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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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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__00430613"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SWISS FRANC</name>
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          <ticker value="CHF-OLD"/>
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        <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/COP SETTLE 2024-05-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00435416"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FVM24"/>
          <other otherDesc="Bloomberg Ticker" value="FVM4"/>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.S. Treasury Futures</issuerName>
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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 2024-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00435980"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7490.32000000</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>7799866.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2024-06-14</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00433047"/>
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        <valUSD>-3352.86000000</valUSD>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>Credit Default Swap</title>
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        <identifiers>
          <other otherDesc="All Others" value="CD1416329"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434974"/>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Bloomberg Ticker" value="MFSM4"/>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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        <name>CANADIAN DOLLAR</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTPLN__00431973"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>POLISH ZLOTY</counterpartyName>
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      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00426888"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
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        <title>FX Forward Contract: GBP/USD SETTLE 2024-04-19</title>
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          <other otherDesc="FX Forwards" value="CCTGBP__00427567"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>ROGERS COMMUNICATIONS INC</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>THE FEDERAL HOME LOAN BANKS</name>
        <lei>N/A</lei>
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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>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00432832"/>
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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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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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          <other otherDesc="FX Forwards" value="CCTNZD__00432814"/>
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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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            <amtCurSold>766534.29000000</amtCurSold>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Credit Default Swap</title>
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          <other otherDesc="All Others" value="CD1443835"/>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912810PS1</cusip>
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          <isin value="US912810PS15"/>
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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>2027-01-15</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>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00431550"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79161000"/>
        <valUSD>-491.82000000</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">
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              <counterpartyName>BRITISH STERLING POUND</counterpartyName>
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            <amtCurSold>91443.17000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC COMMERCIAL PAPER (ISITC)</title>
        <cusip>0020A2D41</cusip>
        <identifiers>
          <isin value="US0020A2D419"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-04</maturityDt>
          <couponKind>None</couponKind>
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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/ZAR SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00429122"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/CHF SETTLE 2024-05-08</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00430362"/>
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      <invstOrSec>
        <name>N/A</name>
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        <title>FTSE 100 IDX FUT  JUN24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="FFIM4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <name>NORWEIGAN KRONE</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434744"/>
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        <name>United States of America</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <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__00434144"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>1899662.75000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00436549"/>
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        <currencyConditional curCd="IDR" exchangeRt="15855.00000000"/>
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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>
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            <amtCurSold>137908.05000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-05-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90070000"/>
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        <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>
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            <amtCurSold>2793474.32000000</amtCurSold>
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            <curPur>CHF</curPur>
            <settlementDt>2024-05-08</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-04-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00428221"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1346.25000000"/>
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        <pctVal>-0.00134787514</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>418957.25000000</amtCurSold>
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            <amtCurPur>554301394.00000000</amtCurPur>
            <curPur>KRW</curPur>
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            <unrealizedAppr>-7318.62000000</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/CLP SETTLE 2024-05-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00435417"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3413.05000000</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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            <amtCurSold>160738000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>167090.79000000</amtCurPur>
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            <settlementDt>2024-05-16</settlementDt>
            <unrealizedAppr>3413.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Credit Default Swap</title>
        <cusip>CD1414646</cusip>
        <identifiers>
          <other otherDesc="All Others" value="CD1414646"/>
        </identifiers>
        <balance>-663300.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>48741.12000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Deutsche Bank AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-663300.00000000</notionalAmt>
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            <unrealizedAppr>31297.90000000</unrealizedAppr>
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        <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/CNY SETTLE 2024-05-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00432808"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26507.83000000</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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            <amtCurSold>20651327.00000000</amtCurSold>
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            <curPur>USD</curPur>
            <settlementDt>2024-05-23</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SWEDISH KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-04-30</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00435787"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.69260000"/>
