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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTBRL__00448209"/>
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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>BRAZILIAN REAL</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="FVU24"/>
          <other otherDesc="Bloomberg Ticker" value="FVU4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>US 5YR NOTE (CBT) SEP24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CJN20"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00445952"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>957829000.00000000</amtCurSold>
            <curSold>COP</curSold>
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            <unrealizedAppr>10300.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-07-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00446914"/>
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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"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>8960000.00000000</amtCurSold>
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            <unrealizedAppr>488.20000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT SEP24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SXFU4"/>
          <other otherDesc="Bloomberg Ticker" value="PTU4"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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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 SEP24</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>S&amp;P/TSE 60 IX FUT Sep 2024</indexName>
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            <expDate>2024-09-22</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00443333"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="943.92500000"/>
        <valUSD>-7424.16000000</valUSD>
        <pctVal>-0.00143341112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>131885.03000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-07-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00446676"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-08-29</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00447347"/>
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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>JP MORGAN</counterpartyName>
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            <amtCurSold>353181.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI EMGMKT       SEP24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="MEMU4"/>
          <other otherDesc="Bloomberg Ticker" value="MESU4"/>
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          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-07-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00447774"/>
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      <invstOrSec>
        <name>SWEDISH KRONE</name>
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        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00447583"/>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI EAFE         SEP24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>AUST 10Y BOND FUT SEP24</name>
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        <name>JP MORGAN</name>
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        <name>NEW ZEALAND DOLLAR</name>
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        <name>United States of America</name>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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          <other otherDesc="FX Forwards" value="CCTMYR__00439126"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
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            <amtCurSold>1029705.77000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00447772"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>1017000.00000000</amtCurSold>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00444604"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JAPANESE YEN</counterpartyName>
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            <amtCurSold>570491.57000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PEN SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00442541"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>666000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00444785"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>5358000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00444606"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>1419000.00000000</amtCurSold>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00444030"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00439125"/>
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        <securityLending>
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      <invstOrSec>
        <name>UBS Group AG</name>
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      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
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      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTPHP__00445452"/>
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          <other otherDesc="FX Forwards" value="CCTCLP__00445450"/>
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        <assetCat>DFE</assetCat>
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        <name>SWISS FRANC</name>
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          <ticker value="CHF-OLD"/>
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        <name>Vanguard Mortgage-Backed Secs Idx Fund</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JP MORGAN</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00447101"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33</title>
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        <fairValLevel>2</fairValLevel>
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        <name>JP MORGAN</name>
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        <name>N/A</name>
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        <name>United States of America</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P MID 400 EMINI SEP24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="DMU24"/>
          <other otherDesc="Bloomberg Ticker" value="FAU4"/>
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        <curCd>USD</curCd>
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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>S&amp;P MID 400 EMINI SEP24</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P MID 400 EMINI Sep 2024</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-07-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00440527"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>278351000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00446207"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.36835000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN DOLLAR</counterpartyName>
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            <amtCurSold>1597620.10000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00439118"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>782744.58000000</amtCurSold>
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            <amtCurPur>290945614.00000000</amtCurPur>
            <curPur>HUF</curPur>
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            <unrealizedAppr>6583.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00445953"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.55445000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>308589.94000000</amtCurSold>
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            <amtCurPur>1629000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2024-07-02</settlementDt>
            <unrealizedAppr>-15444.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  SEP24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESU24"/>
          <other otherDesc="Bloomberg Ticker" value="ESU4"/>
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        <balance>27.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7454025.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>S&amp;P500 EMINI FUT  SEP24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 Future (e-Mini) Sep 2024</indexName>
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            <expDate>2024-09-23</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00440525"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.71750000"/>
        <valUSD>2512.27000000</valUSD>
        <pctVal>0.000485053632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>323022.75000000</amtCurSold>
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            <amtCurPur>1532000.00000000</amtCurPur>
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            <unrealizedAppr>2512.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THAILAND BAHT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2024-07-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00441470"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="36.69750000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THAILAND BAHT</counterpartyName>
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            <amtCurSold>177519.17000000</amtCurSold>
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            <amtCurPur>6483000.00000000</amtCurPur>
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            <settlementDt>2024-07-12</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT SEP24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBU4"/>
