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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/NOK SETTLE 2024-02-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00418592"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>IRSLV520223</name>
        <lei>N/A</lei>
        <title>IRSLV520223 11/30/2033</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="IRS484344"/>
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        <balance>600000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>IRSLV520223</counterpartyName>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <unrealizedAppr>20569.39000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE   MAR24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FOATH4"/>
          <other otherDesc="Bloomberg Ticker" value="OATH4"/>
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        <balance>3.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <pctVal>0.077689043190</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <counterparties>
              <counterpartyName>EURO-OAT FUTURE   MAR24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>France Govt. Bond Future</issuerName>
                <issueTitle>Eurex Long Term Euro OAT Bond Future Mar 2024</issueTitle>
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                  <isin value="FR001400BKZ3"/>
                  <ticker value="FOATH24"/>
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            <expDate>2024-03-10</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>1664.32000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-02-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00421493"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3770.99000000</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">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
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              <counterpartyLei>N/A</counterpartyLei>
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            <unrealizedAppr>-3770.99000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00412012"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12060000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>505120.41000000</amtCurSold>
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            <amtCurPur>3680000.00000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL, INC.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTL INC DISC COML PA COMMERCIAL PAPER (ISITC)</title>
        <cusip>57163TAG4</cusip>
        <identifiers>
          <isin value="US57163TAG40"/>
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        <balance>9550000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENGIE SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE SA COMMERCIAL PAPER (ISITC)</title>
        <cusip>29287AAG5</cusip>
        <identifiers>
          <isin value="US29287AAG58"/>
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        <balance>7750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7729148.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-01-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00417356"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="140.98000000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>415465.97000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-01-25</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00413089"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT MAR24 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="AULH24"/>
          <other otherDesc="Bloomberg Ticker" value="WNH4"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-02-16</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00418998"/>
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        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00417188"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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            <counterparties>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00419403"/>
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        <securityLending>
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      <invstOrSec>
        <name>THAILAND BAHT</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00421295"/>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00414892"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <identifiers>
          <isin value="US912810RL44"/>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/BRL SETTLE 2024-01-03</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00417653"/>
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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>KOREAN WON</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>IRSLV520248</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>CZECH REPUBLIC KORUNA</name>
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          <other otherDesc="FX Forwards" value="CCTCZK__00419592"/>
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        <name>N/A</name>
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        <name>IRSLV520222</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
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        <name>N/A</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00421299"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00421285"/>
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        <securityLending>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00417026"/>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/JPY SETTLE 2024-01-12</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00414012"/>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="YAPH4"/>
          <other otherDesc="Bloomberg Ticker" value="XPH4"/>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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          <other otherDesc="FX Forwards" value="CCTMYR__00408544"/>
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        <name>NATIONAL GRID NORTH AMERICA INC</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-01-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTMXN__00416120"/>
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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">
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
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            <amtCurSold>2103925.36000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-02-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00419603"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031</title>
        <cusip>91282CBF7</cusip>
        <identifiers>
          <isin value="US91282CBF77"/>
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        <balance>1589500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1676675.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
        <lei>9J6MBOOO7BECTDTUZW19</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00417828"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
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            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>USD</curSold>
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            <unrealizedAppr>1050.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00414751"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.59500000"/>
        <valUSD>7139.12000000</valUSD>
        <pctVal>0.001272617106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>218816.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1035000.00000000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2024-01-11</settlementDt>
            <unrealizedAppr>7139.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00413342"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22865.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>524000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>556235.21000000</amtCurPur>
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            <settlementDt>2024-01-10</settlementDt>
            <unrealizedAppr>-22865.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-02-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00415896"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5094458.40000000</valUSD>
        <pctVal>-0.90813642423</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>11153000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>74703193.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-02-21</settlementDt>
            <unrealizedAppr>-5094458.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-03-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00418391"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7109.79000000</valUSD>
        <pctVal>-0.00126738875</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>8581000.00000000</amtCurSold>
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            <amtCurPur>245909.16000000</amtCurPur>
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            <settlementDt>2024-03-07</settlementDt>
            <unrealizedAppr>-7109.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00409536"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MYR" exchangeRt="4.59500000"/>
        <valUSD>2277.41000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
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            <amtCurSold>157091.95000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00418819"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-13392.54000000</valUSD>
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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>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-01-11</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00413469"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>SPDR S&amp;P 500 ETF Trust</name>
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        <balance>-145.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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            <putOrCall>Put</putOrCall>
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        <securityLending>
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      <invstOrSec>
        <name>WGL HOLDINGS, INC.</name>
        <lei>549300FMXG4FL88R7K50</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00417830"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>SOCIETE GENERALE SA</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>BRITISH STERLING POUND</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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        <name>Bundesrepublik Deutschland</name>
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      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>SWISS FRANC</counterpartyName>
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            <amtCurSold>456354.79000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00417831"/>