        <valUSD>-13904.94000000</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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            <amtCurSold>581545.10000000</amtCurSold>
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            <amtCurPur>6060000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT JUN24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SXFM4"/>
          <other otherDesc="Bloomberg Ticker" value="PTM4"/>
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        <balance>2.00000000</balance>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>S&amp;P/TSX 60 IX FUT JUN24</counterpartyName>
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            <payOffProf>Long</payOffProf>
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            <expDate>2024-06-23</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTNOK__00429603"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>1386445.99000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="MEMM4"/>
          <other otherDesc="Bloomberg Ticker" value="MESM4"/>
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        <balance>258.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE NORTH AMER IN COMMERCIAL PAPER (ISITC)</title>
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          <isin value="US83369BD118"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTKRW__00429925"/>
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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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            <amtCurSold>78645.12000000</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/IDR SETTLE 2024-04-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00427762"/>
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        <balance>1.00000000</balance>
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        <name>PLAINS ALL AMERICAN PIPELINE, L.P.</name>
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        <name>N/A</name>
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        <name>Vanguard Mortgage-Backed Secs Idx Fund</name>
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        <name>United States of America</name>
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        <name>UBS Group AG</name>
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        <name>Corporacion Andina de Fomento</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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            <amtCurSold>6239828000.00000000</amtCurSold>
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            <amtCurPur>396207.23000000</amtCurPur>
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            <unrealizedAppr>3303.98000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Brookfield Infrastructure Holdings (Canada) Inc.</name>
        <lei>549300GV8LYH0T7DZO77</lei>
        <title>BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC)</title>
        <cusip>11275MDA1</cusip>
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          <isin value="US11275MDA18"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-10</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-04-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00425355"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="15855.00000000"/>
        <valUSD>-4974.28000000</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">
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              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>324648.80000000</amtCurSold>
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            <amtCurPur>5076858000.00000000</amtCurPur>
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            <unrealizedAppr>-4974.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VW CREDIT, INC.</name>
        <lei>549300UUPJ2NXDB68M19</lei>
        <title>VW CREDIT INC 0% CP 05/17/2024 COMMERCIAL PAPER (ISITC)</title>
        <cusip>91842JEH8</cusip>
        <identifiers>
          <isin value="US91842JEH86"/>
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        <balance>10500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10418625.00000000</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>2024-05-17</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>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00431297"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.98775000"/>
        <valUSD>53.59000000</valUSD>
        <pctVal>0.000009869706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>81198.57000000</amtCurSold>
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            <amtCurPur>324000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2024-04-19</settlementDt>
            <unrealizedAppr>53.59000000</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 2024-05-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00432811"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10846.06000000</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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            <amtCurSold>22339000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>625269.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-05-08</settlementDt>
            <unrealizedAppr>10846.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-05-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00435234"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3173.60000000</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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            <amtCurSold>84756537.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>567629.85000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-04-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00428423"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="56.21500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>305455.84000000</amtCurSold>
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            <amtCurPur>17188000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2024-04-25</settlementDt>
            <unrealizedAppr>425.81000000</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/COP SETTLE 2024-05-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00434737"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2458.26000000</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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            <amtCurSold>759055000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>192491.35000000</amtCurPur>
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            <unrealizedAppr>-2458.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00436553"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CZK" exchangeRt="23.41300000"/>
        <valUSD>116.81000000</valUSD>
        <pctVal>0.000021512975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>675484.35000000</amtCurSold>
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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__00435434"/>
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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>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00435423"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/IDR SETTLE 2024-04-25</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00428220"/>
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      <invstOrSec>
        <name>SWISS FRANC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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        <securityLending>
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      </invstOrSec>
      <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__00431296"/>
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        <currencyConditional curCd="PLN" exchangeRt="3.98775000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>340081.67000000</amtCurSold>
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            <unrealizedAppr>224.43000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CAQ4</cusip>
        <identifiers>
          <isin value="US91282CAQ42"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00433039"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
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            <amtCurSold>157448.95000000</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/GBP SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00425886"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2936.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>786336.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.90070000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>SWISS FRANC</counterpartyName>
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            <amtCurSold>292819.07000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00432560"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</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/GBP SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00434979"/>