          <other otherDesc="Bloomberg Ticker" value="CNU4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Canada Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-07-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00441163"/>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00445449"/>
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        <balance>1.00000000</balance>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>2322000.00000000</amtCurSold>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-07-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00448205"/>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN TREASURY DISC BILL ZERO COUPON 08/26/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00448208"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN</counterpartyName>
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        <name>BASF SE</name>
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          <isin value="US05526LGW19"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTAUD__00448202"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>920202.56000000</amtCurSold>
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        <name>N/A</name>
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        <title>FTSE 100 IDX FUT  SEP24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="FFIU4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTINR__00446907"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>SWISS FRANC</name>
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          <ticker value="CHF-OLD"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>68931.55000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-08-08</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00441307"/>
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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>N/A</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE JUL24 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="OMXS30N4"/>
          <other otherDesc="Bloomberg Ticker" value="QCN4"/>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
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          <other otherDesc="FX Forwards" value="CCTPLN__00441463"/>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <title>LONG GILT FUTURE  SEP24 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FLGU4"/>
          <other otherDesc="Bloomberg Ticker" value="G U4"/>
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        <name>MALAYSIAN RINGGIT</name>
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        <name>JP MORGAN</name>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
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        <name>UBS Group AG</name>
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        <name>APPLE INC.</name>
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        <name>PHILLIPINE PESO</name>
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      <invstOrSec>
        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <name>JP MORGAN</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>533650.17000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00440844"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>7825000.00000000</amtCurSold>
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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__00439114"/>
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        <balance>1.00000000</balance>
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        <valUSD>3568.34000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
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            <amtCurSold>233592.52000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00440849"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15858.06000000</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>4403000.00000000</amtCurSold>
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            <amtCurPur>397977.45000000</amtCurPur>
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            <unrealizedAppr>-15858.06000000</unrealizedAppr>
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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 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00438453"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.60900000"/>
        <valUSD>-21736.44000000</valUSD>
        <pctVal>-0.00419673808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>652814.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36884000.00000000</amtCurPur>
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            <unrealizedAppr>-21736.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00441466"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.71750000"/>
        <valUSD>-276.47000000</valUSD>
        <pctVal>-0.00005337912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>361509.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1700000.00000000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2024-08-21</settlementDt>
            <unrealizedAppr>-276.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00445045"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3300.90000000</valUSD>
        <pctVal>0.000637317460</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>2074224.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>116268.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>3300.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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: GBP/USD SETTLE 2024-08-29</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00447329"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79108000"/>
        <valUSD>-6735.36000000</valUSD>
        <pctVal>-0.00130042186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>2165227.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1707000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2024-08-29</settlementDt>
            <unrealizedAppr>-6735.36000000</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 Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  SEP24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FLGU4"/>
          <other otherDesc="Bloomberg Ticker" value="G U4"/>
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        <balance>43.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.79108000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LONG GILT FUTURE  SEP24</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.K. Gilt Futures</issuerName>
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                  <isin value="GB0032452392"/>
                  <ticker value="GRU24"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00442527"/>
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        <currencyConditional curCd="PLN" exchangeRt="4.02005000"/>
        <valUSD>-1163.63000000</valUSD>
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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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              <counterpartyName>POLISH ZLOTY</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-07-25</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00448172"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-08-22</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00447575"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US9128282L36"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>THAILAND BAHT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2024-07-12</title>
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          <other otherDesc="FX Forwards" value="CCTTHB__00445454"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <other otherDesc="FX Forwards" value="CCTIDR__00445448"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTJPY__00447777"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <other otherDesc="FX Forwards" value="CCTPLN__00443340"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JP MORGAN</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00448181"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2024-07-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00445951"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-07-02</title>
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        <name>INDONESIA RUPIAH</name>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>JP MORGAN</name>
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              <counterpartyName>JP MORGAN</counterpartyName>
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        <name>ENEL FINANCE AMERICA, LLC</name>
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        <title>ENEL FIN AMER LLC DISC CP 4/A2 0% CP 16/09/2024 COMMERCIAL PAPER (ISITC)</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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          <ticker value="SXFU4"/>
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      <invstOrSec>
        <name>CHILEAN PESO</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00446675"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PHILLIPINE PESO</name>
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          <other otherDesc="FX Forwards" value="CCTPHP__00441161"/>
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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>PHILLIPINE PESO</counterpartyName>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-07-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00444421"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00446909"/>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00447577"/>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2024-07-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00443334"/>
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        <name>CANADIAN DOLLAR</name>