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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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>SPDR S&amp;P 500 ETF Trust</name>
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        <title>SPY US 03/15/24 P432 LONG</title>
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          <ticker value="SPY US 03/15/24 P432 Equity"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                  <cusip value="78462F103"/>
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            <delta>XXXX</delta>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-01-25</title>
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          <other otherDesc="FX Forwards" value="CCTGBP__00418565"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.78444000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BRITISH STERLING POUND</counterpartyName>
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            <amtCurSold>159718.61000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-01-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00420705"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JAPANESE YEN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>961758.68000000</amtCurSold>
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            <unrealizedAppr>12175.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00412166"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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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">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
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              <counterpartyLei>N/A</counterpartyLei>
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            <unrealizedAppr>-151764.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00421865"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31860000"/>
        <valUSD>381.62000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>449448.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>593000.00000000</amtCurPur>
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            <unrealizedAppr>381.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00412145"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.12060000"/>
        <valUSD>1730.53000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
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            <amtCurSold>79386.60000000</amtCurSold>
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            <amtCurPur>577000.00000000</amtCurPur>
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            <unrealizedAppr>1730.53000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-01-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00415603"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-933.88000000</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/25</title>
        <cusip>912810FR4</cusip>
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          <isin value="US912810FR42"/>
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        <balance>768500.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-02-22</title>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <title>BRK: MORGAN STANLEY &amp; CO. LLC PAY: 3-MONTH NZD - BKBM</title>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
        <lei>9J6MBOOO7BECTDTUZW19</lei>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-01-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00421301"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4634.17000000</valUSD>
        <pctVal>-0.00082608557</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>9717088.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1995295.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-01-03</settlementDt>
            <unrealizedAppr>-4634.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00420302"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
        <valUSD>9976.83000000</valUSD>
        <pctVal>0.001778466327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>AUSTRALIAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>585479.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>872000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2024-01-25</settlementDt>
            <unrealizedAppr>9976.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SPDR S&amp;P 500 ETF Trust</name>
        <lei>N/A</lei>
        <title>SPY US 03/15/24 C500 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SPY US 03/15/24 C500 Equity"/>
        </identifiers>
        <balance>-145.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36975.00000000</valUSD>
        <pctVal>-0.00659115094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>SPY US 03/15/24 C500</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SPDR S&amp;P 500 ETF Trust</issuerName>
                <issueTitle>SPY Call 500 Mar 2024</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                  <ticker value="SPY-03/2024-C-500"/>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-14500.00000000</shareNo>
            <exercisePrice>500.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-22185.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00412512"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2255.94000000</valUSD>
        <pctVal>-0.00040214309</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
            </counterparties>
            <amtCurSold>455000.00000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>97077.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-01-11</settlementDt>
            <unrealizedAppr>-2255.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00420704"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.57940000"/>
        <valUSD>10175.58000000</valUSD>
        <pctVal>0.001813895435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NEW ZEALAND DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>553253.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2024-01-11</settlementDt>
            <unrealizedAppr>10175.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00419382"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12035.35000000</valUSD>
        <pctVal>-0.00214541740</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>553000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>338050.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-01-11</settlementDt>
            <unrealizedAppr>-12035.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-02-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00421287"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>136.95000000</valUSD>
        <pctVal>0.000024412660</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
            </counterparties>
            <amtCurSold>3606000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>161308.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-02-22</settlementDt>
            <unrealizedAppr>136.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: NOK/EUR SETTLE 2024-02-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00420316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.15570000"/>
        <valUSD>28198.11000000</valUSD>
        <pctVal>0.005026585512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>NORWEIGAN KRONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1261431.23000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14440859.00000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>28198.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PERUVIAN NEW SOL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PEN/USD SETTLE 2024-01-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPEN__00417028"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.70260000"/>
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        <pctVal>0.000500344562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PERUVIAN NEW SOL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>236455.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>886000.00000000</amtCurPur>
            <curPur>PEN</curPur>
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            <unrealizedAppr>2806.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00419002"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11378.07000000</valUSD>
        <pctVal>-0.00202825089</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-01-11</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00414024"/>
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        <currencyConditional curCd="MYR" exchangeRt="4.59500000"/>
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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>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/COP SETTLE 2024-01-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00417030"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2024-01-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00415609"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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          <other otherDesc="FX Forwards" value="CCTMYR__00412006"/>
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        <name>Bank of China (Hong Kong) Limited</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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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00418022"/>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00419590"/>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29</title>
        <cusip>912810FH6</cusip>
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          <isin value="US912810FH69"/>
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        <curCd>USD</curCd>
        <valUSD>1110655.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00415605"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="15397.00000000"/>
        <valUSD>1808.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>112671.81000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>1808.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2024-01-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00415479"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="873.28500000"/>
        <valUSD>19231.91000000</valUSD>
        <pctVal>0.003428273745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>502653.89000000</amtCurSold>
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            <amtCurPur>456133272.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>19231.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: SEK/EUR SETTLE 2024-02-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00420117"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.07785000"/>
        <valUSD>5028.57000000</valUSD>
        <pctVal>0.000896391180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <counterparties>