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        <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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <balance>97016000.00000000</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>2024-04-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <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>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-04-25</title>
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          <other otherDesc="FX Forwards" value="CCTPHP__00427772"/>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
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          <other otherDesc="FX Forwards" value="CCTGBP__00427769"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
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        <name>United States of America</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <name>AVIATION CAPITAL GROUP LLC</name>
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          <isin value="US05369BDC00"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTNOK__00430363"/>
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        <name>United States of America</name>
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          <ticker value="AULM24"/>
          <other otherDesc="Bloomberg Ticker" value="WNM4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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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/SGD SETTLE 2024-05-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434141"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <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>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00436548"/>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTNOK__00432558"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
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        <name>SWEDISH KRONE</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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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00435785"/>
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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>180000.00000000</amtCurSold>
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            <unrealizedAppr>693.14000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
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          <ticker value="FLGM4"/>
          <other otherDesc="Bloomberg Ticker" value="G M4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LONG GILT FUTURE  JUN24</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.K. Gilt Futures</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>HARLEY-DAVIDSON FINANCIAL SERVICES, INC.</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>HARLEY-DAVIDSON FDG CORP COMMERCIAL PAPER (ISITC)</title>
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        <identifiers>
          <isin value="US41282JE313"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <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>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-04-30</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00435786"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12368.19000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <unrealizedAppr>12368.19000000</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 0-3/8% 07/15/2025</title>
        <cusip>912828XL9</cusip>
        <identifiers>
          <isin value="US912828XL95"/>
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        <curCd>USD</curCd>
        <valUSD>3339274.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-04-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00431570"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.53280000"/>
        <valUSD>-992.97000000</valUSD>
        <pctVal>-0.00018287594</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">
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            <amtCurSold>232051.18000000</amtCurSold>
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            <unrealizedAppr>-992.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-05-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00434440"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="16.62175000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <unrealizedAppr>16873.24000000</unrealizedAppr>
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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/IDR SETTLE 2024-04-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00428417"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>455.22000000</valUSD>
        <pctVal>0.000083838172</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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            <amtCurPur>83932.40000000</amtCurPur>
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            <settlementDt>2024-04-25</settlementDt>
            <unrealizedAppr>455.22000000</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/PHP SETTLE 2024-04-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00428644"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>708.59000000</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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            <amtCurSold>12275893.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-05-23</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00435237"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.67182000"/>
        <valUSD>-2765.51000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <unrealizedAppr>-2765.51000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AMSTERDAM IDX FUT APR24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="AEXJ4"/>
          <other otherDesc="Bloomberg Ticker" value="EOJ4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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/GBP SETTLE 2024-04-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00426668"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="CHF-OLD"/>
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      <invstOrSec>
        <name>ANZ Banking Group</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>BRK: ANZ BANKING GROUP, MELBOURNE PAY: BKBM- 3 MONTH NZD</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00427999"/>
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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>
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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-04-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00434091"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.53280000"/>
        <valUSD>-1638.11000000</valUSD>
        <pctVal>-0.00030169181</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>
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            <amtCurSold>131513.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>199000.00000000</amtCurPur>
            <curPur>AUD</curPur>
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            <unrealizedAppr>-1638.11000000</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 2.375% 10/15/2028</title>
        <cusip>91282CJH5</cusip>
        <identifiers>
          <isin value="US91282CJH51"/>
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        <balance>1945800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2003619.48000000</valUSD>
        <pctVal>0.369007940342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SWEDISH KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/NOK SETTLE 2024-04-30</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00431976"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.69260000"/>
        <valUSD>-3856.71000000</valUSD>
        <pctVal>-0.00071029286</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>SWEDISH KRONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>3937613.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>3837857.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2024-04-30</settlementDt>
            <unrealizedAppr>-3856.71000000</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 2024-05-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00436550"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>169.05000000</valUSD>
        <pctVal>0.000031134051</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>
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            <amtCurSold>29134000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>801485.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-05-08</settlementDt>