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        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JP MORGAN</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00445444"/>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Sumitomo Mitsui Trust Bank, Limited</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>China Construction Bank Corporation (New York Branch)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TAIWAN DOLLAR</name>
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        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTSEK__00443145"/>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <name>JABIL INC.</name>
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        <name>NEW ZEALAND DOLLAR</name>
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        <name>JP MORGAN</name>
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        <name>FISERV, INC.</name>
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        <name>JP MORGAN</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP MORGAN</name>
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        <name>Deutsche Bank AG</name>
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        <name>INDONESIA RUPIAH</name>
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        <name>INTESA SANPAOLO FUNDING LLC</name>
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        <name>JP MORGAN</name>
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        <name>United States of America</name>
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        <securityLending>
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        <name>JP MORGAN</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>Citibank, N.A.</name>
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        <name>Vanguard Intermediate Term Corporate Bond Etf</name>
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        <name>Deutsche Bank AG</name>
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        <name>JP MORGAN</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>JP MORGAN</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JP MORGAN</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JP MORGAN</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN</counterpartyName>
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      <invstOrSec>
        <name>JP MORGAN</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00439336"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>POLISH ZLOTY</name>
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          <other otherDesc="FX Forwards" value="CCTPLN__00440533"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Bloomberg Ticker" value="STU4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-07-12</title>
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      <invstOrSec>
        <name>JP MORGAN</name>
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        <name>The Toronto Dominion Bank</name>
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        <title>BRK: TORONTO DOMINION BANK - NY BRANCH PAY: 6-MONTH BBSW - AUD</title>
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      <invstOrSec>
        <name>PHILLIPINE PESO</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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      <invstOrSec>
        <name>Brookfield Infrastructure Holdings (Canada) Inc.</name>
        <lei>549300GV8LYH0T7DZO77</lei>
        <title>BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC)</title>
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        <identifiers>
          <isin value="US11275MG916"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <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>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="IRS532767"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.49734000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</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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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-08-08</title>
        <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="0.89860000"/>
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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>530269.51000000</amtCurSold>
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            <amtCurPur>475000.00000000</amtCurPur>
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            <unrealizedAppr>1181.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-07-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00443335"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5616.03000000</valUSD>
        <pctVal>0.001084308514</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>4069000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>564164.14000000</amtCurPur>
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            <unrealizedAppr>5616.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00443332"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.60900000"/>
        <valUSD>-1154.83000000</valUSD>
        <pctVal>-0.00022296747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>136065.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7885000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>-1154.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PEN SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00447328"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1742.09000000</valUSD>
        <pctVal>0.000336352017</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>713000.00000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>187913.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-19</settlementDt>
            <unrealizedAppr>1742.09000000</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</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-08-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00447100"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12330.31000000</valUSD>
        <pctVal>0.002380660380</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>83345000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>534570.58000000</amtCurPur>
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            <settlementDt>2024-08-16</settlementDt>
            <unrealizedAppr>12330.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NVIDIA CORPORATION</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP COMMON STOCK</title>
        <cusip>67066G104</cusip>
        <identifiers>
          <isin value="US67066G1040"/>
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        <balance>2880.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355795.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-08-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00448670"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4744.68000000</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>JP MORGAN</counterpartyName>
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            <unrealizedAppr>-4744.68000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-07-25</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00444230"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1238.56000000</valUSD>
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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>JP MORGAN</counterpartyName>
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            <amtCurSold>18239000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PEN SETTLE 2024-07-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00444793"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2024-09-13</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00448166"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-07-25</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00443352"/>
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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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              <counterpartyName>NEW ZEALAND DOLLAR</counterpartyName>
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            <amtCurSold>782576.32000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTBRL__00445007"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.55445000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>175016.54000000</amtCurSold>
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            <amtCurPur>920000.00000000</amtCurPur>
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        <securityLending>
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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 2024-07-25</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00446915"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="58.60900000"/>
        <valUSD>662.31000000</valUSD>
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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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>236103.05000000</amtCurSold>
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            <amtCurPur>13838000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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__00439803"/>
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        <currencyConditional curCd="PLN" exchangeRt="4.02005000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>143694.20000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>1326.06000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>OGLETHORPE POWER CORP</name>
        <lei>3EERXCUSWMS9GV5D9M98</lei>
        <title>OGLETHORPE PWR CORP ELEC MEMBE COMMERCIAL PAPER (ISITC)</title>
        <cusip>67705AGR9</cusip>