              <counterpartyName>SWEDISH KRONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>445975.30000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5012811.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2024-02-16</settlementDt>
            <unrealizedAppr>5028.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-02-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00421291"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.93225000"/>
        <valUSD>2107.77000000</valUSD>
        <pctVal>0.000375730364</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">
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>448731.25000000</amtCurSold>
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            <amtCurPur>1773000.00000000</amtCurPur>
            <curPur>PLN</curPur>
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            <unrealizedAppr>2107.77000000</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>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031</title>
        <cusip>91282CCM1</cusip>
        <identifiers>
          <isin value="US91282CCM10"/>
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        <balance>1551400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1583062.67000000</valUSD>
        <pctVal>0.282196213924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
        <lei>984500653R409CC5AB28</lei>
        <title>BRK: JPMORGAN CHASE BANK, N.A. PAY: 6-MONTH BBSW AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS488416"/>
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        <balance>1790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
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        <pctVal>-0.00635407629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <counterparties>
              <counterpartyName>BRK: JPMORGAN CHASE BANK, N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.53950000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <terminationDt>2033-12-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>-1790000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-35645.06000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00417352"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.46552000"/>
        <valUSD>20068.64000000</valUSD>
        <pctVal>0.003577428950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>AUSTRALIAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>565145.22000000</amtCurSold>
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            <unrealizedAppr>20068.64000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00420503"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="55.37500000"/>
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        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PHILLIPINE PESO</counterpartyName>
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            <amtCurSold>124253.46000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-01-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00419401"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>E-MINI RUSS 2000  MAR24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="RTYH24"/>
          <other otherDesc="Bloomberg Ticker" value="RTYH4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00409995"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14548.69000000</valUSD>
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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>U.S. DOLLARS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-01-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00413471"/>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>387703.47000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00417371"/>
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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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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>583478.73000000</amtCurSold>
            <curSold>EUR</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="CHF-OLD"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>SWISS FRANC</counterpartyName>
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            <amtCurSold>192849.37000000</amtCurSold>
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            <amtCurPur>170000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-02-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00417182"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00415176"/>
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        <currencyConditional curCd="IDR" exchangeRt="15397.00000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
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            <amtCurSold>380026.75000000</amtCurSold>
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            <unrealizedAppr>3936.50000000</unrealizedAppr>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-01-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00418387"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1041.11000000</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-01-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00410851"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>609665.88000000</amtCurSold>
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            <unrealizedAppr>6691.55000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2024-01-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00418393"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4499.49000000</valUSD>
        <pctVal>-0.00080207755</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>467875000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>115787.43000000</amtCurPur>
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            <settlementDt>2024-01-17</settlementDt>
            <unrealizedAppr>-4499.49000000</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>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28</title>
        <cusip>912810PV4</cusip>
        <identifiers>
          <isin value="US912810PV44"/>
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        <balance>242000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353197.13000000</valUSD>
        <pctVal>0.062960800443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-01-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00087375"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-138596.97000000</valUSD>
        <pctVal>-0.02470624880</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2650000000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00415183"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.31860000"/>
        <valUSD>2621.00000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN DOLLAR</counterpartyName>
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            <amtCurSold>73235.61000000</amtCurSold>
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            <amtCurPur>100000.00000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
        <lei>9J6MBOOO7BECTDTUZW19</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-01-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00421286"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.85760000"/>
        <valUSD>500.91000000</valUSD>
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        <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">
            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-02-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00420699"/>
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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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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>1420000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-02-07</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00421293"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-01-11</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00413842"/>
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        <securityLending>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00418818"/>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00418821"/>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>OMXS30 IND FUTURE JAN24</counterpartyName>
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            <counterparties>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCAD__00420300"/>
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            <amtCurSold>244910.30000000</amtCurSold>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNH__00417021"/>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <title>Credit Default Swap</title>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>COLOMBIA PESO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>344151.23000000</amtCurSold>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <counterparties>
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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00414893"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
        <lei>9J6MBOOO7BECTDTUZW19</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-01-10</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00417351"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <counterparties>
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            <unrealizedAppr>1523.95000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRK: MORGAN STANLEY &amp; CO. LLC PAY: 3-MONTH NZD - BKBM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS446389"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MORGAN STANLEY &amp; CO. LLC</counterpartyName>
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            <counterparties>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
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      <invstOrSec>
        <name>SWISS FRANC</name>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-01-11</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00420895"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00412957"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00420118"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>EURO</counterpartyName>
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            <counterparties>
              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
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            <unrealizedAppr>-35534.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043</title>
        <cusip>912810RA8</cusip>
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          <isin value="US912810RA88"/>
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        <balance>464400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485143.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </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>