            <unrealizedAppr>169.05000000</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/AUD SETTLE 2024-04-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433283"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5840.29000000</valUSD>
        <pctVal>0.001075610117</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>
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            <amtCurSold>645000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>426794.57000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>5840.29000000</unrealizedAppr>
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        </derivativeInfo>
        <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/CHF SETTLE 2024-05-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00436169"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1383.66000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>461249.00000000</amtCurSold>
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            <amtCurPur>513188.90000000</amtCurPur>
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            <unrealizedAppr>-1383.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYM24"/>
          <other otherDesc="Bloomberg Ticker" value="TYM4"/>
        </identifiers>
        <balance>163.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18059890.63000000</valUSD>
        <pctVal>3.326102142003</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>US 10YR NOTE (CBT)JUN24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CKC46"/>
                  <ticker value="TZM24"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-06-21</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>12101.54000000</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 3-5/8% 04/15/28</title>
        <cusip>912810FD5</cusip>
        <identifiers>
          <isin value="US912810FD55"/>
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        <balance>974400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1974167.73000000</valUSD>
        <pctVal>0.363583791837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028</title>
        <cusip>912828Y38</cusip>
        <identifiers>
          <isin value="US912828Y388"/>
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        <balance>2191700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2571137.85000000</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>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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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> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00429922"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.93625000"/>
        <valUSD>899.58000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
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            <amtCurSold>78504.15000000</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 .875% 01/15/2029</title>
        <cusip>9128285W6</cusip>
        <identifiers>
          <isin value="US9128285W63"/>
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        <balance>700600.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>815264.71000000</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>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-04-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00433041"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1346.25000000"/>
        <valUSD>-1055.97000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE   JUN24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FOATM4"/>
          <other otherDesc="Bloomberg Ticker" value="OATM4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>France Govt. Bond Future</issuerName>
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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 2024-04-25</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00426881"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
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            <amtCurSold>657338.09000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRK: UBS AG PAY: 3-MONTH NZD - BKBM</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="IRS478695"/>
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        <balance>1280000.00000000</balance>
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          <other otherDesc="FX Forwards" value="CCTUSD__00430383"/>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00435419"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/IDR SETTLE 2024-04-25</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00433584"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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="CCTJPY__00433284"/>
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        <name>WHITE PLAINS CAPITAL COMPANY, LLC</name>
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        <name>Japan</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>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00433581"/>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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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="CCTJPY__00433588"/>
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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>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/NOK SETTLE 2024-04-30</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433602"/>
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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>SWISS FRANC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>SWISS FRANC</counterpartyName>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-06-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00434099"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11033.08000000</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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            <amtCurSold>924000.00000000</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/PHP SETTLE 2024-04-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00432358"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>233.90000000</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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTPLN__00434739"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434982"/>
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        <name>United States of America</name>
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          <isin value="US91282CDX65"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>N/A</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTAUD__00431551"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Intermediate Term Corporate Bond Etf</name>
        <lei>N/A</lei>
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          <isin value="US92206C8709"/>
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        <balance>38069.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00424290"/>
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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">
            <counterparties>
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            <amtCurSold>114708.19000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00433591"/>
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        <currencyConditional curCd="TWD" exchangeRt="32.00350000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurPur>9321000.00000000</amtCurPur>
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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 2024-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433040"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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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>Deutsche Bank AG</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>PLAINS ALL AMERICAN PIPELINE, L.P.</name>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <name>AUSTRALIAN DOLLAR</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>MACQUARIE BANK LIMITED</name>
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        <name>AUSTRALIAN DOLLAR</name>
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        <name>BRITISH STERLING POUND</name>
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      <invstOrSec>
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      <invstOrSec>
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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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        <securityLending>
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      <invstOrSec>
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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>GOLDMAN, SACHS &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00435437"/>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/MXN SETTLE 2024-05-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00434142"/>