        <identifiers>
          <isin value="US67705AGR95"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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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>2024-07-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVU24"/>
          <other otherDesc="Bloomberg Ticker" value="FVU4"/>
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        <balance>257.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>US 5YR NOTE (CBT) SEP24</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="US91282CJN20"/>
                  <ticker value="FVU24"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-08-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00442735"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31991.80000000</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">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>64022072.00000000</amtCurSold>
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            <unrealizedAppr>31991.80000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-08-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00447327"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-412.37000000</valUSD>
        <pctVal>-0.00007961786</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>6059000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>330056.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-08-22</settlementDt>
            <unrealizedAppr>-412.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WGL HOLDINGS, INC.</name>
        <lei>549300FMXG4FL88R7K50</lei>
        <title>WGL HLDGS INC 0% CP 07/15/2024 COMMERCIAL PAPER (ISITC)</title>
        <cusip>9292E0GF9</cusip>
        <identifiers>
          <isin value="US9292E0GF99"/>
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        <balance>4750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4737800.77000000</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>2024-07-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00444228"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.71750000"/>
        <valUSD>-4258.34000000</valUSD>
        <pctVal>-0.00082217408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1022511.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4792000.00000000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2024-08-21</settlementDt>
            <unrealizedAppr>-4258.34000000</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>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033</title>
        <cusip>91282CGK1</cusip>
        <identifiers>
          <isin value="US91282CGK18"/>
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        <balance>3451500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3360347.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</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>VW CREDIT, INC.</name>
        <lei>549300UUPJ2NXDB68M19</lei>
        <title>VW CREDIT INC 4(2) DISC NT* 07/09/2024</title>
        <cusip>91842JG94</cusip>
        <identifiers>
          <isin value="US91842JG946"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9983339.60000000</valUSD>
        <pctVal>1.927521777758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00441627"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>906085.41000000</amtCurSold>
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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 2024-07-19</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTIDR__00445948"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE 100 IDX FUT  SEP24 PHYSICAL INDEX FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-08-23</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00448170"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JAPANESE YEN</counterpartyName>
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      </invstOrSec>
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        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTEUR__00447096"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>EURO</counterpartyName>
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            <amtCurPur>419000.00000000</amtCurPur>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828S50</cusip>
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          <isin value="US912828S505"/>
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        <balance>2273300.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031</title>
        <cusip>91282CBF7</cusip>
        <identifiers>
          <isin value="US91282CBF77"/>
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        <balance>3207600.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00443339"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>26012000.00000000</amtCurSold>
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            <unrealizedAppr>2579.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-08-16</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00442328"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24038.01000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>115007210.00000000</amtCurSold>
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            <amtCurPur>744673.88000000</amtCurPur>
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            <unrealizedAppr>24038.01000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00439806"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.36880000"/>
        <valUSD>2016.70000000</valUSD>
        <pctVal>0.000389372026</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>124492.66000000</amtCurSold>
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            <amtCurPur>2955000.00000000</amtCurPur>
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            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>2016.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00440561"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.64750000"/>
        <valUSD>8651.72000000</valUSD>
        <pctVal>0.001670420859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NORWEIGAN KRONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>280911.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3080802.84000000</amtCurPur>
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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 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00447579"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.60900000"/>
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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">
            <counterparties>
              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>115561.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6780000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-08-16</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00446662"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-07-11</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00447573"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTNOK__00443146"/>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <name>INDONESIA RUPIAH</name>
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      <invstOrSec>
        <name>JP MORGAN</name>
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      <invstOrSec>
        <name>JP MORGAN</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00440679"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2024-08-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00448433"/>
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        <name>HUNGARIAN FORINT</name>
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          <other otherDesc="FX Forwards" value="CCTHUF__00444239"/>
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        <name>N/A</name>
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          <ticker value="YAPU4"/>
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      <invstOrSec>
        <name>Corporacion Andina de Fomento</name>
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          <isin value="US2198X2GK96"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-07-11</title>
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          <other otherDesc="FX Forwards" value="CCTHUF__00445957"/>
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        <name>DANSKE BANK A/S</name>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
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        <name>UBS Group AG</name>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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      <invstOrSec>
        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
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        <name>JP MORGAN</name>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
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      <invstOrSec>
        <name>JP MORGAN</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00446916"/>
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            <amtCurSold>687000.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
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        <title>E-MINI RUSS 2000  SEP24 PHYSICAL INDEX FUTURE.</title>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPLN__00441791"/>
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      <invstOrSec>
        <name>FISERV, INC.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC COMMERCIAL PAPER (ISITC)</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-07-11</title>
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          <other otherDesc="FX Forwards" value="CCTCZK__00445455"/>
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      <invstOrSec>
        <name>ANZ Banking Group</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTKRW__00444790"/>
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      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00448185"/>
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        <name>EURO</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00447342"/>
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      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
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        <title>FX Forward Contract: NZD/USD SETTLE 2024-07-25</title>
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          <other otherDesc="FX Forwards" value="CCTNZD__00446673"/>
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      <invstOrSec>
        <name>JP MORGAN</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00435422"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTNOK__00447098"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NORWEIGAN KRONE</counterpartyName>
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            <amtCurSold>241932.83000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="ESU24"/>
          <other otherDesc="Bloomberg Ticker" value="ESU4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>S&amp;P500 EMINI FUT  SEP24</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>S&amp;P 500 Future (e-Mini) Sep 2024</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29</title>
        <cusip>912810FH6</cusip>
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          <isin value="US912810FH69"/>
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        <balance>280200.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-07-23</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00447572"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.30085000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
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            <amtCurSold>126684.34000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-08-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00448184"/>
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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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>320000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-07-25</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00448169"/>
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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"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SWEDISH KRONE</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTSEK__00440684"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTNOK__00440564"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTEUR__00446184"/>
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        <name>SWISS FRANC</name>
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        <name>SWEDISH KRONE</name>
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        <name>JP MORGAN CHASE BANK N.A.</name>
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        <title>BRK: J.P. MORGAN CHASE PAY: 6-MONTH BBSW AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS488416"/>
        </identifiers>
        <balance>1790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49734000"/>
        <valUSD>2181.48000000</valUSD>
        <pctVal>0.000421186734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.53950000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2033-12-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>-1790000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>2181.48000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00441287"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.71750000"/>
        <valUSD>-271.11000000</valUSD>
        <pctVal>-0.00005234425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>105453.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>495000.00000000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2024-08-21</settlementDt>
            <unrealizedAppr>-271.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2024-08-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00442530"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.44150000"/>
        <valUSD>-3482.52000000</valUSD>
        <pctVal>-0.00067238353</pctVal>
        <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>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>511194.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16440000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2024-08-23</settlementDt>
            <unrealizedAppr>-3482.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-09-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00445638"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3402.16000000</valUSD>
        <pctVal>0.000656868117</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>5856880.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>824030.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-09-18</settlementDt>
            <unrealizedAppr>3402.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI EMGMKT       SEP24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MEMU4"/>
          <other otherDesc="Bloomberg Ticker" value="MESU4"/>
        </identifiers>
        <balance>202.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10990820.00000000</valUSD>
        <pctVal>2.122039893887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MSCI EMGMKT       SEP24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>US MSCI Emerging Markets Equity Index Future Sep 2024</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2024-09-23</expDate>
            <notionalAmt>10938617.14000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>52202.86000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) SEP24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBU4"/>
          <other otherDesc="Bloomberg Ticker" value="JBU4"/>
        </identifiers>
        <balance>-6.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="160.86000000"/>
        <valUSD>-5328608.73000000</valUSD>
        <pctVal>-1.02881498413</pctVal>
        <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) SEP24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan Govt. Bond Futures</issuerName>
                <issueTitle>Japan Govt 10 Year Bond Future (TSE) Sep 2024</issueTitle>
                <identifiers>
                  <isin value="JP1103641MA8"/>
                  <ticker value="BTU24"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-09-15</expDate>
            <notionalAmt>-5518097.88000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>189489.15000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00431554"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.71750000"/>
        <valUSD>9041.75000000</valUSD>
        <pctVal>0.001745725451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1146905.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5440000.00000000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2024-08-21</settlementDt>
            <unrealizedAppr>9041.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00447574"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.02005000"/>
        <valUSD>1091.73000000</valUSD>
        <pctVal>0.000210784510</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>147659.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>598000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>1091.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRK: UBS AG PAY: 3- MONTH BKBM (NZD)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS541670"/>
        </identifiers>
        <balance>1310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.64109000"/>
        <valUSD>-8272.81000000</valUSD>
        <pctVal>-0.00159726324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS Group AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.37100000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2034-06-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>-1310000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-8272.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00441289"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27964.96000000</valUSD>
        <pctVal>0.005399302395</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>71777000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>1256054.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>27964.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-08-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00445262"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="160.86000000"/>
        <valUSD>-30832.11000000</valUSD>
        <pctVal>-0.00595287407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JAPANESE YEN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>780897.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>119703840.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2024-08-16</settlementDt>
            <unrealizedAppr>-30832.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00441794"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7417.21000000</valUSD>
        <pctVal>0.001432069265</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>583748000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>147819.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-19</settlementDt>
            <unrealizedAppr>7417.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAP GRP COMMERCIAL PAPER (ISITC)</title>
        <cusip>05369BG52</cusip>
        <identifiers>
          <isin value="US05369BG520"/>
        </identifiers>
        <balance>5200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5194428.77000000</valUSD>