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        <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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>QUANTA SERVICES, INC.</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
        <title>QUANTA SVCS INC COMMERCIAL PAPER (ISITC)</title>
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        <identifiers>
          <isin value="US74767GD170"/>
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        <balance>6350000.00000000</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>2024-04-01</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>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00431304"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.93625000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>296557.10000000</amtCurSold>
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            <amtCurPur>5736000.00000000</amtCurPur>
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            <unrealizedAppr>5873.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-05-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00435438"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.67182000"/>
        <valUSD>-5143.71000000</valUSD>
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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">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>334738.06000000</amtCurSold>
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            <settlementDt>2024-05-23</settlementDt>
            <unrealizedAppr>-5143.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-05-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00433314"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.67182000"/>
        <valUSD>-20578.29000000</valUSD>
        <pctVal>-0.00378991743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>682474.36000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00428204"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.93625000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>281456.39000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="TYM24"/>
          <other otherDesc="Bloomberg Ticker" value="TYM4"/>
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        <balance>59.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>US 10YR NOTE (CBT)JUN24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CKC46"/>
                  <ticker value="TZM24"/>
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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/CHF SETTLE 2024-05-08</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429585"/>
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        <balance>1.00000000</balance>
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</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 2024-04-30</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434758"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>United States of America</name>
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        <name>United States of America</name>
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          <isin value="US91282CBF77"/>
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      <invstOrSec>
        <name>OGLETHORPE POWER CORP</name>
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      <invstOrSec>
        <name>MITSUBISHI CORPORATION (AMERICAS)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>None</couponKind>
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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 2024-06-13</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00434975"/>
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        <balance>1.00000000</balance>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CANADIAN DOLLAR</counterpartyName>
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            <amtCurSold>98515.09000000</amtCurSold>
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            <amtCurPur>133000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SPDR S&amp;P 500 ETF Trust</name>
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        <cusip>N/A</cusip>
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          <ticker value="SPY US 06/21/24 P420 Equity"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>SPY US 06/21/24 P420</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SPDR S&amp;P 500 ETF Trust</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>13072.00000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-05-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNY__00432571"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.22745000"/>
        <valUSD>3179.78000000</valUSD>
        <pctVal>0.000585622210</pctVal>
        <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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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurSold>348650.40000000</amtCurSold>
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            <amtCurPur>2501310.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-04-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00424885"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="56.21500000"/>
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        <pctVal>-0.00008928409</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>87686.33000000</amtCurSold>
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            <amtCurPur>4900000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2024-04-25</settlementDt>
            <unrealizedAppr>-484.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DAX INDEX FUTURE  JUN24 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="FDXM4"/>
          <other otherDesc="Bloomberg Ticker" value="GXM4"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92593000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DAX INDEX FUTURE  JUN24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DAX INDEX FUTURE Jun 2024</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2024-06-24</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>80755.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AUST 10Y BOND FUT JUN24</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT JUN24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCM4"/>
        </identifiers>
        <balance>99.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.53280000"/>
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        <pctVal>1.386687530952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 10Y BOND FUT JUN24"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00436544"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.93625000"/>
        <valUSD>-128.02000000</valUSD>
        <pctVal>-0.00002357752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>119444.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2263000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2024-04-19</settlementDt>
            <unrealizedAppr>-128.02000000</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: JPY/USD SETTLE 2024-05-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00432833"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="151.34500000"/>
        <valUSD>-4799.19000000</valUSD>
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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">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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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/CLP SETTLE 2024-05-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433592"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>1497589812.00000000</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/PLN SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00430610"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-682.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
        <lei>984500653R409CC5AB28</lei>
        <title>Credit Default Swap</title>
        <cusip>CD1513934</cusip>
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          <other otherDesc="All Others" value="CD1513934"/>
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        <balance>-5370000.00000000</balance>
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        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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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/GBP SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00426666"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2769.55000000</valUSD>