        <pctVal>1.002908343135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-05</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWEDISH KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00445004"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.59020000"/>
        <valUSD>-1069.45000000</valUSD>
        <pctVal>-0.00020648282</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>135230.09000000</amtCurSold>
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            <amtCurPur>1419000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-07-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00448684"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1688.78000000</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>428820450.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>309946.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-18</settlementDt>
            <unrealizedAppr>-1688.78000000</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</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00437131"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-366.60000000</valUSD>
        <pctVal>-0.00007078087</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>322000.00000000</amtCurSold>
            <curSold>MYR</curSold>
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            <unrealizedAppr>-366.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00442540"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.71750000"/>
        <valUSD>-577.83000000</valUSD>
        <pctVal>-0.00011156386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>224755.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1055000.00000000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2024-08-21</settlementDt>
            <unrealizedAppr>-577.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THAILAND BAHT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2024-07-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00442539"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="36.69750000"/>
        <valUSD>-1576.24000000</valUSD>
        <pctVal>-0.00030433071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THAILAND BAHT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>322658.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11768000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2024-07-12</settlementDt>
            <unrealizedAppr>-1576.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00443351"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.64109000"/>
        <valUSD>-1478.31000000</valUSD>
        <pctVal>-0.00028542299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NEW ZEALAND DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>767134.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1257000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>-1478.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00448666"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.64109000"/>
        <valUSD>-5.97000000</valUSD>
        <pctVal>-0.00000115265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NEW ZEALAND DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>139493.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>229000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>-5.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENGIE SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE COMMERCIAL PAPER (ISITC)</title>
        <cusip>29287AH52</cusip>
        <identifiers>
          <isin value="US29287AH526"/>
        </identifiers>
        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2784128.68000000</valUSD>
        <pctVal>0.537542433474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-08-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00445003"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="160.86000000"/>
        <valUSD>-6350.81000000</valUSD>
        <pctVal>-0.00122617531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JAPANESE YEN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>225867.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35033000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2024-08-16</settlementDt>
            <unrealizedAppr>-6350.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00448434"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.55445000"/>
        <valUSD>-20987.88000000</valUSD>
        <pctVal>-0.00405221072</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>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>953870.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5184000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2024-07-02</settlementDt>
            <unrealizedAppr>-20987.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2024-09-13</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00445789"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2498.29000000</valUSD>
        <pctVal>-0.00048235446</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>87974116.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1050512.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-09-13</settlementDt>
            <unrealizedAppr>-2498.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PARKER-HANNIFIN CORPORATION</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>PARKER-HANNIFIN CORP 0% CP 07/25/2024 COMMERCIAL PAPER</title>
        <cusip>70109LGR1</cusip>
        <identifiers>
          <isin value="US70109LGR15"/>
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        <balance>5350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5327863.04000000</valUSD>
        <pctVal>1.028671010902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-09-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00448664"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49734000"/>
        <valUSD>494.34000000</valUSD>
        <pctVal>0.000095444125</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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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>175480.18000000</amtCurSold>
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            <amtCurPur>263000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2024-09-19</settlementDt>
            <unrealizedAppr>494.34000000</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 1-3/4% 01/15/28</title>
        <cusip>912810PV4</cusip>
        <identifiers>
          <isin value="US912810PV44"/>
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        <balance>3175500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4675422.49000000</valUSD>
        <pctVal>0.902701804283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00439339"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.60900000"/>
        <valUSD>-12580.18000000</valUSD>
        <pctVal>-0.00242890374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>670828.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38472000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>-12580.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00447578"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>94.66000000</valUSD>
        <pctVal>0.000018276370</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>511000.00000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>108677.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-08-21</settlementDt>
            <unrealizedAppr>94.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR JUL24 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFXIN4"/>
          <other otherDesc="Bloomberg Ticker" value="IBN4"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93305000"/>
        <valUSD>1282203.53000000</valUSD>
        <pctVal>0.247559967567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>IBEX 35 INDX FUTR JUL24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>IBEX 35 INDX FUTR Jul 2024</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2024-07-22</expDate>
            <notionalAmt>1283517.42000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1313.89000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSCANADA PIPELINES LIMITED</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD 4/2 COMMERCIAL PAPER (ISITC)</title>
        <cusip>89355PG10</cusip>
        <identifiers>
          <isin value="US89355PG106"/>
        </identifiers>
        <balance>5200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5197649.50000000</valUSD>
        <pctVal>1.003530181864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00445265"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.64109000"/>
        <valUSD>-9592.20000000</valUSD>
        <pctVal>-0.00185200295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NEW ZEALAND DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>697413.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1129216.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>-9592.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00447355"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11827.61000000</valUSD>
        <pctVal>0.002283602157</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>2925409.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1793735.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>11827.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00446913"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-142.11000000</valUSD>
        <pctVal>-0.00002743772</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>616000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>153086.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>-142.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-07-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00448176"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.30085000"/>
        <valUSD>-1350.14000000</valUSD>
        <pctVal>-0.00026067672</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">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>492773.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3580000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2024-07-23</settlementDt>
            <unrealizedAppr>-1350.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00439349"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16540.83000000</valUSD>
        <pctVal>-0.00319360167</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>653563000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>1756559.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>-16540.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-07-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00445447"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1376.50000000"/>
        <valUSD>-257.86000000</valUSD>
        <pctVal>-0.00004978602</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>
            </counterparties>
            <amtCurSold>150377.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>206569000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2024-07-18</settlementDt>
            <unrealizedAppr>-257.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-09-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00448430"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10087.87000000</valUSD>
        <pctVal>-0.00194770386</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>2699000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1795825.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-09-19</settlementDt>
            <unrealizedAppr>-10087.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 08/01/2024</title>
        <cusip>912797JU2</cusip>
        <identifiers>
          <isin value="US912797JU24"/>
        </identifiers>
        <balance>44600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44398293.82000000</valUSD>
        <pctVal>8.572149367069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PERUVIAN NEW SOL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PEN/USD SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPEN__00441989"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.83075000"/>
        <valUSD>-21640.99000000</valUSD>
        <pctVal>-0.00417830918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PERUVIAN NEW SOL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>692954.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2571000.00000000</amtCurPur>
            <curPur>PEN</curPur>
            <settlementDt>2024-07-19</settlementDt>
            <unrealizedAppr>-21640.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWISS FRANC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-08-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89860000"/>
        <valUSD>-2281.59000000</valUSD>
        <pctVal>-0.00044051535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>SWISS FRANC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>246189.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>218000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2024-08-08</settlementDt>
            <unrealizedAppr>-2281.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00440345"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2054.39000000</valUSD>
        <pctVal>0.000396648979</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>11216150.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>193960.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>2054.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00444029"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.64750000"/>
        <valUSD>-585.50000000</valUSD>
        <pctVal>-0.00011304473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NORWEIGAN KRONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>123335.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1306000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2024-07-19</settlementDt>
            <unrealizedAppr>-585.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00445260"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.36880000"/>
        <valUSD>-9318.46000000</valUSD>
        <pctVal>-0.00179915091</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>
            </counterparties>
            <amtCurSold>328679.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7459632.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>-9318.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-08-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00444223"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5276.36000000</valUSD>
        <pctVal>0.001018727120</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>18112000.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>564623.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-08-23</settlementDt>
            <unrealizedAppr>5276.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MYR/USD SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMYR__00448178"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.71750000"/>
        <valUSD>-922.88000000</valUSD>
        <pctVal>-0.00017818399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>477325.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2242000.00000000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2024-08-21</settlementDt>
            <unrealizedAppr>-922.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00444787"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.02005000"/>
        <valUSD>-1806.58000000</valUSD>
        <pctVal>-0.00034880334</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>
            </counterparties>
            <amtCurSold>110758.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>438000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>-1806.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-07-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00448177"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1376.50000000"/>
        <valUSD>1335.10000000</valUSD>
        <pctVal>0.000257772892</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>
            </counterparties>
            <amtCurSold>182664.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>253189000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2024-07-18</settlementDt>
            <unrealizedAppr>1335.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-08-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00447771"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-223.36000000</valUSD>
        <pctVal>-0.00004312497</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>316000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>231050.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-08-23</settlementDt>
            <unrealizedAppr>-223.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PEN SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00446187"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3350.91000000</valUSD>
        <pctVal>0.000646973083</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>974000.00000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>257671.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-19</settlementDt>
            <unrealizedAppr>3350.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00441781"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.60900000"/>
        <valUSD>-6827.23000000</valUSD>
        <pctVal>-0.00131815955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>402628.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23133000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>-6827.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00446911"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.28550000"/>
        <valUSD>1612.38000000</valUSD>
        <pctVal>0.000311308408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>84438.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1580000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>1612.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE   SEP24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FOATU4"/>
          <other otherDesc="Bloomberg Ticker" value="OATU4"/>
        </identifiers>
        <balance>19.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93305000"/>
        <valUSD>2507132.52000000</valUSD>
        <pctVal>0.484061719389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EURO-OAT FUTURE   SEP24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>France Govt. Bond Future</issuerName>
                <issueTitle>Eurex Long Term Euro OAT Bond Future Sep 2024</issueTitle>
                <identifiers>
                  <isin value="FR001400H7V7"/>
                  <ticker value="FOATU24"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-09-09</expDate>
            <notionalAmt>2544424.45000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-37291.93000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00447324"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.60900000"/>
        <valUSD>455.95000000</valUSD>
        <pctVal>0.000088032020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>PHILLIPINE PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>97275.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5712000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2024-07-25</settlementDt>
            <unrealizedAppr>455.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00439805"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.36880000"/>
        <valUSD>3125.05000000</valUSD>
        <pctVal>0.000603365424</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>
            </counterparties>