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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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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-06-12</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00433824"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-05-23</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434983"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurPur>978426.59000000</amtCurPur>
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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/KRW SETTLE 2024-04-18</title>
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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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          <other otherDesc="FX Forwards" value="CCTUSD__00425853"/>
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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>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00429580"/>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00436546"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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        <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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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAC40 10 EURO FUT APR24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCEJ4"/>
          <other otherDesc="Bloomberg Ticker" value="CFJ4"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CAC40 10 EURO FUT APR24</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CAC40 10 EURO FUT Apr 2024</indexName>
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            <expDate>2024-04-22</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) JUN24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBM4"/>
          <other otherDesc="Bloomberg Ticker" value="JBM4"/>
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        <balance>-19.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPN 10Y BOND(OSE) JUN24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan Govt. Bond Futures</issuerName>
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                  <isin value="JP1103631M74"/>
                  <ticker value="BTM24"/>
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            </descRefInstrmnt>
            <expDate>2024-06-16</expDate>
            <notionalAmt>-18684024.99000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>370106.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29</title>
        <cusip>912810FH6</cusip>
        <identifiers>
          <isin value="US912810FH69"/>
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        <balance>225800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462890.43000000</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>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00431316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.00555000"/>
        <valUSD>-3242.03000000</valUSD>
        <pctVal>-0.00059708683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <amtCurSold>956795.23000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2024-04-02</settlementDt>
            <unrealizedAppr>-3242.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00432352"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.41300000"/>
        <valUSD>303.74000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>201103.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4715000.00000000</amtCurPur>
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            <settlementDt>2024-04-19</settlementDt>
            <unrealizedAppr>303.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 0% CP 07/30/2024 COMMERCIAL PAPER (ISITC)</title>
        <cusip>37046TGW8</cusip>
        <identifiers>
          <isin value="US37046TGW80"/>
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        <balance>5250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5147383.13000000</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>2024-07-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <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/JPY SETTLE 2024-05-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00433036"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26254.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <amtCurSold>236457000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1600995.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-05-16</settlementDt>
            <unrealizedAppr>26254.31000000</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 0-1/8% 07/15/2031</title>
        <cusip>91282CCM1</cusip>
        <identifiers>
          <isin value="US91282CCM10"/>
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        <balance>2678900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2725752.67000000</valUSD>
        <pctVal>0.502003693156</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>
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          <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>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-04-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00425362"/>
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        <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">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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            <unrealizedAppr>3127.18000000</unrealizedAppr>
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        </derivativeInfo>
        <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>
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          <other otherDesc="All Others" value="IRS488416"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-04-25</title>
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          <other otherDesc="FX Forwards" value="CCTPHP__00433048"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>561949.12000000</amtCurSold>
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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 2024-04-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00430360"/>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRITISH STERLING POUND</counterpartyName>
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            <amtCurPur>1745000.00000000</amtCurPur>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00431554"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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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/NZD SETTLE 2024-05-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00432573"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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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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          <other otherDesc="FX Forwards" value="CCTUSD__00434735"/>
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        <name>Citibank, 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__00433600"/>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2024-06-12</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00434757"/>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SWEDISH KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-04-30</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTSEK__00430602"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <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__00435782"/>
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      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTPHP__00424294"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>PARKER-HANNIFIN CORPORATION</name>
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        <name>N/A</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00428643"/>
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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="CCTCNH__00436543"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>TAIWAN DOLLAR</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <other otherDesc="Bloomberg Ticker" value="MESM4"/>
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          <futrDeriv derivCat="FUT">
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              <indexBasketInfo>
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            <expDate>2024-06-24</expDate>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00435436"/>
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          <other otherDesc="FX Forwards" value="CCTUSD__00432828"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>GLENCORE FUNDING LLC</name>
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          <couponKind>None</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00434741"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTNZD__00435784"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-03-31</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>
</edgarSubmission>