            <amtCurSold>192910.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4579000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>3125.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND SEP24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBXU4"/>
          <other otherDesc="Bloomberg Ticker" value="UBU4"/>
        </identifiers>
        <balance>22.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93305000"/>
        <valUSD>3070875.08000000</valUSD>
        <pctVal>0.592905663899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EURO-BUXL 30Y BND SEP24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>EURO BUXL 30Y BND Sep 2024</issueTitle>
                <identifiers>
                  <isin value="DE000BU2D004"/>
                  <ticker value="FGBXU24"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-09-09</expDate>
            <notionalAmt>3035301.68000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>35573.40000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPINE PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00445954"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.60900000"/>
        <valUSD>581.68000000</valUSD>
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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>
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            <amtCurSold>100896.52000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-07-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00442526"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1376.50000000"/>
        <valUSD>-1012.73000000</valUSD>
        <pctVal>-0.00019553167</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>103130.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>140517000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2024-07-18</settlementDt>
            <unrealizedAppr>-1012.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125%  01/15/2030</title>
        <cusip>912828Z37</cusip>
        <identifiers>
          <isin value="US912828Z377"/>
        </identifiers>
        <balance>2671200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2928983.93000000</valUSD>
        <pctVal>0.565510193781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWEDISH KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00441002"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.59020000"/>
        <valUSD>9317.65000000</valUSD>
        <pctVal>0.001798994526</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>329175.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3580194.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2024-07-19</settlementDt>
            <unrealizedAppr>9317.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030</title>
        <cusip>912828ZZ6</cusip>
        <identifiers>
          <isin value="US912828ZZ63"/>
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        <balance>2433200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2661678.46000000</valUSD>
        <pctVal>0.513900498490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00445445"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.64750000"/>
        <valUSD>-844.44000000</valUSD>
        <pctVal>-0.00016303927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>NORWEIGAN KRONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>126508.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1337000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2024-07-19</settlementDt>
            <unrealizedAppr>-844.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-08-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00446376"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.36835000"/>
        <valUSD>15022.22000000</valUSD>
        <pctVal>0.002900397798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2301374.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3165000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2024-08-23</settlementDt>
            <unrealizedAppr>15022.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00441295"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>802.23000000</valUSD>
        <pctVal>0.000154889631</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>2955000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>127311.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>802.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2024-08-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00431313"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4553.20000000</valUSD>
        <pctVal>-0.00087910383</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>2739451.00000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>577553.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-08-21</settlementDt>
            <unrealizedAppr>-4553.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP COMMERCIAL PAPER (ISITC)</title>
        <cusip>05369BGA1</cusip>
        <identifiers>
          <isin value="US05369BGA17"/>
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        <balance>4850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4841089.14000000</valUSD>
        <pctVal>0.934687701640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-10</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-08-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00442578"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="160.86000000"/>
        <valUSD>-7191.37000000</valUSD>
        <pctVal>-0.00138846546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JAPANESE YEN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>167368.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25562924.00000000</amtCurPur>
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            <settlementDt>2024-08-16</settlementDt>
            <unrealizedAppr>-7191.37000000</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</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-07-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00442537"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2443.89000000</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>JP MORGAN</counterpartyName>
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            <amtCurSold>12779000.00000000</amtCurSold>
            <curSold>PHP</curSold>
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            <unrealizedAppr>2443.89000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00445958"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8066.83000000</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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <amtCurSold>7353000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>THAILAND BAHT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2024-07-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00447356"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="36.69750000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>270695.22000000</amtCurSold>
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            <unrealizedAppr>-59.81000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OGLETHORPE POWER CORP</name>
        <lei>3EERXCUSWMS9GV5D9M98</lei>
        <title>OGLETHORPE PWR CORP ELEC MEMBE COMMERCIAL PAPER (ISITC)</title>
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        <balance>8450000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-12</maturityDt>
          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <identifiers>
          <other otherDesc="All Others" value="IRS541669"/>
        </identifiers>
        <balance>1380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49734000"/>
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        <pctVal>-0.00334925973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Citibank, N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2034-06-17</terminationDt>
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            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>-1380000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-17347.04000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00444231"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.36880000"/>
        <valUSD>-6575.16000000</valUSD>
        <pctVal>-0.00126949143</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>
            </counterparties>
            <amtCurSold>249789.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5681000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2024-07-11</settlementDt>
            <unrealizedAppr>-6575.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-07-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00441294"/>
        </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">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>4493000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00441285"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3212.22000000</valUSD>
        <pctVal>0.000620195671</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>2133792000.00000000</amtCurSold>
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            <unrealizedAppr>3212.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2024-07-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00446677"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>574.78000000</valUSD>
        <pctVal>0.000110974985</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>JP MORGAN</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>1155230182.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>278428.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-07-19</settlementDt>
            <unrealizedAppr>574.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-06-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
